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Persistent Gaps, Volatility Types, and Default Traps

Persistent Gaps, Volatility Types, and Default Traps »

Volume/Issue: 2007/148

Series: IMF Working Papers

Author(s): Ana Fostel , Sandeep Kapur , and Luis Catão

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2007

DOI: http://dx.doi.org/10.5089/9781451867121.001

ISBN: 9781451867121

Keywords: Sovereign Debt, Default, Country Spreads, Output Volatility and Persistence, bond, bonds, sovereign bond, bondholders, Sovereign Debt. Default,

We show that cross-country differences in the underlying volatility and persistence of macroeconomic shocks help explain two historical regularities in sovereign borrowing: the existence of "vicious" circles of bor...

Pricing Growth-Indexed Bonds

Pricing Growth-Indexed Bonds »

Volume/Issue: 2005/216

Series: IMF Working Papers

Author(s): Paolo Mauro , and Marcos Chamon

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2005

DOI: http://dx.doi.org/10.5089/9781451862355.001

ISBN: 9781451862355

Keywords: GDP-indexed bonds, Monte-Carlo simulation, indexed bonds, bonds, bond, indexation, indexed bond, International Monetary Arrangements and Institutions, International Lending and Debt Problems, Financial Aspects of Economic Integration,

Growth-indexed bonds have been suggested as a way of reducing the procyclicality of emerging-market countries' fiscal policies and the likelihood of costly debt crises. Investor attitude surveys suggest that pricin...

Persistent Gaps, Volatility Types, and Default Traps

Persistent Gaps, Volatility Types, and Default Traps »

Source: Persistent Gaps, Volatility Types, and Default Traps

Volume/Issue: 2007/148

Series: IMF Working Papers

Author(s): Ana Fostel , Sandeep Kapur , and Luis Catão

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2007

ISBN: 9781451867121

Keywords: Sovereign Debt, Default, Country Spreads, Output Volatility and Persistence, bond, bonds, sovereign bond, bondholders, Sovereign Debt. Default,

We show that cross-country differences in the underlying volatility and persistence of macroeconomic shocks help explain two historical regularities in sovereign borrowing: the existence of "vicious" circles of bor...

Pricing Growth-Indexed Bonds

Pricing Growth-Indexed Bonds »

Source: Pricing Growth-Indexed Bonds

Volume/Issue: 2005/216

Series: IMF Working Papers

Author(s): Paolo Mauro , and Marcos Chamon

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2005

ISBN: 9781451862355

Keywords: GDP-indexed bonds, Monte-Carlo simulation, indexed bonds, bonds, bond, indexation, indexed bond, International Monetary Arrangements and Institutions, International Lending and Debt Problems, Financial Aspects of Economic Integration,

Growth-indexed bonds have been suggested as a way of reducing the procyclicality of emerging-market countries' fiscal policies and the likelihood of costly debt crises. Investor attitude surveys suggest that pricin...