Long-duration bonds and sovereign defaults. Journal of International Economics 79 (1), 117-125.Hatchondo, J. C., and L. Martinez, 2009, "Long-duration Bonds and Sovereign Defaults," Journal of International Economics, Vol.79(1), pp.117-125....
Hatchondo, Juan Carlos and Martinez, Leonardo, Long-Duration Bonds and Sovereign Defaults (Revised July 2009) (July 21, 2009). FRB Richmond Working Paper No. 08-2R. Available at SSRN: http://ssrn.com/abstract=2187910 or http://dx.doi.org/10.2139/ssrn.2187910Contact...
The paper full title is "New insights on the long-term relationship between sovereign bonds debt and credit default swaps in Portugal: What has changed with the financial crisis?This paper aims at identifying the relationship between government bonds spreads and credit default swaps premiums in Portu...
The least-risky bonds are short-term sovereign bonds, such as U.S. Treasurys, U.K. Gilts, and other government-backed securities. Because the governments that issue them are unlikely to go bankrupt, these assets have extremely lowdefault risk. Moreover, because they have a short maturity da...
Long-Duration Bonds and Sovereign Defaults. Journal of International Economics, 79(1): 117-125.Hatchondo, J. C., and L. Martinez (2009): "Long-duration bonds and sovereign defaults," Journal of International Economics, 79, 117 - 125....
The Benefits of Sovereign, Municipal and Corporate Inflation-Linked Bonds in Long-Term Investment DecisionsLionel MartelliniVincent MilhauStephane Colombani
BONDS (Finance)DEFAULT (Finance)RISK premiumsThis article proposes that all new Euro area sovereign borrowing be in the form of jointly underwritten 'Euro-insurance-bonds' trading at the same price for outside investors. To avoid classic moral hazard problems and to insure the guarantors against ...
Assymetric Schocks, Long-term Bonds and Sovereign DefaultShocks, AsymmetricBonds, LongtermDefault, SovereignZhu, J and S Xie (2011), Asymmetric Shocks, Long-Term Bonds and Sovereign Default. MPRA Paper, No 28236.