Uncertainty Premia, Sovereign Default Risk, and State-Contingent Debt
Language: en
Pages: 38

Uncertainty Premia, Sovereign Default Risk, and State-Contingent Debt

Authors: Mr. Francisco Roch
Categories: Business & Economics
Type: BOOK - Published: 2021-03-12 - Publisher: International Monetary Fund

GET EBOOK

We analyze how concerns for model misspecification on the part of international lenders affect the desirability of issuing state-contingent debt instruments in
Sovereign Default Risk and Uncertainty Premia
Language: en
Pages: 51

Sovereign Default Risk and Uncertainty Premia

Authors: Demian Pouzo
Categories:
Type: BOOK - Published: 2016 - Publisher:

GET EBOOK

This paper studies how international investors' concerns about model misspecification affect sovereign bond spreads. We develop a general equilibrium model of s
Default Risk Premia on Sovereign Debt
Language: en
Pages: 164

Default Risk Premia on Sovereign Debt

Authors: Matthias Vocke
Categories:
Type: BOOK - Published: 1999 - Publisher:

GET EBOOK

Sovereign Debt
Language: en
Pages: 435

Sovereign Debt

Authors: Rob Quail
Categories: Business & Economics
Type: BOOK - Published: 2011-02-25 - Publisher: John Wiley & Sons

GET EBOOK

An intelligent analysis of the dangers, opportunities, and consequences of global sovereign debt Sovereign debt is growing internationally at a terrifying rate,
Sovereign Default Risk Premia, Fiscal Limits and Fiscal Policy. March 2011
Language: en
Pages: 31

Sovereign Default Risk Premia, Fiscal Limits and Fiscal Policy. March 2011

Authors: Bank of Canada
Categories:
Type: BOOK - Published: 2011 - Publisher:

GET EBOOK