Balibek, E. and M. Köksalan (2010) “A Multi-objective Multi-period Stochastic Programming Model for Public Debt Management,” European Journal of Operational Research, 205: 205–2017.CrossrefGoogle Scholar
Baum, A., M. Poplawski-Ribeiro and A. Weber (2012) “Fiscal Multipliers and the State of the Economy.” Wp/12/286, International Monetary Fund.Google Scholar
Beers, D. T. and J.-S. Nadeau (2014) Introducing a New Database of Sovereign Defaults. Technical Report No. 101, Bank of Canada, February 2014.Google Scholar
Benjamin, D. and M. L. J. Wright (2009) Recovery Before Redemption: A Theory of Delays in Sovereign Debt Renegotiations. Technical report, Available at SSRN: http://ssrn.com/abstract=1392539.
Bolder, D. J. and D. Rubin (2011) Optimization in a Simulation Setting: Use of Function Approximation in Debt Strategy Analysis. Bank of Canada Working Paper 3, Bank of Canada.Google Scholar
Brunnermeier, M. K., L. Garicano, P. R. Lane, M. Pagano, R. Reis, T. Santos, S. Van Nieuwer-burgh and D. Vayanos (2011) “ESBies: A Realistic Reform of Europe’s Financial Architecture.” VOXeu.org, October 2011.Google Scholar
Buchheit, L. C., A. Gelpern, M. Gulati, U. Panizza, B. W. di Mauro and J. Zettelmeyer (2013) Revisiting Sovereign Bankruptcy. Technical report, Committee on International Economic Policy and Reform, Brookings, Washington, DC, October 2013.Google Scholar
Bulow, J. and K. S. Rogoff (1989) “Sovereign Debt: Is to Forgive to Forget?” American Economic Review, 79(1):43–50.Google Scholar
Cecchetti, S. G., M. S. Mohanty and F. Zampolli (2011) The Real Effects of Debt. Technical report, Bank for International Settlement, September 2011.Google Scholar
Consiglio, A. and S. A. Zenios (2015b) “Greek Debt Sustainability: The Devil is in the Tails,” VOX, CEPR’s Policy Portal. URL http://www.voxeu.org/article/greek-debt-sustainability-devil-tails.
Consiglio, A. and S. A. Zenios (2015c) “The Case for Contingent Convertible Debt for Sovereigns,” Working Paper 15–13, The Wharton Financial Institutions Center, Available at http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2694973.
Cruces, J. J. and C. Trebesch (2013) “Sovereign Defaults: The Price of Haircuts,” American Economic Journal: Macroeconomics, 5(3):85–117.Google Scholar
Das, S. D., M. Papaioannou and C. Trebesch (2012) Sovereign Debt Restructurings 1950–2010: Literature Survey, Data, and Stylized Facts. Technical Report Working Paper 12/203, The International Monetary Fund, Washington, DC.Google Scholar
Gianviti, F., A. O. Krueger, J. Pisani-Ferry, A. Sapir and J. von Hagen (2010) “A European Mechanism for Sovereign Debt Crisis Resolution: A Proposal.” Blueprint Series 10, Bruegel, Brussels.Google Scholar
Guzman, M. and D. Heymann (2015) “The IMF Debt Sustainability Analysis: Issues and Problems,” Journal of Globalization and Development, 6(2):387–404.Google Scholar
Guzman, Martin and Joseph Stiglitz (2015) “Creating a Framework for Sovereign Debt Restructuring that Works.” In: Too Little, Too Late: The Quest to Resolve Sovereign Debt Crises, Chapter 1. New York: Columbia University Press (forthcoming).Google Scholar
Guzman, M., J. A. Ocampo and J. E. Stiglitz, eds. (2016) Too Little, Too Late: The Quest to Resolve Sovereign Debt Crises. New York, NY: Columbia University Press.Google Scholar
Heath, D., R. Jarrow and A. Morton (1992) “Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claim Valuation,” Econometrica, 60:77–105.Google Scholar
