Juan Carlos Hatchondo
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Blog mentions
As found by EconAcademics.org, the blog aggregator for Economics research:- Juan Carlos Hatchondo & Leonardo Martinez & Cesar Sosa-Padilla, 2014.
"Debt Dilution and Sovereign Default Risk,"
Department of Economics Working Papers
2014-06, McMaster University.
- Juan Carlos Hatchondo & Leonardo Martinez & César Sosa-Padilla, 2016. "Debt Dilution and Sovereign Default Risk," Journal of Political Economy, University of Chicago Press, vol. 124(5), pages 1383-1422.
- Leonardo Martinez & Cesar Sosa Padilla & Juan Hatchondo, 2012. "Debt dilution and sovereign default risk," 2012 Meeting Papers 974, Society for Economic Dynamics.
- Mr. Leonardo Martinez & Juan Carlos Hatchondo & Cesar Sosa Padilla, 2011. "Debt Dilution and Sovereign Default Risk," IMF Working Papers 2011/070, International Monetary Fund.
- Juan Carlos Hatchondo & Leonardo Martinez, 2012. "Debt dilution and sovereign default risk," Working Paper 10-08, Federal Reserve Bank of Richmond.
- Juan Carlos Hatchondo & Leonardo Martinez & Cesar Sosa-Padilla, 2015. "Debt Dilution and Sovereign Default Risk," CAEPR Working Papers 2015-012, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
Mentioned in:
- Debt Dilution and Sovereign Default Risk
by Christian Zimmermann in NEP-DGE blog on 2014-09-02 19:56:09
Wikipedia or ReplicationWiki mentions
(Only mentions on Wikipedia that link back to a page on a RePEc service)- Juan Carlos Hatchondo & Leonardo Martinez & César Sosa-Padilla, 2016.
"Debt Dilution and Sovereign Default Risk,"
Journal of Political Economy, University of Chicago Press, vol. 124(5), pages 1383-1422.
- Juan Carlos Hatchondo & Leonardo Martinez & Cesar Sosa-Padilla, 2014. "Debt Dilution and Sovereign Default Risk," Department of Economics Working Papers 2014-06, McMaster University.
- Leonardo Martinez & Cesar Sosa Padilla & Juan Hatchondo, 2012. "Debt dilution and sovereign default risk," 2012 Meeting Papers 974, Society for Economic Dynamics.
- Mr. Leonardo Martinez & Juan Carlos Hatchondo & Cesar Sosa Padilla, 2011. "Debt Dilution and Sovereign Default Risk," IMF Working Papers 2011/070, International Monetary Fund.
- Juan Carlos Hatchondo & Leonardo Martinez, 2012. "Debt dilution and sovereign default risk," Working Paper 10-08, Federal Reserve Bank of Richmond.
- Juan Carlos Hatchondo & Leonardo Martinez & Cesar Sosa-Padilla, 2015. "Debt Dilution and Sovereign Default Risk," CAEPR Working Papers 2015-012, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
Mentioned in:
- Debt Dilution and Sovereign Default Risk (JPE 2016) in ReplicationWiki ()
- Juan Carlos Hatchondo & Leonardo Martinez & Horacio Sapriza, 2010.
"Quantitative properties of sovereign default models: solution methods,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 13(4), pages 919-933, October.
- Juan Carlos Hatchondo & Leonardo Martinez & Horacio Sapriza, 2010. "Code and data files for "Quantitative properties of sovereign default models: solution methods matter"," Computer Codes 08-133, Review of Economic Dynamics.
- Juan Carlos Hatchondo & Leonardo Martinez & Horacio Sapriza, 2010. "Online Appendix to "Quantitative properties of sovereign default models: solution methods"," Online Appendices 08-133, Review of Economic Dynamics.
Mentioned in:
Working papers
- Juan Hatchondo & Francisco Roch & Leonardo Martinez, 2019.
"Constrained efficient borrowing with sovereign default risk,"
2019 Meeting Papers
899, Society for Economic Dynamics.
- Juan Carlos Hatchondo & Leonardo Martinez & Francisco Roch, 2022. "Constrained Efficient Borrowing with Sovereign Default Risk," Working Papers 126, Red Nacional de Investigadores en Economía (RedNIE).
- Juan Carlos Hatchondo & Mr. Leonardo Martinez & Mr. Francisco Roch, 2020. "Constrained Efficient Borrowing with Sovereign Default Risk," IMF Working Papers 2020/227, International Monetary Fund.
Cited by:
- Juan Carlos Hatchondo & Mr. Leonardo Martinez & Kursat Onder & Mr. Francisco Roch, 2022.
"Sovereign Cocos,"
IMF Working Papers
2022/078, International Monetary Fund.
- Juan Carlos Hatchondo & Leonardo Martinez & Yasin Kürsat Önder & Francisco Roch, 2022. "Sovereign Cocos," Working Papers 139, Red Nacional de Investigadores en Economía (RedNIE).
- Juan Carlos Hatchondo & Leonardo Martinez & Yasin Kürsat Önder & Francisco Roch, 2024. "Sovereign CoCos and debt forgiveness," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 24/1096, Ghent University, Faculty of Economics and Business Administration.
- Juan Carlos Hatchondo & Leonardo Martinez & Francisco Roch, 2022.
"Numerical Fiscal Rules for Economic Unions: the Role of Sovereign Spreads,"
Working Papers
147, Red Nacional de Investigadores en Economía (RedNIE).
- Hatchondo, Juan Carlos & Martinez, Leonardo & Roch, Francisco, 2022. "Numerical fiscal rules for economic unions: The role of sovereign spreads," Economics Letters, Elsevier, vol. 210(C).
- Juan Carlos Hatchondo & Mr. Leonardo Martinez & Mr. Francisco Roch, 2021. "Numerical Fiscal Rules for Economic Unions: the Role of Sovereign Spreads," IMF Working Papers 2021/196, International Monetary Fund.
- Juan C. Hatchondo & Leonardo Martinez & César Sosa-Padilla, 2020.
"Sovereign Debt Standstills,"
NBER Working Papers
28292, National Bureau of Economic Research, Inc.
- Juan Carlos Hatchondo & Mr. Leonardo Martinez & Cesar Sosa Padilla, 2020. "Sovereign Debt Standstills," IMF Working Papers 2020/290, International Monetary Fund.
- Juan Carlos Hatchondo & Leonardo Martínez & César Sosa-Padilla, 2021. "Sovereign debt standstills," Working Papers 66, Red Nacional de Investigadores en Economía (RedNIE).
- de Ferra, Sergio & Mallucci, Enrico, 2022. "Sovereign risk matters: Endogenous default risk and the time-varying volatility of interest rate spreads," Journal of International Economics, Elsevier, vol. 134(C).
- Leonardo Martinez & Juan Hatchondo, 2017.
"Sovereign Cocos and the Reprofiling of Debt Payments,"
2017 Meeting Papers
1435, Society for Economic Dynamics.
Cited by:
- Dvorkin, Maximiliano & Sanchez, Juan M. & Sapriza, Horacio & Yurdagul, Emircan, 2022.
"Improving Sovereign Debt Restructurings,"
CEPR Discussion Papers
17223, C.E.P.R. Discussion Papers.
- Dvorkin, Maximiliano & Sánchez, Juan M. & Sapriza, Horacio & Yurdagul, Emircan, 2022. "Improving sovereign debt restructurings," Journal of Economic Dynamics and Control, Elsevier, vol. 139(C).
- Maximiliano Dvorkin & Juan M. Sanchez & Horacio Sapriza & Emircan Yurdagul, 2019. "Improving Sovereign Debt Restructurings," Working Papers 2019-36, Federal Reserve Bank of St. Louis, revised 06 Apr 2022.
- Maximiliano Dvorkin & Juan M. Sanchez & Horacio Sapriza & Emircan Yurdagul, 2022. "Improving Sovereign Debt Restructurings," Working Paper 22-06, Federal Reserve Bank of Richmond.
- Maximiliano Dvorkin & Emircan Yurdagul & Horacio Sapriza & Juan Sanchez, 2018. "Sovereign Debt Restructuring: A Dynamic Discrete Choice Approach," 2018 Meeting Papers 1273, Society for Economic Dynamics.
- Maximiliano Dvorkin & Juan M. Sánchez & Horacio Sapriza & Emircan Yurdagul, 2021.
"Sovereign Debt Restructurings,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 13(2), pages 26-77, April.
- Maximiliano Dvorkin & Juan M. Sanchez & Horacio Sapriza & Emircan Yurdagul, 2018. "Sovereign Debt Restructurings," Working Papers 2018-13, Federal Reserve Bank of St. Louis.
- Philippe Oster, 2020. "Contingent Convertible bond literature review: making everything and nothing possible?," Journal of Banking Regulation, Palgrave Macmillan, vol. 21(4), pages 343-381, December.
- Enrico Mallucci, 2020.
"Natural Disasters, Climate Change, and Sovereign Risk,"
International Finance Discussion Papers
1291r1, Board of Governors of the Federal Reserve System (U.S.), revised 14 Oct 2020.
- Enrico Mallucci, 2020. "Natural Disasters, Climate Change, and Sovereign Risk," FEDS Notes 2020-12-18-1, Board of Governors of the Federal Reserve System (U.S.).
- Mallucci, Enrico, 2022. "Natural disasters, climate change, and sovereign risk," Journal of International Economics, Elsevier, vol. 139(C).
- Dvorkin, Maximiliano & Sanchez, Juan M. & Sapriza, Horacio & Yurdagul, Emircan, 2022.
"Improving Sovereign Debt Restructurings,"
CEPR Discussion Papers
17223, C.E.P.R. Discussion Papers.
- Leonardo Martinez & Juan Hatchondo, 2017.
"Credit Risk without Commitment,"
2017 Meeting Papers
1326, Society for Economic Dynamics.
Cited by:
- Gajendran Raveendranathan & Georgios Stefanidis, 2020. "The Unprecedented Fall in U.S. Revolving Credit," Department of Economics Working Papers 2020-05, McMaster University.
- Bornstein, Gideon, 2020. "A Continuous-Time Model of Sovereign Debt," Journal of Economic Dynamics and Control, Elsevier, vol. 118(C).
- Zachary Bethune & Joaquín Saldain & Eric R. Young, 2024. "Consumer Credit Regulation and Lender Market Power," Staff Working Papers 24-36, Bank of Canada.
- Gajendran Raveendranathan & Georgios Stefanidis, 2022. "Designing “Win-Win” Rate Caps," Department of Economics Working Papers 2022-03, McMaster University.
- Yasin Kursat Onder & Leonardo Martinez & Juan Hatchondo, 2016.
"Non-Defaultable Debt and Sovereign Risk,"
2016 Meeting Papers
1297, Society for Economic Dynamics.
- Hatchondo, Juan Carlos & Martinez, Leonardo & Onder, Yasin Kursat, 2017. "Non-defaultable debt and sovereign risk," Journal of International Economics, Elsevier, vol. 105(C), pages 217-229.
- Juan Carlos Hatchondo & Mr. Leonardo Martinez & Yasin Kursat Onder, 2014. "Non-Defaultable Debt and Sovereign Risk," IMF Working Papers 2014/198, International Monetary Fund.
Cited by:
- Kursat Onder, Yasin, 2016. "Asset backed contracts and sovereign risk," Journal of Economic Behavior & Organization, Elsevier, vol. 132(C), pages 237-252.
- Kobielarz, M.L., 2023. "Bailout dynamics in a monetary union," Journal of International Economics, Elsevier, vol. 142(C).
- Brunnermeier, Markus K. & Langfield, Sam & Pagano, Marco & Reis, Ricardo & Nieuwerburgh, Stijn Van & Vayanos, Dimitri, 2016.
"ESBies: safety in the tranches,"
LSE Research Online Documents on Economics
86221, London School of Economics and Political Science, LSE Library.
- Markus K. Brunnermeier & Sam Langfield & Marco Pagano & Ricardo Reis & Stijn Van Nieuwerburgh Author Email: svnieuwe@stern.nyu.edu & Dimitri Vayanos Author Email: d.vayanos@lse.ac.uk, 2016. "ESBies: Safety in the Tranches," CSEF Working Papers 453, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Brunnermeier, Markus K. & Langfield, Sam & Pagano, Marco & Reis, Ricardo & Van Nieuwerburgh, Stijn & Vayanos, Dimitri, 2016. "ESBies: Safety in the tranches," ESRB Working Paper Series 21, European Systemic Risk Board.
- Markus K. Brunnermeier & Sam Langfield & Marco Pagano & Ricardo Reis & Stijn Van Nieuwerburgh & Dimitri Vayanos, 2016. "ESBies: Safety in the tranches," Discussion Papers 1627, Centre for Macroeconomics (CFM).
- Vayanos, Dimitri & Brunnermeier, Markus & Langfield, Sam & Pagano, Marco & Van Nieuwerburgh, Stijn, 2016. "ESBies: Safety in the Tranches," CEPR Discussion Papers 11537, C.E.P.R. Discussion Papers.
- Brunnermeier, Markus Konrad & Langfield, Sam & Pagano, Marco & Reis, Ricardo & van Nieuwerburgh, Stijn & Vayanos, Dimitri, 2016. "ESBies: Safety in the tranches," CFS Working Paper Series 537, Center for Financial Studies (CFS).
- Markus K. Brunnermeier & Sam Langfield & Marco Pagano & Ricardo Reis & Stijn Van Nieuwerburgh & Dimitri Vayanos, 2017. "ESBies: safety in the tranches," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 32(90), pages 175-219.
- Brunnermeier, Markus K. & Langfield, Sam & Pagano, Marco & Reis, Ricardo & Van Nieuwerburgh, Stijn & Vayanos, Dimitri, 2017. "ESBies: safety in the tranches," LSE Research Online Documents on Economics 74320, London School of Economics and Political Science, LSE Library.
- Marcus K. Brunnermeier & Sam Langfield & Marco Pagano & Ricardo Reis & Stijn Van Nieuwerburgh & Dimitri Vayanos, 2016. "ESBies - Safety in the tranches," EIEF Working Papers Series 1614, Einaudi Institute for Economics and Finance (EIEF), revised Sep 2016.
- Carré, Sylvain & Cohen, Daniel & Villemot, Sébastien, 2019. "The sources of sovereign risk: a calibration based on Lévy stochastic processes," Journal of International Economics, Elsevier, vol. 118(C), pages 31-43.
- Yasin Kursat Onder & Enes Sunel, 2021.
"Inflation-default trade-off without a nominal anchor: The case of Greece,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 39, pages 55-78, January.
- Yasin Kursat Onder & Enes Sunel, 2020. "Code and data files for "Inflation-default trade-off without a nominal anchor: The case of Greece"," Computer Codes 18-220, Review of Economic Dynamics.
- Sosa-Padilla, César & Sturzenegger, Federico, 2023.
"Does it matter how central banks accumulate reserves? Evidence from sovereign spreads,"
Journal of International Economics, Elsevier, vol. 140(C).
- César Sosa-Padilla & Federico Sturzenegger, 2021. "Does It Matter How Central Banks Accumulate Reserves? Evidence from Sovereign Spreads," Working Papers 79, Red Nacional de Investigadores en Economía (RedNIE).
- César Sosa-Padilla & Federico Sturzenegger, 2021. "Does It Matter How Central Banks Accumulate Reserves? Evidence from Sovereign Spreads," NBER Working Papers 28973, National Bureau of Economic Research, Inc.
- Cordella,Tito & Powell,Andrew P., 2019.
"Preferred and Non-Preferred Creditors,"
Policy Research Working Paper Series
8941, The World Bank.
- Cordella, Tito & Powell, Andrew, 2021. "Preferred and non-preferred creditors," Journal of International Economics, Elsevier, vol. 132(C).
- Cordella, Tito & Powell, Andrew, 2021. "Preferred and Non-Preferred Creditors," IDB Publications (Working Papers) 11101, Inter-American Development Bank.
- Nathan Foley-Fisher & Eoin McLaughlin, 2015.
"Sovereign debt guarantees and default: Lessons from the UK and Ireland, 1920-1938,"
Discussion Papers in Environment and Development Economics
2015-11, University of St. Andrews, School of Geography and Sustainable Development.
- Foley-Fisher, Nathan & McLaughlin, Eoin, 2016. "Sovereign debt guarantees and default: Lessons from the UK and Ireland, 1920–1938," European Economic Review, Elsevier, vol. 87(C), pages 272-286.
- Holtemöller, Oliver & Scherer, Jan-Christopher, 2022.
"Sovereign stress, banking stress, and the monetary transmission mechanism in the Euro area,"
IWH Discussion Papers
3/2018, Halle Institute for Economic Research (IWH), revised 2022.
- Holtemöller, Oliver & Scherer, Jan-Christopher, 2018. "Sovereign Stress, Banking Stress, and the Monetary Transmission Mechanism in the Euro Area," ADBI Working Papers 811, Asian Development Bank Institute.
- Badarau, Cristina & Huart, Florence & Sangaré, Ibrahima, 2021.
"Macroeconomic and policy implications of eurobonds,"
International Review of Law and Economics, Elsevier, vol. 65(C).
- Cristina Badarau & F. Huart & I. Sangaré, 2021. "Macroeconomic and policy implications of eurobonds," Post-Print hal-03407523, HAL.
- Marcos Chamon & Erik Klok & Vimal Thakoor & Jeromin Zettelmeyer, 2024. "An Economic Analysis of Debt-for-Climate Swaps," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 72(2), pages 918-939, June.
- Yan Liu & Ramon Marimon & Adrien Wicht, 2022.
"Making Sovereign Debt Safe with a Financial Stability Fund,"
Working Papers
1331, Barcelona School of Economics.
- Yan Liu & Ramon Marimon & Adrien Wicht, 2022. "Making sovereign debt safe with a financial stability fund," Economics Working Papers 1829, Department of Economics and Business, Universitat Pompeu Fabra.
- Bulent Guler & Yasin Kürsat Önder & Temel Taskin, 2024. "Sovereign Debt Disclosure," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 24/1094, Ghent University, Faculty of Economics and Business Administration.
- Pancrazi, Roberto & Seoane, Hernán D. & Vukotić, Marija, 2020.
"Welfare gains of bailouts in a sovereign default model,"
Journal of Economic Dynamics and Control, Elsevier, vol. 113(C).
- Pancrazi, Roberto & Seoane, Hernán D. & Vukotic, Marija, 2019. "Welfare gains of bailouts in a sovereign default model," Bank of Finland Research Discussion Papers 25/2019, Bank of Finland.
- Timm M. Prein & Almuth Scholl, 2018.
"The Impact of Bailouts on Political Turnover and Sovereign Default Risk,"
Working Paper Series of the Department of Economics, University of Konstanz
2018-04, Department of Economics, University of Konstanz.
- Prein, Timm M. & Scholl, Almuth, 2021. "The impact of bailouts on political turnover and sovereign default risk," Journal of Economic Dynamics and Control, Elsevier, vol. 124(C).
- Liu, Yan & Marimon, Ramon & Wicht, Adrien, 2023.
"Making sovereign debt safe with a financial stability fund,"
Journal of International Economics, Elsevier, vol. 145(C).
- Yan Liu & Ramon Marimon & Adrien Wicht, 2022. "Making sovereign debt safe with a financial stability fund," Economics Working Papers 1829, Department of Economics and Business, Universitat Pompeu Fabra.
- Engwerda, Jacob & van Aarle, Bas & Anevlavis, Tzanis, 2019. "Debt stabilization games in a monetary union: What are the effects of introducing eurobonds?," Journal of Macroeconomics, Elsevier, vol. 59(C), pages 78-102.
- Javier Bianchi & Juan Carlos Hatchondo & Leonardo Martinez, 2013.
"International reserves and rollover risk,"
Working Paper
13-01, Federal Reserve Bank of Richmond.
- Javier Bianchi & Juan Carlos Hatchondo & Leonardo Martinez, 2018. "International Reserves and Rollover Risk," American Economic Review, American Economic Association, vol. 108(9), pages 2629-2670, September.
- Javier Bianchi & Juan Carlos Hatchondo & Leonardo Martinez, 2016. "International Reserves and Rollover Risk," Working Papers 735, Federal Reserve Bank of Minneapolis.
- Javier Bianchi & Juan Carlos Hatchondo & Leonardo Martinez, 2012. "International Reserves and Rollover Risk," NBER Working Papers 18628, National Bureau of Economic Research, Inc.
- Javier Bianchi & Juan Carlos Hatchondo, 2013. "International reserves and rollover risk," Globalization Institute Working Papers 151, Federal Reserve Bank of Dallas.
- Javier Bianchi & Juan Carlos Hatchondo & Mr. Leonardo Martinez, 2013. "International Reserves and Rollover Risk," IMF Working Papers 2013/033, International Monetary Fund.
Cited by:
- Valentin Lang & David Mihalyi & Andrea F. Presbitero, 2023.
"Borrowing Costs after Sovereign Debt Relief,"
American Economic Journal: Economic Policy, American Economic Association, vol. 15(2), pages 331-358, May.
- Presbitero, Andrea & Mihalyi, David, 2021. "Borrowing Costs after Sovereign Debt Relief," CEPR Discussion Papers 15832, C.E.P.R. Discussion Papers.
- Wang, Lirong & Zhou, Jinnan & Hueng, C. James, 2022. "Dynamics of gross capital flows and financial stress in China," Finance Research Letters, Elsevier, vol. 44(C).
- Xiang Fang & Bryan Hardy & Karen K. Lewis, 2022.
"Who Holds Sovereign Debt and Why It Matters,"
NBER Working Papers
30087, National Bureau of Economic Research, Inc.
- Fang, Xiang & Hardy, Bryan & Lewis, Karen K., 2022. "Who Holds Sovereign Debt and Why It Matters," CEPR Discussion Papers 17338, C.E.P.R. Discussion Papers.
- Xiang Fang & Bryan Hardy & Karen Lewis, 2023. "Who holds sovereign debt and why it matters," BIS Working Papers 1099, Bank for International Settlements.
- J. Scott Davis, 2015. "The cyclicality of (bilateral) capital inflows and outflows," Globalization Institute Working Papers 247, Federal Reserve Bank of Dallas.
- GBANDI, Tchapo, 2016. "Ratios d’adéquation et fonction de demande des réserves de change dans les pays de l’UEMOA [Title: Foreign reserve adequacy ratios and reserve demand function in WAEMU countries]," MPRA Paper 82145, University Library of Munich, Germany, revised 25 Jun 2016.
- Varela, Liliana & Salomao, Juliana, 2018.
"Exchange Rate Exposure and Firm Dynamics,"
CEPR Discussion Papers
12654, C.E.P.R. Discussion Papers.
- Salomao, Juliana & Varela, Liliana, 2022. "Exchange rate exposure and firm dynamics," LSE Research Online Documents on Economics 108168, London School of Economics and Political Science, LSE Library.
- Juliana Salomao & Liliana Varela, 2022. "Exchange Rate Exposure and Firm Dynamics," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 89(1), pages 481-514.
- Salomao, Juliana & Varela, Liliana, 2018. "Exchange Rate Exposure and Firm Dynamics," CAGE Online Working Paper Series 364, Competitive Advantage in the Global Economy (CAGE).
- Varela, Liliana & Salomao, Juliana, 2018. "Exchange Rate Exposure and Firm Dynamics," The Warwick Economics Research Paper Series (TWERPS) 1157, University of Warwick, Department of Economics.
- Juliana Salomao & Liliana Varela, 2018. "Exchange Rate Exposure and Firm Dynamics," 2018 Meeting Papers 523, Society for Economic Dynamics.
- Salomao, Juliana & Varela, Liliana, 2020. "Exchange rate exposure and firm dynamics," LSE Research Online Documents on Economics 118906, London School of Economics and Political Science, LSE Library.
- Fernando Arce & Julien Bengui & Javier Bianchi, 2019.
"A Macroprudential Theory of Foreign Reserve Accumulation,"
Staff Working Papers
19-43, Bank of Canada.
- Fernando Arce & Julien Bengui & Javier Bianchi, 2019. "A Macroprudential Theory of Foreign Reserve Accumulation," Working Papers 761, Federal Reserve Bank of Minneapolis.
