DEBT DENOMINATION AND DEFAULT RISK IN EMERGING MARKETS

DOI10.1017/S1365100512000077zbMath1284.91399MaRDI QIDQ5411529

Inci Gumus

Publication date: 23 April 2014

Published in: Macroeconomic Dynamics (Search for Journal in Brave)

zbMATH Keywords

interest ratesreal exchange ratessovereign defaultdebt denomination

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Multisectoral models in economics (91B66) Interest rates, asset pricing, etc. (stochastic models) (91G30) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74)

Cites Work

• A corporate balance-sheet approach to currency crises
• Quadrature-Based Methods for Obtaining Approximate Solutions to Nonlinear Asset Pricing Models
• On the Time Consistency of Optimal Policy in a Monetary Economy
• Balance Sheet Effects, Bailout Guarantees and Financial Crises
• A Quantitative Theory of Unsecured Consumer Credit with Risk of Default

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