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Sovereign Defaults, External Debt, and Real Exchange Rate Dynamics

Sovereign Defaults, External Debt, and Real Exchange Rate Dynamics »

Source: Sovereign Defaults, External Debt, and Real Exchange Rate Dynamics

Volume/Issue: 2016/37

Series: IMF Working Papers

Author(s): Tamon Asonuma

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 25 February 2016

ISBN: 9781475597738

Keywords: Sovereign Defaults, External Debt, Real Exchange Rate, Currency Composition of Debt, Bond Spreads, exchange, default, exchange rate, defaults, International Lending and Debt Problems

Emerging countries experience real exchange rate depreciations around defaults. In this paper, we examine this observed pattern empirically and through the lens of a dynamic stochastic general equilibrium model. Th...

Sovereign Defaults, External Debt, and Real Exchange Rate Dynamics

Sovereign Defaults, External Debt, and Real Exchange Rate Dynamics »

Volume/Issue: 2016/37

Series: IMF Working Papers

Author(s): Tamon Asonuma

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 25 February 2016

DOI: http://dx.doi.org/10.5089/9781475597738.001

ISBN: 9781475597738

Keywords: Sovereign Defaults, External Debt, Real Exchange Rate, Currency Composition of Debt, Bond Spreads, exchange, default, exchange rate, defaults, International Lending and Debt Problems

Emerging countries experience real exchange rate depreciations around defaults. In this paper, we examine this observed pattern empirically and through the lens of a dynamic stochastic general equilibrium model. Th...