A General Equilibrium Model of Sovereign Default and Business Cycles /
Emerging markets business cycle models treat default risk as part of an exogenous interest rate on working capital, while sovereign default models treat income fluctuations as an exogenous endowment process with ad-noc default costs. We propose instead a general equilibrium model of both sovereign d...
| Príomhchruthaitheoir: | Yue, Zhanwei |
|---|---|
| Rannpháirtithe: | Mendoza, Enrique |
| Formáid: | IRIS |
| Teanga: | English |
| Foilsithe / Cruthaithe: |
Washington, D.C. :
International Monetary Fund,
2011.
|
| Sraith: | IMF Working Papers; Working Paper ;
No. 2011/166 |
| Rochtain ar líne: | Full text available on IMF |
Míreanna comhchosúla
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Sovereign Defaults : The Role of Volatility /
de réir: Sutton, Bennett
Foilsithe / Cruthaithe: (2002) -
The Costs of Sovereign Default /
de réir: Borensztein, Eduardo
Foilsithe / Cruthaithe: (2008) -
Exchange Rate Policy and Sovereign Bond Spreads in Developing Countries /
de réir: Yue, Zhanwei
Foilsithe / Cruthaithe: (2004) -
Quantitative properties of sovereign default models : solution methods matter /
de réir: Martinez, Leonardo
Foilsithe / Cruthaithe: (2010) -
Debt Dilution and Sovereign Default Risk /
de réir: Martinez, Leonardo
Foilsithe / Cruthaithe: (2011)