IMF Publications by Subject

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Sovereign debt
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Title: Are Rating Agencies Powerful? An Investigation into the Impact and Accuracy of Sovereign Ratings
Author/Editor:Kiff, John ; Nowak, Sylwia Barbara ; Schumacher, Liliana
lblSeries:Working Paper No. 12/23
Subject: Credit risk ; Risk management ; Sovereign debt
Title: Assessing Bias and Accuracy in the World Bank-IMF's Debt Sustainability Framework for Low-Income Countries
Author/Editor:Andrew Berg ; Enrico Berkes ; Catherine A. Pattillo ; Andrea Presbitero ; Yorbol Yakhshilikov
lblSeries:Working Paper No. 14/48
Subject: Debt sustainability analysis ; Low-income developing countries ; Debt burden ; Sovereign debt ; Financial crisis ; Economic models ; International Monetary Fund ; World Bank
Title: Assessing Fiscal Stress
Author/Editor:Baldacci, Emanuele ; Petrova, Iva ; Belhocine, Nazim ; Dobrescu, Gabriela
lblSeries:Working Paper No. 11/100
Subject: Cross country analysis ; Developed countries ; Developing countries ; Economic models ; Fiscal risk ; Fiscal sustainability ; Public debt ; Sovereign debt
Title: Assessing the Risks to the Japanese Government Bond (JGB) Market
Author/Editor:Lam, Raphael W. ; Tokuoka, Kiichi
lblSeries:Working Paper No. 11/292
Subject: Banks ; Bond markets ; Corporate sector ; Financial risk ; Fiscal policy ; Public debt ; Risk management ; Sovereign debt ; Japan
Title: Bank Funding Costs for International Banks
Author/Editor:Rita Babihuga ; Marco Spaltro
lblSeries:Working Paper No. 14/71
Subject: International banks ; Euro Area ; Sovereign debt ; Credit risk ; Financial crisis ; Banking systems ; Capital
Title: Bankruptcy Procedures for Sovereigns: A History of Ideas, 1976--2001
Author/Editor:Rogoff, Kenneth ; Zettelmeyer, Jeromin
lblSeries:Working Paper No. 02/133
Subject: Debt ; Financial crisis ; Debt restructuring ; Sovereign Debt Restructuring Mechanism ; Bankruptcy
Title: Banks, Government Bonds, and Default: What do the Data Say?
Author/Editor:Nicola Gennaioli ; Alberto Martin ; Stefano Rossi
lblSeries:Working Paper No. 14/120
Subject: Banks ; Government securities ; Bonds ; Sovereign risk ; Return on investment ; Sovereign debt defaults ; Banking crisis
Title: Beneficial Delays in Debt Restructuring Negotiations
Author/Editor:Bi, Ran
lblSeries:Working Paper No. 08/38
Subject: Debt restructuring ; Argentina ; Sovereign debt
Title: The Costs of Sovereign Default
Author/Editor:Borensztein, Eduardo ; Panizza, Ugo
lblSeries:Working Paper No. 08/238
Subject: Sovereign debt ; Public debt ; External debt ; Financial risk ; Financial crisis ; Political economy ; International trade ; Bankruptcy
Title: Credit Risk Spreads in Local and Foreign Currencies
Author/Editor:Galai, Dan ; Wiener, Zvi
lblSeries:Working Paper No. 09/110
Subject: Asset prices ; Bonds ; Capital markets ; Corporate sector ; Credit risk ; Currencies ; Debt ; Debt restructuring ; Economic models ; Exchange rates ; Sovereign debt
Title: Debt Dilution and Sovereign Default Risk
Author/Editor:Hatchondo, Juan Carlos ; Martinez, Leonardo ; Sosa Padilla, Cesar
lblSeries:Working Paper No. 11/70
Subject: Bond markets ; Bonds ; Borrowing ; Business cycles ; Credit risk ; Debt reduction ; Economic models ; Emerging markets ; Interest rates on loans ; Investment ; Sovereign debt
Title: Default in Today's Advanced Economies: Unnecessary, Undesirable, and Unlikely
Author/Editor:Cottarelli, Carlo ; Mauro, Paolo ; Forni, Lorenzo ; Gottschalk, Jan
lblSeries:Staff Position Note No. 2010/12
Subject: Budget deficits ; Debt restructuring ; Developed countries ; Exchange rate adjustments ; Interest rates ; Public debt ; Public finance ; Sovereign debt
Title: Determinants of Emerging Market Sovereign Bond Spreads: Fundamentals vs Financial Stress
Author/Editor:Bellas, Dimitri ; Papaioannou, Michael G ; Petrova, Iva
lblSeries:Working Paper No. 10/281
Subject: Bonds ; Economic models ; Emerging markets ; External borrowing ; External debt ; Financial crisis ; Financial risk ; Sovereign debt
Title: Determinants of Investment Grade Status in Emerging Markets
Author/Editor:Jaramillo, Laura
lblSeries:Working Paper No. 10/117
Subject: Economic models ; Emerging markets ; Investment ; Public debt ; Sovereign debt
Title: Did the Euro Crisis Affect Non-financial Firm Stock Prices through a Financial or Trade Channel?
