Sovereign default: theory and evidence
Nevola, Federico Armando (A.A. 2019/2020) Sovereign default: theory and evidence. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Nicola Borri, pp. 92. [Master's Degree Thesis]
|
PDF (Full text)
Download (1MB) | Preview |
Abstract/Index
Sovereign default: categories and definitions. Rating agencies definitions. Sovereign default taxonomy. Official lending and default. Sovereign default: the big picture. Literature review on sovereign default. Lending to sovereigns and sovereign immunity. Is sovereign borrowing countercyclical? When do countries default? The model. The model economy. The default. Case of perpetual financial autarky. Risky lending and risky borrowing. Matlab simulation. Value function iteration. Business cycle simulation.
References
Bibliografia: pp. 67-70.
| Thesis Type: | Master's Degree Thesis |
|---|---|
| Institution: | Luiss Guido Carli |
| Degree Program: | Master's Degree Programs > Master's Degree Program in Economics and Finance (LM-56) |
| Chair: | Asset pricing |
| Thesis Supervisor: | Borri, Nicola |
| Thesis Co-Supervisor: | Reichlin, Pietro |
| Academic Year: | 2019/2020 |
| Session: | Autumn |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 14 May 2021 08:39 |
| Last Modified: | 14 May 2021 08:39 |
| URI: | https://tesi.luiss.it/id/eprint/29473 |
Downloads
Downloads per month over past year
Repository Staff Only
 |
View Item |
