Quantitative Models of Sovereign Debt Crises

Keyphrases

• Quantitative Model 100%
• Sovereign Debt Crisis 100%
• Emerging Economies 66%
• Mexico 33%
• Quantitative Evaluation 33%
• Global Factors 33%
• Risk-averse 33%
• Output Loss 33%
• Stochastic Growth 33%
• Lenders 33%
• Repayment 33%
• Default Penalties 33%
• Reputation Loss 33%
• Borrowing Decisions 33%
• Sovereign Debt 33%
• Debt Crisis 33%
• Trend Stationary 33%
• Common Latent Factors 33%
• Stationary Growth 33%

Economics, Econometrics and Finance

• Debt Crisis 100%
• Public Debt 33%