- Bengui, Julien & Arce, Fernando & Bianchi, Javier, 2019. "A Macroprudential Theory of Foreign Reserve Accumulation," CEPR Discussion Papers 13952, C.E.P.R. Discussion Papers.
- Fernando Arce & Julien Bengui & Javier Bianchi, 2019. "A Macroprudential Theory of Foreign Reserve Accumulation," NBER Working Papers 26236, National Bureau of Economic Research, Inc.
- Javid Suleymanli, 2022. "Differences in the Determinants of National Reserves across G7 and Rising Power Countries," International Journal of Energy Economics and Policy, Econjournals, vol. 12(2), pages 431-443, March.
- Olivier Jeanne & Damiano Sandri, 2020.
"Global Financial Cycle and Liquidity Management,"
NBER Working Papers
27901, National Bureau of Economic Research, Inc.
- Olivier Jeanne & Damiano Sandri, 2022. "Global Financial Cycle and Liquidity Management," NBER Chapters, in: NBER International Seminar on Macroeconomics 2022, National Bureau of Economic Research, Inc.
- Jeanne, Olivier & Sandri, Damiano, 2023. "Global financial cycle and liquidity management," Journal of International Economics, Elsevier, vol. 146(C).
- Damiano Sandri & Olivier Jeanne, 2023. "Global financial cycle and liquidity management," BIS Working Papers 1069, Bank for International Settlements.
- Jeanne, Olivier & Sandri, Damiano, 2020. "Global Financial Cycle and Liquidity Management," CEPR Discussion Papers 15328, C.E.P.R. Discussion Papers.
- Kieran Walsh, 2014. "Portfolio Choice and Partial Default in Emerging Markets: a quantitative analysis," 2014 Meeting Papers 789, Society for Economic Dynamics.
- Juan Carlos Hatchondo & Leonardo Martinez & Francisco Roch, 2015.
"Fiscal rules and the Sovereign Default Premium,"
CAEPR Working Papers
2015-010, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Juan Carlos Hatchondo & Mr. Francisco Roch & Mr. Leonardo Martinez, 2012. "Fiscal Rules and the Sovereign Default Premium," IMF Working Papers 2012/030, International Monetary Fund.
- Juan Carlos Hatchondo & Leonardo Martinez & Francisco Roch, 2012. "Fiscal rules and the sovereign default premium," Working Paper 12-01, Federal Reserve Bank of Richmond.
- Leonardo Martinez & Francisco Roch & Juan Hatchondo, 2015. "Fiscal rules and the sovereign default premium," 2015 Meeting Papers 1262, Society for Economic Dynamics.
- Juan Carlos Hatchondo & Leonardo Martinez & Francisco Roch, 2022. "Fiscal Rules and the Sovereign Default Premium," American Economic Journal: Macroeconomics, American Economic Association, vol. 14(4), pages 244-273, October.
- Abdullah Alhassan & Sue Brake & Mr. Michael G. Papaioannou & Martin Skancke, 2018. "Commodity-based Sovereign Wealth Funds: Managing Financial Flows in the Context of the Sovereign Balance Sheet," IMF Working Papers 2018/026, International Monetary Fund.
- Juan Carlos Hatchondo & Leonardo Martinez, 2013.
"Sudden stops, time inconsistency, and the duration of sovereign debt,"
Working Paper
13-08, Federal Reserve Bank of Richmond.
- Juan Carlos Hatchondo & Mr. Leonardo Martinez, 2013. "Sudden stops, time inconsistency, and the duration of sovereign debt," IMF Working Papers 2013/174, International Monetary Fund.
- Juan Carlos Hatchondo & Leonardo Martinez, 2013. "Sudden Stops, Time Inconsistency, and the Duration of Sovereign Debt," International Economic Journal, Taylor & Francis Journals, vol. 27(2), pages 217-228, June.
- Siming Liu & Hewei Shen, 2021.
"Online Appendix to "Fiscal Commitment and Sovereign Default Risk","
Online Appendices
18-490, Review of Economic Dynamics.
- Siming Liu & Hewei Shen, 2022. "Fiscal Commitment and Sovereign Default Risk," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 46, pages 98-123, October.
- Arce, Fernando, 2021. "Private Overborrowing under Sovereign Risk," MPRA Paper 113176, University Library of Munich, Germany.
- Carré, Sylvain & Cohen, Daniel & Villemot, Sébastien, 2019. "The sources of sovereign risk: a calibration based on Lévy stochastic processes," Journal of International Economics, Elsevier, vol. 118(C), pages 31-43.
- Yasin Kursat Onder, 2015.
"Liquidity Crises, Liquidity Lines and Sovereign Risk,"
Working Papers
1536, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Yasin Kürsat Önder, 2021. "Liquidity Crises, Liquidity Lines and Sovereign Risk," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 21/1029, Ghent University, Faculty of Economics and Business Administration.
- Kürşat Önder, Yasin, 2022. "Liquidity crises, liquidity lines and sovereign risk," Journal of Development Economics, Elsevier, vol. 154(C).
- Steiner, Andreas, 2014. "Reserve accumulation and financial crises: From individual protection to systemic risk," European Economic Review, Elsevier, vol. 70(C), pages 126-144.
- ,, 2018.
"Financial Policy,"
CEPR Discussion Papers
12755, C.E.P.R. Discussion Papers.
- Dirk Niepelt, 2018. "Financial Policy," Diskussionsschriften dp1802, Universitaet Bern, Departement Volkswirtschaft.
- Javier Bianchi & Guido Lorenzoni, 2021.
"The Prudential Use of Capital Controls and Foreign Currency Reserves,"
Working Papers
787, Federal Reserve Bank of Minneapolis.
- Javier Bianchi & Guido Lorenzoni, 2021. "The Prudential Use of Capital Controls and Foreign Currency Reserves," NBER Working Papers 29476, National Bureau of Economic Research, Inc.
- Feldkircher, Martin, 2014.
"The determinants of vulnerability to the global financial crisis 2008 to 2009: Credit growth and other sources of risk,"
Journal of International Money and Finance, Elsevier, vol. 43(C), pages 19-49.
- Feldkircher, Martin, 2012. "The determinants of vulnerability to the global financial crisis 2008 to 2009: Credit growth and other sources of risk," BOFIT Discussion Papers 26/2012, Bank of Finland Institute for Emerging Economies (BOFIT).
- Antonio Cusato Novelli, 2021. "Sovereign default, political instability and political fragmentation," Review of International Economics, Wiley Blackwell, vol. 29(4), pages 732-755, September.
- Javier Bianchi, 2019.
"Monetary Independence and Rollover Crises,"
2019 Meeting Papers
1367, Society for Economic Dynamics.
- Javier Bianchi & Jorge Mondragon, 2018. "Monetary Independence and Rollover Crises," Working Papers 755, Federal Reserve Bank of Minneapolis.
- Javier Bianchi & Jorge Mondragon, 2018. "Monetary Independence and Rollover Crises," NBER Working Papers 25340, National Bureau of Economic Research, Inc.
- Javier Bianchi & Jorge Mondragon, 2022. "Monetary Independence and Rollover Crises," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 137(1), pages 435-491.
- Anatoli Segura & Javier Suarez, 2016.
"How excessive is banks’ maturity transformation?,"
Temi di discussione (Economic working papers)
1065, Bank of Italy, Economic Research and International Relations Area.
- Suarez, Javier & Segura, Anatoli, 2016. "How Excessive Is Banks' Maturity Transformation?," CEPR Discussion Papers 11111, C.E.P.R. Discussion Papers.
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- Chee-Hong Law, 2023. "The Impacts of International Reserves on Monetary Independence in Emerging Countries: An Asymmetric Analysis," Global Journal of Emerging Market Economies, Emerging Markets Forum, vol. 15(1), pages 53-71, January.
- Juan Passadore, 2015. "Illiquidity in Sovereign Debt Markets," 2015 Meeting Papers 191, Society for Economic Dynamics.
- Chokri Zehri, 2020. "Policies for managing sudden stops," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, vol. 38(1), pages 9-33.
- Lorenzoni, Guido, 2014. "International Financial Crises," Handbook of International Economics, in: Gopinath, G. & Helpman, . & Rogoff, K. (ed.), Handbook of International Economics, edition 1, volume 4, chapter 0, pages 689-740, Elsevier.
- Javier Bianchi, 2012. "Comment on "Capital Account Policies and the Real Exchange Rate"," NBER Chapters, in: NBER International Seminar on Macroeconomics 2012, pages 43-48, National Bureau of Economic Research, Inc.
- Roettger, Joost, 2019. "Discretionary monetary and fiscal policy with endogenous sovereign risk," Journal of Economic Dynamics and Control, Elsevier, vol. 105(C), pages 44-66.
- Giancarlo Corsetti & Seung Hyun Maeng, 2023. "The Theory of Reserve Accumulation, Revisited," RSCAS Working Papers 2013_53, European University Institute.
- Yasin Kürsat Önder & Enes Sunel, 2021. "Default of Depreciate," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 21/1023, Ghent University, Faculty of Economics and Business Administration.
- Lee, Sang Seok & Luk, Paul, 2018. "The Asian Financial Crisis and international reserve accumulation: A robust control approach," Journal of Economic Dynamics and Control, Elsevier, vol. 90(C), pages 284-309.
- Mr. Yan Carriere-Swallow & Mr. Luis Ignacio Jácome & Mr. Nicolas E Magud & Alejandro M. Werner, 2016. "Central Banking in Latin America: The Way Forward," IMF Working Papers 2016/197, International Monetary Fund.
- Cédric Achille Mbeng Mezui & Uche DURU, 2013. "Working Paper 178 - Holding Excess Foreign Reserves Versus Infrastructure Finance: What should Africa do?," Working Paper Series 478, African Development Bank.
- Juan Carlos Hatchondo & Leonardo Martinez & Cesar Sosa Padilla, 2013.
"Voluntary Sovereign Debt Exchanges,"
Department of Economics Working Papers
2013-13, McMaster University.
- Hatchondo, Juan Carlos & Martinez, Leonardo & Sosa Padilla, César, 2014. "Voluntary sovereign debt exchanges," Journal of Monetary Economics, Elsevier, vol. 61(C), pages 32-50.
Cited by:
- Kim, Jiseob & Wang, Yicheng, 2018. "Macroeconomic and distributional effects of mortgage guarantee programs for the poor," Journal of Economic Dynamics and Control, Elsevier, vol. 87(C), pages 124-151.
- Dvorkin, Maximiliano & Sanchez, Juan M. & Sapriza, Horacio & Yurdagul, Emircan, 2022.
"Improving Sovereign Debt Restructurings,"
CEPR Discussion Papers
17223, C.E.P.R. Discussion Papers.
- Dvorkin, Maximiliano & Sánchez, Juan M. & Sapriza, Horacio & Yurdagul, Emircan, 2022. "Improving sovereign debt restructurings," Journal of Economic Dynamics and Control, Elsevier, vol. 139(C).
- Maximiliano Dvorkin & Juan M. Sanchez & Horacio Sapriza & Emircan Yurdagul, 2019. "Improving Sovereign Debt Restructurings," Working Papers 2019-36, Federal Reserve Bank of St. Louis, revised 06 Apr 2022.
- Maximiliano Dvorkin & Juan M. Sanchez & Horacio Sapriza & Emircan Yurdagul, 2022. "Improving Sovereign Debt Restructurings," Working Paper 22-06, Federal Reserve Bank of Richmond.
- Aguiar, M. & Chatterjee, S. & Cole, H. & Stangebye, Z., 2016.
"Quantitative Models of Sovereign Debt Crises,"
Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 1697-1755,
Elsevier.
- Mark Aguiar & Satyajit Chatterjee & Harold Cole & Zachary Stangebye, 2016. "Quantitative Models of Sovereign Debt Crises," NBER Working Papers 22125, National Bureau of Economic Research, Inc.
- Asonuma, Tamon & Trebesch, Christoph, 2016.
"Sovereign Debt Restructurings: Preemptive or Post-Default,"
Munich Reprints in Economics
43497, University of Munich, Department of Economics.
- Tamon Asonuma & Christoph Trebesch, 2016. "Sovereign Debt Restructurings: Preemptive or Post-Default," Journal of the European Economic Association, European Economic Association, vol. 14(1), pages 175-214.
- Asonuma, Tamon & Trebesch, Christoph, 2015. "Sovereign Debt Restructurings: Preemptive or Post-Default," Discussion Papers in Economics 26563, University of Munich, Department of Economics.
- Tamon Asonuma & Christoph Trebesch, 2015. "Sovereign Debt Restructurings: Preemptive or Post-Default," CESifo Working Paper Series 5605, CESifo.
- Tamon Asonuma & Christoph Trebesch, 2016. "Sovereign Debt Restructurings: Preemptive Or Post-Default," Journal of the European Economic Association, European Economic Association, vol. 14(1), pages 175-214, February.
- Trebesch, Christoph & Asonuma, Tamon, 2015. "Sovereign Debt Restructurings: Preemptive or Post-Default," CEPR Discussion Papers 10950, C.E.P.R. Discussion Papers.
- Maximiliano Dvorkin & Emircan Yurdagul & Horacio Sapriza & Juan Sanchez, 2018. "Sovereign Debt Restructuring: A Dynamic Discrete Choice Approach," 2018 Meeting Papers 1273, Society for Economic Dynamics.
- Juan Carlos Hatchondo & Leonardo Martinez & Francisco Roch, 2015.
"Fiscal rules and the Sovereign Default Premium,"
CAEPR Working Papers
2015-010, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Juan Carlos Hatchondo & Mr. Francisco Roch & Mr. Leonardo Martinez, 2012. "Fiscal Rules and the Sovereign Default Premium," IMF Working Papers 2012/030, International Monetary Fund.
- Juan Carlos Hatchondo & Leonardo Martinez & Francisco Roch, 2012. "Fiscal rules and the sovereign default premium," Working Paper 12-01, Federal Reserve Bank of Richmond.
- Leonardo Martinez & Francisco Roch & Juan Hatchondo, 2015. "Fiscal rules and the sovereign default premium," 2015 Meeting Papers 1262, Society for Economic Dynamics.
- Juan Carlos Hatchondo & Leonardo Martinez & Francisco Roch, 2022. "Fiscal Rules and the Sovereign Default Premium," American Economic Journal: Macroeconomics, American Economic Association, vol. 14(4), pages 244-273, October.
- Maximiliano Dvorkin & Juan M. Sánchez & Horacio Sapriza & Emircan Yurdagul, 2021.
"Sovereign Debt Restructurings,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 13(2), pages 26-77, April.
- Maximiliano Dvorkin & Juan M. Sanchez & Horacio Sapriza & Emircan Yurdagul, 2018. "Sovereign Debt Restructurings," Working Papers 2018-13, Federal Reserve Bank of St. Louis.
- Francois R. Velde, 2016. "What We Learn from a Sovereign Debt Restructuring in France in 1721," Economic Perspectives, Federal Reserve Bank of Chicago, issue 5, pages 1-17.
- Kim, Jiseob & Lim, Taejun, 2021. "Cost-effective mortgage modification program to reduce mortgage defaults," Economic Modelling, Elsevier, vol. 96(C), pages 220-241.
- Reinhart, Carmen M. & Trebesch, Christoph, 2014.
"A Distant Mirror of Debt, Default, and Relief,"
Discussion Papers in Economics
21832, University of Munich, Department of Economics.
- Carmen M. Reinhart & Christoph Trebesch, 2014. "A Distant Mirror of Debt, Default, and Relief," NBER Working Papers 20577, National Bureau of Economic Research, Inc.
- Reinhart, Carmen & Trebesch, Christoph, 2014. "A Distant Mirror of Debt, Default, and Relief," CEPR Discussion Papers 10195, C.E.P.R. Discussion Papers.
- Reinhart, Carmen M. & Trebesch, Christoph, 2015. "Sovereign Debt Relief and Its Aftermath," Working Paper Series rwp15-028, Harvard University, John F. Kennedy School of Government.
- Leonardo Martinez & Juan Hatchondo, 2017. "Sovereign Cocos and the Reprofiling of Debt Payments," 2017 Meeting Papers 1435, Society for Economic Dynamics.
- Rancière, Romain & , & Asonuma, Tamon, 2017.
"Sovereign Bond Prices, Haircuts and Maturity,"
CEPR Discussion Papers
12252, C.E.P.R. Discussion Papers.
- Dirk Niepelt, 2017. "Sovereign Bond Prices, Haircuts and Maturity," Diskussionsschriften dp1703, Universitaet Bern, Departement Volkswirtschaft.
- Dirk Niepelt, 2022. "Sovereign Bond Prices, Haircuts and Maturity," Diskussionsschriften dp2213, Universitaet Bern, Departement Volkswirtschaft.
- Asonuma, Tamon & Niepelt, Dirk & Ranciere, Romain, 2023. "Sovereign bond prices, haircuts and maturity," Journal of International Economics, Elsevier, vol. 140(C).
- Tamon Asonuma & Dirk Niepelt & Romain Rancière, 2017. "Sovereign Bond Prices, Haircuts and Maturity," NBER Working Papers 23864, National Bureau of Economic Research, Inc.
- Mr. Tamon Asonuma & Dirk Niepelt & Mr. Romain Ranciere, 2017. "Sovereign Bond Prices, Haircuts and Maturity," IMF Working Papers 2017/119, International Monetary Fund.
- Juan Carlos Hatchondo & Mr. Leonardo Martinez & Kursat Onder & Mr. Francisco Roch, 2022.
"Sovereign Cocos,"
IMF Working Papers
2022/078, International Monetary Fund.
- Juan Carlos Hatchondo & Leonardo Martinez & Yasin Kürsat Önder & Francisco Roch, 2022. "Sovereign Cocos," Working Papers 139, Red Nacional de Investigadores en Economía (RedNIE).
- Kim, Jiseob, 2020. "Macroeconomic effects of the mortgage refinance and the home equity lines of credit," Journal of Economic Dynamics and Control, Elsevier, vol. 121(C).
- Juan Carlos Hatchondo & Leonardo Martinez & Cesar Sosa-Padilla, 2015.
"Debt Dilution and Sovereign Default Risk,"
CAEPR Working Papers
2015-012, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Juan Carlos Hatchondo & Leonardo Martinez & Cesar Sosa-Padilla, 2014. "Debt Dilution and Sovereign Default Risk," Department of Economics Working Papers 2014-06, McMaster University.
- Leonardo Martinez & Cesar Sosa Padilla & Juan Hatchondo, 2012. "Debt dilution and sovereign default risk," 2012 Meeting Papers 974, Society for Economic Dynamics.
- Juan Carlos Hatchondo & Leonardo Martinez & César Sosa-Padilla, 2016. "Debt Dilution and Sovereign Default Risk," Journal of Political Economy, University of Chicago Press, vol. 124(5), pages 1383-1422.
- Mr. Leonardo Martinez & Juan Carlos Hatchondo & Cesar Sosa Padilla, 2011. "Debt Dilution and Sovereign Default Risk," IMF Working Papers 2011/070, International Monetary Fund.
- Juan Carlos Hatchondo & Leonardo Martinez, 2012. "Debt dilution and sovereign default risk," Working Paper 10-08, Federal Reserve Bank of Richmond.
- Emmanuel Farhi & Jean Tirole, 2017.
"Deadly Embrace - Sovereign and Financial Balance Sheets Doom Loops,"
EconPol Working Paper
1, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
- Tirole, Jean & Farhi, Emmanuel, 2015. "Deadly Embrace: Sovereign and Financial Balance Sheets Doom Loops," CEPR Discussion Papers 11024, C.E.P.R. Discussion Papers.
- Emmanuel Farhi & Jean Tirole, 2016. "Deadly Embrace: Sovereign and Financial Balance Sheets Doom Loops," Working Paper 164191, Harvard University OpenScholar.
- Emmanuel Farhi & Jean Tirole, 2018. "Deadly Embrace: Sovereign and Financial Balance Sheets Doom Loops," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 85(3), pages 1781-1823.
- Emmanuel Farhi & Jean Tirole, 2018. "Deadly embrace: sovereign and financial balance sheets doom loops," Post-Print hal-03270310, HAL.
- Emmanuel Farhi & Jean Tirole, 2016. "Deadly Embrace: Sovereign and Financial Balance Sheets Doom Loops," NBER Working Papers 21843, National Bureau of Economic Research, Inc.
- Prein, Timm, 2019. "Persistent Unemployment, Sovereign Debt Crises, and the Impact of Haircuts," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203654, Verein für Socialpolitik / German Economic Association, revised 2019.
- Juan Carlos Hatchondo & Mr. Leonardo Martinez & Yasin Kursat Onder, 2014.
"Non-Defaultable Debt and Sovereign Risk,"
IMF Working Papers
2014/198, International Monetary Fund.
- Yasin Kursat Onder & Leonardo Martinez & Juan Hatchondo, 2016. "Non-Defaultable Debt and Sovereign Risk," 2016 Meeting Papers 1297, Society for Economic Dynamics.
- Hatchondo, Juan Carlos & Martinez, Leonardo & Onder, Yasin Kursat, 2017. "Non-defaultable debt and sovereign risk," Journal of International Economics, Elsevier, vol. 105(C), pages 217-229.
- Tamon Asonuma & Hyungseok Joo, 2021. "Public Capital and Fiscal Constraint in Sovereign Debt Crises," School of Economics Discussion Papers 0621, School of Economics, University of Surrey.
- Trebesch, Christoph & Zabel, Michael, 2017.
"The output costs of hard and soft sovereign default,"
Munich Reprints in Economics
55046, University of Munich, Department of Economics.
- Trebesch, Christoph & Zabel, Michael, 2016. "The Output Costs of Hard and Soft Sovereign Default," CEPR Discussion Papers 11582, C.E.P.R. Discussion Papers.
- Trebesch, Christoph & Zabel, Michael, 2017. "The output costs of hard and soft sovereign default," European Economic Review, Elsevier, vol. 92(C), pages 416-432.
- Christoph Trebesch & Michael Zabel, 2016. "The Output Costs of Hard and Soft Sovereign Default," CESifo Working Paper Series 6143, CESifo.
- Juan Carlos Hatchondo & Leonardo Martinez & Yasin Kürsat Önder & Francisco Roch, 2024. "Sovereign CoCos and debt forgiveness," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 24/1096, Ghent University, Faculty of Economics and Business Administration.
- Poeschl, Johannes, 2023. "Corporate debt maturity and investment over the business cycle," European Economic Review, Elsevier, vol. 152(C).
- Bernardo Guimaraes & Lucas Tumkus, 2020. "On the costs of sovereign default in quantitative models," Discussion Papers 2021, Centre for Macroeconomics (CFM).
- Juliana Salomao, 2015. "Sovereign Debt Renegotiation and Credit Default Swaps," 2015 Meeting Papers 826, Society for Economic Dynamics.
- Farah-Yacoub,Juan P. & Graf Von Luckner,Clemens Mathis Henrik & Ramalho,Rita & Reinhart,Carmen M., 2022.
"The Social Costs of Sovereign Default,"
Policy Research Working Paper Series
10157, The World Bank.
- Juan P. Farah-Yacoub & Clemens M. Graf von Luckner & Carmen M. Reinhart, 2024. "The Social Costs of Sovereign Default," NBER Working Papers 32600, National Bureau of Economic Research, Inc.
- Carmen M. Reinhart & Christoph Trebesch, 2015.
"Sovereign Debt Relief and its Aftermath,"
CESifo Working Paper Series
5422, CESifo.
- Reinhart, Carmen M. & Trebesch, Christoph, 2016. "Sovereign Debt Relief and Its Aftermath," Munich Reprints in Economics 43498, University of Munich, Department of Economics.
- Carmen M. Reinhart & Christoph Trebesch, 2016. "Sovereign Debt Relief And Its Aftermath," Journal of the European Economic Association, European Economic Association, vol. 14(1), pages 215-251, February.
- Carmen M. Reinhart & Christoph Trebesch, 2016. "Sovereign Debt Relief and Its Aftermath," Journal of the European Economic Association, European Economic Association, vol. 14(1), pages 215-251.
- Reinhart, Carmen M. & Trebesch, Christoph, 2015. "Sovereign Debt Relief and Its Aftermath," Working Paper Series rwp15-028, Harvard University, John F. Kennedy School of Government.
