Birds of a feather: separating spillovers from shocks in sovereign default

DOI10.1007/S10436-021-00392-6MaRDI QIDQ2240680zbMATH OpenOpenAlexFDO

Authors Ryan Rudderham

Publication date 4 November 2021

Published in Annals of Finance (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10436-021-00392-6

zbMATH Keywords

contagiondebt crisisIMFoptimal bailoutsovereign default

Mathematics Subject Classification ID

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

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Cites work

• Default and Renegotiation: A Dynamic Model of Debt
• Incentive-Compatible Debt Contracts: The One-Period Problem
• Optimal contracts and competitive markets with costly state verification
• Strategic Models of Sovereign-Debt Renegotiations

Cited in

(4)

• The impact of bailouts on political turnover and sovereign default risk
• Sovereign bond market shock spillover over different maturities: a journey from normal to Covid-19 period
• The bribe rate and long run differences in sovereign borrowing costs
• International spillovers and bailouts

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