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Haircuts: Estimating Investor Losses in Sovereign Debt Restructurings, 1998-2005 · Study

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ArticleHaircuts: Estimating Investor Losses in Sovereign Debt Restructurings, 1998-2005

Federico Sturzenegger2005

OA

Articlegreen2005

Haircuts: Estimating Investor Losses in Sovereign Debt Restructurings, 1998-2005

Federico Sturzenegger · Jeromin Zettelmeyer

268 citations·0/0 files stored·Journal of International Money and Finance

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Global Financial Crisis and Policies Corporate Insolvency and Governance Credit Risk and Financial Regulations

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References

1997A Markov Model for the Term Structure of Credit Risk Spreads 2007Debt Defaults and Lessons from a Decade of Crises 2003Modeling Sovereign Yield Spreads: A Case Study of Russian Debt

Cited by

2011Sovereign default risk premia, fiscal limits, and fiscal policy 2013Sovereign debt markets in turbulent times: Creditor discrimination and crowding-out effects n.d.Haircuts: estimating investor losses in sovereign debt restructurings, 1998–2005 2016SOVEREIGN DEBT RESTRUCTURINGS: PREEMPTIVE OR POST-DEFAULT 2018Banks, government Bonds, and Default: What do the data Say?2015SOVEREIGN DEBT RELIEF AND ITS AFTERMATH 2012Sovereign Default, Domestic Banks, and Financial Institutions 2008The Dynamic Pricing of Sovereign Risk in Emerging Markets

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Year2005

Typearticle

Published2005-01-01

VenueJournal of International Money and Finance

ISSN-L0261-5606

Languageen

Citations268

Files0 public / 0

ShelfGlobal Financial Crisis and Policies

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doi10.1016/j.jimonfin.2007.04.014

openalex_workW3123398765

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