Debt Defaults and Lessons from a Decade of Crises
By Federico Sturzenegger, Jeromin Zettelmeyer. 2007
472 citations recorded by the source corpus.
Subfields: Finance, Strategy and Management
View Paper: https://www.semanticscholar.org/paper/952d8c296f6ada65a5761177f52f4b5b024362dc
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Finance
- Christoph Trebesch
- Davide Furceri
- A. Zdzienicka
- Luc Laeven
- Fabián Valencia
- T. Asonuma
- J. Cruces
- Mark L. J. Wright
In Strategy and Management
- Christoph Trebesch
- J. Cruces
- T. Asonuma
- Luc Laeven
- Fabián Valencia
- Davide Furceri
- A. Zdzienicka
- Carlo A. Favero
Citations in the corpus
- Modelling and forecasting government bond spreads in the euro area: A GVAR model (2013, background): “…spreads for euro-area Member States along with the associated CDS spreads and the residual non-default 4Note that, as clearly discussed in Sturzenegger and Zettelmeyer (2006), CDS is direct measure of the default risk but not of the probability of default, as the price of a CDS depends…”
- Sovereign Debt Restructurings: Preemptive or Post-Default (2015, background): “Sturzenegger and Zettelmeyer (2006) report that Argentina and Uruguay both experienced 6 restructurings in their history (1820-2004).”
- Stories of the Twentieth Century for the Twenty-First (2011, unknown): “We draw our dating of systemic banking crises and sovereign default crises from Reinhart and Rogoff (2009), Caprio et al. (2003), Laeven and Valencia (2010), Cantor and Packer (1995), Chambers (2011), Moody’s (2009), and Sturzenegger and Zettelmeyer (2007).”
- Assessing Fiscal Stress (2011, background): “This follows Sturzenegger et al. (2006) and aims to capture implicit domestic defaults.”
- Crypto-currency bubbles: an application of the Phillips–Shi–Yu (2013) methodology on Mt. Gox bitcoin prices (2015, background): “The 1970s and 1980s also witnessed bubbles in the international credit markets particularly in relation to sovereign debts of South American countries (Sturzenegger and Zettelmeyer, 2006).”
- The Economics and Law of Sovereign Debt and Default (2009, background): “Some portions of this article draw on Sturzenegger and Zettelmeyer (2007b) and Borensztein and Panizza (forthcoming-a).”
- The Forgotten History of Domestic Debt (2011, unknown): “Of course, during the post–World War II era, many governments did repress domestic financial markets, with low deposit rate ceilings and high bank reserve requirements, among other devices.”