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A Primer on Sovereign Debt Buybacks and Swaps. (2007). Ramlogan, Parmeshwar ; Polan, Magdalena ; Medeiros, Carlos I.
In: IMF Working Papers.
RePEc:imf:imfwpa:2007/058.

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Cites: 25

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  1. Present-biased government and sovereign debt dynamics. (2022). Li, Yuan ; Zhao, Siqi ; Yang, Jinqiang.
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:98:y:2022:i:c:s0304406821001427.

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  2. The evolution of the Polish government bond market. (2021). Bartkiewicz, Piotr.
    In: Public Sector Economics.
    RePEc:ipf:psejou:v:45:y:2021:i:1:p:149-169.

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  3. Can Human Development Bonds Reduce the Agency Costs of the Resource Curse?. (2019). Luke, Sperduto.
    In: The Law and Development Review.
    RePEc:bpj:lawdev:v:12:y:2019:i:1:p:191-245:n:7.

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  4. A Primer on Managing Sovereign Debt-Portfolio Risks. (2018). Papaioannou, Michael ; Jonasson, Thordur.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2018/074.

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  5. LEVERAGED BUYBACKS OF SOVEREIGN DEBT: A MODEL AND AN APPLICATION TO GREECE. (2015). Baglioni, Angelo.
    In: Contemporary Economic Policy.
    RePEc:bla:coecpo:v:33:y:2015:i:1:p:87-103.

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  6. Sovereign Debt Restructurings 1950-2010: Literature Survey, Data, and Stylized Facts. (2012). Trebesch, Christoph ; Papaioannou, Michael ; Das, Udaibir S.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2012/203.

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  7. Sovereign debt distress and corporate spillover impacts. (2010). Dailami, Mansoor.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:5380.

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  8. Sovereign Default Risk and Private Sector Access to Capital in Emerging Markets. (2010). Trebesch, Christoph ; Papaioannou, Michael ; Das, Udaibir S.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2010/010.

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  9. The Cost of Aggressive Sovereign Debt Policies: How Much is theprivate Sector Affected?. (2009). Trebesch, Christoph.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2009/029.

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References

References cited by this document

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  8. THE REACTIVE BETA MODEL. (2019). Aboura, Sofiane ; Valeyre, Sebastien ; Grebenkov, Denis.
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  10. Consumption-based equity valuation. (2016). Christensen, Peter O ; Bach, Christian.
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  11. Evaluation of long-dated assets: The role of parameter uncertainty. (2016). Gollier, Christian.
    In: Journal of Monetary Economics.
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  12. How certain are we about the certainty-equivalent long term social discount rate?. (2016). Groom, Ben ; Freeman, Mark C.
    In: Journal of Environmental Economics and Management.
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  13. Accounting Valuation and Cost of Equity Capital Dynamics. (2016). Callen, Jeffrey L.
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  15. Declining discount rates and the ‘Fisher Effect’: Inflated past, discounted future?. (2015). Pantelidis, Theologos ; Panopoulou, Ekaterini ; Groom, Ben ; Greeman, Mark C..
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  17. Foreign exchange risk and the term-structure of industry costs of equity. (2015). Giaccotto, Carmelo ; Krapl, Alain .
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  18. The cross section of expected holding period returns and their dynamics: A present value approach. (2015). Wang, Charles C. Y., ; Lyle, Matthew R..
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  20. A review of the literature on methods of computing the implied cost of capital. (2015). Ketterer, S ; Echterling, F ; Eierle, B.
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  21. A selective critical review of financial accounting research. (2015). Callen, Jeffrey L.
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  22. Cash Flow Multipliers and Optimal Investment Decisions. (2015). Kraft, Holger ; Schwartz, Eduardo.
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  23. Some Recent Developments in Nonparametric Finance. (2013). CAI, ZONGWU ; Hong, Yongmiao.
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  24. Functional Coefficient Models for Economic and Financial Data. (2013). CAI, ZONGWU.
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  25. Cost of capital and earnings transparency. (2013). Konchitchki, Yaniv ; Landsman, Wayne R. ; Barth, Mary E..
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  27. CAPM for estimating the cost of equity capital: Interpreting the empirical evidence. (2012). Jagannathan, Ravi ; Da, Zhi ; Guo, Re-Jin.
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