Government Debt in Emerging Market Countries: A New Data Set

By Olivier Jeanne, Anastasia Guscina. Social Science Research Network, 2006

119 citations recorded by the source corpus.

This paper presents a new database on government debt in 19 emerging market countries since 1980. The data set focuses on the structure of debt in terms of jurisdiction of insurance, maturity, currency composition and indexation. The paper presents stylized facts on debt structures and preliminary evidence on their determinants. We observe substantial cross-country variation in the structure of domestic debt and find it to be associated with countries` record of monetary stability.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/ba4a351cbce7b6051b231af670622bb20d1c1ee3

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Citations in the corpus

Emerging Local Currency Bond Markets (2012, background): “Morgan Government Bond Index (GBI) and Government Bond Index-Emerging Markets (GBI-EM) are market capitalization weighted, not adjusted for float. So for now, we can say only that float (or “net”) as a percentage of outstanding bonds likely varies greatly across countries. 4. The 2001 dollar amount ”
Costs of Sovereign Default (2006, background): “Chart 3 Share of sovereign debt denominated in foreign currency (percent of total marketable sovereign debt)(a), end-2004 0 10 20 30 40 50 60 B ra zi l M ex ic o Ph ili pp in es C hi le V en ez ul ea In di a C hi na K or ea C ze ch R ep ub lic M al ay si a H un ga ry Per cent Defaulters Non - defaul”
Domestic and External Public Debt in Developing Countries (2008, background): “…for a country’s ability to issue domestic long dated bonds in its own currency (Hausmann and Panizza, 2003; Mehl and Reynaud, 2005; and Jeanne and Guscina, 2006), there is less agreement on the potential role of other policy variables including the presence of capital controls, the role of…”
Public debt around the world: a new data set of central government debt (2010, unknown): “…countries: the OECD for its member countries, Cowan et al. (2006) and ECLAC (Martner and Tromben, 2004) for Latin America and Jeanne and Guscina (2006) for 19 emerging market countries.2 However, up to now there was no single source of data with a complete coverage of a…”