Liquidity crises, liquidity lines and sovereign risk

A-Tier
Journal: Journal of Development Economics
Year: 2022
Volume: 154
Issue: C

Score contribution per author:

4.022 = (α=2.01 / 1 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

This paper investigates the trade-offs of introducing an extra line of credit in an emergency situation with a quantitative sovereign default model. I show that temporary access to these lines for up to 3 percent of mean annual income during low liquidity periods yields long-term effects with a lower cost of borrowing but with incentives to accumulate higher debt. Permanent access, however, has only short-lived effects because temporal arrangement better completes the markets and induces market discipline as the government worries about rollover risk once the low liquidity period ends. I also present in an event analysis that Mexico’s arrangement of swap lines with the Federal Reserve amid the global financial crisis in 2008 helped avoid a potential debt crisis.

Technical Details

RePEc Handle
repec:eee:deveco:v:154:y:2022:i:c:s0304387821001334
Journal Field
Development
Author Count
1
Added to Database
2026-01-26