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Sovereign rating after private and official restructuring

This paper studies the relationship between sovereign debt (final) restructuring and sovereign ratings, by distinguishing between commercial and official debt and by considering the creditors’ loss (haircut). Institutional Investor’s index is taken as a measure of a country’s creditworthiness. We fi...

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Detalles Bibliográficos
Autores principales: Marchesi, Silvia, Masi, Tania
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier B.V. 2020
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7182757/
https://www.ncbi.nlm.nih.gov/pubmed/32341611
http://dx.doi.org/10.1016/j.econlet.2020.109178