- Salomao, Juliana, 2017. "Sovereign debt renegotiation and credit default swaps," Journal of Monetary Economics, Elsevier, vol. 90(C), pages 50-63.
- Eichler, Stefan & Pyun, Ju Hyun, 2022. "Ricardian equivalence, foreign debt and sovereign default risk," Journal of Economic Behavior & Organization, Elsevier, vol. 197(C), pages 21-49.
- Kim, Jiseob, 2019. "How foreclosure delays impact mortgage defaults and mortgage modifications," Journal of Macroeconomics, Elsevier, vol. 59(C), pages 18-37.
- Victor Leão Borges de Almeida & Carlos Esquivel & Juan Pablo Nicolini & Timothy Kehoe, 2018. "Did the 1980s in Latin America Need to Be a Lost Decade?," 2018 Meeting Papers 829, Society for Economic Dynamics.
- Pompeo Della Posta & Enrico Marelli & Marcello Signorelli, 2022. "COVID-19, Economic Policies and Public Debt Sustainability in Italy," Sustainability, MDPI, vol. 14(8), pages 1-20, April.
- Luo, Jie & Wang, Cheng, 2018. "Optimal sovereign lending and default," Journal of International Economics, Elsevier, vol. 111(C), pages 190-213.
- Sunder-Plassmann, Laura, 2018. "Writing off sovereign debt: Default and recovery rates over the cycle," Journal of International Money and Finance, Elsevier, vol. 81(C), pages 221-241.
- Grey Gordon, 2019. "Efficient Computation with Taste Shocks," Working Paper 19-15, Federal Reserve Bank of Richmond.
- Juan Carlos Hatchondo & Leonardo Martinez, 2013.
"Sudden stops, time inconsistency, and the duration of sovereign debt,"
Working Paper
13-08, Federal Reserve Bank of Richmond.
- Juan Carlos Hatchondo & Leonardo Martinez, 2013. "Sudden Stops, Time Inconsistency, and the Duration of Sovereign Debt," International Economic Journal, Taylor & Francis Journals, vol. 27(2), pages 217-228, June.
- Juan Carlos Hatchondo & Mr. Leonardo Martinez, 2013. "Sudden stops, time inconsistency, and the duration of sovereign debt," IMF Working Papers 2013/174, International Monetary Fund.
Cited by:
- Nicolas Huchet & Bénédicte Serbini, 2013. "Public finance, banking sector and sovereign bond risk premiums in the Eurozone," Post-Print hal-03124168, HAL.
- Maximiliano Dvorkin & Emircan Yurdagul & Horacio Sapriza & Juan Sanchez, 2018. "Sovereign Debt Restructuring: A Dynamic Discrete Choice Approach," 2018 Meeting Papers 1273, Society for Economic Dynamics.
- Juan Carlos Hatchondo & Leonardo Martinez & Francisco Roch, 2015.
"Fiscal rules and the Sovereign Default Premium,"
CAEPR Working Papers
2015-010, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Juan Carlos Hatchondo & Mr. Francisco Roch & Mr. Leonardo Martinez, 2012. "Fiscal Rules and the Sovereign Default Premium," IMF Working Papers 2012/030, International Monetary Fund.
- Juan Carlos Hatchondo & Leonardo Martinez & Francisco Roch, 2012. "Fiscal rules and the sovereign default premium," Working Paper 12-01, Federal Reserve Bank of Richmond.
- Leonardo Martinez & Francisco Roch & Juan Hatchondo, 2015. "Fiscal rules and the sovereign default premium," 2015 Meeting Papers 1262, Society for Economic Dynamics.
- Juan Carlos Hatchondo & Leonardo Martinez & Francisco Roch, 2022. "Fiscal Rules and the Sovereign Default Premium," American Economic Journal: Macroeconomics, American Economic Association, vol. 14(4), pages 244-273, October.
- Maximiliano Dvorkin & Juan M. Sánchez & Horacio Sapriza & Emircan Yurdagul, 2021.
"Sovereign Debt Restructurings,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 13(2), pages 26-77, April.
- Maximiliano Dvorkin & Juan M. Sanchez & Horacio Sapriza & Emircan Yurdagul, 2018. "Sovereign Debt Restructurings," Working Papers 2018-13, Federal Reserve Bank of St. Louis.
- Javier J. Pérez & Rocío Prieto, 2014. "The structure of sub-natural public debt: Liquidity vs credit risk," Working Papers 1403, Banco de España.
- Juan Carlos Hatchondo & Leonardo Martinez & Cesar Sosa-Padilla, 2015.
"Debt Dilution and Sovereign Default Risk,"
CAEPR Working Papers
2015-012, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Juan Carlos Hatchondo & Leonardo Martinez & Cesar Sosa-Padilla, 2014. "Debt Dilution and Sovereign Default Risk," Department of Economics Working Papers 2014-06, McMaster University.
- Leonardo Martinez & Cesar Sosa Padilla & Juan Hatchondo, 2012. "Debt dilution and sovereign default risk," 2012 Meeting Papers 974, Society for Economic Dynamics.
- Juan Carlos Hatchondo & Leonardo Martinez & César Sosa-Padilla, 2016. "Debt Dilution and Sovereign Default Risk," Journal of Political Economy, University of Chicago Press, vol. 124(5), pages 1383-1422.
- Mr. Leonardo Martinez & Juan Carlos Hatchondo & Cesar Sosa Padilla, 2011. "Debt Dilution and Sovereign Default Risk," IMF Working Papers 2011/070, International Monetary Fund.
- Juan Carlos Hatchondo & Leonardo Martinez, 2012. "Debt dilution and sovereign default risk," Working Paper 10-08, Federal Reserve Bank of Richmond.
- Javier J. Pérez & RocÃo Prieto, 2015. "Risk Factors and the Maturity of Subnational Debt," Public Finance Review, , vol. 43(6), pages 786-815, November.
- Juan Carlos Hatchondo & Mr. Leonardo Martinez & Yasin Kursat Onder, 2014.
"Non-Defaultable Debt and Sovereign Risk,"
IMF Working Papers
2014/198, International Monetary Fund.
- Yasin Kursat Onder & Leonardo Martinez & Juan Hatchondo, 2016. "Non-Defaultable Debt and Sovereign Risk," 2016 Meeting Papers 1297, Society for Economic Dynamics.
- Hatchondo, Juan Carlos & Martinez, Leonardo & Onder, Yasin Kursat, 2017. "Non-defaultable debt and sovereign risk," Journal of International Economics, Elsevier, vol. 105(C), pages 217-229.
- Sánchez, Juan M. & Sapriza, Horacio & Yurdagul, Emircan, 2018. "Sovereign default and maturity choice," Journal of Monetary Economics, Elsevier, vol. 95(C), pages 72-85.
- Pablo Burriel & Cristina Checherita-Westphal & Pascal Jacquinot & Matthias Schön & Nikolai Stähler, 2020.
"Economic consequences of high public debt: evidence from three large scale DSGE models,"
Working Papers
2029, Banco de España.
- Burriel, Pablo & Checherita-Westphal, Cristina & Jacquinot, Pascal & Stähler, Nikolai & Schön, Matthias, 2020. "Economic consequences of high public debt: evidence from three large scale DSGE models," Working Paper Series 2450, European Central Bank.
- Juan Carlos Hatchondo & Leonardo Martinez & Cesar Sosa Padilla, 2013.
"Voluntary Sovereign Debt Exchanges,"
Department of Economics Working Papers
2013-13, McMaster University.
- Hatchondo, Juan Carlos & Martinez, Leonardo & Sosa Padilla, César, 2014. "Voluntary sovereign debt exchanges," Journal of Monetary Economics, Elsevier, vol. 61(C), pages 32-50.
- Juan Hatchondo & Francisco Roch & Leonardo Martinez, 2019.
"Constrained efficient borrowing with sovereign default risk,"
2019 Meeting Papers
899, Society for Economic Dynamics.
- Juan Carlos Hatchondo & Leonardo Martinez & Francisco Roch, 2022. "Constrained Efficient Borrowing with Sovereign Default Risk," Working Papers 126, Red Nacional de Investigadores en Economía (RedNIE).
- Juan Carlos Hatchondo & Mr. Leonardo Martinez & Mr. Francisco Roch, 2020. "Constrained Efficient Borrowing with Sovereign Default Risk," IMF Working Papers 2020/227, International Monetary Fund.
- Marcos González-Fernández & Carmen González-Velasco, 2018. "Bond Yields, Sovereign Risk and Maturity Structure," Risks, MDPI, vol. 6(4), pages 1-25, September.
- Scheubel, Beatrice & Herrala, Risto & Stracca, Livio, 2016. "What do we know about the global financial safety net? Data, rationale and possible evolution," VfS Annual Conference 2016 (Augsburg): Demographic Change 145676, Verein für Socialpolitik / German Economic Association.
- Juan Carlos Hatchondo & Leonardo Martinez, 2012.
"Debt dilution and sovereign default risk,"
Working Paper
10-08, Federal Reserve Bank of Richmond.
- Juan Carlos Hatchondo & Leonardo Martinez & César Sosa-Padilla, 2016. "Debt Dilution and Sovereign Default Risk," Journal of Political Economy, University of Chicago Press, vol. 124(5), pages 1383-1422.
- Juan Carlos Hatchondo & Leonardo Martinez & Cesar Sosa-Padilla, 2014. "Debt Dilution and Sovereign Default Risk," Department of Economics Working Papers 2014-06, McMaster University.
- Leonardo Martinez & Cesar Sosa Padilla & Juan Hatchondo, 2012. "Debt dilution and sovereign default risk," 2012 Meeting Papers 974, Society for Economic Dynamics.
- Mr. Leonardo Martinez & Juan Carlos Hatchondo & Cesar Sosa Padilla, 2011. "Debt Dilution and Sovereign Default Risk," IMF Working Papers 2011/070, International Monetary Fund.
- Juan Carlos Hatchondo & Leonardo Martinez & Cesar Sosa-Padilla, 2015. "Debt Dilution and Sovereign Default Risk," CAEPR Working Papers 2015-012, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
Cited by:
- Zuzana Mucka & Ludovit Odor, 2017. "Sovereign default risk and debt limits: Case of Slovakia," Working Papers Working Paper No. 1/2017, Council for Budget Responsibility.
- Dvorkin, Maximiliano & Sanchez, Juan M. & Sapriza, Horacio & Yurdagul, Emircan, 2022.
"Improving Sovereign Debt Restructurings,"
CEPR Discussion Papers
17223, C.E.P.R. Discussion Papers.
- Dvorkin, Maximiliano & Sánchez, Juan M. & Sapriza, Horacio & Yurdagul, Emircan, 2022. "Improving sovereign debt restructurings," Journal of Economic Dynamics and Control, Elsevier, vol. 139(C).
- Maximiliano Dvorkin & Juan M. Sanchez & Horacio Sapriza & Emircan Yurdagul, 2019. "Improving Sovereign Debt Restructurings," Working Papers 2019-36, Federal Reserve Bank of St. Louis, revised 06 Apr 2022.
- Maximiliano Dvorkin & Juan M. Sanchez & Horacio Sapriza & Emircan Yurdagul, 2022. "Improving Sovereign Debt Restructurings," Working Paper 22-06, Federal Reserve Bank of Richmond.
- Javier Bianchi & Juan Carlos Hatchondo & Leonardo Martinez, 2012.
"International Reserves and Rollover Risk,"
NBER Working Papers
18628, National Bureau of Economic Research, Inc.
- Javier Bianchi & Juan Carlos Hatchondo & Leonardo Martinez, 2013. "International reserves and rollover risk," Working Paper 13-01, Federal Reserve Bank of Richmond.
- Javier Bianchi & Juan Carlos Hatchondo & Leonardo Martinez, 2016. "International Reserves and Rollover Risk," Working Papers 735, Federal Reserve Bank of Minneapolis.
- Javier Bianchi & Juan Carlos Hatchondo & Leonardo Martinez, 2018. "International Reserves and Rollover Risk," American Economic Review, American Economic Association, vol. 108(9), pages 2629-2670, September.
- Javier Bianchi & Juan Carlos Hatchondo, 2013. "International reserves and rollover risk," Globalization Institute Working Papers 151, Federal Reserve Bank of Dallas.
- Javier Bianchi & Juan Carlos Hatchondo & Mr. Leonardo Martinez, 2013. "International Reserves and Rollover Risk," IMF Working Papers 2013/033, International Monetary Fund.
- Augustin, Patrick & Sokolovski, Valeri & Subrahmanyam, Marti G. & Tomio, Davide, 2022. "In sickness and in debt: The COVID-19 impact on sovereign credit risk," Journal of Financial Economics, Elsevier, vol. 143(3), pages 1251-1274.
- Farzana Alamgir & Johnny Cotoc & Alok Johri, 2022.
"The Bribe Rate and Long Run Differences in Sovereign Borrowing Costs,"
Department of Economics Working Papers
2022-07, McMaster University.
- Alamgir, Farzana & Cotoc, Johnny & Johri, Alok, 2023. "The bribe rate and long run differences in sovereign borrowing costs," Journal of Economic Dynamics and Control, Elsevier, vol. 151(C).
- Alok Johri & Johnny Cotoc, 2021. "The Bribe Rate and Long Run Differences in Sovereign Borrowing Costs," Department of Economics Working Papers 2021-02, McMaster University.
- Burcu Eyigungor, 2013. "Debt dilution: when it is a major problem and how to deal with it," Business Review, Federal Reserve Bank of Philadelphia, issue Q4, pages 1-8.
- Maximiliano Dvorkin & Emircan Yurdagul & Horacio Sapriza & Juan Sanchez, 2018. "Sovereign Debt Restructuring: A Dynamic Discrete Choice Approach," 2018 Meeting Papers 1273, Society for Economic Dynamics.
- Bloise, Gaetano & Polemarchakis, Herakles & Vailakis, Yiannis, 2016.
"Sovereign debt and incentives to default with uninsurable risks,"
Economic Research Papers
269718, University of Warwick - Department of Economics.
- Bloise, Gaetano & Polemarchakis, Herakles & Vailakis, Yiannis, 2017. "Sovereign debt and incentives to default with uninsurable risks," Theoretical Economics, Econometric Society, vol. 12(3), September.
- Bloise, Gaetano & Polemarchakis, Herakles & Vailakis, Yiannis, 2016. "Sovereign Debt and Incentives to Default with Uninsurable Risks," The Warwick Economics Research Paper Series (TWERPS) 1107, University of Warwick, Department of Economics.
- Bloise, Gaetano & Polemarchakis, Herakles M & Vailakis, Yiannis, 2016. "Sovereign Debt and Incentives to Default with Uninsurable Risks," CRETA Online Discussion Paper Series 15, Centre for Research in Economic Theory and its Applications CRETA.
- Juan Carlos Hatchondo & Leonardo Martinez & Francisco Roch, 2015.
"Fiscal rules and the Sovereign Default Premium,"
CAEPR Working Papers
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147, Red Nacional de Investigadores en Economía (RedNIE).
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1196, Bank of Italy, Economic Research and International Relations Area.
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- Giancarlo Corsetti, 2023. "Debt crises, fast and slow Giancarlo," RSCAS Working Papers 2023/15, European University Institute.
- Juan Carlos Hatchondo & Leonardo Martinez & Cesar Sosa Padilla, 2013.
"Voluntary Sovereign Debt Exchanges,"
Department of Economics Working Papers
2013-13, McMaster University.
- Hatchondo, Juan Carlos & Martinez, Leonardo & Sosa Padilla, César, 2014. "Voluntary sovereign debt exchanges," Journal of Monetary Economics, Elsevier, vol. 61(C), pages 32-50.
- Juan Hatchondo & Francisco Roch & Leonardo Martinez, 2019.
"Constrained efficient borrowing with sovereign default risk,"
2019 Meeting Papers
899, Society for Economic Dynamics.
- Juan Carlos Hatchondo & Leonardo Martinez & Francisco Roch, 2022. "Constrained Efficient Borrowing with Sovereign Default Risk," Working Papers 126, Red Nacional de Investigadores en Economía (RedNIE).
- Juan Carlos Hatchondo & Mr. Leonardo Martinez & Mr. Francisco Roch, 2020. "Constrained Efficient Borrowing with Sovereign Default Risk," IMF Working Papers 2020/227, International Monetary Fund.
- Bulent Guler & Yasin Kürsat Önder & Temel Taskin, 2024. "Sovereign Debt Disclosure," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 24/1094, Ghent University, Faculty of Economics and Business Administration.
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"Quantitative sovereign default models and the European debt crisis,"
Journal of International Economics, Elsevier, vol. 118(C), pages 20-30.
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- Luigi Bocola & Gideon Bornstein & Alessandro Dovis, 2018. "Quantitative Sovereign Default Models and the European Debt Crisis," NBER Chapters, in: NBER International Seminar on Macroeconomics 2018, pages 20-30, National Bureau of Economic Research, Inc.
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"Debt Overhang and Lack of Lender's Commitment,"
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"Natural Disasters, Climate Change, and Sovereign Risk,"
International Finance Discussion Papers
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- Juan Carlos Hatchondo & Leonardo Martinez, 2012. "On the benefits of GDP-indexed government debt: lessons from a model of sovereign defaults," Economic Quarterly, Federal Reserve Bank of Richmond, vol. 98(2Q), pages 139-157.
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- Juan Carlos Hatchondo & Leonardo Martinez & Francisco Roch, 2012.
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- Juan Carlos Hatchondo & Mr. Francisco Roch & Mr. Leonardo Martinez, 2012. "Fiscal Rules and the Sovereign Default Premium," IMF Working Papers 2012/030, International Monetary Fund.
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Cited by:
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Journal of International Money and Finance, Elsevier, vol. 96(C), pages 304-323.
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Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 37, pages 234-254, July.
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- Leonardo Martinez & Juan Hatchondo, 2017. "Sovereign Cocos and the Reprofiling of Debt Payments," 2017 Meeting Papers 1435, Society for Economic Dynamics.
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- Sewon Hur & César Sosa-Padilla & Zeynep Yom, 2021. "Optimal bailouts in banking and sovereign crises," Working Papers 51, Red Nacional de Investigadores en Economía (RedNIE).
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- Zareh Asatryan & César Castellón & Thomas Stratmann, 2016. "Balanced Budget Rules and Fiscal Outcomes: Evidence from Historical Constitutions," CESifo Working Paper Series 5893, CESifo.
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- Facundo Piguillem & Alessandro Riboni, 2021. "Fiscal Rules as Bargaining Chips [Growth in the Shadow of Expropriation]," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 88(5), pages 2439-2478.
- Facundo Piguillem & Alessandro Riboni, 2018. "Fiscal Rules as Bargaining Chips," 2018 Meeting Papers 732, Society for Economic Dynamics.
- Piguillem, Facundo & Riboni, Alessandro, 2020. "Fiscal Rules as Bargaining Chips," CEPR Discussion Papers 14682, C.E.P.R. Discussion Papers.
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- Heinemann, Friedrich & Osterloh, Steffen & Kalb, Alexander, 2013. "Sovereign risk premia: The link between fiscal rules and stability culture," ZEW Discussion Papers 13-016, ZEW - Leibniz Centre for European Economic Research.
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- Juan Carlos Hatchondo & Leonardo Martinez & Cesar Sosa-Padilla, 2015.
"Debt Dilution and Sovereign Default Risk,"
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- Juan Carlos Hatchondo & Leonardo Martinez & Cesar Sosa-Padilla, 2014. "Debt Dilution and Sovereign Default Risk," Department of Economics Working Papers 2014-06, McMaster University.
- Leonardo Martinez & Cesar Sosa Padilla & Juan Hatchondo, 2012. "Debt dilution and sovereign default risk," 2012 Meeting Papers 974, Society for Economic Dynamics.
- Juan Carlos Hatchondo & Leonardo Martinez & César Sosa-Padilla, 2016. "Debt Dilution and Sovereign Default Risk," Journal of Political Economy, University of Chicago Press, vol. 124(5), pages 1383-1422.
- Mr. Leonardo Martinez & Juan Carlos Hatchondo & Cesar Sosa Padilla, 2011. "Debt Dilution and Sovereign Default Risk," IMF Working Papers 2011/070, International Monetary Fund.
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- Yasin Kursat Onder & Leonardo Martinez & Juan Hatchondo, 2016. "Non-Defaultable Debt and Sovereign Risk," 2016 Meeting Papers 1297, Society for Economic Dynamics.
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- Gabriel Mihalache, 2017. "Sovereign Default Resolution Through Maturity Extension," Department of Economics Working Papers 17-08, Stony Brook University, Department of Economics.
- Emilio Espino & Julian Kozlowski & Fernando M. Martin & Juan M. Sanchez, 2020. "Domestic Policies and Sovereign Default," Working Papers 2020-017, Federal Reserve Bank of St. Louis, revised 06 Sep 2023.
- Isabelle Joumard & Peter Hoeller & Jean-Marc Fournier & Hermes Morgavi, 2017. "Public debt in India: Moving towards a prudent level?," OECD Economics Department Working Papers 1400, OECD Publishing.
- David Howarth & Lucia Quaglia, 2015. "The political economy of the euro area's sovereign debt crisis: introduction to the special issue of the Review of International Political Economy," Review of International Political Economy, Taylor & Francis Journals, vol. 22(3), pages 457-484, June.
- Gustavo Adler & Mr. Sebastian Sosa, 2013. "External Conditions and Debt Sustainability in Latin America," IMF Working Papers 2013/027, International Monetary Fund.
- Juan Carlos Hatchondo & Leonardo Martinez & Cesar Sosa Padilla, 2013.
"Voluntary Sovereign Debt Exchanges,"
Department of Economics Working Papers
2013-13, McMaster University.
- Hatchondo, Juan Carlos & Martinez, Leonardo & Sosa Padilla, César, 2014. "Voluntary sovereign debt exchanges," Journal of Monetary Economics, Elsevier, vol. 61(C), pages 32-50.
- Juan Hatchondo & Francisco Roch & Leonardo Martinez, 2019.
"Constrained efficient borrowing with sovereign default risk,"
2019 Meeting Papers
899, Society for Economic Dynamics.
- Juan Carlos Hatchondo & Leonardo Martinez & Francisco Roch, 2022. "Constrained Efficient Borrowing with Sovereign Default Risk," Working Papers 126, Red Nacional de Investigadores en Economía (RedNIE).
- Juan Carlos Hatchondo & Mr. Leonardo Martinez & Mr. Francisco Roch, 2020. "Constrained Efficient Borrowing with Sovereign Default Risk," IMF Working Papers 2020/227, International Monetary Fund.
- Ludovit Odor, 2016. "What should we include in the Fiscal Space Review?," Discussion Papers Discussion Paper No. 5/20, Council for Budget Responsibility.
- Laura Alfaro, 2016.
"Fiscal Rules and Sovereign Default,"
2016 Meeting Papers
209, Society for Economic Dynamics.
- Laura Alfaro & Fabio Kanczuk, 2017. "Fiscal Rules and Sovereign Default," NBER Working Papers 23370, National Bureau of Economic Research, Inc.
- Juan Carlos Hatchondo & Leonardo Martinez, 2012. "On the benefits of GDP-indexed government debt: lessons from a model of sovereign defaults," Economic Quarterly, Federal Reserve Bank of Richmond, vol. 98(2Q), pages 139-157.
- Fernando M. Martin, 2019. "How to Starve the Beast: Fiscal Policy Rules," Working Papers 2019-026, Federal Reserve Bank of St. Louis, revised 08 Aug 2023.
- Siming Liu & Hewei Shen, 2018.
"Fiscal Commitment and Sovereign Default Risk,"
CAEPR Working Papers
2018-003, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Siming Liu & Hewei Shen, 2022. "Fiscal Commitment and Sovereign Default Risk," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 46, pages 98-123, October.
- Leonardo Martinez & Juan Hatchondo, 2017. "Credit Risk without Commitment," 2017 Meeting Papers 1326, Society for Economic Dynamics.
- Joy, Mark, 2012. "Sovereign default and macroeconomic tipping points," Research Technical Papers 10/RT/12, Central Bank of Ireland.
- Aguiar, Mark & Amador, Manuel, 2019. "A contraction for sovereign debt models," Journal of Economic Theory, Elsevier, vol. 183(C), pages 842-875.