Author/Editor:Claessens, Stijn ; Tong, Hui ; Zuccardi, Igor
lblSeries:Working Paper No. 11/227
Subject: Capital markets ; Corporate sector ; Euro Area ; Europe ; Financial crisis ; Sovereign debt ; Spillovers ; Stock prices ; Trade
Title: Does Procyclical Fiscal Policy Reinforce Incentives to Dollarize Sovereign Debt?
Author/Editor:Anna Ilyina ; Anastasia Guscina ; Herman Kamil
lblSeries:Working Paper No. 10/168
Subject: Fiscal policy ; Emerging markets ; Sovereign debt ; Dollarization ; Real effective exchange rates ; Economic models
Title: Emerging Market Sovereign Bond Spreads: Estimation and Back-testing
Author/Editor:Comelli, Fabio
lblSeries:Working Paper No. 12/212
Subject: Emerging markets ; Sovereign debt ; Bonds ; Economic models
Title: Equity Returns in the Banking Sector in the Wake of the Great Recession and the European Sovereign Debt Crisis
Author/Editor:Chan-Lau, Jorge A. ; Liu, Estelle X ; Schmittmann, Jochen M.
lblSeries:Working Paper No. 12/174
Subject: Banking sector ; Credit risk ; Economic recession ; Europe ; Financial crisis ; Profit margins ; Sovereign debt
Title: Expansionary Austerity New International Evidence
Author/Editor:Guajardo, Jaime ; Leigh, Daniel ; Pescatori, Andrea
lblSeries:Working Paper No. 11/158
Subject: Cross country analysis ; Fiscal consolidation ; Fiscal policy ; Government expenditures ; International trade ; OECD ; Sovereign debt
Title: Fiscal Monitor, September 2011: Addressing Fiscal Challenges to Reduce Economic Risks
lblSeries:Fiscal Monitor
Subject: Public finance ; Fiscal policy ; Sovereign debt ; Fiscal sustainability ; Fiscal reforms ; Fiscal consolidation
Title: Fiscal Rules and the Sovereign Default Premium
Author/Editor:Hatchondo, Juan Carlos ; Martinez, Leonardo ; Roch, Francisco
lblSeries:Working Paper No. 12/30
Subject: Debt restructuring ; Economic models ; Fiscal policy ; Risk premium ; Sovereign debt
Title: Foreign Investor Flows and Sovereign Bond Yields in Advanced Economies
Author/Editor:Serkan Arslanalp ; Tigran Poghosyan
lblSeries:Working Paper No. 14/27
Subject: Foreign investment ; Bonds ; Capital inflows ; Developed countries ; Sovereign debt ; Cross country analysis
Title: A General Equilibrium Model of Sovereign Default and Business Cycles
Author/Editor:Mendoza, Enrique G. ; Yue, Vivian Z.
lblSeries:Working Paper No. 11/166
Subject: Sovereign debt ; Business cycles ; Economic models ; External debt ; Emerging markets ; Credit risk
Title: Global Monetary Tightening: Emerging Markets Debt Dynamics and Fiscal Crises
Author/Editor:Julio Escolano ; Christina Kolerus ; Constant Lonkeng Ngouana
lblSeries:Working Paper No. 14/215
Subject: Public debt ; Emerging markets ; Sovereign debt ; United States ; Monetary policy ; Spillovers ; Financial crises
Title: How Costly Are Debt Crises?
Author/Editor:Furceri, Davide ; Zdzienicka, Aleksandra
lblSeries:Working Paper No. 11/280
Subject: Cross country analysis ; Economic models ; Financial crisis ; Gross domestic product ; Sovereign debt
Title: The Impact of the Great Recession on Emerging Markets
Author/Editor:Llaudes, Ricardo ; Salman, Ferhan ; Chivakul, Mali
lblSeries:Working Paper No. 10/237
Subject: Credit ; Cross country analysis ; Economic growth ; Economic recession ; Emerging markets ; Financial crisis ; Global Financial Crisis 2008-2009 ; Reserves ; Sovereign debt
Title: Intercreditor Distribution in Sovereign Debt Restructuring
Author/Editor:Mandeng, Ousmène
lblSeries:Working Paper No. 04/183
Subject: Sovereign Debt Restructuring Mechanism ; Collective action clauses ; Paris Club

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