Sovereign bonds since Waterloo

DOI10.1093/QJE/QJAC007MaRDI QIDQ5048729zbMATH OpenOpenAlexFDO

Authors Josefin Meyer, Carmen M. Reinhart, Christoph Trebesch

Publication date 16 November 2022

Published in The Quarterly Journal of Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/qje/qjac007

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Credit risk (91G40)

Recommendations

• Sovereign Credit Quality and Violations of the Law of One Price
• Sovereign bond spread drivers in the EU market in the aftermath of the global financial crisis
• Reputation and sovereign default
• Regime-Dependent Sovereign Risk Pricing During the Euro Crisis*
• Take the short route: equilibrium default and debt maturity

Cited in

(4)

• The determinants of sovereign bond liquidity during WWI
• The rate of return on everything, 1870--2015
• GDP-linked bonds as a new asset class
• World War II as reflected on capital markets

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