Short answer: yes. It was much more frequent in the 1800s. In the event of a default, a creditor nation might intervene, capture the customs house, and extract revenue until the debt was repaid. Intervention wasn't exactly going to war, but it's certainly an act of war.

I'm on my phone, so I can't give a more in-depth answer at the moment, but Chapter 2 of Martha Finnemore's book The Purpose of Intervention entirely devoted to the subject. I'll try to circle back to this question later.