Sovereign Default Risk Valuation

Sovereign Default Risk Valuation
Author: Jochen Andritzky
Publisher: Springer Science & Business Media
Total Pages: 261
Release: 2006-11-23
Genre: Business & Economics
ISBN: 3540374493


Download Sovereign Default Risk Valuation Book in PDF, Epub and Kindle

Past cycles of sovereign lending and default suggest that debt crises will recur at some point. This book shows why investors should reckon with similar credit events in the future. Surveying the sovereign bond market, the author provides investors with a useful toolkit for analyzing sovereign bonds and foreseeing trends in the international financial architecture. The result should be a better understanding of debt crises and more deliberate investment decisions.


Sovereign Default Risk Valuation
Language: en
Pages: 261
Authors: Jochen Andritzky
Categories: Business & Economics
Type: BOOK - Published: 2006-11-23 - Publisher: Springer Science & Business Media

GET EBOOK

Past cycles of sovereign lending and default suggest that debt crises will recur at some point. This book shows why investors should reckon with similar credit
The Economics of Sovereign Debt and Default
Language: en
Pages: 200
Authors: Mark Aguiar
Categories: Business & Economics
Type: BOOK - Published: 2021-12-21 - Publisher: Princeton University Press

GET EBOOK

An integrated approach to the economics of sovereign default Fiscal crises and sovereign default repeatedly threaten the stability and growth of economies aroun
A General Equilibrium Model of Sovereign Default and Business Cycles
Language: en
Pages: 32
Authors: Vivian Z. Yue
Categories: Business & Economics
Type: BOOK - Published: 2011-07-01 - Publisher: International Monetary Fund

GET EBOOK

Emerging markets business cycle models treat default risk as part of an exogenous interest rate on working capital, while sovereign default models treat income
Banks, Government Bonds, and Default
Language: en
Pages: 53
Authors: Nicola Gennaioli
Categories: Business & Economics
Type: BOOK - Published: 2014-07-08 - Publisher: International Monetary Fund

GET EBOOK

We analyze holdings of public bonds by over 20,000 banks in 191 countries, and the role of these bonds in 20 sovereign defaults over 1998-2012. Banks hold many
Sovereign Debt
Language: en
Pages: 288
Authors: S. Ali Abbas
Categories: Business & Economics
Type: BOOK - Published: 2019-10-21 - Publisher: Oxford University Press

GET EBOOK

The last time global sovereign debt reached the level seen today was at the end of the Second World War, and this shaped a generation of economic policymaking.