Sovereign Debt Repatriation During Crises /

We use a new, comprehensive data set on the sovereign debt investor base to document three novel empirical facts: (i) sovereign debt is repatriated - that is, shifted from external private to domestic investors - prior to sovereign defaults; (ii) not all crises are equal: evidence for repatriation d...

Полное описание

Библиографические подробности
Главный автор: Arslanalp, Serkan
Другие авторы: Sunder-Plassmann, Laura
Формат: Журнал
Язык:English
Опубликовано: Washington, D.C. : International Monetary Fund, 2022.
Серии:IMF Working Papers; Working Paper ; No. 2022/077
Предметы:
Online-ссылка:Full text available on IMF
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245 1 0 |a Sovereign Debt Repatriation During Crises /  |c Serkan Arslanalp, Laura Sunder-Plassmann. 
264 1 |a Washington, D.C. :  |b International Monetary Fund,  |c 2022. 
300 |a 1 online resource (43 pages) 
490 1 |a IMF Working Papers 
500 |a <strong>Off-Campus Access:</strong> No User ID or Password Required 
500 |a <strong>On-Campus Access:</strong> No User ID or Password Required 
506 |a Electronic access restricted to authorized BRAC University faculty, staff and students 
520 3 |a We use a new, comprehensive data set on the sovereign debt investor base to document three novel empirical facts: (i) sovereign debt is repatriated - that is, shifted from external private to domestic investors - prior to sovereign defaults; (ii) not all crises are equal: evidence for repatriation during banking and currency crises is more limited; and (iii) the nature of defaults matters: external investors do not leave during preemptive debt restructurings. We further show that repatriation appears to be prevalent when defaults happen in large markets with low capital controls. The data set we use is uniquely suited to analyzing investor base dynamics during rare crises due to its large cross-section and time series, covering 180 countries from 1989 to 2020. 
538 |a Mode of access: Internet 
650 7 |a Debt Management  |2 imf 
650 7 |a Debt  |2 imf 
650 7 |a Financial Crises  |2 imf 
650 7 |a Financial Markets and the Macroeconomy  |2 imf 
650 7 |a International Lending and Debt Problems  |2 imf 
700 1 |a Sunder-Plassmann, Laura. 
830 0 |a IMF Working Papers; Working Paper ;  |v No. 2022/077 
856 4 0 |z Full text available on IMF  |u https://elibrary.imf.org/openurl?genre=journal&issn=1018-5941&volume=2022&issue=077  |z IMF e-Library