Sovereign debt in a post-war period: endogenous opportunities and exogenous challenges for Ukraine by Hennadiy Hryhoriev

“…The purpose of this study is to present possible scenarios for assessing the levels of Ukraine’s sovereign debt burden in the context of the cumulative effect of Ukraine’s pre-war and post-war debt accumulation to avoid sovereign debt overload or even sovereign default and achieve debt relief. The methodology of the article is based on the theory of international finance using the scientific method of system dynamics as an applied method of analysis. …”
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Systemic risk in clearing houses: Evidence from the European repo market by Boissel, Charles, Derrien, François, Ors, Evren, Thesmar, David Jean Joseph

“…We develop a simple model to infer CCP stress, which is measured as repo rates’ sensitivity to sovereign credit default swaps (CDS) spreads and jointly captures (1) the effectiveness of haircut policies, (2) CCP-member default risk (conditional on sovereign default), and (3) CCP default risk (conditional on both sovereign and CCP-member default). …”
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Managing default risk for commodity dependent countries: price hedging in an optimizing model by Malone, S

“…In the context of a model of sovereign default with endogeous sovereign spread and debt choice (Catao and Kapure (2004)), we demonstrate the resulting benefits of this insurance in terms of increased welfare for the country, a reduced soverign spread, and a higher debt ceiling. …”

Managing Default Risk for Commodity Dependent Countries: Price Hedging in an Optimizing Model by Malone, S

“…In the context of a model of sovereign default with endogenous sovereign spread and debt choice (Catao and Kapur (2004)), we demonstrate the resulting benefits of this insurance in terms of increased welfare for the country, a reduced sovereign spread, and a higher debt ceiling. …”

Pricing sovereign debt in resource rich economies by McGregor, T

“…I develop a stochastic general equilibrium model of a small open economy that receives a stream of resourc erevenues.The government sells bonds to foreign investors which it can renege on in the future, at some cost, whilst international investors form expectations on the likelihood of sovereign default. This delivers an endogenous risk premium which is inversely related to the price of oil.The model is able to explain a large proportion of the business cycle fluctuations in interest-rate spreads in resource dependent developing economies. …”

Three essays on sovereign debt and financial markets by Alessandro, Mauro

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Essays in economics by Zabai, Anna

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Essays on International Trade and Sovereign Debt by Serfaty, Charles

“…In the first chapter, I show that existing evidence suggests that sovereign defaults disrupt international trade. As a consequence, countries that are more open have more to lose from a sovereign default and are less inclined to renege on their debt. …”
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Essays on international macroeconomics by Gómez-González, Patricia, Rees, Daniel

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Essays on sovereign debt and international capital flows by Basu, Suman S. (Suman Sambha)

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Causes and Effects in Macroeconomics: 2011 Nobel Prize Lecture in Economic Sciences by Shlair Abdulkhaleq Al-Zanganee

“…While Sargent attempts to use the economic theory to interpret some historical events in order to gain insights on some contemporary issues, such as sovereign defaults, federal bailouts, and the coordination of monetary and fiscal policies, Sims is emphasizing the importance of large-scale economic models and calling for more research to be done in that area.…”
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