Non-defaultable debt and sovereign risk

A-Tier
Journal: Journal of International Economics
Year: 2017
Volume: 105
Issue: C
Pages: 217-229

Score contribution per author:

1.341 = (α=2.01 / 3 authors) × 2.0x A-tier

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

Abstract

We quantify gains from introducing limited financing through non-defaultable debt into a model of equilibrium sovereign risk. For an initial sovereign spread of 4.2%, introducing the possibility of issuing non-defaultable debt for up to 10% of aggregate income reduces immediately the spread to 1.5%, and implies a welfare gain equivalent to a permanent consumption increase of 0.8%. Nevertheless, the spread reduction achieved by the introduction of non-defaultable debt is short lived. Our findings shed light on different aspects of proposals to introduce common euro-area sovereign bonds that could be virtually non-defaultable.

Technical Details

RePEc Handle
repec:eee:inecon:v:105:y:2017:i:c:p:217-229
Journal Field
International
Author Count
3
Added to Database
2026-01-25