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Repudiation and Repression: The Human Costs of Sovereign Default
Published 2023-02-01“…Sovereign default has myriad economic and political consequences. …”
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“Technical” method for estimating the probability of sovereign defaults
Published 2018-04-01“…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
Published 2023-05-01“…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
Published 2017-10-01“…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
Published 2022-09-01Get full text
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Like father like sons? The cost of sovereign defaults in reduced credit to the private sector
Published 2016“…We investigate the impact of sovereign defaults on the ability of the corporate sector in emerging nations to finance itself abroad. …”
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Definition and essence of the concept of «default» in scientific literature
Published 2023-07-01Subjects: Get full text
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The Impossible Trinity of Denial. European Economic Governance in a Conceptual Framework
Published 2013-06-01Subjects: Get full text
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Sovereign Debt Restructurings in Belize: Debt Sustainability and Financial Stability Aspects
Published 2017-07-01Subjects: “…sovereign defaults…”
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Belize’s 2016–17 Sovereign Debt Restructuring – Third Time Lucky?
Published 2020-12-01Subjects: Get full text
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Sovereign Debt Restructurings in Grenada: Causes, Processes, Outcomes, and Lessons Learned
Published 2018-08-01Subjects: Get full text
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Sovereign risk matters: endogenous default risk and the time-varying volatility of interest rate spreads
Published 2021“…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. …”
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EVOLUTION OF FINANCIAL CONTAGION IN THE CONTEXT OF THE EUROPEAN DEBT CRISIS
Published 2017-10-01“…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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METHODOLOGY OF SYSTEMIC RISK MANAGEMENT ADJUSTED FOR THE RUSSIAN CREDIT MARKET ENVIRONMENT
Published 2017-10-01“…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.
Published 2013“…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
Published 2020-12-01“… 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
Published 2020-12-01“…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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