Sovereign debt spread and default in a model with self-fulfilling prophecies and asymmetric information
Christophe Blot, Bruno Ducoudré, Xavier Timbeau
| Year of publication: |
March 2016
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|---|---|
| Authors: | Blot, Christophe ; Ducoudré, Bruno ; Timbeau, Xavier |
| Published in: |
Journal of macroeconomics. - Amsterdam [u.a.] : Elsevier, ISSN 0164-0704, ZDB-ID 796245-9. - Vol. 47.2016, part B, p. 281-299
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| Subject: | Sovereign default | Risk premium | Multiple equilibria | Asymmetric information | Asymmetrische Information | Risikoprämie | Staatsbankrott | Theorie | Theory | Ankündigungseffekt | Announcement effect | Anleihe | Bond | Öffentliche Schulden | Public debt |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jmacro.2015.10.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011707643