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Citations for "Quantitative properties of sovereign default models: solution methods matter"

by Juan Carlos Hatchondo & Leonardo Martinez & Horacio Sapriza

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  1. Juan Carlos Hatchondo & Leonardo Martinez, 2012. "Debt dilution and sovereign default risk," Working Paper 10-08, Federal Reserve Bank of Richmond.
  2. Jessica Roldán-Peña, 2012. "Default Risk and Economic Activity: A Small Open Economy Model with Sovereign Debt and Default," Working Papers 2012-16, Banco de México.
  3. Hatchondo, Juan Carlos & Martinez, Leonardo & Sosa Padilla, César, 2014. "Voluntary sovereign debt exchanges," Journal of Monetary Economics, Elsevier, vol. 61(C), pages 32-50.
  4. Ignacio Presno & Demian Pouzo, 2012. "Sovereign Default Risk and Uncertainty Premia," 2012 Meeting Papers 608, Society for Economic Dynamics.
  5. Zhu, Junjun & Xie, Shiyu, 2011. "Asymmetric Shocks, Long-term Bonds and Sovereign Default," MPRA Paper 28236, University Library of Munich, Germany.
  6. 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.
  7. Javier Bianchi & Juan Carlos Hatchondo, 2013. "International reserves and rollover risk," Globalization and Monetary Policy Institute Working Paper 151, Federal Reserve Bank of Dallas.
  8. Juessen, Falko & Schabert, Andreas, 2013. "Fiscal Policy, Sovereign Default, and Bailouts," IZA Discussion Papers 7805, Institute for the Study of Labor (IZA).
  9. 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).
  10. Jing Zhang & Yun Jung Kim, 2010. "Decentralized Borrowing and Centralized Default," 2010 Meeting Papers 1288, Society for Economic Dynamics.
  11. Daude, Christian, 2012. "Sovereign default risk and volatility," Economics Letters, Elsevier, vol. 114(1), pages 47-50.
  12. Demian Pouzo & Ignacio Presno, 2012. "Sovereign default risk and uncertainty premia," Working Papers 12-11, Federal Reserve Bank of Boston.
  13. Daniel Cohen & Sébastien Villemot, 2012. "The sovereign default puzzle: Modelling issues and lessons for Europe," PSE Working Papers halshs-00692038, HAL.
  14. Grey Gordon & Pablo Guerrón-Quintana, 2013. "Dynamics of investment, debt, and default," Working Papers 13-18, Federal Reserve Bank of Philadelphia.
  15. Seunghoon Na & Stephanie Schmitt-Grohe & Martin Uribe & Vivian Z. Yue, 2014. "A Model of the Twin DS: Optimal Default and Devaluation," Emory Economics 1404, Department of Economics, Emory University (Atlanta).
  16. repec:hal:wpaper:halshs-00692038 is not listed on IDEAS
  17. Juan Carlos Hatchondo & Leonardo Martinez & Cesar Sosa-Padilla, 2014. "Debt Dilution and Sovereign Default Risk," Department of Economics Working Papers 2014-06, McMaster University.
  18. Villemot, Sébastien, 2012. "Accelerating the resolution of sovereign debt models using an endogenous grid method," Dynare Working Papers 17, CEPREMAP.
  19. Juan Carlos Hatchondo & Leonardo Martinez, 2010. "The politics of sovereign defaults," Economic Quarterly, Federal Reserve Bank of Richmond, issue 3Q, pages 291-317.
  20. Leonardo Martinez & Juan Hatchondo & Javier Bianchi, 2012. "Sovereign defaults and optimal reserves management," 2012 Meeting Papers 1125, Society for Economic Dynamics.