Parameterizing Debt Maturity /

This paper examines ways to summarize the maturity structure of public debts using a small number of parameters. We compile a novel dataset of all promised future payments for US and UK government debt from every month since 1869, and more recently for Peru, Poland, Egypt, and Nigeria. We show that...

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Bibliographic Details
Main Author: Barrett, Philip
Other Authors: Johns, Christopher
Format: Journal
Language:English
Published: Washington, D.C. : International Monetary Fund, 2021.
Series:IMF Working Papers; Working Paper ; No. 2021/101
Subjects:
Online Access:Full text available on IMF