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Report
Currency composition of developing country debt: the impact of dollar depreciation
Sweet, Lawrence M. (1987)
Research Paper , Paper 8702

Journal Article
Commercial bank financing of world payment imbalance
Cheng, Hang-Sheng (1977-10)
Economic Review , Issue Fall , Pages 6-18

Working Paper
Maturity, indebtedness, and default risk
Eyigungor, Burcu; Chatterjee, Satyajit (2011)
In this paper, the authors advance the theory and computation of Eaton-Gersovitz style models of sovereign debt by incorporating long-term debt and proving the existence of an equilibrium price function with the property that the interest rate on debt is increasing in the amount borrowed and implementing a novel method of computing the equilibrium accurately. Using Argentina as a test case, they show that incorporating long-term debt allows the model to match the average external debt-to-output ratio, average spread on external debt, the standard deviation of spreads and simultaneously ...
Working Papers , Paper 11-33

Journal Article
Statement to Congress, April 7, 1987 (exchange market developments and international debt)
Volcker, Paul A. (1987-06)
Federal Reserve Bulletin , Issue Jun , Pages 425-430

Journal Article
International debt management
Cheng, Hang-Sheng (1983)
FRBSF Economic Letter

Report
Estimating the impacts of U.S. LSAPs on emerging market economies’ local currency bond markets
Suh, Myeongguk; Moore, Jeffrey; Nam, Sunwoo; Tepper, Alexander (2013)
This paper examines whether large-scale asset purchases (LSAPs) by the Federal Reserve influenced capital flows out of the United States and into emerging market economies (EMEs) and also analyzes the degree of pass-through from long-term U.S. government bond yields to long-term EME bond yields. Using panel data from a broad array of EMEs, our empirical estimates suggest that a 10-basis-point reduction in long-term U.S. Treasury yields results in a 0.4-percentage-point increase in the foreign ownership share of emerging market debt. This, in turn, is estimated to reduce government bond yields ...
Staff Reports , Paper 595

Journal Article
LDC lending after the crisis
Zimmerman, Gary C.; Bennett, Barbara (1988)
FRBSF Economic Letter

Report
Loan swaps and the LDC debt problem
Remolona, Eli M.; Roberts, David L. (1986)
Research Paper , Paper 8615

Report
Price-adjustment delays in the secondary market for developing country debt and the estimation of asset pricing models
Johnson, Ronald; Demirors, Umran (1992)
Research Paper , Paper 9204

Report
Determinants and impacts of sovereign credit ratings
Packer, Frank; Cantor, Richard (1996)
In this article, we present the first systematic analysis of the sovereign credit ratings of the two leading agencies, Moody's and Standard & Poor's (S&P). We find that the ordering of risks they imply is broadly consistent with macroeconomic fundamentals. While the agencies cite a large number of criteria in their assignment of sovereign ratings, a regression using only eight factors explains more than 90 percent of the cross-sectional variation in the ratings. In particular, a country's rating appears largely determined by its per capita income, external debt burden, inflation experience, ...
Research Paper , Paper 9608

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