Bargained haircuts and debt policy implications

B-Tier
Journal: Economic Theory
Year: 2017
Volume: 64
Issue: 4
Pages: 635-656

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

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

Abstract

Abstract We extend the Cole and Kehoe model (J Int Econ 41:309–330, 1996) by adding a Rubinstein bargaining game between creditors and debtor country to determine the share of debt repayment in a sovereign debt crisis. Ex-post, the possibility of partial repayment avoids the costly case of total default, as seen recently in Greece. Ex-ante, the effects are to increase the sovereign debt cap and delay the fiscal adjustment. In other words, expectations of a haircut in times of crisis relax leverage restrictions implied by financial markets and make government more lenient, suggesting caution with haircut adoption, especially when risk-free interest rates are low.

Technical Details

RePEc Handle
repec:spr:joecth:v:64:y:2017:i:4:d:10.1007_s00199-016-0981-4
Journal Field
Theory
Author Count
3
Added to Database
2026-01-24