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...
| প্রধান লেখক: | |
|---|---|
| অন্যান্য লেখক: | , |
| বিন্যাস: | পত্রিকা |
| ভাষা: | English |
| প্রকাশিত: |
Washington, D.C. :
International Monetary Fund,
2017.
|
| মালা: | IMF Working Papers; Working Paper ;
No. 2017/119 |
| অনলাইন ব্যবহার করুন: | Full text available on IMF |