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Optimal Maturity Structure of Sovereign Debt in Situation of Near Default

Optimal Maturity Structure of Sovereign Debt in Situation of Near Default »

Volume/Issue: 2014/168

Series: IMF Working Papers

Author(s): Gabriel Desgranges , and Celine Rochon

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 12 September 2014

DOI: http://dx.doi.org/10.5089/9781498379779.001

ISBN: 9781498379779

Keywords: Long Term Debt, Maturity Structure, Optimal Default, Sovereign Debt Crisis, Uncertainty, debt portfolio, debt burden, sovereign debt, hedging, financial institutions

We study the relationship between default and the maturity structure of the debt portfolio of a Sovereign, under uncertainty. The Sovereign faces a trade-off between a future costly default and a high current fisca...

Optimal Maturity Structure of Sovereign Debt in Situation of Near Default

Optimal Maturity Structure of Sovereign Debt in Situation of Near Default »

Source: Optimal Maturity Structure of Sovereign Debt in Situation of Near Default

Volume/Issue: 2014/168

Series: IMF Working Papers

Author(s): Gabriel Desgranges , and Celine Rochon

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 12 September 2014

ISBN: 9781498379779

Keywords: Long Term Debt, Maturity Structure, Optimal Default, Sovereign Debt Crisis, Uncertainty, debt portfolio, debt burden, sovereign debt, hedging, financial institutions

We study the relationship between default and the maturity structure of the debt portfolio of a Sovereign, under uncertainty. The Sovereign faces a trade-off between a future costly default and a high current fisca...

Comparing the Performance of Logit and Probit Early Warning Systems for Currency Crises in Emerging Market Economies

Comparing the Performance of Logit and Probit Early Warning Systems for Currency Crises in Emerging Market Economies »

Source: Comparing the Performance of Logit and Probit Early Warning Systems for Currency Crises in Emerging Market Economies

Volume/Issue: 2014/65

Series: IMF Working Papers

Author(s): Fabio Comelli

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 17 April 2014

ISBN: 9781484355282

Keywords: out-of-sample performance, currency crisis, crisis episodes, global financial crisis, General, out-of-sample performance.,

We compare how logit (fixed effects) and probit early warning systems (EWS) predict insample and out-of-sample currency crises in emerging markets (EMs). We look at episodes of currency crises that took place in 29...

Comparing the Performance of Logit and Probit Early Warning Systems for Currency Crises in Emerging Market Economies

Comparing the Performance of Logit and Probit Early Warning Systems for Currency Crises in Emerging Market Economies »

Volume/Issue: 2014/65

Series: IMF Working Papers

Author(s): Fabio Comelli

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 17 April 2014

DOI: http://dx.doi.org/10.5089/9781484355282.001

ISBN: 9781484355282

Keywords: out-of-sample performance, currency crisis, crisis episodes, global financial crisis, General, out-of-sample performance.,

We compare how logit (fixed effects) and probit early warning systems (EWS) predict insample and out-of-sample currency crises in emerging markets (EMs). We look at episodes of currency crises that took place in 29...

IMF Executive Board Completes Review of Mexico’s Performance under the Flexible Credit Line

IMF Executive Board Completes Review of Mexico’s Performance under the Flexible Credit Line »

Source: Mexico : 2013 Review Under the Flexible Credit Line Arrangement

Volume/Issue: 2013/335

Series: IMF Staff Country Reports

Author(s): International Monetary Fund. Western Hemisphere Dept.

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 26 November 2013

ISBN: 9781475523997

Keywords: current account, debt sustainability, current account balance

This paper discusses Mexico' Review Under the Flexible Credit Line (FCL) Arrangement. Significant progress has been made in advancing far-reaching structural reforms, signaling Mexico's commitment to address deep-r...

IMF Executive Board Concludes 2013 Article IV Consultation with Mexico

IMF Executive Board Concludes 2013 Article IV Consultation with Mexico »

Source: Mexico : Staff Report for the 2013 Article IV Consultation

Volume/Issue: 2013/334

Series: IMF Staff Country Reports

Author(s): International Monetary Fund. Western Hemisphere Dept.

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 26 November 2013

ISBN: 9781475541380

Keywords: bond, bond issuances, financial markets, financial system

This 2013 Article IV Consultation highlights that over the past year, Mexico has maintained macroeconomic policy continuity, while pursuing an ambitious agenda of growth-enhancing reforms. Reforms have already been...

Mexico
			: 2013 Review Under the Flexible Credit Line Arrangement

Mexico : 2013 Review Under the Flexible Credit Line Arrangement »

Volume/Issue: 2013/335

Series: IMF Staff Country Reports

Author(s): International Monetary Fund. Western Hemisphere Dept.

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 26 November 2013

DOI: http://dx.doi.org/10.5089/9781475523997.002

ISBN: 9781475523997

Keywords: current account, debt sustainability, current account balance

This paper discusses Mexico' Review Under the Flexible Credit Line (FCL) Arrangement. Significant progress has been made in advancing far-reaching structural reforms, signaling Mexico's commitment to address deep-r...

Mexico
			: Staff Report for the 2013 Article IV Consultation

Mexico : Staff Report for the 2013 Article IV Consultation »

Volume/Issue: 2013/334

Series: IMF Staff Country Reports

Author(s): International Monetary Fund. Western Hemisphere Dept.

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 26 November 2013

DOI: http://dx.doi.org/10.5089/9781475541380.002

ISBN: 9781475541380

Keywords: bond, bond issuances, financial markets, financial system

This 2013 Article IV Consultation highlights that over the past year, Mexico has maintained macroeconomic policy continuity, while pursuing an ambitious agenda of growth-enhancing reforms. Reforms have already been...

Mexico: Review Under the Flexible Credit Line Arrangement

Mexico: Review Under the Flexible Credit Line Arrangement »

Source: Mexico : 2013 Review Under the Flexible Credit Line Arrangement

Volume/Issue: 2013/335

Series: IMF Staff Country Reports

Author(s): International Monetary Fund. Western Hemisphere Dept.

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 26 November 2013

ISBN: 9781475523997

Keywords: current account, debt sustainability, current account balance

This paper discusses Mexico' Review Under the Flexible Credit Line (FCL) Arrangement. Significant progress has been made in advancing far-reaching structural reforms, signaling Mexico's commitment to address deep-r...

Mexico: Staff Report for the 2013 Article IV Consultation

Mexico: Staff Report for the 2013 Article IV Consultation »

Source: Mexico : Staff Report for the 2013 Article IV Consultation

Volume/Issue: 2013/334

Series: IMF Staff Country Reports

Author(s): International Monetary Fund. Western Hemisphere Dept.

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 26 November 2013

ISBN: 9781475541380

Keywords: bond, bond issuances, financial markets, financial system

This 2013 Article IV Consultation highlights that over the past year, Mexico has maintained macroeconomic policy continuity, while pursuing an ambitious agenda of growth-enhancing reforms. Reforms have already been...