Sovereign Bond Prices, Haircuts and Maturity /

Sovereign Bond Prices, Haircuts and Maturity /

Rejecting a common assumption in the sovereign debt literature, we document that creditor losses ('haircuts') during sovereign restructuring episodes are asymmetric across debt instruments. We code a comprehensive dataset on instrument-specific haircuts for 28 debt restructurings with priv...

Cur síos iomlán

Sonraí bibleagrafaíochta
Príomhchruthaitheoir:	Asonuma, Tamon
Rannpháirtithe:	Niepelt, Dirk, Ranciere, Romain
Formáid:	IRIS
Teanga:	English
Foilsithe / Cruthaithe:	Washington, D.C. : International Monetary Fund, 2017.
Sraith:	IMF Working Papers; Working Paper ; No. 2017/119
Rochtain ar líne:	Full text available on IMF

Míreanna comhchosúla

Haircuts : Estimating Investor Losses in Sovereign Debt Restructurings, 1998-2005 /
de réir: Zettelmeyer, Jeromin
Foilsithe / Cruthaithe: (2005)

Catinaâ€™s Haircut
de réir: Corso

Indexation and Maturity of Government Bonds : A Simple Model.
Foilsithe / Cruthaithe: (1989)

Serial Sovereign Defaults and Debt Restructurings /
de réir: Asonuma, Tamon
Foilsithe / Cruthaithe: (2016)

Sovereign Debt Restructurings in Belize : Achievements and Challenges Ahead /
de réir: Asonuma, Tamon
Foilsithe / Cruthaithe: (2014)

Costs of Sovereign Defaults : Restructuring Strategies, Bank Distress and the Capital Inflow-Credit Channel /
de réir: Asonuma, Tamon
Foilsithe / Cruthaithe: (2019)

Sovereign Debt Restructurings in Grenada : Causes, Processes, Outcomes, and Lessons Learned /
de réir: Asonuma, Tamon
Foilsithe / Cruthaithe: (2017)

Belize's 2016-17 Sovereign Debt Restructuring : Third Time Lucky? /
de réir: Asonuma, Tamon
Foilsithe / Cruthaithe: (2018)

Trade Costs of Sovereign Debt Restructurings : Does a Market-Friendly Approach Improve the Outcome? /
de réir: Asonuma, Tamon
Foilsithe / Cruthaithe: (2016)

Sovereign Defaults, External Debt, and Real Exchange Rate Dynamics /
de réir: Asonuma, Tamon
Foilsithe / Cruthaithe: (2016)

Optimal Maturity Structure of Sovereign Debt in Situation of Near Default /
de réir: Desgranges, Gabriel
Foilsithe / Cruthaithe: (2014)

Sovereign Bond Restructuring : Collective Action Clauses and official Crisis Intervention /
de réir: Kletzer, Kenneth
Foilsithe / Cruthaithe: (2003)

Issuing International Sovereign Bonds : Opportunities and Challenges for Sub-Saharan Africa /
de réir: Mecagni, Mauro
Foilsithe / Cruthaithe: (2014)

Pricing Growth-Indexed Bonds /
de réir: Mauro, Paolo
Foilsithe / Cruthaithe: (2005)

Real Money Investors and Sovereign Bond Yields /
de réir: Jaramillo, Laura
Foilsithe / Cruthaithe: (2013)

On the Determinants of First-Time Sovereign Bond Issues /
de réir: Grigorian, David
Foilsithe / Cruthaithe: (2003)

On International Integration of Emerging Sovereign Bond Markets /
de réir: Agur, Itai
Foilsithe / Cruthaithe: (2018)

Emerging Market Sovereign Bond Spreads : Estimation and Back-testing /
de réir: Comelli, Fabio
Foilsithe / Cruthaithe: (2012)

Parameterizing Debt Maturity /
de réir: Barrett, Philip
Foilsithe / Cruthaithe: (2021)

Debt Maturity : Does It Matter for Fiscal Space? /
de réir: Kim, Jun
Foilsithe / Cruthaithe: (2015)

Fiscal Deficits, Public Debt, and Sovereign Bond Yields /
de réir: Kumar, Manmohan
Foilsithe / Cruthaithe: (2010)

Strategic Considerations for First-Time Sovereign Bond Issuers /
de réir: Polan, Magdalena
Foilsithe / Cruthaithe: (2008)

Collective Action Clauses in Sovereign Bond Contracts : Encouraging Greater Use.
Foilsithe / Cruthaithe: (2002)

Determinants of Emerging Market Sovereign Bond Spreads : Fundamentals vs Financial Stress /
de réir: Petrova, Iva
Foilsithe / Cruthaithe: (2010)

Charges and Maturities-Proposals for Reform.
Foilsithe / Cruthaithe: (2008)

Portraits of a Mature God
de réir: McEntire

Banks' Maturity Transformation : Risk, Reward, and Policy /
de réir: Bologna, Pierluigi
Foilsithe / Cruthaithe: (2018)

Exchange Rate Policy and Sovereign Bond Spreads in Developing Countries /
de réir: Yue, Zhanwei
Foilsithe / Cruthaithe: (2004)

Foreign Investor Flows and Sovereign Bond Yields in Advanced Economies /
de réir: Arslanalp, Serkan
Foilsithe / Cruthaithe: (2014)

Global Financial Spillovers to Emerging Market Sovereign Bond Markets /
de réir: Ebeke, Christian
Foilsithe / Cruthaithe: (2015)

Drivers of Emerging Market Bond Flows and Prices /
de réir: Papageorgiou, Evan
Foilsithe / Cruthaithe: (2021)

Resource Windfalls and Emerging Market Sovereign Bond Spreads : The Role of Political Institutions /
de réir: Arezki, Rabah
Foilsithe / Cruthaithe: (2010)

International Sovereign Bonds by Emerging Markets and Developing Economies : Drivers of Issuance and Spreads /
de réir: Presbitero, Andrea
Foilsithe / Cruthaithe: (2015)

The capability maturity model : guidelines for improving the software process /
Foilsithe / Cruthaithe: (1998)

Debt Maturity and the Use of Short-Term Debt : Evidence form Sovereigns and Firms /
de réir: Chen, Sophia
Foilsithe / Cruthaithe: (2019)

Long-Term Returns in Distressed Sovereign Bond Markets : How Did Investors Fare? /
de réir: Andritzky, Jochen
Foilsithe / Cruthaithe: (2019)

Determinants of Sovereign Bond Spreads in Emerging Markets : Local Fundamentals and Global Factors vs. Ever-Changing Misalignments /
de réir: Csonto, Balazs
Foilsithe / Cruthaithe: (2013)

Pricing Sovereign Debt in Resource-Rich Economies /
de réir: McGregor, Thomas
Foilsithe / Cruthaithe: (2019)

Emerging Market Bond Spreads and Sovereign Credit Ratings : Reconciling Market Views with Economic Fundamentals /
de réir: Sy, Amadou
Foilsithe / Cruthaithe: (2001)

Pricing of Sovereign Credit Risk : Evidence From Advanced Economies During the Financial Crisis /
de réir: Alper, Emre
Foilsithe / Cruthaithe: (2012)