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Sandra Valentina Lizarazo

Personal Details

First Name:Sandra
Middle Name:Valentina
Last Name:Lizarazo
Suffix:
RePEc Short-ID:pli441
[This author has chosen not to make the email address public]
https://sites.google.com/site/svlizarazo/
+1 202 651 1875

Affiliation

International Monetary Fund (IMF)

Washington, District of Columbia (United States)
http://www.imf.org/
RePEc:edi:imfffus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Bryn Battersby & Mr. Raphael A Espinoza & Jason Harris & Mr. Gee Hee Hong & Mrs. Sandra V Lizarazo Ruiz & Mr. Paolo Mauro & Amanda Sayegh, 2022. "The State as Financier of Last Resort," IMF Staff Discussion Notes 2022/003, International Monetary Fund.
  2. Mr. Ravi Balakrishnan & Mrs. Sandra V Lizarazo Ruiz & Marika Santoro & Mr. Frederik G Toscani & Mr. Mauricio Vargas, 2021. "Commodity Cycles, Inequality, and Poverty in Latin America," IMF Departmental Papers / Policy Papers 2021/009, International Monetary Fund.
  3. Bertrand Gruss & Mrs. Sandra V Lizarazo Ruiz & Mr. Francesco Grigoli, 2020. "Monetary Policy Surprises and Inflation Expectation Dispersion," IMF Working Papers 2020/252, International Monetary Fund.
  4. Hans Weisfeld & Mr. Irineu E de Carvalho Filho & Mr. Fabio Comelli & Rahul Giri & Klaus-Peter Hellwig & Chengyu Huang & Fei Liu & Mrs. Sandra V Lizarazo Ruiz & Alexis Meyer-Cirkel & Mr. Andrea F Presb, 2020. "Predicting Macroeconomic and Macrofinancial Stress in Low-Income Countries," IMF Working Papers 2020/289, International Monetary Fund.
  5. Ms. Stefania Fabrizio & Davide Furceri & Mr. Rodrigo Garcia-Verdu & Ms. Grace B Li & Mrs. Sandra V Lizarazo Ruiz & Ms. Marina Mendes Tavares & Mr. Futoshi Narita & Mr. Adrian Peralta, 2017. "Macro-Structural Policies and Income Inequality in Low-Income Developing Countries," IMF Staff Discussion Notes 2017/001, International Monetary Fund.
  6. Mrs. Sandra V Lizarazo Ruiz & Mr. Adrian Peralta & Mr. Damien Puy, 2017. "Macroeconomic and Distributional Effects of Personal Income Tax Reforms: A Heterogenous Agent Model Approach for the U.S," IMF Working Papers 2017/192, International Monetary Fund.
  7. Cristina Arellano & Yan Bai & Sandra Lizarazo, 2017. "Sovereign Risk Contagion," Staff Report 559, Federal Reserve Bank of Minneapolis.
  8. Sandra Lizarazo & Horacio Sapriza & Javier Bianchi, 2014. "Sovereign Default and Government’s Bailouts," 2014 Meeting Papers 1297, Society for Economic Dynamics.
  9. Lizarazo, Sandra & Da-Rocha, Jose-Maria, 2011. "Optimal monetary policy and default," MPRA Paper 31931, University Library of Munich, Germany.
  10. Sandra Lizarazo & Jose Maria Da-Rocha, 2009. "Money, Credit and Default," Working Papers 0908, Centro de Investigacion Economica, ITAM.
  11. Sandra Lizarazo, 2009. "Contagion of Financial Crises in Sovereing Debt Markets," Working Papers 0906, Centro de Investigacion Economica, ITAM.
  12. Sandra Lizarazo, 2009. "Default Risk and Risk Averse International Investors," Working Papers 0907, Centro de Investigacion Economica, ITAM.

Articles

  1. Adler, Gustavo & Lizarazo, Sandra, 2015. "Intertwined sovereign and bank solvencies in a simple model of self-fulfilling crisis," International Review of Economics & Finance, Elsevier, vol. 39(C), pages 428-448.
  2. Lizarazo, Sandra Valentina, 2013. "Default risk and risk averse international investors," Journal of International Economics, Elsevier, vol. 89(2), pages 317-330.

Chapters

  1. Vitor Gaspar & Sandra Lizarazo & Adrián Peralta-Alva, 2024. "The future of fiscal policy," Chapters, in: Enrique Alberola (ed.), Fiscal Policy in a Turbulent Era, chapter 14, pages 210-224, Edward Elgar Publishing.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Bertrand Gruss & Mrs. Sandra V Lizarazo Ruiz & Mr. Francesco Grigoli, 2020. "Monetary Policy Surprises and Inflation Expectation Dispersion," IMF Working Papers 2020/252, International Monetary Fund.

    Cited by:

    1. Yoosoon Chang & Fabio Gómez-Rodríguez & Mr. Gee Hee Hong, 2022. "The Effects of Economic Shocks on Heterogeneous Inflation Expectations," IMF Working Papers 2022/132, International Monetary Fund.

