Non-Defaultable Debt and Sovereign Risk /

We quantify gains from introducing non-defaultable debt as a limited additional financing option into a model of equilibrium sovereign risk. We find that, for an initial (defaultable) sovereign debt level equal to 66 percent of trend aggregate income and a sovereign spread of 2.9 percent, introducin...

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Detalles Bibliográficos
Autor Principal: Hatchondo, Juan Carlos
Outros autores: Kursat Onder, Yasin, Martinez, Leonardo
Formato: Revista
Idioma:English
Publicado: Washington, D.C. : International Monetary Fund, 2014.
Series:IMF Working Papers; Working Paper ; No. 2014/198
Acceso en liña:Full text available on IMF