Herndon, T., M. Ash and R. Pollin (2014) “Does High Public Debt Consistently Stifle Economic Growth? A Critique of Reinhart and Rogoff,” Cambridge Journal of Economics, 38(2):257–279.CrossrefGoogle Scholar
IMF (2013) Sovereign Debt Resturcturing – Recent Developments and Implications for the Fund’s Legal and Institutional Framework. Technical report, The International Monetary Fund, April 2013.Google Scholar
IMF (2014) Fifth Review Under the Extended Arrangement Under the Extended Facility. IMF Country Report No. 14/151, International Monetary Fund.Google Scholar
Jorda, O. and A. M. Taylor (2015) “The Time for Austerity: Estimating the Average Treatment Effect of Fiscal Policy,” The Economic Journal, (available on line doi: 10.1111/ecoj.12332).CrossrefGoogle Scholar
Jorion, P. (2006) Value at Risk: The New Benchmark for Managing Financial Risk. 3rd ed. New York, NY: McGraw-Hill.Google Scholar
Krueger, A. O. (2002) A New Approach to Sovereign Debt Restructuring. Technical report, International Monetary Fund, Washington, DC.Google Scholar
Ley, E. (2010) Fiscal (and External) Sustainability. Technical report, The World Bank, Washington, DC.Google Scholar
Li, Y. (2015) “The Long March towards an International Legal Framework for Sovereign Debt Restructuring,” Journal of Globalization and Development,6(2):329–341.Google Scholar
Lukkezen, J. (2015) “Greek Debt remains Unsustainable: Here is Why,” VOX, CEPR’s Policy Portal, Available at http://www.voxeu.org/article/greek-debt-remains-unsustainable.
McCulley, P. (2013) “The Shadow Banking System and Minsky’s Journey.” In: (Arthur M. Berd, ed.) Lessons from the Financial Crisis. Risk Books, pp. 49–63.Google Scholar
Paris, P. and C. Wyplosz (2014) PADRE-Politically Acceptable Debt Restructuring in the Eurozone. Geneva Reports on the World Economy Special Report 3, International Center for Monteray and Banking Studies, Geneva, Switzerland.Google Scholar
Reinhart, C. M. and K. S. Rogoff (2009) This Time is Different: Eight Centuries of Financial Folly. Princeton, NJ: Prince-ton University Press.Google Scholar
Reinhart, C. M. and C. Trebesch (2015) Sovereign Debt Relief and its Aftermath. HKS Faculty Research Working Paper Series RWP15-028, Harvard Kennedy School.Google Scholar
Rockafellar, R. T. and S. Uryasev (2000) “Optimization of Conditional Value–at–Risk,” Journal of Risk, 2(3):21–41.Google Scholar
Sturzenegger, F. and J. Zettelmeyer (2006) Debt Defaults and Lessons from a Decade of Crises. Cambridge, MA: MIT Press.Google Scholar
Trebesch, C. (2011) “Sovereign Debt Restructurings 1950–2010: A New Database.” Unpublished paper, Available at: sites.google.com/site/christophtrebesch/data, University of Munich, Munich, Germany.Google Scholar
Wright, M. L. J. (2012) “Sovereign Debt Restructuring: Problems and Prospects,” Harvard Business Law Review, 2:152–198.Google Scholar
Zenios, S. A. (2007) Practical Financial Optimization: Decision Making for Financial Engineers. Malden, MA: Blackwell.Google Scholar
Zenios, S. A. (2015) “Fairness and Reflexivity in the Cyprus Bail-In,” Empirica, Available at http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2409284, (published online 4 September).
Zenios, S. A. and W. T. Ziemba, eds. (2007) Handbook of Asset and Liability Management Volume 1. Theory and Methodology. Handbooks in Finance. The Netherlands: North-Holland.Google Scholar