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Volume/Issue: 2015/167

Series: IMF Working Papers

Author(s): Luis Catão , and Rui Mano

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 21 July 2015

ISBN: 9781513523507

Keywords: Country Risk, Interest Rate Spread, Haircut, market, debt, default, interest, interest rate, International Lending and Debt Problems, General

We re-assess the view that sovereigns with a history of default are charged only a small and/or short-lived premium on the interest rate warranted by observed fundamentals. Our reassessment uses a metric of such a...

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Volume/Issue: 2015/167

Series: IMF Working Papers

Author(s): Luis Catão , and Rui Mano

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 21 July 2015

DOI: http://dx.doi.org/10.5089/9781513523507.001

ISBN: 9781513523507

Keywords: Country Risk, Interest Rate Spread, Haircut, market, debt, default, interest, interest rate, International Lending and Debt Problems, General

We re-assess the view that sovereigns with a history of default are charged only a small and/or short-lived premium on the interest rate warranted by observed fundamentals. Our reassessment uses a metric of such a...