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Horacio Sapriza

Personal Details

First Name:Horacio
Middle Name:
Last Name:Sapriza
Suffix:
RePEc Short-ID:psa823
[This author has chosen not to make the email address public]
Terminal Degree:2005 Economics Department; University of Rochester (from RePEc Genealogy)

Affiliation

Economic Research Division
Federal Reserve Bank of Richmond

Richmond, Virginia (United States)
http://www.richmondfed.org/research/
RePEc:edi:efrbrus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Software

Working papers

  1. Elijah Broadbent & Huberto M. Ennis & Tyler Pike & Horacio Sapriza, 2024. "Bank Lending Standards and the U.S. Economy," Working Paper 24-07, Federal Reserve Bank of Richmond.
  2. Arun Gupta & Horacio Sapriza, 2022. "Do Costly Internal Equity Injections Reveal Bank Expectations about Post-Crisis Real Outcomes?," Working Paper 23-03, Federal Reserve Bank of Richmond.
  3. Dvorkin, Maximiliano & Sanchez, Juan M. & Sapriza, Horacio & Yurdagul, Emircan, 2022. "Improving Sovereign Debt Restructurings," CEPR Discussion Papers 17223, C.E.P.R. Discussion Papers.
  4. Arun Gupta & Horacio Sapriza & Vladimir Yankov, 2022. "The Collateral Channel and Bank Credit," Finance and Economics Discussion Series 2022-024, Board of Governors of the Federal Reserve System (U.S.).
  5. Tyler Pike & Horacio Sapriza & Tom Zimmermann, 2019. "Bottom-up Leading Macroeconomic Indicators: An Application to Non-Financial Corporate Defaults using Machine Learning," Finance and Economics Discussion Series 2019-070, Board of Governors of the Federal Reserve System (U.S.).
  6. Horacio Sapriza & Judit Temesvary, 2019. "How Does the Strength of Monetary Policy Transmission Depend on Real Economic Activity?," Finance and Economics Discussion Series 2019-023, Board of Governors of the Federal Reserve System (U.S.).
  7. Maximiliano Dvorkin & Juan M. Sanchez & Horacio Sapriza & Emircan Yurdagul, 2018. "Sovereign Debt Restructurings," Working Papers 2018-13, Federal Reserve Bank of St. Louis.
  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.
  9. Maximiliano Dvorkin & Juan M. Sanchez & Horacio Sapriza & Emircan Yurdagul, 2018. "News, sovereign debt maturity, and default risk," Working Papers 2018-033, Federal Reserve Bank of St. Louis, revised 18 May 2020.
  10. Carlo Alcaraz & Stijn Claessens & Gabriel Cuadra & David Marques-Ibanez & Horacio Sapriza, 2018. "Whatever it takes. What's the impact of a major nonconventional monetary policy intervention?," BIS Working Papers 749, Bank for International Settlements.
  11. Ricardo Correa & Teodora Paligorova & Horacio Sapriza & Andrei Zlate, 2018. "Cross-Border Bank Flows and Monetary Policy," International Finance Discussion Papers 1241, Board of Governors of the Federal Reserve System (U.S.).
  12. Tamim Bayoumi & Joseph E. Gagnon & Juan M. Londono & Christian Saborowski & Horacio Sapriza, 2017. "Unconventional Monetary and Exchange Rate Policies," International Finance Discussion Papers 1194, Board of Governors of the Federal Reserve System (U.S.).
  13. Mr. Joseph E. Gagnon & Mr. Tamim Bayoumi & Juan M. Londono & Christian Saborowski & Horacio Sapriza, 2017. "Direct and Spillover Effects of Unconventional Monetary and Exchange Rate Policies," IMF Working Papers 2017/056, International Monetary Fund.
  14. Ricardo Correa & Teodora Paligorova & Horacio Sapriza & Andrei Zlate, 2017. "Cross-Border Bank Flows and Monetary Policy: Implications for Canada," Staff Working Papers 17-34, Bank of Canada.
