Sovereign Risk Contagion
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- Cristina Arellano & Yan Bai & Sandra Lizarazo, 2017. "Sovereign Risk Contagion," Staff Report 559, Federal Reserve Bank of Minneapolis.
References listed on IDEAS
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Citations
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Cited by:
- 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.).
- 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.).
- Converse, Nathan & Mallucci, Enrico, 2023.
"Differential treatment in the bond market: Sovereign risk and mutual fund portfolios,"
Journal of International Economics, Elsevier, vol. 145(C).
- Nathan Converse & Enrico Mallucci, 2019. "Differential Treatment in the Bond Market: Sovereign Risk and Mutual Fund Portfolios," International Finance Discussion Papers 1261, Board of Governors of the Federal Reserve System (U.S.).
- Harold L. Cole & Daniel Neuhann & Guillermo Ordoñez, 2022.
"Information Spillovers and Sovereign Debt: Theory Meets the Eurozone Crisis,"
NBER Working Papers
30216, National Bureau of Economic Research, Inc.
- Harold Cole & Daniel Neuhann & Guillermo Ordonez, 2022. "Information Spillovers and Sovereign Debt: Theory Meets the Eurozone Crisis," PIER Working Paper Archive 22-017, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Juan M. Morelli & Pablo Ottonello & Diego J. Perez, 2022.
"Global Banks and Systemic Debt Crises,"
Econometrica, Econometric Society, vol. 90(2), pages 749-798, March.
- Juan Morelli & Diego Perez & Pablo Ottonello, 2019. "Global Banks and Systemic Debt Crises," 2019 Meeting Papers 644, Society for Economic Dynamics.
- Juan M. Morelli & Pablo Ottonello & Diego J. Perez, 2021. "Global Banks and Systemic Debt Crises," NBER Working Papers 28892, National Bureau of Economic Research, Inc.
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"On wars, sanctions, and sovereign default,"
Journal of Monetary Economics, Elsevier, vol. 141(C), pages 62-70.
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- Javier Bianchi & César Sosa-Padilla, 2022. "On Wars, Sanctions and Sovereign Default," NBER Working Papers 29989, National Bureau of Economic Research, Inc.
- Javier Bianchi & César Sosa-Padilla, 2022. "On Wars, Sanctions and Sovereign Default," Working Papers 792, Federal Reserve Bank of Minneapolis.
- 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 & 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, 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.
- 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, Stony Brook University, Department of Economics.
- Cristina Arellano & Gabriel Mihalache & Yan Bai, 2019. "Inflation Targeting with Sovereign Default Risk," 2019 Meeting Papers 239, Society for Economic Dynamics.
- Matías Moretti & Lorenzo Pandolfi & Sergio L. Schmukler & Germán Villegas Bauer & Tomás Williams, 2024.
"Inelastic Demand Meets Optimal Supply of Risky Sovereign Bonds,"
CSEF Working Papers
713, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, revised 01 Oct 2024.
- Moretti,Matías & Pandolfi,Lorenzo & Schmukler,Sergio L. & Villegas Bauer,Germán & Williams,Tomás, 2024. "Inelastic Demand Meets Optimal Supply of Risky Sovereign Bonds," Policy Research Working Paper Series 10735, The World Bank.
- Matías Moretti & Lorenzo Pandolfi & Mr. German Villegas Bauer & Mr. Sergio L. Schmukler & Tomás Williams, 2024. "Inelastic Demand Meets Optimal Supply of Risky Sovereign Bonds," IMF Working Papers 2024/227, International Monetary Fund.
- Cavusgil, S. Tamer & Deligonul, Seyda & Ghauri, Pervez N. & Bamiatzi, Vassiliki & Park, Byung Il & Mellahi, Kamel, 2020. "Risk in international business and its mitigation," Journal of World Business, Elsevier, vol. 55(2).
- Eberhardt, Markus, 2018. "(At Least) Four Theories for Sovereign Default," CEPR Discussion Papers 13084, C.E.P.R. Discussion Papers.
- Adham Jaber, 2022. "Improving the estimates of fiscal space," French Stata Users' Group Meetings 2022 16, Stata Users Group.
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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 Working Papers 24981, National Bureau of Economic Research, Inc.
- Bahaj, Saleem, 2020. "Sovereign spreads in the Euro area: Cross border transmission and macroeconomic implications," Journal of Monetary Economics, Elsevier, vol. 110(C), pages 116-135.
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More about this item
JEL classification:
- F3 - International Economics - - International Finance
- G01 - Financial Economics - - General - - - Financial Crises
NEP fields
This paper has been announced in the following NEP Reports:- NEP-DGE-2018-01-29 (Dynamic General Equilibrium)
- NEP-EEC-2018-01-29 (European Economics)
- NEP-OPM-2018-01-29 (Open Economy Macroeconomics)
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