- Diego Anzoategui, 2019. "Sovereign Debt and the Effects of Fiscal Austerity," 2019 Meeting Papers 441, Society for Economic Dynamics.
- Juan Carlos Hatchondo & Leonardo Martinez & Juan M. Sanchez, 2011.
"Mortgage defaults,"
Working Papers
2011-019, Federal Reserve Bank of St. Louis.
- Carlos Hatchondo, Juan & Martinez, Leonardo & Sánchez, Juan M., 2015. "Mortgage defaults," Journal of Monetary Economics, Elsevier, vol. 76(C), pages 173-190.
- Juan Carlos Hatchondo & Leonardo Martinez & Juan M. Sanchez, 2011. "Mortgage defaults," Working Paper 11-05, Federal Reserve Bank of Richmond.
- Juan Carlos Hatchondo & Leonardo Martinez & Juan M. Sanchez, 2015. "Mortgage Defaults," CAEPR Working Papers 2015-011, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Mr. Leonardo Martinez & Juan Carlos Hatchondo & Mr. Juan M. Sanchez, 2012. "Mortgage Defaults," IMF Working Papers 2012/026, International Monetary Fund.
Cited by:
- Kyle Herkenhoff & Lee Ohanian, 2018.
"Online Appendix to "The Impact of Foreclosure Delay on U.S. Employment","
Online Appendices
18-242, Review of Economic Dynamics.
- Kyle Herkenhoff & Lee Ohanian, 2019. "The Impact of Foreclosure Delay on U.S. Employment," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 31, pages 63-83, January.
- Juan Carlos Hatchondo & Leonardo Martinez & Juan M. Sanchez, 2013. "Life cycle patterns and boom-bust dynamics in U.S. housing prices," Economic Synopses, Federal Reserve Bank of St. Louis.
- Gete, Pedro & Zecchetto, Franco, 2017.
"Distributional Implications of Government Guarantees in Mortgage Markets,"
MPRA Paper
80643, University Library of Munich, Germany.
- Pedro Gete & Franco Zecchetto, 2018. "Distributional Implications of Government Guarantees in Mortgage Markets," The Review of Financial Studies, Society for Financial Studies, vol. 31(3), pages 1064-1097.
- Kartik B. Athreya & Juan M. Sanchez & Xuan S. Tam & Eric Young, 2012.
"Bankruptcy and delinquency in a model of unsecured debt,"
Working Papers
2012-042, Federal Reserve Bank of St. Louis.
- Kartik Athreya & Juan M. Sánchez & Xuan S. Tam & Eric R. Young, 2018. "Bankruptcy And Delinquency In A Model Of Unsecured Debt," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 59(2), pages 593-623, May.
- Kartik B. Athreya & Juan M. Sanchez & Xuan S. Tam & Eric Young, 2016. "Bankruptcy and Delinquency in a Model of Unsecured Debt," Working Paper 16-12, Federal Reserve Bank of Richmond.
- Hanming Fang & You Suk Kim & Wenli Li, 2016.
"The dynamics of subprime adjustable-rate mortgage default: a structural estimation,"
Working Papers
16-2, Federal Reserve Bank of Philadelphia.
- You Suk Kim & Wenli Li & Hanming Fang, 2016. "The Dynamics of Subprime Adjustable-Rate Mortgage Default: A Structural Estimation," 2016 Meeting Papers 400, Society for Economic Dynamics.
- Kristopher Gerardi & Kyle F. Herkenhoff & Lee E. Ohanian & Paul S. Willen, 2018.
"Can’t Pay or Won’t Pay? Unemployment, Negative Equity, and Strategic Default,"
The Review of Financial Studies, Society for Financial Studies, vol. 31(3), pages 1098-1131.
- Kristopher Gerardi & Kyle F. Herkenhoff & Lee E. Ohanian & Paul S. Willen, 2015. "Can't pay or won't pay?: unemployment, negative equity, and strategic default," Working Papers 15-13, Federal Reserve Bank of Boston.
- Kristopher Gerardi & Kyle F. Herkenhoff & Lee E. Ohanian & Paul S. Willen, 2013. "Can't Pay or Won't Pay? Unemployment, Negative Equity, and Strategic Default," FRB Atlanta Working Paper 2013-04, Federal Reserve Bank of Atlanta.
- Kristopher Gerardi & Kyle F. Herkenhoff & Lee E. Ohanian & Paul S. Willen, 2015. "Can't Pay or Won't Pay? Unemployment, Negative Equity, and Strategic Default," NBER Working Papers 21630, National Bureau of Economic Research, Inc.
- Kyle F. Herkenhoff & Lee E. Ohanian, 2012. "Foreclosure delay and U.S. unemployment," Working Papers 2012-017, Federal Reserve Bank of St. Louis.
- Dean Corbae & Erwan Quintin, 2015.
"Leverage and the Foreclosure Crisis,"
Journal of Political Economy, University of Chicago Press, vol. 123(1), pages 1-65.
- Dean Corbae & Erwan Quintin, 2013. "Leverage and the Foreclosure Crisis," NBER Working Papers 19323, National Bureau of Economic Research, Inc.
- Eva De Francisco, 2019. "Housing Choices and Their Implications for Consumption Heterogeneity," International Finance Discussion Papers 1249, Board of Governors of the Federal Reserve System (U.S.).
- Kyle F. Herkenhoff & Lee E. Ohanian, 2015.
"The Impact of Foreclosure Delay on U.S. Employment,"
NBER Working Papers
21532, National Bureau of Economic Research, Inc.
- Kyle Herkenhoff & Lee Ohanian, 2019. "The Impact of Foreclosure Delay on U.S. Employment," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 31, pages 63-83, January.
- Hanming Fang & You Suk Kim & Wenli Li, 2015.
"The Dynamics of Adjustable-Rate Subprime Mortgage Default: A Structural Estimation,"
PIER Working Paper Archive
15-041, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 09 Dec 2015.
- Hanming Fang & You Suk Kim & Wenli Li, 2015. "The Dynamics of Adjustable-Rate Subprime Mortgage Default: A Structural Estimation," NBER Working Papers 21810, National Bureau of Economic Research, Inc.
- Hanming Fang & You Suk Kim & Wenli Li, 2015. "The Dynamics of Adjustable-Rate Subprime Mortgage Default: A Structural Estimation," Finance and Economics Discussion Series 2015-114, Board of Governors of the Federal Reserve System (U.S.).
- Morris A. Davis & Stijn Van Nieuwerburgh, 2014.
"Housing, Finance and the Macroeconomy,"
NBER Working Papers
20287, National Bureau of Economic Research, Inc.
- Davis, Morris A. & Van Nieuwerburgh, Stijn, 2015. "Housing, Finance, and the Macroeconomy," Handbook of Regional and Urban Economics, in: Gilles Duranton & J. V. Henderson & William C. Strange (ed.), Handbook of Regional and Urban Economics, edition 1, volume 5, chapter 0, pages 753-811, Elsevier.
- Kyle F. Herkenhoff, 2012. "Informal unemployment insurance and labor market dynamics," Working Papers 2012-057, Federal Reserve Bank of St. Louis.
- Rhee, Keeyoung, 2018. "The Effects of Non-Recourse Mortgages on Default Risks and Households' Surplus," KDI Journal of Economic Policy, Korea Development Institute (KDI), vol. 40(3), pages 69-89.
- Hedlund, Aaron, 2016. "Illiquidity and its discontents: Trading delays and foreclosures in the housing market," Journal of Monetary Economics, Elsevier, vol. 83(C), pages 1-13.
- Juan C. Hatchondo & Leonardo Martinez & César Sosa-Padilla, 2020.
"Sovereign Debt Standstills,"
NBER Working Papers
28292, National Bureau of Economic Research, Inc.
- Juan Carlos Hatchondo & Mr. Leonardo Martinez & Cesar Sosa Padilla, 2020. "Sovereign Debt Standstills," IMF Working Papers 2020/290, International Monetary Fund.
- Juan Carlos Hatchondo & Leonardo Martínez & César Sosa-Padilla, 2021. "Sovereign debt standstills," Working Papers 66, Red Nacional de Investigadores en Economía (RedNIE).
- Leonardo Martinez & Juan Hatchondo, 2017. "Credit Risk without Commitment," 2017 Meeting Papers 1326, Society for Economic Dynamics.
- Juan Carlos Hatchondo & Leonardo Martinez & Horacio Sapriza, 2010.
"Online Appendix to "Quantitative properties of sovereign default models: solution methods","
Online Appendices
08-133, Review of Economic Dynamics.
- Juan Carlos Hatchondo & Leonardo Martinez & Horacio Sapriza, 2010. "Quantitative properties of sovereign default models: solution methods," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 13(4), pages 919-933, October.
Cited by:
- Roldán-Peña Jessica, 2012.
"Default Risk and Economic Activity: A Small Open Economy Model with Sovereign Debt and Default,"
Working Papers
2012-16, Banco de México.
- Jessica Roldan-Pena, 2011. "Default risk and economic activity: A small open economy model with sovereign debt and default," 2011 Meeting Papers 735, Society for Economic Dynamics.
- Lopez-Martin, Bernabe & Leal, Julio & Martinez Fritscher, Andre, 2019.
"Commodity price risk management and fiscal policy in a sovereign default model,"
Journal of International Money and Finance, Elsevier, vol. 96(C), pages 304-323.
- López-Martín Bernabé & Leal-Ordoñez Julio C & Martínez André, 2017. "Commodity Price Risk Management and Fiscal Policy in a Sovereign Default Model," Working Papers 2017-04, Banco de México.
- Bernabe Lopez-Martin & Julio Leal & Andre Martinez Fritscher, 2017. "Commodity price risk management and fiscal policy in a sovereign default model," BIS Working Papers 620, Bank for International Settlements.
- Francesco Pappadà & Yanos Zylberberg, 2021.
"Sovereign default and imperfect tax enforcement,"
Working Papers
halshs-03142208, HAL.
- Francesco Pappadà & Yanos Zylberberg, 2019. "Sovereign Default and Imperfect Tax Enforcement," Working papers 722, Banque de France.
- Francesco Pappada & Yanos Zylberberg, 2019. "Sovereign default and imperfect tax enforcement," Bristol Economics Discussion Papers 19/714, School of Economics, University of Bristol, UK.
- Francesco Pappadà & Yanos Zylberberg, 2019. "Sovereign Default and Imperfect Tax Enforcement," CESifo Working Paper Series 7694, CESifo.
- Zuzana Mucka & Ludovit Odor, 2017. "Sovereign default risk and debt limits: Case of Slovakia," Working Papers Working Paper No. 1/2017, Council for Budget Responsibility.
- Sergio De Ferra & Enrico Mallucci, 2020.
"Avoiding Sovereign Default Contagion: A Normative Analysis,"
International Finance Discussion Papers
1275, Board of Governors of the Federal Reserve System (U.S.).
- Sergio De Ferra & Enrico Mallucci, 2020. "Avoiding Sovereign Default Contagion: A Normative Analysis," FEDS Notes 2020-09-21, Board of Governors of the Federal Reserve System (U.S.).
- Javier Bianchi & Juan Carlos Hatchondo & Leonardo Martinez, 2012.
"International Reserves and Rollover Risk,"
NBER Working Papers
18628, National Bureau of Economic Research, Inc.
- Javier Bianchi & Juan Carlos Hatchondo & Leonardo Martinez, 2013. "International reserves and rollover risk," Working Paper 13-01, Federal Reserve Bank of Richmond.
- Javier Bianchi & Juan Carlos Hatchondo & Leonardo Martinez, 2016. "International Reserves and Rollover Risk," Working Papers 735, Federal Reserve Bank of Minneapolis.
- Javier Bianchi & Juan Carlos Hatchondo & Leonardo Martinez, 2018. "International Reserves and Rollover Risk," American Economic Review, American Economic Association, vol. 108(9), pages 2629-2670, September.
- Javier Bianchi & Juan Carlos Hatchondo, 2013. "International reserves and rollover risk," Globalization Institute Working Papers 151, Federal Reserve Bank of Dallas.
- Javier Bianchi & Juan Carlos Hatchondo & Mr. Leonardo Martinez, 2013. "International Reserves and Rollover Risk," IMF Working Papers 2013/033, International Monetary Fund.
- Juessen, Falko & Schabert, Andreas, 2013.
"Fiscal Policy, Sovereign Default, and Bailouts,"
IZA Discussion Papers
7805, Institute of Labor Economics (IZA).
- Falko Juessen & Andreas Schabert, 2013. "Fiscal Policy, Sovereign Default, and Bailouts," Working Paper Series in Economics 67, University of Cologne, Department of Economics.
- Kursat Onder, Yasin, 2016. "Asset backed contracts and sovereign risk," Journal of Economic Behavior & Organization, Elsevier, vol. 132(C), pages 237-252.
- Engler, Philipp & Grosse Steffen, Christoph, 2015.
"Sovereign risk, interbank freezes, and aggregate fluctuations,"
Working Paper Series
1840, European Central Bank.
- Engler, Philipp & Große Steffen, Christoph, 2016. "Sovereign risk, interbank freezes, and aggregate fluctuations," European Economic Review, Elsevier, vol. 87(C), pages 34-61.
- Philipp Engler & Christoph Große Steffen, 2014. "Sovereign Risk, Interbank Freezes, and Aggregate Fluctuations," Discussion Papers of DIW Berlin 1436, DIW Berlin, German Institute for Economic Research.
- Engler, Philipp & Große Steffen, Christoph, 2014. "Sovereign risk, interbank freezes, and aggregate fluctuations," Discussion Papers 2014/35, Free University Berlin, School of Business & Economics.
- Juan Carlos Hatchondo & Leonardo Martinez & Francisco Roch, 2015.
"Fiscal rules and the Sovereign Default Premium,"
CAEPR Working Papers
2015-010, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Juan Carlos Hatchondo & Mr. Francisco Roch & Mr. Leonardo Martinez, 2012. "Fiscal Rules and the Sovereign Default Premium," IMF Working Papers 2012/030, International Monetary Fund.
- Juan Carlos Hatchondo & Leonardo Martinez & Francisco Roch, 2012. "Fiscal rules and the sovereign default premium," Working Paper 12-01, Federal Reserve Bank of Richmond.
- Leonardo Martinez & Francisco Roch & Juan Hatchondo, 2015. "Fiscal rules and the sovereign default premium," 2015 Meeting Papers 1262, Society for Economic Dynamics.
- Juan Carlos Hatchondo & Leonardo Martinez & Francisco Roch, 2022. "Fiscal Rules and the Sovereign Default Premium," American Economic Journal: Macroeconomics, American Economic Association, vol. 14(4), pages 244-273, October.
- Juan Carlos Hatchondo & Leonardo Martinez, 2013.
"Sudden stops, time inconsistency, and the duration of sovereign debt,"
Working Paper
13-08, Federal Reserve Bank of Richmond.
- Juan Carlos Hatchondo & Mr. Leonardo Martinez, 2013. "Sudden stops, time inconsistency, and the duration of sovereign debt," IMF Working Papers 2013/174, International Monetary Fund.
- Juan Carlos Hatchondo & Leonardo Martinez, 2013. "Sudden Stops, Time Inconsistency, and the Duration of Sovereign Debt," International Economic Journal, Taylor & Francis Journals, vol. 27(2), pages 217-228, June.
- Carré, Sylvain & Cohen, Daniel & Villemot, Sébastien, 2019. "The sources of sovereign risk: a calibration based on Lévy stochastic processes," Journal of International Economics, Elsevier, vol. 118(C), pages 31-43.
- Radek Paluszynski, 2017.
"Learning about Debt Crises,"
2017 Meeting Papers
1602, Society for Economic Dynamics.
- Radoslaw Paluszynski, 2023. "Learning about Debt Crises," American Economic Journal: Macroeconomics, American Economic Association, vol. 15(1), pages 106-134, January.
- Yasin Kursat Onder & Enes Sunel, 2021.
"Inflation-default trade-off without a nominal anchor: The case of Greece,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 39, pages 55-78, January.
- Yasin Kursat Onder & Enes Sunel, 2020. "Code and data files for "Inflation-default trade-off without a nominal anchor: The case of Greece"," Computer Codes 18-220, Review of Economic Dynamics.
- Juan Carlos Hatchondo & Leonardo Martinez, 2010. "The politics of sovereign defaults," Economic Quarterly, Federal Reserve Bank of Richmond, vol. 96(3Q), pages 291-317.
- Demian Pouzo & Ignacio Presno, 2012. "Sovereign default risk and uncertainty premia," Working Papers 12-11, Federal Reserve Bank of Boston.
- Sosa-Padilla, César & Sturzenegger, Federico, 2023.
"Does it matter how central banks accumulate reserves? Evidence from sovereign spreads,"
Journal of International Economics, Elsevier, vol. 140(C).
- César Sosa-Padilla & Federico Sturzenegger, 2021. "Does It Matter How Central Banks Accumulate Reserves? Evidence from Sovereign Spreads," Working Papers 79, Red Nacional de Investigadores en Economía (RedNIE).
- César Sosa-Padilla & Federico Sturzenegger, 2021. "Does It Matter How Central Banks Accumulate Reserves? Evidence from Sovereign Spreads," NBER Working Papers 28973, National Bureau of Economic Research, Inc.
- Leonardo Martinez & Juan Hatchondo, 2017. "Sovereign Cocos and the Reprofiling of Debt Payments," 2017 Meeting Papers 1435, Society for Economic Dynamics.
- Ricardo Sabbadini, 2018.
"International Reserves Management in a Model of Partial Sovereign Default,"
Working Papers, Department of Economics
2018_14, University of São Paulo (FEA-USP).
- Ricardo Sabbadini, 2019. "International Reserves Management in a Model of Partial Sovereign Default," Working Papers Series 496, Central Bank of Brazil, Research Department.
- Scholl, Almuth & Kaas, Leo & Meller, Jan, 2016.
"Sovereign and Private Default Risks over the Business Cycle,"
VfS Annual Conference 2016 (Augsburg): Demographic Change
145958, Verein für Socialpolitik / German Economic Association.
- Kaas, Leo & Mellert, Jan & Scholl, Almuth, 2020. "Sovereign and private default risks over the business cycle," Journal of International Economics, Elsevier, vol. 123(C).
- Leo Kaas & Jan Mellert & Almuth Scholl, 2016. "Sovereign and private default risks over the business cycle," Working Paper Series of the Department of Economics, University of Konstanz 2016-09, Department of Economics, University of Konstanz.
- Juan Carlos Hatchondo & Mr. Leonardo Martinez & Kursat Onder & Mr. Francisco Roch, 2022.
"Sovereign Cocos,"
IMF Working Papers
2022/078, International Monetary Fund.
- Juan Carlos Hatchondo & Leonardo Martinez & Yasin Kürsat Önder & Francisco Roch, 2022. "Sovereign Cocos," Working Papers 139, Red Nacional de Investigadores en Economía (RedNIE).
- Uribe, MartÃn & Schmitt-Grohé, Stephanie & Yue, Vivian & Na, Seunghoon, 2015.
"A Model of the Twin Ds: Optimal Default and Devaluation,"
CEPR Discussion Papers
10697, C.E.P.R. Discussion Papers.
- Vivian Yue & Stephanie Schmitt-Grohe & Martin Uribe & Seunghoon Na, 2015. "A Model of the Twin Ds: Optimal Default and Devaluation," 2015 Meeting Papers 419, Society for Economic Dynamics.
- Seunghoon Na & Stephanie Schmitt-Grohe & Martin Uribe & Vivian Z. Yue, 2015. "A model of the Twin Ds: optimal default and devaluation," FRB Atlanta CQER Working Paper 2015-1, Federal Reserve Bank of Atlanta.
- Satyajit Chatterjee & Burcu Eyigungor, 2012.
"Maturity, Indebtedness, and Default Risk,"
American Economic Review, American Economic Association, vol. 102(6), pages 2674-2699, October.
- Satyajit Chatterjee & Burcu Eyigungor, 2010. "Maturity, indebtedness, and default risk," Working Papers 10-12, Federal Reserve Bank of Philadelphia.
- Satyajit Chatterjee & Burcu Eyigungor, 2011. "Maturity, indebtedness, and default risk," Working Papers 11-33, Federal Reserve Bank of Philadelphia.
- Satyajit Chatterjee & Burcu Eyigungor, 2009. "Maturity, Indebtedness, and Default Risk," Koç University-TUSIAD Economic Research Forum Working Papers 0901, Koc University-TUSIAD Economic Research Forum.
- Satyajit Chatterjee & Burcu Eyigungor, 2009. "Maturity, indebtedness, and default risk," Working Papers 09-2, Federal Reserve Bank of Philadelphia.
- Burcu Eyigungor & Satyajit Chatterjee, 2008. "Maturity, Indebtedness and Default Risk," 2008 Meeting Papers 1001, Society for Economic Dynamics.
- Jing Zhang & Yun Jung Kim, 2010.
"Decentralized Borrowing and Centralized Default,"
2010 Meeting Papers
1288, Society for Economic Dynamics.
- Yun Jung Kim & Jing Zhang, 2010. "Decentralized Borrowing and Centralized Default," Working Papers 596, Research Seminar in International Economics, University of Michigan.
- Kim, Yun Jung & Zhang, Jing, 2012. "Decentralized borrowing and centralized default," Journal of International Economics, Elsevier, vol. 88(1), pages 121-133.
- Tavares, Tiago, 2015.
"The Role of International Reserves in Sovereign Debt Restructuring under Fiscal Adjustment,"
MPRA Paper
66962, University Library of Munich, Germany.
- Tavares, Tiago, 2015. "The Role of International Reserves in Sovereign Debt Restructuring under Fiscal Adjustment," MPRA Paper 87423, University Library of Munich, Germany.
- Almuth Scholl & Liang Tong, 2020. "Sovereign Default, Taxation, and the Underground Economy," Working Paper Series of the Department of Economics, University of Konstanz 2020-02, Department of Economics, University of Konstanz.
- Joost Rцttger, 2014. "Monetary and Fiscal Policy with Sovereign Default," Working Paper Series in Economics 74, University of Cologne, Department of Economics.
- Jang, Youngsoo & Lee, Soyoung, 2019. "A Generalized Endogenous Grid Method for Models with the Option to Default," MPRA Paper 95721, University Library of Munich, Germany.
- Takefumi Yamazaki, 2018. "Accuracy and speed of the solution methods for sovereign default models: The stable performance of the Tauchen method and cubic spline interpolation," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, vol. 14(4), pages 641-662, July.
- Jang, Youngsoo, 2019.
"Credit, Default, and Optimal Health Insurance,"
MPRA Paper
95705, University Library of Munich, Germany.
- Jang, Youngsoo, 2019. "Credit, Default, and Optimal Health Insurance," MPRA Paper 95397, University Library of Munich, Germany.
- Bornstein, Gideon, 2020. "A Continuous-Time Model of Sovereign Debt," Journal of Economic Dynamics and Control, Elsevier, vol. 118(C).
- Juan Carlos Hatchondo & Leonardo Martinez & Cesar Sosa-Padilla, 2015.
"Debt Dilution and Sovereign Default Risk,"
CAEPR Working Papers
2015-012, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Juan Carlos Hatchondo & Leonardo Martinez & Cesar Sosa-Padilla, 2014. "Debt Dilution and Sovereign Default Risk," Department of Economics Working Papers 2014-06, McMaster University.
- Leonardo Martinez & Cesar Sosa Padilla & Juan Hatchondo, 2012. "Debt dilution and sovereign default risk," 2012 Meeting Papers 974, Society for Economic Dynamics.
- Juan Carlos Hatchondo & Leonardo Martinez & César Sosa-Padilla, 2016. "Debt Dilution and Sovereign Default Risk," Journal of Political Economy, University of Chicago Press, vol. 124(5), pages 1383-1422.
- Mr. Leonardo Martinez & Juan Carlos Hatchondo & Cesar Sosa Padilla, 2011. "Debt Dilution and Sovereign Default Risk," IMF Working Papers 2011/070, International Monetary Fund.
- Juan Carlos Hatchondo & Leonardo Martinez, 2012. "Debt dilution and sovereign default risk," Working Paper 10-08, Federal Reserve Bank of Richmond.
- Almuth Scholl, 2015.
"The Dynamics of Sovereign Default Risk and Political Turnover,"
Working Paper Series of the Department of Economics, University of Konstanz
2015-05, Department of Economics, University of Konstanz.
