Recent developments in quantitative models of sovereign default:
Saved in:
Main Author: | |
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Format: | Book |
Language: | English |
Published: |
Frankfurt am Main
Dt. Bundesbank
2011
|
Series: | Discussion paper / Deutsche Bundesbank : Series 1, Economic studies
2011,17 |
Subjects: | |
Links: | http://hdl.handle.net/10419/48871 http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=024424246&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
Item Description: | Auch im Internet verfügbar. - Literaturverz. S. 33 - 40 |
Physical Description: | 49 S. graph. Darst. |
ISBN: | 9783865587282 9783865587299 |
Staff View
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Record in the Search Index
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adam_text | IMAGE 1
CONTENTS
1 INTRODUCTION 1
2 INTEGRATING QUANTITATIVE MODELS OF SOVEREIGN DEFAULT INTO THE GENERAL
LITERATURE ON GOVERNMENT DEBT 3
2.1 WHY GOVERNMENTS BORROW 3
2.2 WHY GOVERNMENTS SERVICE THEIR DEBT 4
2.3 PROBLEMS IN THE EVENT OF SOVEREIGN DEFAULT 6
3 BASE MODEL OF SOVEREIGN DEFAULT 7
3.1 THE FOUNDATIONS 7
3.2 A BASE MODEL: SETUP AND SOLUTION METHOD 8
4 DEVELOPMENTS IN QUANTITATIVE MODELS OF SOVEREIGN DEFAULT 15
4.1 THE BASE MODELS 15
4.2 RISK AVERSION AND CONTAGION 18
4.3 MORE COMPLEX FISCAL POLICIES 20
4.4 NEGOTIATING TO REGAIN CAPITAL MARKET ACCESS 21
4.5 DEBT MATURITY AND DEBT DILUTION 25
4.6 CHOOSING THE DEBT COMPOSITION AND WHERE TO BORROW 27
5 INTEGRATION OF THE APPROACHES INTO A RBC MODEL 29
6 CONCLUSIONS 31
BIBLIOGRAFISCHE INFORMATIONEN HTTP://D-NB.INFO/1014841453
DIGITALISIERT DURCH
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id | DE-604.BV039572756 |
illustrated | Illustrated |
indexdate | 2024-12-20T15:57:36Z |
institution | BVB |
isbn | 9783865587282 9783865587299 |
language | English |
oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-024424246 |
oclc_num | 752938767 |
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owner | DE-188 DE-12 DE-355 DE-BY-UBR DE-945 DE-20 DE-M382 |
owner_facet | DE-188 DE-12 DE-355 DE-BY-UBR DE-945 DE-20 DE-M382 |
physical | 49 S. graph. Darst. |
psigel | ebook |
publishDate | 2011 |
publishDateSearch | 2011 |
publishDateSort | 2011 |
publisher | Dt. Bundesbank |
record_format | marc |
series2 | Discussion paper / Deutsche Bundesbank : Series 1, Economic studies |
spellingShingle | Stähler, Nikolai 1977- Recent developments in quantitative models of sovereign default Makroökonomisches Modell (DE-588)4074486-3 gnd Staatsbankrott (DE-588)4056637-7 gnd |
subject_GND | (DE-588)4074486-3 (DE-588)4056637-7 |
title | Recent developments in quantitative models of sovereign default |
title_auth | Recent developments in quantitative models of sovereign default |
title_exact_search | Recent developments in quantitative models of sovereign default |
title_full | Recent developments in quantitative models of sovereign default Nikolai Stähler |
title_fullStr | Recent developments in quantitative models of sovereign default Nikolai Stähler |
title_full_unstemmed | Recent developments in quantitative models of sovereign default Nikolai Stähler |
title_short | Recent developments in quantitative models of sovereign default |
title_sort | recent developments in quantitative models of sovereign default |
topic | Makroökonomisches Modell (DE-588)4074486-3 gnd Staatsbankrott (DE-588)4056637-7 gnd |
topic_facet | Makroökonomisches Modell Staatsbankrott |
url | http://hdl.handle.net/10419/48871 http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=024424246&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
volume_link | (DE-604)BV017594637 |
work_keys_str_mv | AT stahlernikolai recentdevelopmentsinquantitativemodelsofsovereigndefault |