Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
Results
Showing 1 to 20 of 514 for “"Sovereign"”.
-
Sovereign illiquidity and recessions
Motivated by the striking increase in sovereign spreads and the subsequent recession in Europe during 2011, I examine the importance of sovereign debt liquidity in a New Keynesian environment with wage rigidities and nancial frictions a la Kiyotaki and Moore (2012). My main ndings imply that, …
-
Államcsődök nyomában = Sovereign defaults
… questions: 1. Is there a unique definition for sovereign defaults? If not, what are the possible definitions, and what are the ingredients that all definition has to comprise? 2. What are the types of sovereign defaults? From which aspects it is worth to classify the default events? 3. Why do …
-
Essays on Sovereign Default
This dissertation consists of three chapters on sovereign default. Thematically, they are linked by their examination of how sovereign risk influences government policy, equilibrium allocations, and welfare. Chapter 1 investigates the optimal currency denomination in sovereign bonds. Chapter 2 and …
-
Essays on Sovereign Debt Crisis
… that aim to develop economic models to explain sovereign debt crises. Chapter 2 provides the dynamic general equilibrium model of endogenous sovereign default, incorporating financial intermediaries. By a government's decision to default, government bonds become non-performing and financial …
-
Essays on Sovereign Debt Crisis
… that aim to develop economic models to explain sovereign debt crises. Chapter 2 provides the dynamic general equilibrium model of endogenous sovereign default, incorporating financial intermediaries. By a government's decision to default, government bonds become non-performing and financial …
-
Bankruptcy Procedures for Sovereign Debtors
The idea of bankruptcy for insolvent sovereign borrowers has been under discussion for a long time, yet has never been implemented. This paper presents various proposed solutions to apply bankruptcy reorganization principles to sovereign debt crises. The current international framework is …
-
Essays on Sovereign Risk and Banking
This thesis consists of three essays on sovereign risk and banking. In the first essay, we examine the determinants of sovereign risk in the Eurozone focusing on the recent crisis episode and search for a self-fulfilling contagion link by using an exogenous ECB policy announcement for …
-
Sovereign borrowing without odiousness: legal instruments to substitute the odious debt doctrine in the repudiation of sovereign debt
Where sovereign debt was found unjustified, occasionally attempts were made to declare this debt null and void. In order to facilitate this repudiation of debt in situations that are considered gravely unjust, Alexander Nahum Sack proposed the odious debt doctrine according to which debt is odious …
-
Extra-Sovereign Institutions; The Ties That Bind
… First, that the creation of a successful extra-sovereign institution is dependent on specific issues and motivations, creating a functional model of regional integration, as opposed to a spatial model. Second, with purpose to clarify much of the debate surrounding the definition of regional …
-
Comparison of sovereign risk and its determinants
This paper aims to measure, compare and model Sovereign Risk. The risk position of South Africa compared to Emerging Markets as well as in comparison to Developed Markets is considered. Particular interest is taken in how the South African Sovereign Risk environment, and its associated …
-
Essays on International Trade and Sovereign Debt
… focusing on three different interactions through sovereign debt. The thesis is divided in 3 chapters. In the first chapter, I show that existing evidence suggests that sovereign defaults disrupt international trade. As a consequence, countries that are more open have more to lose from a sovereign …
-
Sovereign Amity and Mimetic Rivalry: Shakespeare's Roman Masculinities
… celebration of the male/male bond in the form of sovereign amity. Sovereign amity, referring to the rhetoric of Renaissance friendship in which the friend is figured as the other-self and in which the friends achieve a kind of 'sovereignty' vis-à-vis their bond, requires a radical likeness between …
-
Sovereign Debt and Tax Collection Dynamics in Argentina
… risk aversion has predictive power in explaining sovereign spreads. </p>
-
Global factors and the pricing of sovereign risk
… of US Macroeconomic surprises on the pricing of sovereign risk of sixty-six countries in the period 2002-2017 using daily CDS data. I also explore how a country spread's sensitivity to these shocks depends on a wide range of country characteristics. I discuss potential transmission mechanisms of …
-
Three essays on sovereign debt and financial markets
… Van der Ghote, we use a unique dataset on sovereign bond issuances and syndicated bank loans to study the duration and determinants of the periods of exclusion from international credit markets that usually follow governments' defaults. Among other results, we find that countries either …
-
Essays on sovereign debt and international capital flows
… financial institutions. Chapter 1 focuses on sovereign debt and default. Recent sovereign default episodes have been associated with substantial output costs, and the sovereign should take into account that any default decision may exacerbate such costs. I construct a two-period model where …
-
Cryptographic Protocols for Blockchain Interoperability and Self-Sovereign Identity
L'abstract è presente nell'allegato / the abstract is in the attachment
-
Optimal Portfolio Construction for Oil-Based Sovereign Wealth Funds
… is to examine the efforts of Saudi Arabia's sovereign wealth fund in diversifying revenue streams and mitigating risks associated with an excessive dependence on oil. To achieve this, the study proposes an adaptation of the subset-optimization algorithm within the mean-variance model, aiming …
Page 1 of 26