- Scholl, Almuth, 2017. "The dynamics of sovereign default risk and political turnover," Journal of International Economics, Elsevier, vol. 108(C), pages 37-53.
- Daniel Cohen & Sébastien Villemot, 2012.
"The sovereign default puzzle: Modelling issues and lessons for Europe,"
PSE Working Papers
halshs-00692038, HAL.
- Cohen, Daniel & Villemot, Sébastien, 2012. "The Sovereign Default Puzzle: Modelling Issues and Lessons for Europe," CEPR Discussion Papers 8971, C.E.P.R. Discussion Papers.
- Daniel Cohen & Sébastien Villemot, 2012. "The sovereign default puzzle: Modelling issues and lessons for Europe," Working Papers halshs-00692038, HAL.
- Prein, Timm, 2019. "Persistent Unemployment, Sovereign Debt Crises, and the Impact of Haircuts," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203654, Verein für Socialpolitik / German Economic Association, revised 2019.
- Juan Carlos Hatchondo & Mr. Leonardo Martinez & Yasin Kursat Onder, 2014.
"Non-Defaultable Debt and Sovereign Risk,"
IMF Working Papers
2014/198, International Monetary Fund.
- Yasin Kursat Onder & Leonardo Martinez & Juan Hatchondo, 2016. "Non-Defaultable Debt and Sovereign Risk," 2016 Meeting Papers 1297, Society for Economic Dynamics.
- Hatchondo, Juan Carlos & Martinez, Leonardo & Onder, Yasin Kursat, 2017. "Non-defaultable debt and sovereign risk," Journal of International Economics, Elsevier, vol. 105(C), pages 217-229.
- Fink, Fabian & Scholl, Almuth, 2016.
"A quantitative model of sovereign debt, bailouts and conditionality,"
Journal of International Economics, Elsevier, vol. 98(C), pages 176-190.
- Fabian Fink & Almuth Scholl, 2011. "A Quantitative Model of Sovereign Debt, Bailouts and Conditionality," Working Paper Series of the Department of Economics, University of Konstanz 2011-46, Department of Economics, University of Konstanz.
- Froemel, Maren & Paczos, Wojtek, 2024.
"Imperfect Financial Markets and the Cyclicality of Social Spending,"
Cardiff Economics Working Papers
E2024/3, Cardiff University, Cardiff Business School, Economics Section.
- Froemel, Maren & Paczos, Wojtek, 2024. "Imperfect financial markets and the cyclicality of social spending," European Economic Review, Elsevier, vol. 167(C).
- Maren Froemel, 2014. "Imperfect Financial Markets and the Cyclicality of Social Spending," Working Paper Series of the Department of Economics, University of Konstanz 2014-11, Department of Economics, University of Konstanz.
- Mr. Leonardo Martinez & Juan Carlos Hatchondo & Mr. Juan M. Sanchez, 2012.
"Mortgage Defaults,"
IMF Working Papers
2012/026, International Monetary Fund.
- Juan Carlos Hatchondo & Leonardo Martinez & Juan M. Sanchez, 2011. "Mortgage defaults," Working Paper 11-05, Federal Reserve Bank of Richmond.
- Juan Carlos Hatchondo & Leonardo Martinez & Juan M. Sanchez, 2015. "Mortgage Defaults," CAEPR Working Papers 2015-011, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Juan Carlos Hatchondo & Leonardo Martinez & Juan M. Sanchez, 2011. "Mortgage defaults," Working Papers 2011-019, Federal Reserve Bank of St. Louis.
- Carlos Hatchondo, Juan & Martinez, Leonardo & Sánchez, Juan M., 2015. "Mortgage defaults," Journal of Monetary Economics, Elsevier, vol. 76(C), pages 173-190.
- Youngsoo Jang, 2023. "Credit, Default, And Optimal Health Insurance," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 64(3), pages 943-977, August.
- Benjamin Born & Gernot J. Müller & Johannes Pfeifer, 2020.
"Does Austerity Pay Off?,"
The Review of Economics and Statistics, MIT Press, vol. 102(2), pages 323-338, May.
- Müller, Gernot & Pfeifer, Johannes & Born, Benjamin, 2015. "Does austerity pay off?," CEPR Discussion Papers 10425, C.E.P.R. Discussion Papers.
- Born, Benjamin & Müller, Gernot J. & Pfeifer, Johannes, 2015. "Does austerity pay off?," SAFE Working Paper Series 77, Leibniz Institute for Financial Research SAFE, revised 2015.
- Born, Benjamin & Müller, Gernot & Pfeifer, Johannes, 2014. "Does austerity pay off?," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100301, Verein für Socialpolitik / German Economic Association.
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"Optimal GDP-indexed Bonds,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 51, pages 747-777, December.
- Yasin Kursat Onder, 2023. "Code and data files for "Optimal GDP-indexed Bonds"," Computer Codes 21-334, Review of Economic Dynamics.
- Yasin Kürsat Önder, 2022. "Optimal GDP-indexed Bonds," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 22/1056, Ghent University, Faculty of Economics and Business Administration.
- Takefumi Yamazaki, 2018. "Financial friction sources in emerging economies: Structural estimation of sovereign default models," Discussion papers ron303, Policy Research Institute, Ministry of Finance Japan.
- Juan Carlos Hatchondo & Leonardo Martinez & Yasin Kürsat Önder & Francisco Roch, 2024. "Sovereign CoCos and debt forgiveness," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 24/1096, Ghent University, Faculty of Economics and Business Administration.
- Yasin Kursat Onder & Enes Sunel, 2020.
"The role of risk aversion in a sovereign default model of polarization and political instability,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 35, pages 123-132, January.
- Yasin Kursat Onder & Enes Sunel, 2019. "Online Appendix to "The role of risk aversion in a sovereign default model of polarization and political instability"," Online Appendices 18-455, Review of Economic Dynamics.
- Yasin Kursat Onder & Enes Sunel, 2019. "Code and data files for "The role of risk aversion in a sovereign default model of polarization and political instability"," Computer Codes 18-455, Review of Economic Dynamics.
- Pierri, Damian Rene, 2021.
"Accuracy in recursive minimal state space methods,"
UC3M Working papers. Economics
33753, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- Pierri Damian, 2024. "Accuracy in Recursive Minimal State Space Methods," Computational Economics, Springer;Society for Computational Economics, vol. 64(1), pages 263-305, July.
- Damián Pierri & Julián Martínez, 2020. "Accuracy in Recursive Minimal State Space Methods," Working Papers 147, Universidad de San Andres, Departamento de Economia, revised Aug 2020.
- Bulent Guler & Yasin Kursat Onder & Temel Taskin, 2022. "Asymmetric Information and Sovereign Debt Disclosure," CAEPR Working Papers 2022-004 Classification-E, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Ricardo Sabbadini, 2018.
"Overcoming the Original Sin: gains from local currency external debt,"
Working Papers Series
484, Central Bank of Brazil, Research Department.
- Ricardo Sabbadini, 2017. "Overcoming the Original Sin: Gains from Local Currency External Debt," Working Papers, Department of Economics 2017_27, University of São Paulo (FEA-USP).
- Passadore, Juan & Xu, Yu, 2022. "Illiquidity in sovereign debt markets," Journal of International Economics, Elsevier, vol. 137(C).
- Aitor Erce, 2012.
"Selective sovereign defaults,"
Globalization Institute Working Papers
127, Federal Reserve Bank of Dallas.
- Aitor Erce & Enrico Mallucci, 2018. "Selective Sovereign Defaults," International Finance Discussion Papers 1239, Board of Governors of the Federal Reserve System (U.S.).
- Pablo Guerron-Quintana & Grey Gordon, 2014. "Municipal Bonds, Default, and Migration in General Equilibrium," 2014 Meeting Papers 868, Society for Economic Dynamics.
- Mattia Picarelli, 2024.
"Sovereign defaults at home and abroad,"
Working Papers
60, European Stability Mechanism.
- Erce, Aitor & Mallucci, Enrico & Picarelli, Mattia, 2024. "Sovereign Defaults at Home and Abroad," CEPR Discussion Papers 18739, C.E.P.R. Discussion Papers.
- Ignacio Presno & Demian Pouzo, 2012. "Sovereign Default Risk and Uncertainty Premia," 2012 Meeting Papers 608, Society for Economic Dynamics.
- Kim, Yun Jung, 2017. "Sudden stops, limited enforcement, and optimal reserves," International Review of Economics & Finance, Elsevier, vol. 51(C), pages 273-282.
- Ricardo Sabbadini, 2018.
"Loss Aversion and Search for Yield in Emerging Markets Sovereign Debt,"
Working Papers, Department of Economics
2018_16, University of São Paulo (FEA-USP).
- Ricardo Sabbadini, 2019. "Loss Aversion and Search for Yield in Emerging Markets Sovereign Debt," Working Papers Series 500, Central Bank of Brazil, Research Department.
- Jesse Schreger & Wenxin Du, 2014. "Sovereign Risk, Currency Risk, and Corporate Balance Sheets," Working Paper 209056, Harvard University OpenScholar.
- Mihalache, Gabriel, 2020.
"Sovereign default resolution through maturity extension,"
Journal of International Economics, Elsevier, vol. 125(C).
- Gabriel Mihalache, 2017. "Sovereign Default Resolution Through Maturity Extension," Department of Economics Working Papers 17-08, Stony Brook University, Department of Economics.
- Mingzhuo Deng & Pablo A. Guerron-Quintana & Lewis Tseng, 2023. "Parallel Computation of Sovereign Default Models," Computational Economics, Springer;Society for Computational Economics, vol. 62(3), pages 1047-1085, October.
- Enrico Mallucci, 2015.
"Domestic Debt and Sovereign Defaults,"
International Finance Discussion Papers
1153, Board of Governors of the Federal Reserve System (U.S.).
- Enrico Mallucci, 2022. "Domestic Debt and Sovereign Defaults," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(6), pages 1741-1775, September.
- Juliana Salomao, 2015. "Sovereign Debt Renegotiation and Credit Default Swaps," 2015 Meeting Papers 826, Society for Economic Dynamics.
- Damián Pierri, 2023. "Simulations in Models with Heterogeneous Agents, Incomplete Markets and Aggregate Uncertainty," Working Papers 259, Red Nacional de Investigadores en Economía (RedNIE).
- Juan Carlos Hatchondo & Leonardo Martinez & Cesar Sosa Padilla, 2013.
"Voluntary Sovereign Debt Exchanges,"
Department of Economics Working Papers
2013-13, McMaster University.
- Hatchondo, Juan Carlos & Martinez, Leonardo & Sosa Padilla, César, 2014. "Voluntary sovereign debt exchanges," Journal of Monetary Economics, Elsevier, vol. 61(C), pages 32-50.
- Juan Hatchondo & Francisco Roch & Leonardo Martinez, 2019.
"Constrained efficient borrowing with sovereign default risk,"
2019 Meeting Papers
899, Society for Economic Dynamics.
- Juan Carlos Hatchondo & Leonardo Martinez & Francisco Roch, 2022. "Constrained Efficient Borrowing with Sovereign Default Risk," Working Papers 126, Red Nacional de Investigadores en Economía (RedNIE).
- Juan Carlos Hatchondo & Mr. Leonardo Martinez & Mr. Francisco Roch, 2020. "Constrained Efficient Borrowing with Sovereign Default Risk," IMF Working Papers 2020/227, International Monetary Fund.
- Villemot, Sébastien, 2012. "Accelerating the resolution of sovereign debt models using an endogenous grid method," Dynare Working Papers 17, CEPREMAP.
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- Nikolai Stähler, 2013.
"Recent Developments In Quantitative Models Of Sovereign Default,"
Journal of Economic Surveys, Wiley Blackwell, vol. 27(4), pages 605-633, September.
- Stähler, Nikolai, 2011. "Recent developments in quantitative models of sovereign default," Discussion Paper Series 1: Economic Studies 2011,17, Deutsche Bundesbank.
- de Ferra, Sergio & Mallucci, Enrico, 2022. "Sovereign risk matters: Endogenous default risk and the time-varying volatility of interest rate spreads," Journal of International Economics, Elsevier, vol. 134(C).
- Seunghoon Na & Stephanie Schmitt-Grohé & Martín Uribe & Vivian Yue, 2018.
"The Twin Ds: Optimal Default and Devaluation,"
American Economic Review, American Economic Association, vol. 108(7), pages 1773-1819, July.
- Seunghoon Na & Stephanie Schmitt-Grohé & Martin Uribe & Vivian Z. Yue, 2014. "The Twin Ds: Optimal Default and Devaluation," NBER Working Papers 20314, National Bureau of Economic Research, Inc.
- Juan Carlos Hatchondo & Leonardo Martinez, 2012. "On the benefits of GDP-indexed government debt: lessons from a model of sovereign defaults," Economic Quarterly, Federal Reserve Bank of Richmond, vol. 98(2Q), pages 139-157.
- Athreya, Kartik B., 2014. "Big Ideas in Macroeconomics: A Nontechnical View," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262019736, April.
- Di Casola, Paola & Sichlimiris, Spyridon, 2017. "Domestic and External Sovereign Debt," Working Paper Series 345, Sveriges Riksbank (Central Bank of Sweden).
- Timm M. Prein & Almuth Scholl, 2018.
"The Impact of Bailouts on Political Turnover and Sovereign Default Risk,"
Working Paper Series of the Department of Economics, University of Konstanz
2018-04, Department of Economics, University of Konstanz.
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- Mitra, Nirvana, 2020. "Political Constraints and Sovereign Default Premia," MPRA Paper 104172, University Library of Munich, Germany.
- Ludwig, Maximilian, 2013. "Government Debt and Default in a Minimal State," Working Papers 30/2013, Universidade Portucalense, Centro de Investigação em Gestão e Economia (CIGE).
- Grey Gordon & Pablo Guerrón-Quintana, 2013.
"Dynamics of investment, debt, and default,"
Working Papers
13-18, Federal Reserve Bank of Philadelphia.
- Grey Gordon & Pablo Guerron-Quintana, 2018. "Dynamics of Investment, Debt, and Default," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 28, pages 71-95, April.
- Leonardo Martinez & Juan Hatchondo & Javier Bianchi, 2012. "Sovereign defaults and optimal reserves management," 2012 Meeting Papers 1125, Society for Economic Dynamics.
- Roettger, Joost, 2019. "Discretionary monetary and fiscal policy with endogenous sovereign risk," Journal of Economic Dynamics and Control, Elsevier, vol. 105(C), pages 44-66.
- Ludwig, Maximilian, 2014. "How well do we understand sovereign debt crisis? Evidence from Latin America," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100531, Verein für Socialpolitik / German Economic Association.
- Duarte, Victor & Duarte, Diogo & Fonseca, Julia & Montecinos, Alexis, 2020. "Benchmarking machine-learning software and hardware for quantitative economics," Journal of Economic Dynamics and Control, Elsevier, vol. 111(C).
- Demian Pouzo & Ignacio Presno, 2016. "Sovereign Default Risk and Uncertainty Premia," American Economic Journal: Macroeconomics, American Economic Association, vol. 8(3), pages 230-266, July.
- Zhu, Junjun & Xie, Shiyu, 2011. "Asymmetric Shocks, Long-term Bonds and Sovereign Default," MPRA Paper 28236, University Library of Munich, Germany.
- Juan Carlos Hatchondo & Leonardo Martinez & Horacio Sapriza, 2010.
"Quantitative properties of sovereign default models: solution methods matter,"
Working Paper
10-04, Federal Reserve Bank of Richmond.
- Mr. Leonardo Martinez & Horacio Sapriza & Juan Carlos Hatchondo, 2010. "Quantitative properties of sovereign default models: solution methods matter," IMF Working Papers 2010/100, International Monetary Fund.
Cited by:
- Roldán-Peña Jessica, 2012.
"Default Risk and Economic Activity: A Small Open Economy Model with Sovereign Debt and Default,"
Working Papers
2012-16, Banco de México.
- Jessica Roldan-Pena, 2011. "Default risk and economic activity: A small open economy model with sovereign debt and default," 2011 Meeting Papers 735, Society for Economic Dynamics.
- Lopez-Martin, Bernabe & Leal, Julio & Martinez Fritscher, Andre, 2019.
"Commodity price risk management and fiscal policy in a sovereign default model,"
Journal of International Money and Finance, Elsevier, vol. 96(C), pages 304-323.
- López-Martín Bernabé & Leal-Ordoñez Julio C & Martínez André, 2017. "Commodity Price Risk Management and Fiscal Policy in a Sovereign Default Model," Working Papers 2017-04, Banco de México.
- Bernabe Lopez-Martin & Julio Leal & Andre Martinez Fritscher, 2017. "Commodity price risk management and fiscal policy in a sovereign default model," BIS Working Papers 620, Bank for International Settlements.
- Francesco Pappadà & Yanos Zylberberg, 2021.
"Sovereign default and imperfect tax enforcement,"
Working Papers
halshs-03142208, HAL.
- Francesco Pappadà & Yanos Zylberberg, 2019. "Sovereign Default and Imperfect Tax Enforcement," Working papers 722, Banque de France.
- Francesco Pappada & Yanos Zylberberg, 2019. "Sovereign default and imperfect tax enforcement," Bristol Economics Discussion Papers 19/714, School of Economics, University of Bristol, UK.
- Francesco Pappadà & Yanos Zylberberg, 2019. "Sovereign Default and Imperfect Tax Enforcement," CESifo Working Paper Series 7694, CESifo.
- Zuzana Mucka & Ludovit Odor, 2017. "Sovereign default risk and debt limits: Case of Slovakia," Working Papers Working Paper No. 1/2017, Council for Budget Responsibility.
- Javier Bianchi & Juan Carlos Hatchondo & Leonardo Martinez, 2012.
"International Reserves and Rollover Risk,"
NBER Working Papers
18628, National Bureau of Economic Research, Inc.
- Javier Bianchi & Juan Carlos Hatchondo & Leonardo Martinez, 2013. "International reserves and rollover risk," Working Paper 13-01, Federal Reserve Bank of Richmond.
- Javier Bianchi & Juan Carlos Hatchondo & Leonardo Martinez, 2016. "International Reserves and Rollover Risk," Working Papers 735, Federal Reserve Bank of Minneapolis.
- Javier Bianchi & Juan Carlos Hatchondo & Leonardo Martinez, 2018. "International Reserves and Rollover Risk," American Economic Review, American Economic Association, vol. 108(9), pages 2629-2670, September.
- Javier Bianchi & Juan Carlos Hatchondo, 2013. "International reserves and rollover risk," Globalization Institute Working Papers 151, Federal Reserve Bank of Dallas.
- Javier Bianchi & Juan Carlos Hatchondo & Mr. Leonardo Martinez, 2013. "International Reserves and Rollover Risk," IMF Working Papers 2013/033, International Monetary Fund.
- Juessen, Falko & Schabert, Andreas, 2013.
"Fiscal Policy, Sovereign Default, and Bailouts,"
IZA Discussion Papers
7805, Institute of Labor Economics (IZA).
- Falko Juessen & Andreas Schabert, 2013. "Fiscal Policy, Sovereign Default, and Bailouts," Working Paper Series in Economics 67, University of Cologne, Department of Economics.
- Kursat Onder, Yasin, 2016. "Asset backed contracts and sovereign risk," Journal of Economic Behavior & Organization, Elsevier, vol. 132(C), pages 237-252.
- Engler, Philipp & Grosse Steffen, Christoph, 2015.
"Sovereign risk, interbank freezes, and aggregate fluctuations,"
Working Paper Series
1840, European Central Bank.
- Engler, Philipp & Große Steffen, Christoph, 2016. "Sovereign risk, interbank freezes, and aggregate fluctuations," European Economic Review, Elsevier, vol. 87(C), pages 34-61.
- Philipp Engler & Christoph Große Steffen, 2014. "Sovereign Risk, Interbank Freezes, and Aggregate Fluctuations," Discussion Papers of DIW Berlin 1436, DIW Berlin, German Institute for Economic Research.
- Engler, Philipp & Große Steffen, Christoph, 2014. "Sovereign risk, interbank freezes, and aggregate fluctuations," Discussion Papers 2014/35, Free University Berlin, School of Business & Economics.
- Juan Carlos Hatchondo & Leonardo Martinez & Francisco Roch, 2015.
"Fiscal rules and the Sovereign Default Premium,"
CAEPR Working Papers
2015-010, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Juan Carlos Hatchondo & Mr. Francisco Roch & Mr. Leonardo Martinez, 2012. "Fiscal Rules and the Sovereign Default Premium," IMF Working Papers 2012/030, International Monetary Fund.
- Juan Carlos Hatchondo & Leonardo Martinez & Francisco Roch, 2012. "Fiscal rules and the sovereign default premium," Working Paper 12-01, Federal Reserve Bank of Richmond.
- Leonardo Martinez & Francisco Roch & Juan Hatchondo, 2015. "Fiscal rules and the sovereign default premium," 2015 Meeting Papers 1262, Society for Economic Dynamics.
- Juan Carlos Hatchondo & Leonardo Martinez & Francisco Roch, 2022. "Fiscal Rules and the Sovereign Default Premium," American Economic Journal: Macroeconomics, American Economic Association, vol. 14(4), pages 244-273, October.
- Juan Carlos Hatchondo & Leonardo Martinez, 2013.
"Sudden stops, time inconsistency, and the duration of sovereign debt,"
Working Paper
13-08, Federal Reserve Bank of Richmond.
- Juan Carlos Hatchondo & Mr. Leonardo Martinez, 2013. "Sudden stops, time inconsistency, and the duration of sovereign debt," IMF Working Papers 2013/174, International Monetary Fund.
- Juan Carlos Hatchondo & Leonardo Martinez, 2013. "Sudden Stops, Time Inconsistency, and the Duration of Sovereign Debt," International Economic Journal, Taylor & Francis Journals, vol. 27(2), pages 217-228, June.
- Carré, Sylvain & Cohen, Daniel & Villemot, Sébastien, 2019. "The sources of sovereign risk: a calibration based on Lévy stochastic processes," Journal of International Economics, Elsevier, vol. 118(C), pages 31-43.
- Yasin Kursat Onder & Enes Sunel, 2021.
"Inflation-default trade-off without a nominal anchor: The case of Greece,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 39, pages 55-78, January.
- Yasin Kursat Onder & Enes Sunel, 2020. "Code and data files for "Inflation-default trade-off without a nominal anchor: The case of Greece"," Computer Codes 18-220, Review of Economic Dynamics.
- Juan Carlos Hatchondo & Leonardo Martinez, 2010. "The politics of sovereign defaults," Economic Quarterly, Federal Reserve Bank of Richmond, vol. 96(3Q), pages 291-317.
- Demian Pouzo & Ignacio Presno, 2012. "Sovereign default risk and uncertainty premia," Working Papers 12-11, Federal Reserve Bank of Boston.
- Sosa-Padilla, César & Sturzenegger, Federico, 2023.
"Does it matter how central banks accumulate reserves? Evidence from sovereign spreads,"
Journal of International Economics, Elsevier, vol. 140(C).
- César Sosa-Padilla & Federico Sturzenegger, 2021. "Does It Matter How Central Banks Accumulate Reserves? Evidence from Sovereign Spreads," Working Papers 79, Red Nacional de Investigadores en Economía (RedNIE).
- César Sosa-Padilla & Federico Sturzenegger, 2021. "Does It Matter How Central Banks Accumulate Reserves? Evidence from Sovereign Spreads," NBER Working Papers 28973, National Bureau of Economic Research, Inc.
- Leonardo Martinez & Juan Hatchondo, 2017. "Sovereign Cocos and the Reprofiling of Debt Payments," 2017 Meeting Papers 1435, Society for Economic Dynamics.
- Ricardo Sabbadini, 2018.
"International Reserves Management in a Model of Partial Sovereign Default,"
Working Papers, Department of Economics
2018_14, University of São Paulo (FEA-USP).
- Ricardo Sabbadini, 2019. "International Reserves Management in a Model of Partial Sovereign Default," Working Papers Series 496, Central Bank of Brazil, Research Department.
- Scholl, Almuth & Kaas, Leo & Meller, Jan, 2016.
