The role of international reserves in sovereign debt restructuring under fiscal adjustment

B-Tier
Journal: Journal of Economic Dynamics and Control
Year: 2025
Volume: 174
Issue: C

Score contribution per author:

2.011 = (α=2.01 / 1 authors) × 1.0x B-tier

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

Abstract

Highly indebted developing economies commonly also hold large external reserves. This behavior seems puzzling given that governments borrow with an interest rate penalty to compensate lenders for default risk. Although reducing external debt to the same extent as international reserves would reduce the interest payment burden, reserves can have additional insurance benefits during default crises. Moreover, reserves can also be used to improve lenders recovery rates upon default, thus decreasing the interest rate penalty in non-defaulting times. A standard model of sovereign default risk, augmented with distortionary tax policies and debt restructuring, can replicate quantitatively the observed data patterns on external debt and reserves holdings.

Technical Details

RePEc Handle
repec:eee:dyncon:v:174:y:2025:i:c:s0165188925000466
Journal Field
Macro
Author Count
1
Added to Database
2026-01-29