  15. Teodora Paligorova & Horacio Sapriza & Andrei Zlate & Ricardo Correa, 2017. "Cross-border Flows and Monetary Policy," 2017 Meeting Papers 335, Society for Economic Dynamics.
  16. Ricardo Correa & Horacio Sapriza & Andrei Zlate, 2016. "Liquidity Shocks, Dollar Funding Costs, and the Bank Lending Channel during the European Sovereign Crisis," Supervisory Research and Analysis Working Papers RPA 16-4, Federal Reserve Bank of Boston.
  17. Ricardo Correa & Horacio Sapriza, 2014. "Sovereign Debt Crises," International Finance Discussion Papers 1104, Board of Governors of the Federal Reserve System (U.S.).
  18. David Bowman & Juan M. Londono & Horacio Sapriza, 2014. "U.S. Unconventional Monetary Policy and Transmission to Emerging Market Economies," International Finance Discussion Papers 1109, Board of Governors of the Federal Reserve System (U.S.).
  19. Juan M. Sanchez & Horacio Sapriza & Emircan Yurdagul, 2014. "Sovereign Default and the Choice of Maturity," Working Papers 2014-31, Federal Reserve Bank of St. Louis.
  20. Sandra Lizarazo & Horacio Sapriza & Javier Bianchi, 2014. "Sovereign Default and Government’s Bailouts," 2014 Meeting Papers 1297, Society for Economic Dynamics.
  21. Luis Brandao-Marques & Ricardo Correa & Horacio Sapriza, 2013. "International evidence on government support and risk taking in the banking sector," International Finance Discussion Papers 1086, Board of Governors of the Federal Reserve System (U.S.).
  22. Ricardo Correa & Kuan-Hui Lee & Horacio Sapriza & Gustavo A. Suarez, 2012. "Sovereign credit risk, banks' government support, and bank stock returns around the world," International Finance Discussion Papers 1069, Board of Governors of the Federal Reserve System (U.S.).
  23. Brahima Coulibaly & Horacio Sapriza & Andrei Zlate, 2011. "Trade credit and international trade during the 2008-09 global financial crisis," International Finance Discussion Papers 1020, Board of Governors of the Federal Reserve System (U.S.).
  24. 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.
  25. 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.).
  26. 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.
  27. 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.
  28. Guido Sandleris & Horacio Sapriza & Filippo Taddei, 2008. "Indexed Sovereign Debt: An Applied Framework," Carlo Alberto Notebooks 104, Collegio Carlo Alberto, revised 2011.
  29. 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.
  30. Cuadra Gabriel & Sapriza Horacio, 2007. "Fiscal Policy and Default Risk in Emerging Markets," Working Papers 2007-03, Banco de México.
  31. Cuadra Gabriel & Sapriza Horacio, 2006. "Sovereign Default, Terms of Trade and Interest Rates in Emerging Markets," Working Papers 2006-01, Banco de México.
  32. Cuadra Gabriel & Sapriza Horacio, 2006. "Sovereign Default, Interest Rates and Political Uncertainty in Emerging Markets," Working Papers 2006-02, Banco de México.
  33. Juan Carlos Hatchondo & Leonardo Martinez & Horacio Sapriza, 2006. "Computing business cycles in emerging economy models," Working Paper 06-11, Federal Reserve Bank of Richmond.
  34. Dmitry Livdan & Horacio Sapriza & Lu Zhang, 2006. "Financially Constrained Stock Returns," NBER Working Papers 12555, National Bureau of Economic Research, Inc.
  35. Juan Carlos Hatchondo & Leonardo Martinez & Horacio Sapriza, 2006. "Sovereign default risk with heterogenous borrowers," 2006 Meeting Papers 845, Society for Economic Dynamics.
  36. Horacio Sapriza & Gabriel Cuadra, 2006. "Fiscal Policy, Inflation Tax and Default Risk in Emerging Economies," 2006 Meeting Papers 727, Society for Economic Dynamics.

