The Dynamics of Sovereign Debt Crises and Bailouts /

Motivated by the recent European debt crisis, this paper investigates the scope for a bailout guarantee in a sovereign debt crisis. Defaults may arise from negative income shocks, government impatience or a "sunspot"-coordinated buyers strike. We introduce a bailout agency, and characteriz...

وصف كامل

التفاصيل البيبلوغرافية
المؤلف الرئيسي: Roch, Francisco
مؤلفون آخرون: Uhlig, Harald
التنسيق: دورية
اللغة:English
منشور في: Washington, D.C. : International Monetary Fund, 2016.
سلاسل:IMF Working Papers; Working Paper ; No. 2016/136
الوصول للمادة أونلاين:Full text available on IMF
الوصف
الملخص:Motivated by the recent European debt crisis, this paper investigates the scope for a bailout guarantee in a sovereign debt crisis. Defaults may arise from negative income shocks, government impatience or a "sunspot"-coordinated buyers strike. We introduce a bailout agency, and characterize the minimal actuarially fair intervention that guarantees the no-buyers-strike fundamental equilibrium, relying on the market for residual financing. The intervention makes it cheaper for governments to borrow, inducing them borrow more, leaving default probabilities possibly rather unchanged. The maximal backstop will be pulled precisely when fundamentals worsen.
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وصف مادي:1 online resource (46 pages)
التنسيق:Mode of access: Internet
تدمد:1018-5941
وصول:Electronic access restricted to authorized BRAC University faculty, staff and students