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Quantitative models of sovereign default and the threat of financial exclusion Author info | Abstract | Publisher info | Download info | Related research | Statistics Juan Carlos Hatchondo
Leonardo Martinez
Horacio Sapriza
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Article provided by Federal Reserve Bank of Richmond in its journal Economic Quarterly .
Volume (Year): (2007)
Issue (Month): Sum ()
Pages: 251-286
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Handle: RePEc:fip:fedreq:y:2007:i:sum:p:251-286:n:v.93no.3Contact details of provider: Web page: http://www.richmondfed.org/ More information through EDIRC
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Keywords: Business cycles ; Debt ; Default (Finance) ; References listed on IDEAS Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.:
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Cuadra, Gabriel & Sapriza, Horacio, 2008.
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Cole, Harold L & Dow, James & English, William B, 1995.
"Default, Settlement, and Signalling: Lending Resumption in a Reputational Model of Sovereign Debt ,"
International Economic Review ,
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Schmitt-Grohe, Stephanie & Uribe, Martin, 2003.
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Neumeyer, Pablo A. & Perri, Fabrizio, 2005.
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Pablo Andres Neumeyer & Fabrizio Perri, 1999.
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Department of Economics Working Papers
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CEPR Discussion Papers
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"Business Cycles in Emerging Economies: The Role of Interest Rates ,"
NBER Working Papers
10387, National Bureau of Economic Research, Inc.
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"Business cycles in emerging economies: the role of interest rates ,"
Staff Report
335, Federal Reserve Bank of Minneapolis.
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"Business Cycles in Emerging Economies:The Role of Interest Rates ,"
Working Papers
01-12, New York University, Leonard N. Stern School of Business, Department of Economics.
[Downloadable!] Mark Aguiar & Gita Gopinath, 2007.
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Journal of Political Economy ,
University of Chicago Press, vol. 115, pages 69-102.
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Other versions: Kartik B. Athreya & Hubert P. Janicki, 2006.
"Credit exclusion in quantitative models of bankruptcy: does it matter? ,"
Economic Quarterly ,
Federal Reserve Bank of Richmond, issue Win, pages 17-49.
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Guido Sandleris & Gaston R. Gelos & Ratna Sahay, 2004.
"Sovereign Borrowing by Developing Countries: What Determines Market Access? ,"
IMF Working Papers
04/221, International Monetary Fund.
Other versions:
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references Cited by : (explanations , Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.)
Juan Carlos Hatchondo & Leonardo Martinez, 2009.
"Long-duration bonds and sovereign defaults ,"
Working Paper
08-02, Federal Reserve Bank of Richmond.
[Downloadable!]
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.
[Downloadable!]
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This page was last updated on 2009-11-13.
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