"Sovereign and Private Default Risks over the Business Cycle,"
VfS Annual Conference 2016 (Augsburg): Demographic Change
145958, Verein für Socialpolitik / German Economic Association.
- Kaas, Leo & Mellert, Jan & Scholl, Almuth, 2020. "Sovereign and private default risks over the business cycle," Journal of International Economics, Elsevier, vol. 123(C).
- Leo Kaas & Jan Mellert & Almuth Scholl, 2016. "Sovereign and private default risks over the business cycle," Working Paper Series of the Department of Economics, University of Konstanz 2016-09, Department of Economics, University of Konstanz.
- Juan Carlos Hatchondo & Mr. Leonardo Martinez & Kursat Onder & Mr. Francisco Roch, 2022.
"Sovereign Cocos,"
IMF Working Papers
2022/078, International Monetary Fund.
- Juan Carlos Hatchondo & Leonardo Martinez & Yasin Kürsat Önder & Francisco Roch, 2022. "Sovereign Cocos," Working Papers 139, Red Nacional de Investigadores en Economía (RedNIE).
- Uribe, MartÃn & Schmitt-Grohé, Stephanie & Yue, Vivian & Na, Seunghoon, 2015.
"A Model of the Twin Ds: Optimal Default and Devaluation,"
CEPR Discussion Papers
10697, C.E.P.R. Discussion Papers.
- Vivian Yue & Stephanie Schmitt-Grohe & Martin Uribe & Seunghoon Na, 2015. "A Model of the Twin Ds: Optimal Default and Devaluation," 2015 Meeting Papers 419, Society for Economic Dynamics.
- Seunghoon Na & Stephanie Schmitt-Grohe & Martin Uribe & Vivian Z. Yue, 2015. "A model of the Twin Ds: optimal default and devaluation," FRB Atlanta CQER Working Paper 2015-1, Federal Reserve Bank of Atlanta.
- Jing Zhang & Yun Jung Kim, 2010.
"Decentralized Borrowing and Centralized Default,"
2010 Meeting Papers
1288, Society for Economic Dynamics.
- Yun Jung Kim & Jing Zhang, 2010. "Decentralized Borrowing and Centralized Default," Working Papers 596, Research Seminar in International Economics, University of Michigan.
- Kim, Yun Jung & Zhang, Jing, 2012. "Decentralized borrowing and centralized default," Journal of International Economics, Elsevier, vol. 88(1), pages 121-133.
- Tavares, Tiago, 2015.
"The Role of International Reserves in Sovereign Debt Restructuring under Fiscal Adjustment,"
MPRA Paper
66962, University Library of Munich, Germany.
- Tavares, Tiago, 2015. "The Role of International Reserves in Sovereign Debt Restructuring under Fiscal Adjustment," MPRA Paper 87423, University Library of Munich, Germany.
- Almuth Scholl & Liang Tong, 2020. "Sovereign Default, Taxation, and the Underground Economy," Working Paper Series of the Department of Economics, University of Konstanz 2020-02, Department of Economics, University of Konstanz.
- Joost Rцttger, 2014. "Monetary and Fiscal Policy with Sovereign Default," Working Paper Series in Economics 74, University of Cologne, Department of Economics.
- Jang, Youngsoo & Lee, Soyoung, 2019. "A Generalized Endogenous Grid Method for Models with the Option to Default," MPRA Paper 95721, University Library of Munich, Germany.
- Takefumi Yamazaki, 2018. "Accuracy and speed of the solution methods for sovereign default models: The stable performance of the Tauchen method and cubic spline interpolation," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, vol. 14(4), pages 641-662, July.
- Jang, Youngsoo, 2019.
"Credit, Default, and Optimal Health Insurance,"
MPRA Paper
95705, University Library of Munich, Germany.
- Jang, Youngsoo, 2019. "Credit, Default, and Optimal Health Insurance," MPRA Paper 95397, University Library of Munich, Germany.
- Bornstein, Gideon, 2020. "A Continuous-Time Model of Sovereign Debt," Journal of Economic Dynamics and Control, Elsevier, vol. 118(C).
- Juan Carlos Hatchondo & Leonardo Martinez & Cesar Sosa-Padilla, 2015.
"Debt Dilution and Sovereign Default Risk,"
CAEPR Working Papers
2015-012, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Juan Carlos Hatchondo & Leonardo Martinez & Cesar Sosa-Padilla, 2014. "Debt Dilution and Sovereign Default Risk," Department of Economics Working Papers 2014-06, McMaster University.
- Leonardo Martinez & Cesar Sosa Padilla & Juan Hatchondo, 2012. "Debt dilution and sovereign default risk," 2012 Meeting Papers 974, Society for Economic Dynamics.
- Juan Carlos Hatchondo & Leonardo Martinez & César Sosa-Padilla, 2016. "Debt Dilution and Sovereign Default Risk," Journal of Political Economy, University of Chicago Press, vol. 124(5), pages 1383-1422.
- Mr. Leonardo Martinez & Juan Carlos Hatchondo & Cesar Sosa Padilla, 2011. "Debt Dilution and Sovereign Default Risk," IMF Working Papers 2011/070, International Monetary Fund.
- Juan Carlos Hatchondo & Leonardo Martinez, 2012. "Debt dilution and sovereign default risk," Working Paper 10-08, Federal Reserve Bank of Richmond.
- Almuth Scholl, 2015.
"The Dynamics of Sovereign Default Risk and Political Turnover,"
Working Paper Series of the Department of Economics, University of Konstanz
2015-05, Department of Economics, University of Konstanz.
- Scholl, Almuth, 2017. "The dynamics of sovereign default risk and political turnover," Journal of International Economics, Elsevier, vol. 108(C), pages 37-53.
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"The sovereign default puzzle: Modelling issues and lessons for Europe,"
PSE Working Papers
halshs-00692038, HAL.
- Cohen, Daniel & Villemot, Sébastien, 2012. "The Sovereign Default Puzzle: Modelling Issues and Lessons for Europe," CEPR Discussion Papers 8971, C.E.P.R. Discussion Papers.
- Daniel Cohen & Sébastien Villemot, 2012. "The sovereign default puzzle: Modelling issues and lessons for Europe," Working Papers halshs-00692038, HAL.
- Prein, Timm, 2019. "Persistent Unemployment, Sovereign Debt Crises, and the Impact of Haircuts," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203654, Verein für Socialpolitik / German Economic Association, revised 2019.
- Juan Carlos Hatchondo & Mr. Leonardo Martinez & Yasin Kursat Onder, 2014.
"Non-Defaultable Debt and Sovereign Risk,"
IMF Working Papers
2014/198, International Monetary Fund.
- Yasin Kursat Onder & Leonardo Martinez & Juan Hatchondo, 2016. "Non-Defaultable Debt and Sovereign Risk," 2016 Meeting Papers 1297, Society for Economic Dynamics.
- Hatchondo, Juan Carlos & Martinez, Leonardo & Onder, Yasin Kursat, 2017. "Non-defaultable debt and sovereign risk," Journal of International Economics, Elsevier, vol. 105(C), pages 217-229.
- Fink, Fabian & Scholl, Almuth, 2016.
"A quantitative model of sovereign debt, bailouts and conditionality,"
Journal of International Economics, Elsevier, vol. 98(C), pages 176-190.
- Fabian Fink & Almuth Scholl, 2011. "A Quantitative Model of Sovereign Debt, Bailouts and Conditionality," Working Paper Series of the Department of Economics, University of Konstanz 2011-46, Department of Economics, University of Konstanz.
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"Imperfect Financial Markets and the Cyclicality of Social Spending,"
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- Maren Froemel, 2014. "Imperfect Financial Markets and the Cyclicality of Social Spending," Working Paper Series of the Department of Economics, University of Konstanz 2014-11, Department of Economics, University of Konstanz.
- Mr. Leonardo Martinez & Juan Carlos Hatchondo & Mr. Juan M. Sanchez, 2012.
"Mortgage Defaults,"
IMF Working Papers
2012/026, International Monetary Fund.
- Juan Carlos Hatchondo & Leonardo Martinez & Juan M. Sanchez, 2011. "Mortgage defaults," Working Paper 11-05, Federal Reserve Bank of Richmond.
- Juan Carlos Hatchondo & Leonardo Martinez & Juan M. Sanchez, 2015. "Mortgage Defaults," CAEPR Working Papers 2015-011, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Juan Carlos Hatchondo & Leonardo Martinez & Juan M. Sanchez, 2011. "Mortgage defaults," Working Papers 2011-019, Federal Reserve Bank of St. Louis.
- Carlos Hatchondo, Juan & Martinez, Leonardo & Sánchez, Juan M., 2015. "Mortgage defaults," Journal of Monetary Economics, Elsevier, vol. 76(C), pages 173-190.
- Youngsoo Jang, 2023. "Credit, Default, And Optimal Health Insurance," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 64(3), pages 943-977, August.
- Benjamin Born & Gernot J. Müller & Johannes Pfeifer, 2020.
"Does Austerity Pay Off?,"
The Review of Economics and Statistics, MIT Press, vol. 102(2), pages 323-338, May.
- Müller, Gernot & Pfeifer, Johannes & Born, Benjamin, 2015. "Does austerity pay off?," CEPR Discussion Papers 10425, C.E.P.R. Discussion Papers.
- Born, Benjamin & Müller, Gernot J. & Pfeifer, Johannes, 2015. "Does austerity pay off?," SAFE Working Paper Series 77, Leibniz Institute for Financial Research SAFE, revised 2015.
- Born, Benjamin & Müller, Gernot & Pfeifer, Johannes, 2014. "Does austerity pay off?," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100301, Verein für Socialpolitik / German Economic Association.
- Aguiar, Mark & Amador, Manuel, 2014. "Sovereign Debt," Handbook of International Economics, in: Gopinath, G. & Helpman, . & Rogoff, K. (ed.), Handbook of International Economics, edition 1, volume 4, chapter 0, pages 647-687, Elsevier.
- Yasin Kursat Onder, 2023.
"Optimal GDP-indexed Bonds,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 51, pages 747-777, December.
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"Overcoming the Original Sin: gains from local currency external debt,"
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484, Central Bank of Brazil, Research Department.
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"Sovereign defaults at home and abroad,"
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"Loss Aversion and Search for Yield in Emerging Markets Sovereign Debt,"
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"Voluntary Sovereign Debt Exchanges,"
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"Constrained efficient borrowing with sovereign default risk,"
2019 Meeting Papers
899, Society for Economic Dynamics.
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"Debt dilution, overborrowing, and sovereign default risk,"
2010 Meeting Papers
481, Society for Economic Dynamics.
Cited by:
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"Sudden stops, time inconsistency, and the duration of sovereign debt,"
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- Juan Carlos Hatchondo & Leonardo Martinez, 2013. "Sudden Stops, Time Inconsistency, and the Duration of Sovereign Debt," International Economic Journal, Taylor & Francis Journals, vol. 27(2), pages 217-228, June.
- Juan Carlos Hatchondo & Leonardo Martinez, 2013.
"Sudden stops, time inconsistency, and the duration of sovereign debt,"
Working Paper
13-08, Federal Reserve Bank of Richmond.
- Juan Carlos Hatchondo & Leonardo Martinez, 2009.
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08-02, Federal Reserve Bank of Richmond.
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"Why Do Emerging Economies Borrow Short Term?,"
2006 Meeting Papers
841, Society for Economic Dynamics.
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"Income inequality and sovereign default,"
Journal of Economic Dynamics and Control, Elsevier, vol. 95(C), pages 211-232.
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"Self-Fulfilling Debt Crises, Revisited,"
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"Forward Guidance and Durable Goods Demand,"
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"Improving Sovereign Debt Restructurings,"
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"Household Leverage and the Recession,"
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- Javier Bianchi & Juan Carlos Hatchondo & Leonardo Martinez, 2013. "International reserves and rollover risk," Working Paper 13-01, Federal Reserve Bank of Richmond.
- Javier Bianchi & Juan Carlos Hatchondo & Leonardo Martinez, 2016. "International Reserves and Rollover Risk," Working Papers 735, Federal Reserve Bank of Minneapolis.
- Javier Bianchi & Juan Carlos Hatchondo & Leonardo Martinez, 2018. "International Reserves and Rollover Risk," American Economic Review, American Economic Association, vol. 108(9), pages 2629-2670, September.
- Javier Bianchi & Juan Carlos Hatchondo, 2013. "International reserves and rollover risk," Globalization Institute Working Papers 151, Federal Reserve Bank of Dallas.
- Javier Bianchi & Juan Carlos Hatchondo & Mr. Leonardo Martinez, 2013. "International Reserves and Rollover Risk," IMF Working Papers 2013/033, International Monetary Fund.
- Carlo Strub & Andrew Clausen, 2014.
"A General and Intuitive Envelope Theorem,"
2014 Meeting Papers
235, Society for Economic Dynamics.
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- Andrew Clausen & Carlo Strub, 2016. "A General and Intuitive Envelope Theorem," Edinburgh School of Economics Discussion Paper Series 274, Edinburgh School of Economics, University of Edinburgh.
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"The stock of external sovereign debt: Can we take the data at ‘face value’?,"
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- Farzana Alamgir & Johnny Cotoc & Alok Johri, 2022.
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- Alok Johri & Johnny Cotoc, 2021. "The Bribe Rate and Long Run Differences in Sovereign Borrowing Costs," Department of Economics Working Papers 2021-02, McMaster University.
- Aguiar, M. & Chatterjee, S. & Cole, H. & Stangebye, Z., 2016.
"Quantitative Models of Sovereign Debt Crises,"
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- Christopher M. Gunn & Alok Johri, 2015.
"Financial News, Banks and Business Cycles,"
Department of Economics Working Papers
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- Alok Johri & Christopher M. Gunn, 2014. "Financial News, Banks and Business Cycles," Department of Economics Working Papers 2014-12, McMaster University.
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- Yan Bai & Jing Zhang, 2006.
"Financial Integration and International Risk Sharing,"
2006 Meeting Papers
371, Society for Economic Dynamics.
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- Yan Bai & Jing Zhang, 2009. "Financial Integration and International Risk Sharing," Working Papers 594, Research Seminar in International Economics, University of Michigan.
- Adrien Auclert, 2017.
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- Adrien Auclert, 2017. "Monetary Policy and the Redistribution Channel," NBER Working Papers 23451, National Bureau of Economic Research, Inc.
- Burcu Eyigungor & Satyajit Chatterjee, 2016. "Growth Regimes, Endogenous Elections, and Sovereign Default Risk," 2016 Meeting Papers 1058, Society for Economic Dynamics.
- Frank Kwabi & Andrews Owusu & Ernest Ezeani & Agyenim Boateng, 2024. "The impact of political uncertainty on the cost of capital," Review of Quantitative Finance and Accounting, Springer, vol. 62(4), pages 1397-1429, May.
- Alessandro Dovis & Luigi Bocola, 2015. "Indeterminacy in Sovereign Debt Markets: An Empirical Investigation," 2015 Meeting Papers 694, Society for Economic Dynamics.
- Kursat Onder, Yasin, 2016. "Asset backed contracts and sovereign risk," Journal of Economic Behavior & Organization, Elsevier, vol. 132(C), pages 237-252.
- Maximiliano Dvorkin & Emircan Yurdagul & Horacio Sapriza & Juan Sanchez, 2018. "Sovereign Debt Restructuring: A Dynamic Discrete Choice Approach," 2018 Meeting Papers 1273, Society for Economic Dynamics.
- Kieran Walsh, 2014. "Portfolio Choice and Partial Default in Emerging Markets: a quantitative analysis," 2014 Meeting Papers 789, Society for Economic Dynamics.
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- Philipp Engler & Christoph Große Steffen, 2014. "Sovereign Risk, Interbank Freezes, and Aggregate Fluctuations," Discussion Papers of DIW Berlin 1436, DIW Berlin, German Institute for Economic Research.
- Engler, Philipp & Große Steffen, Christoph, 2014. "Sovereign risk, interbank freezes, and aggregate fluctuations," Discussion Papers 2014/35, Free University Berlin, School of Business & Economics.
- Juan Carlos Hatchondo & Leonardo Martinez & Francisco Roch, 2015.
"Fiscal rules and the Sovereign Default Premium,"
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- Juan Carlos Hatchondo & Mr. Francisco Roch & Mr. Leonardo Martinez, 2012. "Fiscal Rules and the Sovereign Default Premium," IMF Working Papers 2012/030, International Monetary Fund.
- Juan Carlos Hatchondo & Leonardo Martinez & Francisco Roch, 2012. "Fiscal rules and the sovereign default premium," Working Paper 12-01, Federal Reserve Bank of Richmond.
- Leonardo Martinez & Francisco Roch & Juan Hatchondo, 2015. "Fiscal rules and the sovereign default premium," 2015 Meeting Papers 1262, Society for Economic Dynamics.
- Juan Carlos Hatchondo & Leonardo Martinez & Francisco Roch, 2022. "Fiscal Rules and the Sovereign Default Premium," American Economic Journal: Macroeconomics, American Economic Association, vol. 14(4), pages 244-273, October.
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- Carlos Thomas & Galo Nuño, 2016. "Monetary Policy and Sovereign Debt Vulnerability," 2016 Meeting Papers 329, Society for Economic Dynamics.
- Gabriel Cuadra & Manuel Ramos-Francia & Santiago Garcia-Verdu, 2018.
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- Juan Carlos Hatchondo & Leonardo Martinez, 2013.
"Sudden stops, time inconsistency, and the duration of sovereign debt,"
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13-08, Federal Reserve Bank of Richmond.
- Juan Carlos Hatchondo & Mr. Leonardo Martinez, 2013. "Sudden stops, time inconsistency, and the duration of sovereign debt," IMF Working Papers 2013/174, International Monetary Fund.
- Juan Carlos Hatchondo & Leonardo Martinez, 2013. "Sudden Stops, Time Inconsistency, and the Duration of Sovereign Debt," International Economic Journal, Taylor & Francis Journals, vol. 27(2), pages 217-228, June.
- Cesar Sosa-Padilla, 2012.
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- Cesar Sosa-Padilla, 2014. "Sovereign Defaults and Banking Crises," 2014 Meeting Papers 666, Society for Economic Dynamics.
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- Habib, Michel & Collard, Fabrice & Rochet, Jean Charles, 2016.
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"Inflation-default trade-off without a nominal anchor: The case of Greece,"
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"Monetary Independence and Rollover Crises,"
2019 Meeting Papers
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"Sovereign and Private Default Risks over the Business Cycle,"
VfS Annual Conference 2016 (Augsburg): Demographic Change
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- Cristina Arellano & Yan Bai & Gabriel Mihalache, 2019. "Monetary Policy and Sovereign Risk in Emerging Economies (NK-Default)," Department of Economics Working Papers 19-02-rev1, Stony Brook University, Department of Economics.
- Julio Blanco & Gaston Navarro, 2016. "The Unemployment Accelerator," CESifo Working Paper Series 6248, CESifo.
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- Juan Carlos Hatchondo & Leonardo Martinez & Horacio Sapriza, 2009.
"On the cyclicality of the interest rate in emerging economy models: solution methods matter,"
Working Paper
09-13, Federal Reserve Bank of Richmond.
Cited by:
- Juan Carlos Hatchondo & Leonardo Martinez & Horacio Sapriza, 2009.
"Heterogeneous Borrowers In Quantitative Models Of Sovereign Default,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 50(4), pages 1129-1151, November.
- Juan Carlos Hatchondo & Leonardo Martinez & Horacio Sapriza, 2008. "Heterogeneous borrowers in quantitative models of sovereign default," Working Paper 07-01, Federal Reserve Bank of Richmond.
- Edward S. Knotek & Stephen J. Terry, 2008. "Alternative methods of solving state-dependent pricing models," Research Working Paper RWP 08-10, Federal Reserve Bank of Kansas City.
- Juan Carlos Hatchondo & Leonardo Martinez & Horacio Sapriza, 2007. "The economics of sovereign defaults," Economic Quarterly, Federal Reserve Bank of Richmond, vol. 93(Spr), pages 163-187.
- Juan Carlos Hatchondo & Leonardo Martinez & Horacio Sapriza, 2009.
"Heterogeneous Borrowers In Quantitative Models Of Sovereign Default,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 50(4), pages 1129-1151, November.
- Juan Carlos Hatchondo & Leonardo Martinez & Horacio Sapriza, 2008.
"Heterogeneous borrowers in quantitative models of sovereign default,"
Working Paper
07-01, Federal Reserve Bank of Richmond.
- Juan Carlos Hatchondo & Leonardo Martinez & Horacio Sapriza, 2009. "Heterogeneous Borrowers In Quantitative Models Of Sovereign Default," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 50(4), pages 1129-1151, November.
Cited by:
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"Contagion of Financial Crises in Sovereing Debt Markets,"
Working Papers
0906, Centro de Investigacion Economica, ITAM.
- Lizarazo, Sandra, 2009. "Contagion of Financial Crises in Sovereign Debt Markets," MPRA Paper 20795, University Library of Munich, Germany, revised 06 Feb 2010.
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"Sovereign debt: election concerns and the democratic disadvantage,"
CAGE Online Working Paper Series
422, Competitive Advantage in the Global Economy (CAGE).
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- Amrita Dhillon & Andrew Pickering & Tomas Sjöström, 2016. "Sovereign Debt - Election Concerns and the Democratic Disadvantage," Discussion Papers 16/13, Department of Economics, University of York.
- Dhillon, Amrita & Pickering, Andrew & Sjöström, Tomas, 2016. "Sovereign Debt: Election Concerns and the Democratic Disadvantage," CAGE Online Working Paper Series 308, Competitive Advantage in the Global Economy (CAGE).
- Jeon, Kiyoung & Kabukcuoglu, Zeynep, 2018.
"Income inequality and sovereign default,"
Journal of Economic Dynamics and Control, Elsevier, vol. 95(C), pages 211-232.
- Kiyoung Jeon & Zeynep Yom, 2016. "Income Inequality and Sovereign Default," Villanova School of Business Department of Economics and Statistics Working Paper Series 29, Villanova School of Business Department of Economics and Statistics.
- Marina Azzimonti & Nirvana Mitra, 2022.
"Political Constraints and Sovereign Default,"
NBER Working Papers
29667, National Bureau of Economic Research, Inc.
- Azzimonti, Marina & Mitra, Nirvana, 2023. "Political constraints and sovereign default," Journal of International Money and Finance, Elsevier, vol. 137(C).
- Pablo D'Erasmo & Enrique G. Mendoza & Jing Zhang, 2015.
"What is a Sustainable Public Debt?,"
NBER Working Papers
21574, National Bureau of Economic Research, Inc.
- Pablo D'Erasmo & Enrique Mendoza & Jing Zhang, 2015. "What is a Sustainable Public Debt?," PIER Working Paper Archive 15-033, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 16 Apr 2015.
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"Resolving sovereign debt crises: the role of political risk,"
Oxford Economic Papers, Oxford University Press, vol. 71(2), pages 421-444.
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- Christoph Trebesch, 2018. "Resolving Sovereign Debt Crises: The Role of Political Risk," CESifo Working Paper Series 7161, CESifo.
- Aguiar, M. & Chatterjee, S. & Cole, H. & Stangebye, Z., 2016.
"Quantitative Models of Sovereign Debt Crises,"
Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 1697-1755,
Elsevier.
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"News and sovereign default risk in small open economies,"
Journal of International Economics, Elsevier, vol. 91(1), pages 1-17.
- Ricardo Nunes & Horacio Sapriza & Ceyhun Bora Durdu, 2010. "News and sovereign default risk in small open economies," 2010 Meeting Papers 1224, Society for Economic Dynamics.
- Ricardo Nunes & Horacio Sapriza & Bora Durdu, 2011. "News and sovereign default risk in small open economies," 2011 Meeting Papers 1355, Society for Economic Dynamics.
- C. Bora Durdu & Ricardo Nunes & Horacio Sapriza, 2013. "News and Sovereign Default Risk in Small Open Economies," Koç University-TUSIAD Economic Research Forum Working Papers 1309, Koc University-TUSIAD Economic Research Forum.
- Bora Durdu & Ricardo Nunes & Horacio Sapriza, 2010. "News and sovereign default risk in small open economies," International Finance Discussion Papers 997, Board of Governors of the Federal Reserve System (U.S.).
