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A Simple Sovereign Default Model

https://doi.org/10.2139/ssrn.3456077
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Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1002/9781119186229.ch19openalex-extracted
Loan Portfolio Value
inferredcites →https://doi.org/10.1016/0378-4266(77)90015-2openalex-extracted
An analytic derivation of the cost of deposit insurance and loan guarantees An application of modern option pricing theory
inferredcites →https://doi.org/10.1016/j.jinteco.2005.05.005openalex-extracted
Defaultable debt, interest rates and the current account
inferredcites →https://doi.org/10.1017/cbo9780511528521.011openalex-extracted
Appendix: Banking Crisis Database
inferredcites →https://doi.org/10.1080/13504851.2019.1640856openalex-extracted
Benchmarking collateral of triple-a rated securities
inferredcites →https://doi.org/10.1111/j.1540-6261.1974.tb03058.xopenalex-extracted
ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*
inferredcites →https://doi.org/10.1257/aer.99.2.466openalex-extracted
The Aftermath of Financial Crises
inferredcites →https://doi.org/10.2139/ssrn.648047openalex-extracted
Defaultable Debt, Interest Rates, and the Current Account
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