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We re-assess the view that sovereigns with a history of default are charged only a small and/or short-lived premium on the interest rate warranted by observed fundamentals. Our reassessment uses a metric of such a "default premium" (DP) that is consistent with asymmetric information models...

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1. Verfasser:	Catão, Luis (VerfasserIn)
Format:	Elektronisch E-Book
Sprache:	English
Veröffentlicht:	Washington, D.C International Monetary Fund 2015
Schriftenreihe:	IMF Working Papers: Working Paper No. 15 / 167
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Zusammenfassung:	We re-assess the view that sovereigns with a history of default are charged only a small and/or short-lived premium on the interest rate warranted by observed fundamentals. Our reassessment uses a metric of such a "default premium" (DP) that is consistent with asymmetric information models and nests previous metrics, and applies it to a much broader dataset relative to earlier studies. We find a sizeable and persistent DP: in 1870-1938, it averaged 250 bps upon market re-entry, tapering to around 150 bps five years out; in 1970- 2011 the respective estimates are about 400 and 200 bps. We also find that: (i) these estimates are robust to many controls including on actual haircuts; (ii) the DP accounts for as much as 60% of the sovereign spread within five years of market re-entry; (iii) the DP rises with market exclusion spells. These findings help reconnect theory and evidence on why sovereign defaults are infrequent and earlier debt settlements are desirable
Beschreibung:	1 Online-Ressource (57 p)
ISBN:	1513523503 9781513523507

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spelling	Catão, Luis Verfasser aut Default Premium Catão, Luis Washington, D.C International Monetary Fund 2015 1 Online-Ressource (57 p) txt rdacontent c rdamedia cr rdacarrier IMF Working Papers: Working Paper No. 15 / 167 We re-assess the view that sovereigns with a history of default are charged only a small and/or short-lived premium on the interest rate warranted by observed fundamentals. Our reassessment uses a metric of such a "default premium" (DP) that is consistent with asymmetric information models and nests previous metrics, and applies it to a much broader dataset relative to earlier studies. We find a sizeable and persistent DP: in 1870-1938, it averaged 250 bps upon market re-entry, tapering to around 150 bps five years out; in 1970- 2011 the respective estimates are about 400 and 200 bps. We also find that: (i) these estimates are robust to many controls including on actual haircuts; (ii) the DP accounts for as much as 60% of the sovereign spread within five years of market re-entry; (iii) the DP rises with market exclusion spells. These findings help reconnect theory and evidence on why sovereign defaults are infrequent and earlier debt settlements are desirable Online-Ausg Mano, Rui Sonstige oth http://www.elibrary.imf.org/view/IMF001/22699-9781513523507/22699-9781513523507/22699-9781513523507.xml Verlag URL des Erstveröffentlichers Volltext
spellingShingle	Catão, Luis Default Premium
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title_auth	Default Premium
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title_exact_search_txtP	Default Premium
title_full	Default Premium Catão, Luis
title_fullStr	Default Premium Catão, Luis
title_full_unstemmed	Default Premium Catão, Luis
title_short	Default Premium
title_sort	default premium
url	http://www.elibrary.imf.org/view/IMF001/22699-9781513523507/22699-9781513523507/22699-9781513523507.xml
work_keys_str_mv	AT cataoluis defaultpremium AT manorui defaultpremium

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