Sovereign defaults: Information, investment and credit ☆
By Guido Sandleris. 2008
184 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Finance
View Paper: https://www.semanticscholar.org/paper/1ec38677cff31efc4a5ed3df6ba4a0b908e216a4
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Economics and Econometrics
- Christoph Trebesch
- J. Cruces
- M. Ayhan Kose
- F. Ohnsorge
- Naotaka Sugawara
- C. Arellano
- P. Nagle
- Federico Sturzenegger
In Finance
- Christoph Trebesch
- J. Cruces
- U. Panizza
- M. Ayhan Kose
- Jeromin Zettelmeyer
- Federico Sturzenegger
- C. Arellano
- F. Ohnsorge
Citations in the corpus
- Default risk and income fluctuations in emerging economies (2008, background): “18See Sandleris (2006) for a model where sovereign defaults affect the availability of credit to the private sector.”
- Sovereign Defaults: The Price of Haircuts (2011, background): “Aguiar, Mark and Gita Gopinath.”
- Global Waves of Debt: Causes and Consequences (2021, background): “13 Schaechter et al. (2012) create a fiscal rule index that captures both the number and characteristics of fiscal rules in operation in advanced economies and EMDEs and show how EMDEs have played catch-up to advanced economies since 2000.”
- Long-Duration Bonds and Sovereign Defaults (Revised July 2009) (2009, unknown): “…is, r∗ satisfies q = ∞ ∑ s=1 Cs (1 + r ∗)−s . a sovereign default may induce investors to believe that there is a higher risk of expropriation or bad economic conditions and, therefore, it may reduce firms’ net worth and their ability to borrow (see Sandleris (2006) and the references therein).”
- Heterogeneous Borrowers in Quantitative Models of Sovereign Default (2009, unknown): “This may be the case because a sovereign default may signal to investors a higher risk of expropriation or bad economic conditions, and therefore, it may reduce firms’ net worth and their ability to borrow; see Sandleris (2006) and the references therein. IMF (2002), Kumhof (2004), and Kumhof and Ta”
- The Economics and Law of Sovereign Debt and Default (2009, background): “A related approach focuses on the information content of default with respect to the underlying structure of the economy (Guido Sandleris 2005; Luis Catão and Sandeep Kapur 2006; Kapur, Ana Fostel, and Catão 2007).”