Sovereign Bond Prices, Haircuts and Maturity /
Rejecting a common assumption in the sovereign debt literature, we document that creditor losses ('haircuts') during sovereign restructuring episodes are asymmetric across debt instruments. We code a comprehensive dataset on instrument-specific haircuts for 28 debt restructurings with priv...
| Autor principal: | |
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| Outros Autores: | , |
| Formato: | Periódico |
| Idioma: | English |
| Publicado em: |
Washington, D.C. :
International Monetary Fund,
2017.
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| coleção: | IMF Working Papers; Working Paper ;
No. 2017/119 |
| Acesso em linha: | Full text available on IMF |