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Displaying results 1 to 7 of 7.

  1. The payment schedule of sovereign debt
    Author: Bai, Yan; Kim, Seon Tae; Mihalache, Gabriel
    Published: September 3, 2017
    Publisher:  Department of Economics, Stony Brook University, Stony Brook, NY

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Departmental working papers / Stony Brook University, College of Arts & Sciences, Department of Economics ; 17-09
    Subjects: Sovereign debt; Debt management; Maturity; Payment schedule; Emerging market
    Scope: 1 Online-Ressource (circa 11 Seiten)
  2. Bankruptcy regime change and credit risk premium on corporate bonds
    evidence from the indian economy
    Author: Sengupta, Rajeswari; Vardhan, Harsh
    Published: February 2023
    Publisher:  Indira Gandhi Institute of Development Research, Mumbai

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    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    Nicht speichern
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: [WP series / Indira Gandhi Institute of Development Research] ; WP-2023, 001
    Subjects: Bond pricing; Credit spreads; Bankruptcy law; Creditor rights; Credit rating; Maturity; Liquidity; Risk perception
    Scope: 1 Online-Ressource (circa 28 Seiten), Illustrationen
  3. Essays in empirical finance
    Author: Jankauskas, Tomas
    Published: [2023]
    Publisher:  Tilburg University, Tilburg

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    VS 181
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    Source: Union catalogues
    Language: English
    Media type: Dissertation
    Format: Online
    ISBN: 9789056687120
    Other identifier:
    Series: [Dissertation series] / [Center for Economic Research, Tilburg University] ; [nr. 710 (2023)]
    Subjects: Empirical Finance; Term Structure; Corporate Bonds; Risk Premia; Equity; Maturity; Central Bank Intervention; Bank Runs; Equity Risk; Unconventional Monetary Policy; Fragility; European Central Bank; Bank Lending; Asset Pricing Models; Risk Premium; Severity; Financial Sector; Banking Sector; Methodology
    Scope: 1 Online-Ressource (circa 173 Seiten), Illustrationen
    Notes:

    Dissertation, Tilburg University, 2023
  4. Improving sovereign debt restructurings
    Author: Dvorkin, Maximiliano A.; Sanchez, Juan M.; Sapriza, Horacio; Yurdagul, Emircan
    Published: 15 April 2022
    Publisher:  Centre for Economic Policy Research, London

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    LZ 161
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    Location:
    Universitätsbibliothek Mannheim
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Array ; DP17223
    Subjects: Crises; GDP-indexed Debt; Distribution of Creditor Losses; default; Sovereign debt; Maturity; Restructuring; Country risk; International Monetary Fund
    Scope: 1 Online-Ressource (circa Seiten)
  5. Improving sovereign debt restructurings
    Author: Dvorkin, Maximiliano A.; Sanchez, Juan M.; Sapriza, Horacio; Yurdagul, Emircan
    Published: 2022
    Publisher:  Federal Reserve Bank of Richmond, Richmond

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    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    VS 384
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
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    Series: Working paper series / Federal Reserve Bank of Richmond ; WP 22, 06
    Subjects: Crises; GDP-indexed Debt; Distribution of Creditor Losses; Default; Sovereign Debt; Maturity; Restructuring; Country Risk; International Monetary Fund
    Scope: 1 Online-Ressource (circa 54 Seiten), Illustrationen
  6. Normalizing the central bank's balance sheet
    implications for inflation and debt dynamics
    Author: Domínguez, Begoña; Gomis-Porqueras, Pedro
    Published: [2022]
    Publisher:  Australian National University, Crawford School of Public Policy, Canberra

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    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VSP 1716
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: CAMA working paper series ; 2022, 39 (May 2022)
    Subjects: Inflation; Government Bonds; Liquidity; Spreads; Maturity; Balance Sheet
    Scope: 1 Online-Ressource (circa 37 Seiten), Illustrationen
  7. Sovereign bond prices, haircuts and maturity
    Author: Niepelt, Dirk
    Published: [2022]
    Publisher:  Universität Bern, Faculty of Business, Economics and Social Sciences, Department of Economics, Bern, Switzerland

    We document that creditor losses ("haircuts") during sovereign debt restructurings vary across debt maturity. In our novel dataset on instrument-specific haircuts suffered by private creditors in 1999-2020 we find larger losses on short- than... more

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    DS 182
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    We document that creditor losses ("haircuts") during sovereign debt restructurings vary across debt maturity. In our novel dataset on instrument-specific haircuts suffered by private creditors in 1999-2020 we find larger losses on short- than long-term debt, independently of the specific haircut measure we use. A standard asset pricing model rationalizes our findings under two assumptions, both of which are satisfied in the data: increasing short-run restructuring risk in the run-up to a restructuring, and high exit yields. We relate our findings to the policy debate on restructuring procedures.

     
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 10419/266518
    Series: Discussion papers / Universität Bern, Faculty of Business, Economics and Social Sciences, Department of Economics ; 22, 13 (November, 2022)
    Subjects: Sovereign Debt; Sovereign Default; Debt Restructuring; Bond Prices; Haircuts; Maturity; Restructuring Probability
    Scope: 1 Online-Ressource (circa 54 Seiten), Illustrationen