2 citations · 2 across the 1 of their papers we have counts for
2 papers
econ.GN2015
Sovereign Default Risk and Uncertainty Premia
Demian Pouzo, Ignacio Presno
This paper studies how international investors' concerns about model misspecification affect sovereign bond spreads. We develop a general equilibrium model of sovereign debt with e…
econ.GN2015★ 2 cited
Optimal Taxation with Endogenous Default under Incomplete Markets
Demian Pouzo, Ignacio Presno
In a dynamic economy, we characterize the fiscal policy of the government when it levies distortionary taxes and issues defaultable bonds to finance its stochastic expenditure. Def…