A continuous-time model of sovereign debt

DOI10.1016/J.JEDC.2020.103963OpenAlexW2767436792MaRDI QIDQ2661660

Gideon Bornstein

Publication date: 7 April 2021

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2020.103963

zbMATH Keywords

defaultbusiness cyclesnumerical methodscontinuous timesovereign debt

Mathematics Subject Classification ID

Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites Work

• A generalization of the endogenous grid method
• The Dynamics of Inequality
• Self-Fulfilling Debt Crises
• Coordination and Crisis in Monetary Unions*
• A Quantitative Theory of Unsecured Consumer Credit with Risk of Default

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