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dc.titlePersistent Gaps and Default Traps
dc.contributor.authorKapur, Sandeep
dc.contributor.authorCatão, Luis
dc.contributor.authorFostel, Ana
dc.contributor.orgunitCapital Markets and Financial Institutions Division
dc.coverageLatin America
dc.coverageThe Caribbean
dc.date.available2014-07-02T00:00:00
dc.date.issue2008-06-01T00:00:00
dc.description.abstractThe authors of this paper show how vicious circles in countries' credit histories arise in a model where output persistence is coupled with asymmetric information about output shocks. In such an environment, default signals the borrower's vulnerability to adverse shocks and creates a pessimistic growth outlook. This translates into higher interest spreads and debt servicing costs relative to income, raising the cost of future repayments, thereby creating "default traps". We build a long and broad cross-country dataset to show the existence of a history-dependent "default premium" and of significant effects of output persistence on sovereign creditworthiness, consistent with the model's predictions.
dc.format.extent36
dc.identifier.doihttp://dx.doi.org/10.18235/0009211
dc.identifier.urlhttps://publications.iadb.org/publications/english/document/Persistent-Gaps-and-Default-Traps.pdf
dc.language.isoen
dc.mediumAdobe PDF
dc.publisherInter-American Development Bank
dc.subjectFinancial Policy
dc.subject.jelcodeF34 - International Lending and Debt Problems
dc.subject.jelcodeG15 - International Financial Markets
dc.subject.jelcodeH63 - Debt • Debt Management • Sovereign Debt
dc.subject.jelcodeN20 - General, International, or Comparative
dc.subject.keywordsEmerging Market Bond Spreads;Output Persistence;Asymmetric Information;Sovereign Risk;Default Premium
dc.typeTechnical Notes
idb.identifier.pubnumberTechnical Notes
idb.operationNot available
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