Default Premium /

We re-assess the view that sovereigns with a history of default are charged only a small and/or short-lived premium on the interest rate warranted by observed fundamentals. Our reassessment uses a metric of such a 'default premium' (DP) that is consistent with asymmetric information models...

Полное описание

Библиографические подробности
Главный автор: Catao, Luis
Другие авторы: Mano, Rui
Формат: Журнал
Язык:English
Опубликовано: Washington, D.C. : International Monetary Fund, 2015.
Серии:IMF Working Papers; Working Paper ; No. 2015/167
Online-ссылка:Full text available on IMF