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Banks and sovereign risk: evidence from earnings announcements
(2020-05-15)
A growing literature highlights the relation between bank crises and sovereign defaults. However, causal estimates of the effect of banks on sovereign risk, under plausible identifying assumptions, are badly missing from ...
Financial disruption as a cost of sovereign default
(2014-01-24)
Este trabalho analisa de forma quantitativa os custos para a economia de um default soberano, num modelo onde bancos comprados em d´ıvida tˆem um papel central na intermedia¸c˜ao financeira para os investimentos do setor ...
Sovereign debt default: Are countries trapped by their own default history?
(Universidad de Chile, Facultad de Economía y Negocios, 2015-12)
Why are sovereign debt defaults so persistent in some EMEs, even at relatively
low levels of external debt? The empirical literature has argued that the country s
record of defaults is the main determinant of the future ...
On the sovereign debt paradox
(Springer, 2017-12)
Bulow and Rogoff (Am Econ Rev 79(1):43-50, 1989) show that lending to small countries cannot be supported merely on the country's 'reputation for repayment' if exclusion from future credit markets is the only consequence ...
Fiscal Imbalances, Inflation and Sovereign Default DynamicsFiscal Imbalances, Inflation and Sovereign Default Dynamics
(Pontificia Universidad Católica Argentina, 2019)
Impact of macro shocks on sovereign default probabilitiesDiscussion Paper 173 : Impact of macro shocks on sovereign default probabilitiesImpacto de choques macro nas probabilidades de default da curva de juros soberana
(Instituto de Pesquisa Econômica Aplicada (Ipea), 2015)
SOVEREIGN AND SUB SOVEREIGN DEFAULT RISK UNDER CURRENCY BOARDS: IS THERE A LINK IN A FEDERAL STATE? ARGENTINA 1997-2001¿EXISTE UNA RELACIÓN ENTRE LOS RIESGOS DE DEFAULT SOBERANOS Y PROVINCIALES EN PAÍSES CON REGÍMENES DE CONVERTIBILIDAD? EL CASO DE ARGENTINA 1997-2002
(FACULTAD DE CIENCIAS ECONÓMICAS - UNIVERSIDAD DE BUENOS AIRES, 2018)
Sovereign default risk and commodity prices
(2017-05-12)
Country risk is known to be an important driver of emerging economies business cycles. Existing studies of macroeconomics effects of commodities prices on emerging economies' country risk assume an exogenous negative ...