Endogenous debt crises

B-Tier
Journal: Journal of International Money and Finance
Year: 2015
Volume: 51
Issue: C
Pages: 337-369

Authors (2)

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

We distinguish two types of debt crises: those that are the outcome of exogenous shocks (to productivity growth for instance) and those that are endogenously created, either by self-fulfilling panic in financial markets or by the reckless behavior of “Panglossian” borrowers. After Krugman, we characterize as “Panglossian” those borrowers who only focus on their best growth prospects, anticipating to default on their debt if hit by an adverse shock, rationally ignoring the risk of default.

Technical Details

RePEc Handle
repec:eee:jimfin:v:51:y:2015:i:c:p:337-369
Journal Field
International
Author Count
2
Added to Database
2026-01-25