Is it Punishment? Sovereign Defaults and the Decline in Trade by Martinez, J

Repudiation and Repression: The Human Costs of Sovereign Default by Stephen Bagwell

“…Sovereign default has myriad economic and political consequences. …”
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“Technical” method for estimating the probability of sovereign defaults by E. V. Balatsky

“…The article discusses a simple method for estimating the probability of sovereign default function based on the determination of the key factors for the assessment of default and their weighting factors according to the statistics for the group of countries which past history contains the event. …”
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Sovereign default network and currency risk premia by Lu Yang, Lei Yang, Xue Cui

“…Abstract We construct a sovereign default network by employing high-dimensional vector autoregressions obtained by analyzing connectedness in sovereign credit default swap markets. …”
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CURRENT PROBLEMS OF PUBLIC DEBT AND SOVEREIGN DEFAULTS TO THE EU COUNTRIES by E. A. Zvonova

“…Today the threat of sovereign defaults is relevant and severe enough not only to developing but also to developed countries. …”
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THE ASYMMETRICAL IMPACT OF POLICY RESPONSES ON VOLATILITY OF SOVEREIGN DEFAULT SWAPS by Deniz ERER

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Sovereign default risk valuation : implications of debt crises and bond restructurings / by 299538 Andritzky, Jochen

Like father like sons? The cost of sovereign defaults in reduced credit to the private sector by Esteves, R, Jalles, JT

“…We investigate the impact of sovereign defaults on the ability of the corporate sector in emerging nations to finance itself abroad. …”

Definition and essence of the concept of «default» in scientific literature by I.M.

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The Impossible Trinity of Denial. European Economic Governance in a Conceptual Framework by István BENCZES

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Sovereign Debt Restructurings in Belize: Debt Sustainability and Financial Stability Aspects by Tamon Asonuma, Michael G. Papaioannou, Gerardo Peraza, Kristine Vitola, Takahiro Tsuda

Subjects: “…sovereign defaults…”
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Belize’s 2016–17 Sovereign Debt Restructuring – Third Time Lucky? by Tamon Asonuma, Michael G. Papaioannou, Eriko Togo, Bert van Selm

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Sovereign Debt Restructurings in Grenada: Causes, Processes, Outcomes, and Lessons Learned by Tamon Asonuma, Mike Xin Li, Michael G. Papaioannou, Saji Thomas, Eriko Togo

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Sovereign risk matters: endogenous default risk and the time-varying volatility of interest rate spreads by de Ferra, S, Mallucci, E

“…We show that models with endogenous sovereign default risk à la Eaton and Gersovitz (1981) can account for such volatility, even in the absence of shocks to the second moments of the exogenous stochastic variables. …”

EVOLUTION OF FINANCIAL CONTAGION IN THE CONTEXT OF THE EUROPEAN DEBT CRISIS by V. E. Rasskazov

“…An association of sovereign default risk and changes in the financial contagion varies among clusters, subjectto the sovereign default risk probability. …”
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Essays on debt markets by Xu, Yu, Chen, Hui, Yang, Jun, Passadore, Juan

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METHODOLOGY OF SYSTEMIC RISK MANAGEMENT ADJUSTED FOR THE RUSSIAN CREDIT MARKET ENVIRONMENT by J. I. Petrova, V. E. Rasskazov, V. N. Salin, V. T. Sevruk

“…Among specific sources of systemic the following risks were emphasized: access of a banking sector to market liquidity and currency fluctuations in the short term; financial contagion, economic bubbles and sovereign default risk in the long term. The Hui-Heubel ratio was applied to assess depth and volume of market liquidity. …”
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Risk, crisis and governance : a critical analysis of the Greek debt crisis. by Blomenhofer, Michael Richard.

“…Why did financial markets radically reassess Greece's risk of sovereign default in late 2009? Neoclassical economic theory suggests that the yield of a government bond is an apt reflection of all information regarding a country's ability and willingness to serve its debt obligations. …”
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The factors triggering the sovereign crisis and their impact on sovereign CDS spreads by Samah EL-CHEIKH, Rafik ALIOUAT

“…   This paper attempts to identify the factors behind the sovereign default risk, as measured by sovereign CDS spreads. …”
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Leading indicators of sovereign debt and currency crises: Comparative analysis of 2001 and 2018 shocks in Argentina by Gruszczyński Marcin, Majczak Paweł

“…Aim/purpose – This paper investigates the accuracy of leading indicators in the case of the 2001 sovereign default crisis and the 2018 currency turmoil in Argentina.…”
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