Articles

  1. Sapriza, Horacio & Temesvary, Judit, 2024. "Economic activity and the bank credit channel," Journal of Banking & Finance, Elsevier, vol. 164(C).
  2. Andrew Ellul & David Marques & Horacio Sapriza & Alex Sclip & Jack Taylor, 2024. "Redlining and U.S. Residential Mortgage Market Pricing," Richmond Fed Economic Brief, Federal Reserve Bank of Richmond, vol. 24(21), July.
  3. Kushal Patel & Horacio Sapriza, 2023. "Policies for Improving Sovereign Debt Restructurings," Richmond Fed Economic Brief, Federal Reserve Bank of Richmond, vol. 23(04), February.
  4. Arun Gupta & Horacio Sapriza & Vladimir Yankov, 2023. "The Collateral Channel and Bank Credit," Richmond Fed Economic Brief, Federal Reserve Bank of Richmond, vol. 23(33), October.
  5. Danilo Leiva-León & Gabriel Perez-Quiros & Horacio Sapriza & Egon Zakrajšek, 2022. "Introducing the Credit Market Sentiment Index," Richmond Fed Economic Brief, Federal Reserve Bank of Richmond, vol. 22(33), August.
  6. Dvorkin, Maximiliano & Sánchez, Juan M. & Sapriza, Horacio & Yurdagul, Emircan, 2022. "Improving sovereign debt restructurings," Journal of Economic Dynamics and Control, Elsevier, vol. 139(C).
  7. Ricardo Correa & Teodora Paligorova & Horacio Sapriza & Andrei Zlate, 2022. "Cross-Border Bank Flows and Monetary Policy," The Review of Financial Studies, Society for Financial Studies, vol. 35(1), pages 438-481.
  8. Correa, Ricardo & Sapriza, Horacio & Zlate, Andrei, 2021. "Wholesale funding runs, global banks' supply of liquidity insurance, and corporate investment," Journal of International Economics, Elsevier, vol. 133(C).
  9. 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.
  10. Sapriza, Horacio & Temesvary, Judit, 2020. "Asymmetries in the bank lending channel of monetary policy in the United States," Economics Letters, Elsevier, vol. 189(C).
  11. Dvorkin, Maximiliano & Sánchez, Juan M. & Sapriza, Horacio & Yurdagul, Emircan, 2020. "News, sovereign debt maturity, and default risk," Journal of International Economics, Elsevier, vol. 126(C).
  12. Brandao-Marques, Luis & Correa, Ricardo & Sapriza, Horacio, 2020. "Government support, regulation, and risk taking in the banking sector," Journal of Banking & Finance, Elsevier, vol. 112(C).
  13. Sánchez, Juan M. & Sapriza, Horacio & Yurdagul, Emircan, 2018. "Sovereign default and maturity choice," Journal of Monetary Economics, Elsevier, vol. 95(C), pages 72-85.
  14. Joseph E. Gagnon & Tamim Bayoumi & Juan M. Londono & Christian Saborowski & Horacio Sapriza, 2017. "Direct and Spillover Effects of Unconventional Monetary and Exchange Rate Policies," Open Economies Review, Springer, vol. 28(2), pages 191-232, April.
  15. Lee, Kuan-Hui & Sapriza, Horacio & Wu, Yangru, 2016. "Sovereign debt ratings and stock liquidity around the World," Journal of Banking & Finance, Elsevier, vol. 73(C), pages 99-112.
  16. Bowman, David & Londono, Juan M. & Sapriza, Horacio, 2015. "U.S. unconventional monetary policy and transmission to emerging market economies," Journal of International Money and Finance, Elsevier, vol. 55(C), pages 27-59.
  17. Ricardo Correa & Kuan‐Hui Lee & Horacio Sapriza & Gustavo A. Suarez, 2014. "Sovereign Credit Risk, Banks' Government Support, and Bank Stock Returns around the World," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 46(s1), pages 93-121, February.
  18. Coulibaly, Brahima & Sapriza, Horacio & Zlate, Andrei, 2013. "Financial frictions, trade credit, and the 2008–09 global financial crisis," International Review of Economics & Finance, Elsevier, vol. 26(C), pages 25-38.
  19. Durdu, C. Bora & Nunes, Ricardo & Sapriza, Horacio, 2013. "News and sovereign default risk in small open economies," Journal of International Economics, Elsevier, vol. 91(1), pages 1-17.
  20. 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.
  21. 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.
  22. 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.
  23. Dmitry Livdan & Horacio Sapriza & Lu Zhang, 2009. "Financially Constrained Stock Returns," Journal of Finance, American Finance Association, vol. 64(4), pages 1827-1862, August.
  24. Cuadra, Gabriel & Sapriza, Horacio, 2008. "Sovereign default, interest rates and political uncertainty in emerging markets," Journal of International Economics, Elsevier, vol. 76(1), pages 78-88, September.
  25. Juan Carlos Hatchondo & Leonardo Martinez & Horacio Sapriza, 2007. "Quantitative models of sovereign default and the threat of financial exclusion," Economic Quarterly, Federal Reserve Bank of Richmond, vol. 93(Sum), pages 251-286.
  26. 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.

