Stochastic debt sustainability analysis for sovereigns and the scope for optimization modeling

Author:

Consiglio Andrea,Zenios Stavros A.

Publisher

Springer Science and Business Media LLC

Subject

Electrical and Electronic Engineering,Control and Optimization,Mechanical Engineering,Aerospace Engineering,Civil and Structural Engineering,Software

Reference33 articles.

1. Alesina A, Prati A, Tabelini G (1990) Public confidence and debt management: a model and a case study of Italy. In: Dornbusch R, Draghi M (eds) Public debt management: theory and history. Cambridge University Press, Cambridge

2. Artzner P, Delbaen F, Eber J, Heath D (1999) Coherent measures of risk. Math Financ 9(3):203–228

3. Barro RJ (1979) On the determination of the public debt. J Polit Econ 87(5):940–971

4. Beers DT, Nadeau J-S (2015) Database of sovereign defaults, 2015. Technical Report No. 101, Bank of Canada, Canada

5. Blanchard O, Mauro P, Acalin J (2016) The case for growth-indexed bonds in advanced economies today. Policy Brief PB16-2, Peterson Institute for International Economics, Washington, DC

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