- Marina Azzimonti & Vincenzo Quadrini, 2018.
"International Spillovers and Bailouts,"
NBER Working Papers
25011, National Bureau of Economic Research, Inc.
- Marina Azzimonti & Vincenzo Quadrini, 2024. "International Spillovers and Bailouts," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 91(1), pages 77-128.
- Marina Azzimonti & Vincenzo Quadrini, 2019. "International Spillovers and Bailouts," Department of Economics Working Papers 19-06, Stony Brook University, Department of Economics.
- Juan Carlos Hatchondo & Leonardo Martinez & Francisco Roch, 2015.
"Fiscal rules and the Sovereign Default Premium,"
CAEPR Working Papers
2015-010, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Juan Carlos Hatchondo & Mr. Francisco Roch & Mr. Leonardo Martinez, 2012. "Fiscal Rules and the Sovereign Default Premium," IMF Working Papers 2012/030, International Monetary Fund.
- Juan Carlos Hatchondo & Leonardo Martinez & Francisco Roch, 2012. "Fiscal rules and the sovereign default premium," Working Paper 12-01, Federal Reserve Bank of Richmond.
- Leonardo Martinez & Francisco Roch & Juan Hatchondo, 2015. "Fiscal rules and the sovereign default premium," 2015 Meeting Papers 1262, Society for Economic Dynamics.
- Juan Carlos Hatchondo & Leonardo Martinez & Francisco Roch, 2022. "Fiscal Rules and the Sovereign Default Premium," American Economic Journal: Macroeconomics, American Economic Association, vol. 14(4), pages 244-273, October.
- Pablo D'Erasmo & Enrique G. Mendoza, 2013.
"Distributional Incentives in an Equilibrium Model of Domestic Sovereign Default,"
NBER Working Papers
19477, National Bureau of Economic Research, Inc.
- Pablo D'Erasmo & Enrique G. Mendoza, 2016. "Distributional Incentives In An Equilibrium Model Of Domestic Sovereign Default," Journal of the European Economic Association, European Economic Association, vol. 14(1), pages 7-44, February.
- Pablo D'Erasmo & Enrique G. Mendoza, 2016. "Distributional Incentives in an Equilibrium Model of Domestic Sovereign Default," Journal of the European Economic Association, European Economic Association, vol. 14(1), pages 7-44.
- Pablo D'Erasmo & Enrique G. Mendoza, 2016. "Distributional Incentives in an Equilibrium Model of Domestic Sovereign Default," Working Papers 16-23, Federal Reserve Bank of Philadelphia.
- Pablo D'Erasmo & Enrique Mendoza, 2015. "Distributional Incentives in an Equilibrium Model of Domestic Sovereign Default," PIER Working Paper Archive 15-031, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 27 Aug 2015.
- Pablo D'Erasmo & Enrique G. Mendoza, 2013. "Distributional Incentives in an Equilibrium Model of Domestic Sovereign Default," NBER Chapters, in: Sovereign Debt and Financial Crises, National Bureau of Economic Research, Inc.
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"Endogenous Political Turnover and Fluctuations in Sovereign Default Risk,"
Working Papers
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- Habib, Michel & Collard, Fabrice & Rochet, Jean Charles, 2016.
"The Reluctant Defaulter: A Tale of High Government Debt,"
CEPR Discussion Papers
11299, C.E.P.R. Discussion Papers.
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"Optimal fiscal policy and sovereign debt crises,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 37, pages 234-254, July.
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- Stefan Niemann & Paul Pichler, 2020. "Online Appendix to "Optimal fiscal policy and sovereign debt crises"," Online Appendices 18-382, Review of Economic Dynamics.
- Leonardo Martinez & Francisco Roch & Francisco Roldan & Jeromin Zettelmeyer, 2022.
"Sovereign Debt,"
Working Papers
167, Red Nacional de Investigadores en Economía (RedNIE).
- Mr. Leonardo Martinez & Mr. Francisco Roch & Francisco Roldán & Mr. Jeromin Zettelmeyer, 2022. "Sovereign Debt," IMF Working Papers 2022/122, International Monetary Fund.
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Journal of International Economics, Elsevier, vol. 89(2), pages 317-330.
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- Lizarazo, Sandra, 2010. "Default Risk and Risk Averse International Investors," MPRA Paper 20794, University Library of Munich, Germany.
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- Jing Zhang & Yun Jung Kim, 2010.
"Decentralized Borrowing and Centralized Default,"
2010 Meeting Papers
1288, Society for Economic Dynamics.
- Yun Jung Kim & Jing Zhang, 2010. "Decentralized Borrowing and Centralized Default," Working Papers 596, Research Seminar in International Economics, University of Michigan.
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- Stefan Eichler, 2017. "How Do Political Factors Shape the Bank Risk–Sovereign Risk Nexus in Emerging Markets?," Review of Development Economics, Wiley Blackwell, vol. 21(3), pages 451-474, August.
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"Fiscal Policy and Default Risk in Emerging Markets,"
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- Juan M. Sanchez & Horacio Sapriza & Gabriel Cuadra, 2009. "Fiscal Policy and Default Risk in Emerging Markets," 2009 Meeting Papers 701, Society for Economic Dynamics.
- Gabriel Cuadra & Juan M. Sanchez & Horacio Sapriza, 2009. "Fiscal policy and default risk in emerging markets," Working Paper 09-01, Federal Reserve Bank of Richmond.
- Gabriel Cuadra & Juan Sanchez & Horacio Sapriza, 2010. "Fiscal Policy and Default Risk in Emerging Markets," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 13(2), pages 452-469, April.
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"Sovereign default, private sector creditors, and the IFIs,"
Journal of International Economics, Elsevier, vol. 83(1), pages 70-82, January.
- Ms. Emine Boz, 2009. "Sovereign Default, Private Sector Creditors and the IFIs," IMF Working Papers 2009/046, International Monetary Fund.
- Sandra Lizarazo & Jose Maria Da-Rocha, 2009. "Money, Credit and Default," Working Papers 0908, Centro de Investigacion Economica, ITAM.
- Juan Carlos Hatchondo & Leonardo Martinez & Cesar Sosa-Padilla, 2015.
"Debt Dilution and Sovereign Default Risk,"
CAEPR Working Papers
2015-012, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Juan Carlos Hatchondo & Leonardo Martinez & Cesar Sosa-Padilla, 2014. "Debt Dilution and Sovereign Default Risk," Department of Economics Working Papers 2014-06, McMaster University.
- Leonardo Martinez & Cesar Sosa Padilla & Juan Hatchondo, 2012. "Debt dilution and sovereign default risk," 2012 Meeting Papers 974, Society for Economic Dynamics.
- Juan Carlos Hatchondo & Leonardo Martinez & César Sosa-Padilla, 2016. "Debt Dilution and Sovereign Default Risk," Journal of Political Economy, University of Chicago Press, vol. 124(5), pages 1383-1422.
- Mr. Leonardo Martinez & Juan Carlos Hatchondo & Cesar Sosa Padilla, 2011. "Debt Dilution and Sovereign Default Risk," IMF Working Papers 2011/070, International Monetary Fund.
- Juan Carlos Hatchondo & Leonardo Martinez, 2012. "Debt dilution and sovereign default risk," Working Paper 10-08, Federal Reserve Bank of Richmond.
- Almuth Scholl, 2015.
"The Dynamics of Sovereign Default Risk and Political Turnover,"
Working Paper Series of the Department of Economics, University of Konstanz
2015-05, Department of Economics, University of Konstanz.
- Scholl, Almuth, 2017. "The dynamics of sovereign default risk and political turnover," Journal of International Economics, Elsevier, vol. 108(C), pages 37-53.
- Cristina Arellano & Gabriel Mihalache & Yan Bai, 2018.
"Inflation Targeting with Sovereign Default Risk,"
2018 Meeting Papers
851, Society for Economic Dynamics.
- Cristina Arellano & Yan Bai & Gabriel Mihalache, 2018. "Inflation Targeting with Sovereign Default Risk," Department of Economics Working Papers 18-14, Stony Brook University, Department of Economics.
- Cristina Arellano & Yan Bai & Gabriel Mihalache, 2019. "Monetary Policy and Sovereign Risk in Emerging Economies (NK-Default)," Department of Economics Working Papers 19-02, Stony Brook University, Department of Economics.
- Cristina Arellano & Yan Bai & Gabriel P. Mihalache, 2020. "Monetary Policy and Sovereign Risk in Emerging Economies (NK-Default)," NBER Working Papers 26671, National Bureau of Economic Research, Inc.
- Cristina Arellano & Gabriel Mihalache & Yan Bai, 2019. "Inflation Targeting with Sovereign Default Risk," 2019 Meeting Papers 239, Society for Economic Dynamics.
- Cristina Arellano & Yan Bai & Gabriel Mihalache, 2019. "Monetary Policy and Sovereign Risk in Emerging Economies (NK-Default)," Department of Economics Working Papers 19-02-rev1, Stony Brook University, Department of Economics.
- Juan Carlos Hatchondo & Leonardo Martinez & Horacio Sapriza, 2009. "On the cyclicality of the interest rate in emerging economy models: solution methods matter," Working Paper 09-13, Federal Reserve Bank of Richmond.
- Fink, Fabian & Scholl, Almuth, 2016.
"A quantitative model of sovereign debt, bailouts and conditionality,"
Journal of International Economics, Elsevier, vol. 98(C), pages 176-190.
- Fabian Fink & Almuth Scholl, 2011. "A Quantitative Model of Sovereign Debt, Bailouts and Conditionality," Working Paper Series of the Department of Economics, University of Konstanz 2011-46, Department of Economics, University of Konstanz.
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- Asonuma, Tamon, 2012.
"Serial default and debt renegotiation,"
MPRA Paper
55139, University Library of Munich, Germany.
- Tamon Asonuma, 2010. "Serial Default and Debt Renegotiation," 2010 Meeting Papers 169, Society for Economic Dynamics.
- Aguiar, Mark & Amador, Manuel, 2014. "Sovereign Debt," Handbook of International Economics, in: Gopinath, G. & Helpman, . & Rogoff, K. (ed.), Handbook of International Economics, edition 1, volume 4, chapter 0, pages 647-687, Elsevier.
- Qian, Rong, 2012. "Why do some countries default more often than others ? the role of institutions," Policy Research Working Paper Series 5993, The World Bank.
- Phan, Toan, 2017. "A model of sovereign debt with private information," Journal of Economic Dynamics and Control, Elsevier, vol. 83(C), pages 1-17.
- Marina Azzimonti & Vincenzo Quadrini, 2019. "International spillovers and `ex-ante' efficient bailouts," 2019 Meeting Papers 318, Society for Economic Dynamics.
- Ionut Cotoc & Alok Johri & Cesar Sosa-Padilla, 2018.
"Debt, Defaults and Dogma: politics and the dynamics of sovereign debt markets,"
2018 Meeting Papers
1125, Society for Economic Dynamics.
- Johnny Cotoc & Alok Johri & Cesar Sosa-Padilla, 2018. "Debt, Defaults and Dogma: politics and the dynamics of sovereign debt markets," Department of Economics Working Papers 2018-13, McMaster University.
- Ma, Qingyin & Stachurski, John & Toda, Alexis Akira, 2022.
"Unbounded dynamic programming via the Q-transform,"
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- Mihalache, Gabriel, 2020.
"Sovereign default resolution through maturity extension,"
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- Gabriel Mihalache, 2017. "Sovereign Default Resolution Through Maturity Extension," Department of Economics Working Papers 17-08, Stony Brook University, Department of Economics.
- Juan Carlos Hatchondo & Leonardo Martinez, 2009.
"Long-duration bonds and sovereign defaults,"
Working Paper
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- Hatchondo, Juan Carlos & Martinez, Leonardo, 2009. "Long-duration bonds and sovereign defaults," Journal of International Economics, Elsevier, vol. 79(1), pages 117-125, September.
- Juan Hatchondo & Francisco Roch & Leonardo Martinez, 2019.
"Constrained efficient borrowing with sovereign default risk,"
2019 Meeting Papers
899, Society for Economic Dynamics.
- Juan Carlos Hatchondo & Leonardo Martinez & Francisco Roch, 2022. "Constrained Efficient Borrowing with Sovereign Default Risk," Working Papers 126, Red Nacional de Investigadores en Economía (RedNIE).
- Juan Carlos Hatchondo & Mr. Leonardo Martinez & Mr. Francisco Roch, 2020. "Constrained Efficient Borrowing with Sovereign Default Risk," IMF Working Papers 2020/227, International Monetary Fund.
- Markus Jorra, 2011. "The Heterogeneity of Default Costs: Evidence from Recent Sovereign Debt Crises," MAGKS Papers on Economics 201151, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Scholl, Almuth, 2023.
"The politics of redistribution and sovereign default,"
Working Papers
13, University of Konstanz, Cluster of Excellence "The Politics of Inequality. Perceptions, Participation and Policies".
- Scholl, Almuth, 2024. "The politics of redistribution and sovereign default," Journal of International Economics, Elsevier, vol. 148(C).
- Juan Carlos Hatchondo & Leonardo Martinez & Horacio Sapriza, 2007. "The economics of sovereign defaults," Economic Quarterly, Federal Reserve Bank of Richmond, vol. 93(Spr), pages 163-187.
- Daude, Christian, 2012. "Sovereign default risk and volatility," Economics Letters, Elsevier, vol. 114(1), pages 47-50.
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"Recent Developments In Quantitative Models Of Sovereign Default,"
Journal of Economic Surveys, Wiley Blackwell, vol. 27(4), pages 605-633, September.
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- Tavares, Tiago, 2015. "Labor Market Distortions under Sovereign Default Crises," MPRA Paper 66964, University Library of Munich, Germany.
- Timm M. Prein & Almuth Scholl, 2018.
"The Impact of Bailouts on Political Turnover and Sovereign Default Risk,"
Working Paper Series of the Department of Economics, University of Konstanz
2018-04, Department of Economics, University of Konstanz.
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"Sovereign Debt Sustainability In Advanced Economies,"
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- Ludwig, Maximilian, 2013. "Government Debt and Default in a Minimal State," Working Papers 30/2013, Universidade Portucalense, Centro de Investigação em Gestão e Economia (CIGE).
- Sandra Lizarazo & Horacio Sapriza & Javier Bianchi, 2014. "Sovereign Default and Government’s Bailouts," 2014 Meeting Papers 1297, Society for Economic Dynamics.
- Ludwig, Maximilian, 2014. "How well do we understand sovereign debt crisis? Evidence from Latin America," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100531, Verein für Socialpolitik / German Economic Association.
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- Cristina Arellano & Yan Bai & Gabriel Mihalache, 2020.
"Monetary Policy and Sovereign Risk in Emerging Economies (NK-Default),"
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592, Federal Reserve Bank of Minneapolis.
- Cristina Arellano & Yan Bai & Gabriel Mihalache, 2019. "Monetary Policy and Sovereign Risk in Emerging Economies (NK-Default)," Department of Economics Working Papers 19-02, Stony Brook University, Department of Economics.
- Cristina Arellano & Yan Bai & Gabriel P. Mihalache, 2020. "Monetary Policy and Sovereign Risk in Emerging Economies (NK-Default)," NBER Working Papers 26671, National Bureau of Economic Research, Inc.
- Cristina Arellano & Yan Bai & Gabriel Mihalache, 2019. "Monetary Policy and Sovereign Risk in Emerging Economies (NK-Default)," Department of Economics Working Papers 19-02-rev1, Stony Brook University, Department of Economics.
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- Jonathan Heathcote & Fabrizio Perri, 2004. "The international diversification puzzle is not as bad as you think," 2004 Meeting Papers 152, Society for Economic Dynamics.
- Jonathan Heathcote & Fabrizio Perri, 2007. "The International Diversification Puzzle Is Not As Bad As You Think," NBER Working Papers 13483, National Bureau of Economic Research, Inc.
- Jonathan Heathcote & Fabrizio Perri, 2007. "The international diversification puzzle is not as bad as you think," Staff Report 398, Federal Reserve Bank of Minneapolis.
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"The International Diversification Puzzle is Not as Bad as You Think,"
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"A Quantitative Model of Competitive Asset Pricing Under Private Information,"
2005 Meeting Papers
464, Society for Economic Dynamics.
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"The value of information with heterogeneous agents and partially revealing prices,"
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05-06, Federal Reserve Bank of Richmond.
- Juan Hatchondo, 2004. "The value of information with heterogeneous agents and partially revealing prices," Econometric Society 2004 North American Summer Meetings 175, Econometric Society.
- Juan Carlos Hatchondo, 2005.
"The value of information with heterogeneous agents and partially revealing prices,"
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- Juan Hatchondo, 2004.
"The value of information with heterogeneous agents and partially revealing prices,"
Econometric Society 2004 North American Summer Meetings
175, Econometric Society.
- Juan Carlos Hatchondo, 2005. "The value of information with heterogeneous agents and partially revealing prices," Working Paper 05-06, Federal Reserve Bank of Richmond.
Cited by:
- Elyès Jouini & Clotilde Napp, 2008. "Are More Risk-Averse Agents More Optimistic? Insights from a Simple Rational Expectations Equilibrium Model," Post-Print halshs-00176630, HAL.
Articles
- Javier Bianchi & Juan Carlos Hatchondo & Leonardo Martinez, 2018.
"International Reserves and Rollover Risk,"
American Economic Review, American Economic Association, vol. 108(9), pages 2629-2670, September.
See citations under working paper version above.
- Javier Bianchi & Juan Carlos Hatchondo & Leonardo Martinez, 2013. "International reserves and rollover risk," Working Paper 13-01, Federal Reserve Bank of Richmond.
- Javier Bianchi & Juan Carlos Hatchondo & Leonardo Martinez, 2016. "International Reserves and Rollover Risk," Working Papers 735, Federal Reserve Bank of Minneapolis.
- Javier Bianchi & Juan Carlos Hatchondo & Leonardo Martinez, 2012. "International Reserves and Rollover Risk," NBER Working Papers 18628, National Bureau of Economic Research, Inc.
- Javier Bianchi & Juan Carlos Hatchondo, 2013. "International reserves and rollover risk," Globalization Institute Working Papers 151, Federal Reserve Bank of Dallas.
- Javier Bianchi & Juan Carlos Hatchondo & Mr. Leonardo Martinez, 2013. "International Reserves and Rollover Risk," IMF Working Papers 2013/033, International Monetary Fund.
- Hatchondo, Juan Carlos & Martinez, Leonardo & Onder, Yasin Kursat, 2017.
"Non-defaultable debt and sovereign risk,"
Journal of International Economics, Elsevier, vol. 105(C), pages 217-229.
See citations under working paper version above.
- Juan Carlos Hatchondo & Mr. Leonardo Martinez & Yasin Kursat Onder, 2014. "Non-Defaultable Debt and Sovereign Risk," IMF Working Papers 2014/198, International Monetary Fund.
- Yasin Kursat Onder & Leonardo Martinez & Juan Hatchondo, 2016. "Non-Defaultable Debt and Sovereign Risk," 2016 Meeting Papers 1297, Society for Economic Dynamics.
- Juan Carlos Hatchondo & Leonardo Martinez & César Sosa-Padilla, 2016.
"Debt Dilution and Sovereign Default Risk,"
Journal of Political Economy, University of Chicago Press, vol. 124(5), pages 1383-1422.
See citations under working paper version above.
- Juan Carlos Hatchondo & Leonardo Martinez & Cesar Sosa-Padilla, 2014. "Debt Dilution and Sovereign Default Risk," Department of Economics Working Papers 2014-06, McMaster University.
- Leonardo Martinez & Cesar Sosa Padilla & Juan Hatchondo, 2012. "Debt dilution and sovereign default risk," 2012 Meeting Papers 974, Society for Economic Dynamics.
- Mr. Leonardo Martinez & Juan Carlos Hatchondo & Cesar Sosa Padilla, 2011. "Debt Dilution and Sovereign Default Risk," IMF Working Papers 2011/070, International Monetary Fund.
- Juan Carlos Hatchondo & Leonardo Martinez, 2012. "Debt dilution and sovereign default risk," Working Paper 10-08, Federal Reserve Bank of Richmond.
- Juan Carlos Hatchondo & Leonardo Martinez & Cesar Sosa-Padilla, 2015. "Debt Dilution and Sovereign Default Risk," CAEPR Working Papers 2015-012, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Carlos Hatchondo, Juan & Martinez, Leonardo & Sánchez, Juan M., 2015.
"Mortgage defaults,"
Journal of Monetary Economics, Elsevier, vol. 76(C), pages 173-190.
See citations under working paper version above.
- Juan Carlos Hatchondo & Leonardo Martinez & Juan M. Sanchez, 2011. "Mortgage defaults," Working Paper 11-05, Federal Reserve Bank of Richmond.
- Juan Carlos Hatchondo & Leonardo Martinez & Juan M. Sanchez, 2015. "Mortgage Defaults," CAEPR Working Papers 2015-011, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Juan Carlos Hatchondo & Leonardo Martinez & Juan M. Sanchez, 2011. "Mortgage defaults," Working Papers 2011-019, Federal Reserve Bank of St. Louis.
- Mr. Leonardo Martinez & Juan Carlos Hatchondo & Mr. Juan M. Sanchez, 2012. "Mortgage Defaults," IMF Working Papers 2012/026, International Monetary Fund.
- Hatchondo, Juan Carlos & Martinez, Leonardo & Sosa Padilla, César, 2014.
"Voluntary sovereign debt exchanges,"
Journal of Monetary Economics, Elsevier, vol. 61(C), pages 32-50.
See citations under working paper version above.
- Juan Carlos Hatchondo & Leonardo Martinez & Cesar Sosa Padilla, 2013. "Voluntary Sovereign Debt Exchanges," Department of Economics Working Papers 2013-13, McMaster University.
- Juan Carlos Hatchondo & Leonardo Martinez & Juan M. Sanchez, 2013.
"Life cycle patterns and boom-bust dynamics in U.S. housing prices,"
Economic Synopses, Federal Reserve Bank of St. Louis.
Cited by:
- Danilo Liberati & Valerio Vacca, 2016. "With (more than) a little help from my bank. Loan-to-value ratios and access to mortgages in Italy," Questioni di Economia e Finanza (Occasional Papers) 315, Bank of Italy, Economic Research and International Relations Area.
- Juan Carlos Hatchondo & Leonardo Martinez & Juan M. Sanchez, 2013.
"Europe may provide lessons on preventing mortgage defaults,"
The Regional Economist, Federal Reserve Bank of St. Louis, issue July.
Cited by:
- Ron Harris & Asher Meir, 2016. "Recourse Structure of Mortgages: A Comparison between the US and Europe," ifo DICE Report, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 13(04), pages 15-22, February.
- Mr. Leonardo Martinez & Juan Carlos Hatchondo & Mr. Juan M. Sanchez, 2012.
"Mortgage Defaults,"
IMF Working Papers
2012/026, International Monetary Fund.
- Juan Carlos Hatchondo & Leonardo Martinez & Juan M. Sanchez, 2011. "Mortgage defaults," Working Paper 11-05, Federal Reserve Bank of Richmond.
- Juan Carlos Hatchondo & Leonardo Martinez & Juan M. Sanchez, 2015. "Mortgage Defaults," CAEPR Working Papers 2015-011, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Juan Carlos Hatchondo & Leonardo Martinez & Juan M. Sanchez, 2011. "Mortgage defaults," Working Papers 2011-019, Federal Reserve Bank of St. Louis.
- Carlos Hatchondo, Juan & Martinez, Leonardo & Sánchez, Juan M., 2015. "Mortgage defaults," Journal of Monetary Economics, Elsevier, vol. 76(C), pages 173-190.
- Morris A. Davis & Stijn Van Nieuwerburgh, 2014.
"Housing, Finance and the Macroeconomy,"
NBER Working Papers
20287, National Bureau of Economic Research, Inc.
- Davis, Morris A. & Van Nieuwerburgh, Stijn, 2015. "Housing, Finance, and the Macroeconomy," Handbook of Regional and Urban Economics, in: Gilles Duranton & J. V. Henderson & William C. Strange (ed.), Handbook of Regional and Urban Economics, edition 1, volume 5, chapter 0, pages 753-811, Elsevier.
