International reserves and the maturity of external debt

B-Tier
Journal: Journal of International Money and Finance
Year: 2017
Volume: 73
Issue: PB
Pages: 399-418

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

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

Abstract

This paper studies how the level of international reserves affects the maturity structure of external debt. We show in an illustrative theoretical model that reserves lengthen the maturity of external debt via a flattening of the yield curve. Using data of 66 emerging and developing countries and applying different econometric approaches, we find robust evidence that reserves increase the share of long-term in total external debt. Results hold for private and public external debt individually. Taking reserves and their effect on the debt maturity structure together, they reinforce financial stability.

Technical Details

RePEc Handle
repec:eee:jimfin:v:73:y:2017:i:pb:p:399-418
Journal Field
International
Author Count
2
Added to Database
2026-01-29