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Horacio Sapriza

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This is information that was supplied by Horacio Sapriza in registering through RePEc. If you are Horacio Sapriza , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Horacio
Middle Name:
Last Name: Sapriza
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RePEc Short-ID: psa823

Email: [This author has chosen not to make the email address public]
Homepage:
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Affiliation

Department of Finance and Economics
Business
Rutgers University-Newark
Location: Newark, New Jersey (United States)
Homepage: http://business.rutgers.edu/default.aspx?id=662
Email:
Phone: 973-353 1147
Fax:
Postal: 111 Washington Street, Newark, NJ 07102
Handle: RePEc:edi:dfrutus (more details at EDIRC)

Works

as in new window

Working papers

  1. Luis Brandao-Marques & Ricardo Correa & Horacio Sapriza, 2013. "International evidence on government support and risk taking in the banking sector," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) 1086, Board of Governors of the Federal Reserve System (U.S.).
  2. Ricardo Correa & Horacio Sapriza & Andrei Zlate, 2012. "Liquidity shocks, dollar funding costs, and the bank lending channel during the European sovereign crisis," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) 1059, Board of Governors of the Federal Reserve System (U.S.).
  3. Ricardo Correa & Kuan-Hui Lee & Horacio Sapriza & Gustavo Suarez, 2012. "Sovereign credit risk, banks' government support, and bank stock returns around the world," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) 1069, Board of Governors of the Federal Reserve System (U.S.).
  4. Brahima Coulibaly & Horacio Sapriza & Andrei Zlate, 2011. "Trade credit and international trade during the 2008-09 global financial crisis," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) 1020, Board of Governors of the Federal Reserve System (U.S.).
  5. Leonardo Martinez & Horacio Sapriza & Juan Carlos Hatchondo, 2010. "Quantitative Properties of Sovereign Default Models," IMF Working Papers, International Monetary Fund 10/100, International Monetary Fund.
  6. Juan Carlos Hatchondo & Leonardo Martinez & Horacio Sapriza, 2010. "Online Appendix to "Quantitative properties of sovereign default models: solution methods"," Technical Appendices, Review of Economic Dynamics 08-133, Review of Economic Dynamics.
  7. Juan Carlos Hatchondo & Leonardo Martinez & Horacio Sapriza, 2010. "Quantitative properties of sovereign default models: solution methods matter," Working Paper, Federal Reserve Bank of Richmond 10-04, Federal Reserve Bank of Richmond.
  8. Ceyhun Bora Durdu & Ricardo Nunes & Horacio Sapriza, 2010. "News and sovereign default risk in small open economies," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) 997, Board of Governors of the Federal Reserve System (U.S.).
  9. Juan Carlos Hatchondo & Leonardo Martinez & Horacio Sapriza, 2009. "On the cyclicality of the interest rate in emerging economy models: solution methods matter," Working Paper, Federal Reserve Bank of Richmond 09-13, Federal Reserve Bank of Richmond.
  10. Gabriel Cuadra & Juan M. Sanchez & Horacio Sapriza, 2009. "Fiscal policy and default risk in emerging markets," Working Paper, Federal Reserve Bank of Richmond 09-01, Federal Reserve Bank of Richmond.
  11. Guido Sandleris & Horacio Sapriza & Filippo Taddei, 2009. "Indexed Sovereign Debt: An Applied Framework," Business School Working Papers, Universidad Torcuato Di Tella 2009-01, Universidad Torcuato Di Tella.
  12. Juan Carlos Hatchondo & Leonardo Martinez & Horacio Sapriza, 2008. "Heterogeneous borrowers in quantitative models of sovereign default," Working Paper, Federal Reserve Bank of Richmond 07-01, Federal Reserve Bank of Richmond.
  13. Juan Carlos Hatchondo & Leonardo Martinez & Horacio Sapriza, 2006. "Computing business cycles in emerging economy models," Working Paper, Federal Reserve Bank of Richmond 06-11, Federal Reserve Bank of Richmond.
  14. Juan Carlos Hatchondo & Leonardo Martinez & Horacio Sapriza, 2006. "Sovereign default risk with heterogenous borrowers," 2006 Meeting Papers, Society for Economic Dynamics 845, Society for Economic Dynamics.
  15. Gabriel Cuadra & Horacio Sapriza, 2006. "Sovereign Default, Interest Rates and Political Uncertainty in Emerging Markets," Working Papers, Banco de México 2006-02, Banco de México.
  16. Gabriel Cuadra & Horacio Sapriza, 2006. "Sovereign Default, Terms of Trade and Interest Rates in Emerging Markets," Working Papers, Banco de México 2006-01, Banco de México.
  17. Horacio Sapriza & Gabriel Cuadra, 2006. "Fiscal Policy, Inflation Tax and Default Risk in Emerging Economies," 2006 Meeting Papers, Society for Economic Dynamics 727, Society for Economic Dynamics.
  18. Dmitry Livdan & Horacio Sapriza & Lu Zhang, 2006. "Financially Constrained Stock Returns," NBER Working Papers 12555, National Bureau of Economic Research, Inc.