- Billio, Monica & Dufour, Alfonso & Segato, Samuele & Varotto, Simone, 2023. "Complexity and the default risk of mortgage-backed securities," Journal of Banking & Finance, Elsevier, vol. 155(C).
- Juan Carlos Hatchondo & Leonardo Martinez, 2013.
"Sudden Stops, Time Inconsistency, and the Duration of Sovereign Debt,"
International Economic Journal, Taylor & Francis Journals, vol. 27(2), pages 217-228, June.
See citations under working paper version above.
- Juan Carlos Hatchondo & Leonardo Martinez, 2013. "Sudden stops, time inconsistency, and the duration of sovereign debt," Working Paper 13-08, Federal Reserve Bank of Richmond.
- Juan Carlos Hatchondo & Mr. Leonardo Martinez, 2013. "Sudden stops, time inconsistency, and the duration of sovereign debt," IMF Working Papers 2013/174, International Monetary Fund.
- Juan Carlos Hatchondo & Leonardo Martinez, 2012.
"On the benefits of GDP-indexed government debt: lessons from a model of sovereign defaults,"
Economic Quarterly, Federal Reserve Bank of Richmond, vol. 98(2Q), pages 139-157.
Cited by:
- Lopez-Martin, Bernabe & Leal, Julio & Martinez Fritscher, Andre, 2019.
"Commodity price risk management and fiscal policy in a sovereign default model,"
Journal of International Money and Finance, Elsevier, vol. 96(C), pages 304-323.
- López-Martín Bernabé & Leal-Ordoñez Julio C & Martínez André, 2017. "Commodity Price Risk Management and Fiscal Policy in a Sovereign Default Model," Working Papers 2017-04, Banco de México.
- Bernabe Lopez-Martin & Julio Leal & Andre Martinez Fritscher, 2017. "Commodity price risk management and fiscal policy in a sovereign default model," BIS Working Papers 620, Bank for International Settlements.
- Dvorkin, Maximiliano & Sanchez, Juan M. & Sapriza, Horacio & Yurdagul, Emircan, 2022.
"Improving Sovereign Debt Restructurings,"
CEPR Discussion Papers
17223, C.E.P.R. Discussion Papers.
- Dvorkin, Maximiliano & Sánchez, Juan M. & Sapriza, Horacio & Yurdagul, Emircan, 2022. "Improving sovereign debt restructurings," Journal of Economic Dynamics and Control, Elsevier, vol. 139(C).
- Maximiliano Dvorkin & Juan M. Sanchez & Horacio Sapriza & Emircan Yurdagul, 2019. "Improving Sovereign Debt Restructurings," Working Papers 2019-36, Federal Reserve Bank of St. Louis, revised 06 Apr 2022.
- Maximiliano Dvorkin & Juan M. Sanchez & Horacio Sapriza & Emircan Yurdagul, 2022. "Improving Sovereign Debt Restructurings," Working Paper 22-06, Federal Reserve Bank of Richmond.
- Consiglio, Andrea & Zenios, Stavros A., 2015. "The Case for Contingent Convertible Debt for Sovereignst," Working Papers 15-13, University of Pennsylvania, Wharton School, Weiss Center.
- Leonardo Martinez & Francisco Roch & Francisco Roldan & Jeromin Zettelmeyer, 2022.
"Sovereign Debt,"
Working Papers
167, Red Nacional de Investigadores en Economía (RedNIE).
- Mr. Leonardo Martinez & Mr. Francisco Roch & Francisco Roldán & Mr. Jeromin Zettelmeyer, 2022. "Sovereign Debt," IMF Working Papers 2022/122, International Monetary Fund.
- Leonardo Martinez & Francisco Roch & Francisco Roldán & Jeromin Zettelmeyer, 2023. "Sovereign debt," Chapters, in: Refet S. Gürkaynak & Jonathan H. Wright (ed.), Research Handbook of Financial Markets, chapter 17, pages 378-405, Edward Elgar Publishing.
- Sosa-Padilla, César & Sturzenegger, Federico, 2023.
"Does it matter how central banks accumulate reserves? Evidence from sovereign spreads,"
Journal of International Economics, Elsevier, vol. 140(C).
- César Sosa-Padilla & Federico Sturzenegger, 2021. "Does It Matter How Central Banks Accumulate Reserves? Evidence from Sovereign Spreads," Working Papers 79, Red Nacional de Investigadores en Economía (RedNIE).
- César Sosa-Padilla & Federico Sturzenegger, 2021. "Does It Matter How Central Banks Accumulate Reserves? Evidence from Sovereign Spreads," NBER Working Papers 28973, National Bureau of Economic Research, Inc.
- Juan Carlos Hatchondo & Mr. Leonardo Martinez & Kursat Onder & Mr. Francisco Roch, 2022.
"Sovereign Cocos,"
IMF Working Papers
2022/078, International Monetary Fund.
- Juan Carlos Hatchondo & Leonardo Martinez & Yasin Kürsat Önder & Francisco Roch, 2022. "Sovereign Cocos," Working Papers 139, Red Nacional de Investigadores en Economía (RedNIE).
- Consiglio Andrea & Zenios Stavros A., 2018. "Contingent Convertible Bonds for Sovereign Debt Risk Management," Journal of Globalization and Development, De Gruyter, vol. 9(1), pages 1-24, June.
- Levy, Antoine & Ricci, Luca Antonio & Werner, Alejandro, 2020.
"The Sources of Fiscal Fluctuations,"
CEPR Discussion Papers
15450, C.E.P.R. Discussion Papers.
- Antoine Levy & Mr. Luca A Ricci & Alejandro M. Werner, 2020. "The Sources of Fiscal Fluctuations," IMF Working Papers 2020/220, International Monetary Fund.
- Kalamov, Zarko Y. & Zimmermann, Karl J., 2023. "GDP-linked bonds and economic growth," Journal of International Money and Finance, Elsevier, vol. 137(C).
- Yasin Kursat Onder, 2023.
"Optimal GDP-indexed Bonds,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 51, pages 747-777, December.
- Yasin Kursat Onder, 2023. "Code and data files for "Optimal GDP-indexed Bonds"," Computer Codes 21-334, Review of Economic Dynamics.
- Yasin Kürsat Önder, 2022. "Optimal GDP-indexed Bonds," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 22/1056, Ghent University, Faculty of Economics and Business Administration.
- Juan Carlos Hatchondo & Leonardo Martinez & Yasin Kürsat Önder & Francisco Roch, 2024. "Sovereign CoCos and debt forgiveness," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 24/1096, Ghent University, Faculty of Economics and Business Administration.
- Ma, Chang & Valencia, Fabián, 2024. "Welfare gains from market insurance: The case of Mexican oil price risk," Journal of International Money and Finance, Elsevier, vol. 142(C).
- Enrico Mallucci, 2020.
"Natural Disasters, Climate Change, and Sovereign Risk,"
International Finance Discussion Papers
1291r1, Board of Governors of the Federal Reserve System (U.S.), revised 14 Oct 2020.
- Enrico Mallucci, 2020. "Natural Disasters, Climate Change, and Sovereign Risk," FEDS Notes 2020-12-18-1, Board of Governors of the Federal Reserve System (U.S.).
- Mallucci, Enrico, 2022. "Natural disasters, climate change, and sovereign risk," Journal of International Economics, Elsevier, vol. 139(C).
- Yan Liu & Ramon Marimon & Adrien Wicht, 2022.
"Making sovereign debt safe with a financial stability fund,"
Economics Working Papers
1829, Department of Economics and Business, Universitat Pompeu Fabra.
- Yan Liu & Ramon Marimon & Adrien Wicht, 2022. "Making Sovereign Debt Safe with a Financial Stability Fund," Working Papers 1331, Barcelona School of Economics.
- Liu, Yan & Marimon, Ramon & Wicht, Adrien, 2023. "Making sovereign debt safe with a financial stability fund," Journal of International Economics, Elsevier, vol. 145(C).
- Pina, Gonçalo, 2024. "State-contingent debt with lender risk aversion," The Quarterly Review of Economics and Finance, Elsevier, vol. 94(C), pages 180-189.
- Lopez-Martin, Bernabe & Leal, Julio & Martinez Fritscher, Andre, 2019.
"Commodity price risk management and fiscal policy in a sovereign default model,"
Journal of International Money and Finance, Elsevier, vol. 96(C), pages 304-323.
- Juan Carlos Hatchondo & Leonardo Martinez, 2011.
"Legal protection to foreign investors,"
Economic Quarterly, Federal Reserve Bank of Richmond, vol. 97(2Q), pages 175-187.
Cited by:
- Leonardo Martinez & Francisco Roch & Francisco Roldan & Jeromin Zettelmeyer, 2022.
"Sovereign Debt,"
Working Papers
167, Red Nacional de Investigadores en Economía (RedNIE).
- Mr. Leonardo Martinez & Mr. Francisco Roch & Francisco Roldán & Mr. Jeromin Zettelmeyer, 2022. "Sovereign Debt," IMF Working Papers 2022/122, International Monetary Fund.
- Leonardo Martinez & Francisco Roch & Francisco Roldán & Jeromin Zettelmeyer, 2023. "Sovereign debt," Chapters, in: Refet S. Gürkaynak & Jonathan H. Wright (ed.), Research Handbook of Financial Markets, chapter 17, pages 378-405, Edward Elgar Publishing.
- Juan Carlos Hatchondo & Leonardo Martinez & Cesar Sosa Padilla, 2013.
"Voluntary Sovereign Debt Exchanges,"
Department of Economics Working Papers
2013-13, McMaster University.
- Hatchondo, Juan Carlos & Martinez, Leonardo & Sosa Padilla, César, 2014. "Voluntary sovereign debt exchanges," Journal of Monetary Economics, Elsevier, vol. 61(C), pages 32-50.
- Leonardo Martinez & Francisco Roch & Francisco Roldan & Jeromin Zettelmeyer, 2022.
"Sovereign Debt,"
Working Papers
167, Red Nacional de Investigadores en Economía (RedNIE).
- Renee Courtois Haltom & Juan Carlos Hatchondo, 2011.
"How might the Fed's large-scale asset purchases lower long-term interest rates?,"
Richmond Fed Economic Brief, Federal Reserve Bank of Richmond, issue Jan.
Cited by:
- Martina Cecioni & Giuseppe Ferrero & Alessandro Secchi, 2011.
"Unconventional Monetary Policy in Theory and in Practice,"
Questioni di Economia e Finanza (Occasional Papers)
102, Bank of Italy, Economic Research and International Relations Area.
- Martina Cecioni & Giuseppe Ferrero & Alessandro Secchi, 2018. "Unconventional Monetary Policy in Theory and in Practice," World Scientific Book Chapters, in: Douglas D Evanoff & George G Kaufman & A G Malliaris (ed.), Innovative Federal Reserve Policies During the Great Financial Crisis, chapter 1, pages 1-36, World Scientific Publishing Co. Pte. Ltd..
- Martina Cecioni & Giuseppe Ferrero & Alessandro Secchi, 2011.
"Unconventional Monetary Policy in Theory and in Practice,"
Questioni di Economia e Finanza (Occasional Papers)
102, Bank of Italy, Economic Research and International Relations Area.
- Juan Carlos Hatchondo & Leonardo Martinez & Horacio Sapriza, 2010.
"Quantitative properties of sovereign default models: solution methods,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 13(4), pages 919-933, October.
See citations under working paper version above.
- Juan Carlos Hatchondo & Leonardo Martinez & Horacio Sapriza, 2010. "Code and data files for "Quantitative properties of sovereign default models: solution methods matter"," Computer Codes 08-133, Review of Economic Dynamics.
- Juan Carlos Hatchondo & Leonardo Martinez & Horacio Sapriza, 2010. "Online Appendix to "Quantitative properties of sovereign default models: solution methods"," Online Appendices 08-133, Review of Economic Dynamics.
- Renee Courtois & Brian Gaines & Juan Carlos Hatchondo, 2010.
"Is a new asset bubble emerging in certain markets?,"
Richmond Fed Economic Brief, Federal Reserve Bank of Richmond, issue Feb.
Cited by:
- Guidolin, Massimo & Tam, Yu Man, 2013.
"A yield spread perspective on the great financial crisis: Break-point test evidence,"
International Review of Financial Analysis, Elsevier, vol. 26(C), pages 18-39.
- Massimo Guidolin & Yu Man Tam, 2010. "A yield spread perspective on the great financial crisis: break-point test evidence," Working Papers 2010-026, Federal Reserve Bank of St. Louis.
- Guidolin, Massimo & Tam, Yu Man, 2013.
"A yield spread perspective on the great financial crisis: Break-point test evidence,"
International Review of Financial Analysis, Elsevier, vol. 26(C), pages 18-39.
- Juan Carlos Hatchondo & Leonardo Martinez, 2010.
"The politics of sovereign defaults,"
Economic Quarterly, Federal Reserve Bank of Richmond, vol. 96(3Q), pages 291-317.
Cited by:
- Marina Azzimonti & Nirvana Mitra, 2022.
"Political Constraints and Sovereign Default,"
NBER Working Papers
29667, National Bureau of Economic Research, Inc.
- Azzimonti, Marina & Mitra, Nirvana, 2023. "Political constraints and sovereign default," Journal of International Money and Finance, Elsevier, vol. 137(C).
- Christoph Trebesch, 2019.
"Resolving sovereign debt crises: the role of political risk,"
Oxford Economic Papers, Oxford University Press, vol. 71(2), pages 421-444.
- Trebesch, Christoph, 2018. "Resolving sovereign debt crises: The role of political risk," Kiel Working Papers 2111, Kiel Institute for the World Economy (IfW Kiel).
- Christoph Trebesch, 2018. "Resolving Sovereign Debt Crises: The Role of Political Risk," CESifo Working Paper Series 7161, CESifo.
- Satyajit Chatterjee & Burcu Eyigungor, 2017.
"Endogenous Political Turnover and Fluctuations in Sovereign Default Risk,"
Working Papers
17-1, Federal Reserve Bank of Philadelphia.
- Chatterjee, Satyajit & Eyigungor, Burcu, 2019. "Endogenous political turnover and fluctuations in sovereign default risk," Journal of International Economics, Elsevier, vol. 117(C), pages 37-50.
- Farzana Alamgir & Alok Johri, 2022. "International Sovereign Spread Differences and the Poverty of Nations," Department of Economics Working Papers 2022-06, McMaster University.
- Almuth Scholl, 2015.
"The Dynamics of Sovereign Default Risk and Political Turnover,"
Working Paper Series of the Department of Economics, University of Konstanz
2015-05, Department of Economics, University of Konstanz.
- Scholl, Almuth, 2017. "The dynamics of sovereign default risk and political turnover," Journal of International Economics, Elsevier, vol. 108(C), pages 37-53.
- Eberhardt, Markus, 2018. "(At Least) Four Theories for Sovereign Default," CEPR Discussion Papers 13084, C.E.P.R. Discussion Papers.
- Michal Szkup, 2020.
"Online Appendix to "Preventing Self-Fulfilling Debt Crises: A Global Games Approach","
Online Appendices
19-127, Review of Economic Dynamics.
- Michal Szkup, 2022. "Preventing Self-Fulfilling Debt Crises: A Global Games Approach," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 43, pages 22-55, January.
- Andreasen, Eugenia & Sandleris, Guido & Van der Ghote, Alejandro, 2019.
"The political economy of sovereign defaults,"
Journal of Monetary Economics, Elsevier, vol. 104(C), pages 23-36.
- Eugenia Andreasen & Guido Sandleris & Alejandro Van Der Ghote, 2011. "The Political Economy of Sovereign Defaults," Business School Working Papers 2011-07, Universidad Torcuato Di Tella.
- Marina Azzimonti & Marco Battaglini & Stephen Coate, 2015.
"The Costs and Benefits of Balanced Budget Rules: Lessons from a Political Economy Model of Fiscal Policy,"
Department of Economics Working Papers
15-03, Stony Brook University, Department of Economics.
- Azzimonti, Marina & Battaglini, Marco & Coate, Stephen, 2016. "The costs and benefits of balanced budget rules: Lessons from a political economy model of fiscal policy," Journal of Public Economics, Elsevier, vol. 136(C), pages 45-61.
- Marina Azzimonti-Renzo, 2013. "The political economy of balanced budget amendments," Business Review, Federal Reserve Bank of Philadelphia, issue Q1, pages 11-20.
- Juan Hatchondo & Francisco Roch & Leonardo Martinez, 2019.
"Constrained efficient borrowing with sovereign default risk,"
2019 Meeting Papers
899, Society for Economic Dynamics.
- Juan Carlos Hatchondo & Leonardo Martinez & Francisco Roch, 2022. "Constrained Efficient Borrowing with Sovereign Default Risk," Working Papers 126, Red Nacional de Investigadores en Economía (RedNIE).
- Juan Carlos Hatchondo & Mr. Leonardo Martinez & Mr. Francisco Roch, 2020. "Constrained Efficient Borrowing with Sovereign Default Risk," IMF Working Papers 2020/227, International Monetary Fund.
- Eric M. Leeper, 2015.
"Fiscal Analysis is Darned Hard,"
NBER Working Papers
21822, National Bureau of Economic Research, Inc.
- Eric M. Leeper, 2015. "Fiscal Analysis is Darned Hard," CAEPR Working Papers 2015-021, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Jørgen Bølstad & Christoph Elhardt, 2015. "To bail out or not to bail out? Crisis politics, credibility, and default risk in the Eurozone," European Union Politics, , vol. 16(3), pages 325-346, September.
- Antonis Adam & Kostas Karanatsis, 2019. "Sovereign Defaults and Democracy," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 61(1), pages 36-62, March.
- Timm M. Prein & Almuth Scholl, 2018.
"The Impact of Bailouts on Political Turnover and Sovereign Default Risk,"
Working Paper Series of the Department of Economics, University of Konstanz
2018-04, Department of Economics, University of Konstanz.
- Prein, Timm M. & Scholl, Almuth, 2021. "The impact of bailouts on political turnover and sovereign default risk," Journal of Economic Dynamics and Control, Elsevier, vol. 124(C).
- Mitra, Nirvana, 2020. "Political Constraints and Sovereign Default Premia," MPRA Paper 104172, University Library of Munich, Germany.
- Staffa, Ruben Marek & von Schweinitz, Gregor, 2023. "Fiscal policy under the eyes of wary bondholders," IWH Discussion Papers 26/2023, Halle Institute for Economic Research (IWH).
- Marina Azzimonti & Nirvana Mitra, 2022.
"Political Constraints and Sovereign Default,"
NBER Working Papers
29667, National Bureau of Economic Research, Inc.
- Juan Carlos Hatchondo & Leonardo Martinez & Horacio Sapriza, 2009.
"Heterogeneous Borrowers In Quantitative Models Of Sovereign Default,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 50(4), pages 1129-1151, November.
See citations under working paper version above.
- Juan Carlos Hatchondo & Leonardo Martinez & Horacio Sapriza, 2008. "Heterogeneous borrowers in quantitative models of sovereign default," Working Paper 07-01, Federal Reserve Bank of Richmond.
- Kausik Gangopadhyay & Juan Carlos Hatchondo, 2009.
"The behavior of household and business investment over the business cycle,"
Economic Quarterly, Federal Reserve Bank of Richmond, vol. 95(Sum).
Cited by:
- Guo, Zi-Yi, 2017. "Information heterogeneity, housing dynamics and the business cycle," EconStor Preprints 168561, ZBW - Leibniz Information Centre for Economics.
- Accolley, Delali, 2016. "Accounting for Business Cycles in Canada: I. The Role of Supply-Side Factors," MPRA Paper 69856, University Library of Munich, Germany.
- Guo, Zi-Yi, 2017. "Information heterogeneity, housing dynamics and the business cycle," Economics Discussion Papers 2017-17, Kiel Institute for the World Economy (IfW Kiel).
- Hatchondo, Juan Carlos & Martinez, Leonardo, 2009.
"Long-duration bonds and sovereign defaults,"
Journal of International Economics, Elsevier, vol. 79(1), pages 117-125, September.
See citations under working paper version above.
- Juan Carlos Hatchondo & Leonardo Martinez, 2009. "Long-duration bonds and sovereign defaults," Working Paper 08-02, Federal Reserve Bank of Richmond.
- Juan Carlos Hatchondo, 2008.
"A quantitative study of the role of wealth inequality on asset prices,"
Economic Quarterly, Federal Reserve Bank of Richmond, vol. 94(Win), pages 73-96.
Cited by:
- Mohamed Belhaj & Renaud Bourlès & Frédéric Deroïan, 2010.
"Moral hazard and risk-sharing: risk-taking as an incentive tool,"
Working Papers
halshs-00512779, HAL.
- Mohamed Belhaj & Renaud Bourl?s & Fr?d?ric Dero?an, 2014. "Risk-Taking and Risk-Sharing Incentives under Moral Hazard," American Economic Journal: Microeconomics, American Economic Association, vol. 6(1), pages 58-90, February.
- Mohamed Belhaj & Renaud Bourlès & Frédéric Deroïan, 2014. "Risk-Taking and Risk-Sharing Incentives under Moral Hazard," Post-Print hal-01474430, HAL.
- Walentin Karl, 2010.
"Earnings Inequality and the Equity Premium,"
The B.E. Journal of Macroeconomics, De Gruyter, vol. 10(1), pages 1-23, November.
- Walentin, Karl, 2007. "Earnings Inequality and the Equity Premium," Working Paper Series 215, Sveriges Riksbank (Central Bank of Sweden).
- Söhnke M. Bartram & Harald Lohre & Peter F. Pope & Ananthalakshmi Ranganathan, 2021. "Navigating the factor zoo around the world: an institutional investor perspective," Journal of Business Economics, Springer, vol. 91(5), pages 655-703, July.
- Mohamed Belhaj & Renaud Bourlès & Frédéric Deroïan, 2010.
"Moral hazard and risk-sharing: risk-taking as an incentive tool,"
Working Papers
halshs-00512779, HAL.
- Juan Carlos Hatchondo, 2008.
"Asymmetric Information And The Lack Of Portfolio Diversification,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 49(4), pages 1297-1330, November.
Cited by:
- Mondria, Jordi & Wu, Thomas, 2006.
"The Puzzling Evolution of the Home Bias, Information Processing and Financial Openness,"
Santa Cruz Department of Economics, Working Paper Series
qt4wg39067, Department of Economics, UC Santa Cruz.
- Mondria, Jordi & Wu, Thomas, 2010. "The puzzling evolution of the home bias, information processing and financial openness," Journal of Economic Dynamics and Control, Elsevier, vol. 34(5), pages 875-896, May.
- Mondria, Jordi & Wu, Thomas, 2006. "The Puzzling Evolution of the Home Bias, Information Processing and Financial Openness," Santa Cruz Center for International Economics, Working Paper Series qt4wg39067, Center for International Economics, UC Santa Cruz.
- Thomas Wu & Jordi Mondria, 2007. "The Puzzling Evolution of the Home Bias, Information Processing and Financial Openness," 2007 Meeting Papers 669, Society for Economic Dynamics.
- Rahul Mukherjee, 2011.
"Country Portfolios with Imperfect Corporate Governance,"
IHEID Working Papers
08-2011, Economics Section, The Graduate Institute of International Studies.
- Rahul Mukherjee, 2013. "Institutions, Corporate Governance and Capital Flows," IHEID Working Papers 10-2013, Economics Section, The Graduate Institute of International Studies.
- Mukherjee, Rahul, 2015. "Institutions, Corporate Governance and Capital Flows," Journal of International Economics, Elsevier, vol. 96(2), pages 338-359.
- Nicolae Gârleanu & Stavros Panageas & Jianfeng Yu, 2016.
"Impediments to Financial Trade: Theory and Applications,"
NBER Working Papers
22697, National Bureau of Economic Research, Inc.
- Nicolae Gârleanu & Stavros Panageas & Jianfeng Yu & Stijn Van Nieuwerburgh, 2020. "Impediments to Financial Trade: Theory and Applications," The Review of Financial Studies, Society for Financial Studies, vol. 33(6), pages 2697-2727.
- Mondria, Jordi & Wu, Thomas & Zhang, Yi, 2010.
"The determinants of international investment and attention allocation: Using internet search query data,"
Journal of International Economics, Elsevier, vol. 82(1), pages 85-95, September.
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