Haircuts : Estimating Investor Losses in Sovereign Debt Restructurings, 1998-2005 /

This paper estimates bond-by-bond "haircuts"-realized investor losses-in recent debt restructurings in Russia, Ukraine, Pakistan, Ecuador, Argentina, and Uruguay. We consider both external and domestic retructurings. Haircuts are computed as the percentage difference between the present va...

Ful tanımlama

Detaylı Bibliyografya
Yazar: Zettelmeyer, Jeromin
Diğer Yazarlar: Sturzenegger, Federico
Materyal Türü: Dergi
Dil:English
Baskı/Yayın Bilgisi: Washington, D.C. : International Monetary Fund, 2005.
Seri Bilgileri:IMF Working Papers; Working Paper ; No. 2005/137
Online Erişim:Full text available on IMF