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Sovereign Risk Premia and Endogenous Debt Maturity: A DSGE Analysis of Eurobond Issuance

https://doi.org/10.2139/ssrn.7226325
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Sovereign credit spreads under good/bad governance
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Sovereign defaults by currency denomination
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Do credit rating agencies provide valuable information in market evaluation of sovereign default Risk?
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The rewards of fiscal consolidations: Sovereign spreads and confidence effects
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Non-defaultable debt and sovereign risk
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Sovereign debt maturity structure under asymmetric information
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News, sovereign debt maturity, and default risk
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Beliefs and long-maturity sovereign debt
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Self-fulfilling debt crises, fiscal policy and investment
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Sovereign default and the choice of maturity
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Sovereign credit rating: Evidence of bias against poor countries
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Sovereign bonds in developing countries: Drivers of issuance and spreads
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The predictive power of the term structure of interest rates in Europe and the United States: Implications for the European Central Bank
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Debt Management and the Term Structure of Interest Rates: An Empirical Analysis of Recent Experience
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Default and the Maturity Structure in Sovereign Bonds
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New Keynesian Macroeconomics and the Term Structure
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Theory of Rational Option Pricing
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The Structure of Interest Rates
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The Term Structure of Interest Rates
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The Term Structure of Interest Rates: A Reexamination of the Evidence: Reply
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Debt with Potential Repudiation: Theoretical and Empirical Analysis
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An Equilibrium Model of Bond Pricing and a Test of Market Efficiency
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Debt Maturity Structure and Liquidity Risk
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Sovereign Debt: A Review
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The General Equilibrium Effects of Fiscal Policy with Government Debt Maturity
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Formation des taux d'intérêt à long terme
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Take the Short Route: Equilibrium Default and Debt Maturity
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