Software components

  1. 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.
  2. Gabriel Cuadra & Juan Sanchez & Horacio Sapriza, 2009. "Code and data files for "Fiscal Policy and Default Risk in Emerging Markets"," Computer Codes 07-61, Review of Economic Dynamics.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Distinct Works, Weighted by Simple Impact Factor
  2. Number of Distinct Works, Weighted by Recursive Impact Factor
  3. Number of Citations, Discounted by Citation Age
  4. Number of Citations, Weighted by Simple Impact Factor
  5. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  6. Number of Citations, Weighted by Recursive Impact Factor
  7. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  8. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  9. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  10. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  11. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  12. h-index
  13. Number of Registered Citing Authors
  14. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  15. Number of Journal Pages, Weighted by Recursive Impact Factor
  16. Number of Downloads through RePEc Services over the past 12 months
  17. Wu-Index

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 35 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-DGE: Dynamic General Equilibrium (16) 2006-10-14 2007-01-13 2007-02-10 2007-06-30 2009-03-28 2010-05-02 2010-07-24 2013-04-20 2015-01-26 2015-03-05 2018-07-30 2018-09-10 2018-12-10 2019-09-23 2019-11-25 2023-05-22. Author is listed
  2. NEP-CBA: Central Banking (14) 2007-06-30 2009-03-28 2010-07-24 2012-12-22 2013-09-25 2014-06-22 2014-07-05 2015-03-05 2017-03-05 2017-08-06 2017-08-27 2018-10-22 2018-12-17 2019-04-22. Author is listed
  3. NEP-MAC: Macroeconomics (12) 2007-02-10 2009-03-28 2014-07-05 2015-01-26 2018-10-22 2018-12-17 2019-04-22 2019-11-25 2022-06-13 2023-05-22 2023-05-22 2024-09-16. Author is listed
  4. NEP-MON: Monetary Economics (11) 2012-12-22 2014-07-05 2017-03-05 2017-07-09 2017-08-06 2017-08-27 2018-10-22 2018-12-17 2019-04-01 2019-04-22 2024-09-16. Author is listed
  5. NEP-BAN: Banking (9) 2012-12-22 2013-09-25 2015-03-05 2017-07-09 2017-08-27 2018-10-22 2018-12-17 2019-04-01 2022-06-13. Author is listed
  6. NEP-OPM: Open Economy Macroeconomics (6) 2013-04-20 2014-11-17 2015-01-26 2018-07-30 2018-12-10 2023-05-22. Author is listed
  7. NEP-IFN: International Finance (5) 2017-08-06 2017-08-27 2018-10-22 2019-04-01 2024-09-16. Author is listed
  8. NEP-FDG: Financial Development and Growth (4) 2019-04-22 2022-06-13 2023-05-22 2024-09-16
  9. NEP-FMK: Financial Markets (4) 2006-10-14 2012-12-22 2014-06-22 2018-12-10
  10. NEP-RMG: Risk Management (4) 2007-06-30 2010-03-20 2013-09-25 2019-09-23
  11. NEP-CFN: Corporate Finance (3) 2006-10-14 2022-06-13 2023-05-22
  12. NEP-BEC: Business Economics (2) 2022-06-13 2023-05-22
  13. NEP-DCM: Discrete Choice Models (2) 2018-07-30 2018-09-10
  14. NEP-EEC: European Economics (2) 2012-12-22 2019-04-01
  15. NEP-URE: Urban and Real Estate Economics (2) 2022-06-13 2023-05-22
  16. NEP-BIG: Big Data (1) 2019-11-25
  17. NEP-CMP: Computational Economics (1) 2019-11-25
  18. NEP-CSE: Economics of Strategic Management (1) 2013-09-25
  19. NEP-FIN: Finance (1) 2006-10-14
  20. NEP-ISF: Islamic Finance (1) 2022-06-13
  21. NEP-LAM: Central and South America (1) 2013-09-25
  22. NEP-LTV: Unemployment, Inequality and Poverty (1) 2013-09-25
  23. NEP-MFD: Microfinance (1) 2015-03-05
  24. NEP-NEU: Neuroeconomics (1) 2013-09-25
  25. NEP-PAY: Payment Systems and Financial Technology (1) 2019-11-25
  26. NEP-PBE: Public Economics (1) 2007-01-13
  27. NEP-REG: Regulation (1) 2014-06-22

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