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Does Gross or Net Debt Matter More for Emerging Market Spreads?

Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Hadzi-Vaskov, Metodij
Otros Autores: Ricci, Luca A.
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Washington, D.C. : International Monetary Fund, 2017.
Temas:
Acceso en línea:Texto completo

MARC

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245 1 0 |a Does Gross or Net Debt Matter More for Emerging Market Spreads? 
260 |a Washington, D.C. :  |b International Monetary Fund,  |c 2017. 
300 |a 1 online resource (38 pages) 
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505 0 |a Cover; Contents; Abstract; I. Introduction; II. Literature Review; III. Methodology; A. Data on net debt; B. Overall dataset; C. Empirical strategy; IV. Results; A. Preview; B. Baseline; C. Robustness checks; D. Impact of official reserves and primary balance; E. Effect of distress episodes; F. Nonlinearities; V. Additional explorations: advanced economies and local interest rates; A. Advanced economies; B. Emerging markets; VI. Conclusion; VII. References; Tables; 1. Summary Statistics; 2. Country Groups; 3. A Preview Without Controls; 4. Baseline Results. 
505 8 |a 5. Robustness: Different Country Groups and Methods6. Robustness: Credit Default Swaps (Instead of EMBI); 7. Results with Other Determinants; 8. Distress Episodes; 9. Nonlinearities; 10. Additional Explorations: Credit Default Swaps in Advanced Economies; 11. Additional Explorations: Local Currency Interest Rates in Advanced; 12. Additional Explorations: Local Currency Interest Rates in Emerging Markets; 13. Additional Explorations: Spreads in Emerging Markets (Restricted Sample); Figures; 1. Government Debt and Sovereign Spreads (2014): Gross or Net Debt? 
505 8 |a 2. Example: Debt, Assets, and Spreads in Brazil and Colombia (2003-2012)3. Evolution of Gross Debt and Net Debt; Annexes; Annex I, Figure 1. Evolution of Gross Debt and Net Debt in Regional Groupings; Annex II, Figure 1. Evolution of Gross Debt and Net Debt, by Country. 
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650 0 |a Debts, Public  |z Developing countries. 
650 0 |a Government liability  |z Developing countries. 
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650 7 |a Government liability  |2 fast 
651 7 |a Developing countries  |2 fast 
700 1 |a Ricci, Luca A. 
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