Articles

  1. 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, Blackwell Publishing, vol. 46(s1), pages 93-121, 02.
  2. Coulibaly, Brahima & Sapriza, Horacio & Zlate, Andrei, 2013. "Financial frictions, trade credit, and the 2008–09 global financial crisis," International Review of Economics & Finance, Elsevier, Elsevier, vol. 26(C), pages 25-38.
  3. 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, Elsevier for the Society for Economic Dynamics, vol. 13(4), pages 919-933, October.
  4. 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, Elsevier for the Society for Economic Dynamics, vol. 13(2), pages 452-469, April.
  5. 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, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 50(4), pages 1129-1151, November.
  6. Dmitry Livdan & Horacio Sapriza & Lu Zhang, 2009. "Financially Constrained Stock Returns," Journal of Finance, American Finance Association, American Finance Association, vol. 64(4), pages 1827-1862, 08.
  7. Cuadra, Gabriel & Sapriza, Horacio, 2008. "Sovereign default, interest rates and political uncertainty in emerging markets," Journal of International Economics, Elsevier, Elsevier, vol. 76(1), pages 78-88, September.
  8. 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, Federal Reserve Bank of Richmond, issue Sum, pages 251-286.
  9. Juan Carlos Hatchondo & Leonardo Martinez & Horacio Sapriza, 2007. "The economics of sovereign defaults," Economic Quarterly, Federal Reserve Bank of Richmond, Federal Reserve Bank of Richmond, issue 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, Review of Economic Dynamics 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, Review of Economic Dynamics 07-61, Review of Economic Dynamics.

NEP Fields

15 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (3) 2012-12-22 2013-09-25 2013-09-28
  2. NEP-CBA: Central Banking (6) 2007-06-30 2009-03-28 2010-07-24 2012-12-22 2013-09-25 2013-09-28. Author is listed
  3. NEP-CFN: Corporate Finance (1) 2006-10-14
  4. NEP-CMP: Computational Economics (1) 2010-05-02
  5. NEP-CSE: Economics of Strategic Management (1) 2013-09-25
  6. NEP-DGE: Dynamic General Equilibrium (8) 2006-10-14 2007-01-13 2007-02-10 2007-06-30 2009-03-28 2010-05-02 2010-07-24 2013-04-20. Author is listed
  7. NEP-EEC: European Economics (1) 2012-12-22
  8. NEP-FIN: Finance (1) 2006-10-14
  9. NEP-FMK: Financial Markets (2) 2006-10-14 2012-12-22
  10. NEP-LAM: Central & South America (1) 2013-09-25
  11. NEP-LTV: Unemployment, Inequality & Poverty (1) 2013-09-25
  12. NEP-MAC: Macroeconomics (2) 2007-02-10 2009-03-28
  13. NEP-MON: Monetary Economics (1) 2012-12-22
  14. NEP-NEU: Neuroeconomics (1) 2013-09-25
  15. NEP-OPM: Open Economy Macroeconomics (1) 2013-04-20
  16. NEP-PBE: Public Economics (1) 2007-01-13
  17. NEP-RMG: Risk Management (5) 2007-06-30 2010-03-20 2010-05-02 2013-09-25 2013-09-28. Author is listed

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