The Simple Analytics of Debt-Equity Swaps.

S-Tier
Journal: American Economic Review
Year: 1989
Volume: 79
Issue: 3
Pages: 440-51

Score contribution per author:

8.043 = (α=2.01 / 1 authors) × 4.0x S-tier

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

Abstract

Recent attempts to resolve the international debt crisis have lead some countries to engage in debt-equity swaps. This paper explores conditions under which such transactions are beneficial to the debtor, as well as the creditors. It identifies a market failure that may prevent the emergence of mutually beneficial swaps and analyzes the effects of swaps on the investment level in the debtor country. Copyright 1989 by American Economic Association.

Technical Details

RePEc Handle
repec:aea:aecrev:v:79:y:1989:i:3:p:440-51
Journal Field
General
Author Count
1
Added to Database
2026-02-02