Uncertainty premia, sovereign default risk, and state-contingent debt
We study the pricing, design, and desirability of sovereign state-contingent debt instruments.
Using a sovereign default model with lenders who fear model misspecification, we find that …
Using a sovereign default model with lenders who fear model misspecification, we find that …
Uncertainty Premia, Sovereign Default Risk, and State-Contingent Debt
F Roch, F Roldán - 2021 - policycommons.net
We analyze how concerns for model misspecification on the part of international lenders
affect the desirability of issuing state-contingent debt instruments in a standard sovereign …
affect the desirability of issuing state-contingent debt instruments in a standard sovereign …
[PDF][PDF] Uncertainty Premia, Sovereign Default Risk, and State-Contingent Debt
F Roch, F Roldán - elibrary.imf.org
We analyze how concerns for model misspecification on the part of international lenders
affect the desirability of issuing state-contingent debt instruments in a standard sovereign …
affect the desirability of issuing state-contingent debt instruments in a standard sovereign …
[PDF][PDF] Uncertainty Premia, Sovereign Default Risk, and State-Contingent Debt
F Roch, F Roldán - 2022 - researchgate.net
We study the pricing, design, and desirability of sovereign state-contingent debt instruments
(SCDIs). Using a sovereign default model with lenders who fear model misspecification, we …
(SCDIs). Using a sovereign default model with lenders who fear model misspecification, we …
[PDF][PDF] Uncertainty Premia, Sovereign Default Risk, and State-Contingent Debt
F Roch, F Roldán - 2021 - sipotra.it
We analyze how concerns for model misspecification on the part of international lenders
affect the desirability of issuing state-contingent debt instruments in a standard sovereign …
affect the desirability of issuing state-contingent debt instruments in a standard sovereign …
Uncertainty Premia, Sovereign Default Risk, and State-Contingent Debt
MF Roch, F Roldán - 2021 - ideas.repec.org
We analyze how concerns for model misspecification on the part of international lenders
affect the desirability of issuing state-contingent debt instruments in a standard sovereign …
affect the desirability of issuing state-contingent debt instruments in a standard sovereign …
Uncertainty Premia, Sovereign Default Risk, and State-Contingent Debt
F Roch, F Roldán - Journal of Political Economy …, 2023 - econpapers.repec.org
We study the pricing, design, and desirability of sovereign state-contingent debt instruments.
Using a sovereign default model with lenders who fear model misspecification, we find that …
Using a sovereign default model with lenders who fear model misspecification, we find that …
[图书][B] Uncertainty Premia, Sovereign Default Risk, and State-Contingent Debt
MF Roch, F Roldán - 2021 - books.google.com
We analyze how concerns for model misspecification on the part of international lenders
affect the desirability of issuing state-contingent debt instruments in a standard sovereign …
affect the desirability of issuing state-contingent debt instruments in a standard sovereign …
[PDF][PDF] Uncertainty Premia, Sovereign Default Risk, and State-Contingent Debt
F Roch, F Roldán - 2021 - imf.org
We analyze how concerns for model misspecification on the part of international lenders
affect the desirability of issuing state-contingent debt instruments in a standard sovereign …
affect the desirability of issuing state-contingent debt instruments in a standard sovereign …
[PDF][PDF] Uncertainty Premia, Sovereign Default Risk, and State-Contingent Debt
F Roch, F Roldán - 2022 - fqroldan.github.io
We study the pricing, design, and desirability of sovereign state-contingent debt instruments
(SCDIs). Using a sovereign default model with lenders who fear model misspecification, we …
(SCDIs). Using a sovereign default model with lenders who fear model misspecification, we …