Improving sovereign debt restructurings

DOI10.1016/J.JEDC.2022.104435zbMath1492.91407OpenAlexW4280542776MaRDI QIDQ2152338

Horacio Sapriza, Maximiliano Dvorkin, Emircan Yurdagul, Juan M. Sánchez

Publication date: 8 July 2022

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2022.104435

zbMATH Keywords

defaultcountry riskrestructuringsovereign debtcrisesmaturitydistribution of creditor lossesGDP-indexed debtinternational monetary fund

Mathematics Subject Classification ID

Financial networks (including contagion, systemic risk, regulation) (91G45)

Related Items (1)

BARGAINING OVER TAXES AND ENTITLEMENTS IN THE ERA OF UNEQUAL GROWTH

Cites Work

• Pricing and hedging GDP-linked bonds in incomplete markets
• Quantitative implications of indexed bonds in small open economies

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