Quantitative Sovereign Default Models and the European Debt Crisis

Luigi Bocola, Gideon Bornstein, Alessandro Dovis

NBER Working Paper No. 24981
Issued in August 2018

---- Acknowledgments ----

Prepared for 2018 International Seminar on Macroeconomics (ISOM) in Dublin, Ireland. We thank Yan Bai and Leonardo Martinez for very insightful discussions. We also thank Charles Engel and Pierre-Olivier Gourinchas for useful comments. The views expressed herein are those of the authors and do not necessarily reflect the views of the National Bureau of Economic Research.

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