  2. Ms. Stefania Fabrizio & Davide Furceri & Mr. Rodrigo Garcia-Verdu & Ms. Grace B Li & Mrs. Sandra V Lizarazo Ruiz & Ms. Marina Mendes Tavares & Mr. Futoshi Narita & Mr. Adrian Peralta, 2017. "Macro-Structural Policies and Income Inequality in Low-Income Developing Countries," IMF Staff Discussion Notes 2017/001, International Monetary Fund.

    Cited by:

    1. Mr. Younes Zouhar & Jon Jellema & Nora Lustig & Mohamed Trabelsi, 2021. "Public Expenditure and Inclusive Growth - A Survey," IMF Working Papers 2021/083, International Monetary Fund.
    2. Nabamita Dutta & Lisa Giddings & Sanjukta Roy, 2019. "Can Greater Attention To Women'S Rights Help Address Income Inequality?," Contemporary Economic Policy, Western Economic Association International, vol. 37(3), pages 545-559, July.
    3. Mr. Alexei P Kireyev & Andrei Leonidov, 2020. "Operationalizing Inclusive Growth: Per-Percentile Diagnostics to Inform Redistribution Policies," IMF Working Papers 2020/050, International Monetary Fund.
    4. Sinha, Avik & Balsalobre-Lorente, Daniel & Zafar, Wasif & Saleem, Muhammad Mansoor, 2021. "Analyzing Global Inequality in Access to Energy: Developing Policy Framework by Inequality Decomposition," MPRA Paper 111061, University Library of Munich, Germany, revised 2021.

  3. Mrs. Sandra V Lizarazo Ruiz & Mr. Adrian Peralta & Mr. Damien Puy, 2017. "Macroeconomic and Distributional Effects of Personal Income Tax Reforms: A Heterogenous Agent Model Approach for the U.S," IMF Working Papers 2017/192, International Monetary Fund.

    Cited by:

    1. Sergey A. Belozyorov & Olena V. Sokolovska, 2018. "Personal income taxation and income inequality in Asia-Pacific: a cross-country analysis," Journal of Tax Reform, Graduate School of Economics and Management, Ural Federal University, vol. 4(3), pages 236-249.
    2. D'ANDRIA Diego & DEBACKER Jason & EVANS Richard W. & PYCROFT Jonathan & ZACHLOD-JELEC Magdalena, 2021. "Taxing income or consumption: macroeconomic and distributional effects for Italy," JRC Working Papers on Taxation & Structural Reforms 2021-13, Joint Research Centre.
    3. Helen Van Eyk & Elizabeth Harris & Fran Baum & Toni Delany-Crowe & Angela Lawless & Colin MacDougall, 2017. "Health in All Policies in South Australia—Did It Promote and Enact an Equity Perspective?," IJERPH, MDPI, vol. 14(11), pages 1-25, October.
    4. Mr. Nigel A Chalk & Mr. Michael Keen & Ms. Victoria J Perry, 2018. "The Tax Cuts and Jobs Act: An Appraisal," IMF Working Papers 2018/185, International Monetary Fund.
    5. Ergül, Özgür & Göksel, Türkmen, 2020. "The effects of technological development on the labor share of national income," Economic Modelling, Elsevier, vol. 87(C), pages 158-171.
    6. Sokolovska, Olena, 2018. "Labor income taxation in open economies: current trends and options for reforms," MPRA Paper 86233, University Library of Munich, Germany.
    7. Boris Cournède & Jean-Marc Fournier & Peter Hoeller, 2018. "Public finance structure and inclusive growth," OECD Economic Policy Papers 25, OECD Publishing.

  4. Cristina Arellano & Yan Bai & Sandra Lizarazo, 2017. "Sovereign Risk Contagion," Staff Report 559, Federal Reserve Bank of Minneapolis.

    Cited by:

    1. 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.
    2. Adham Jaber, 2022. "Improving the estimates of fiscal space," French Stata Users' Group Meetings 2022 16, Stata Users Group.
    3. 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).
    4. Javier Bianchi & Cesar Sosa-Padilla, 2022. "On Wars, Sanctions and Sovereign Default," Working Papers 151, Red Nacional de Investigadores en Economía (RedNIE).
    5. de Ferra, Sergio & Mallucci, Enrico, 2025. "Avoiding sovereign default contagion: A normative analysis," Journal of International Economics, Elsevier, vol. 154(C).
    6. Luigi Bocola & Gideon Bornstein & Alessandro Dovis, 2018. "Quantitative Sovereign Default Models and the European Debt Crisis," NBER Chapters, in: NBER International Seminar on Macroeconomics 2018, pages 20-30, National Bureau of Economic Research, Inc.
    7. 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.
    8. Yan Bai & Patrick J. Kehoe & Pierlauro Lopez & Fabrizio Perri, 2025. "A Neoclassical Model of the World Financial Cycle," NBER Working Papers 33441, National Bureau of Economic Research, Inc.
    9. Cristina Arellano & Gabriel Mihalache & Yan Bai, 2019. "Inflation Targeting with Sovereign Default Risk," 2019 Meeting Papers 239, Society for Economic Dynamics.
    10. 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.
    11. 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.
    12. Singh, Anurag, 2024. "Clustered sovereign defaults," Journal of International Economics, Elsevier, vol. 152(C).
    13. Jean-Marc Fournier & Manuel Bétin, 2018. "Limits to government debt sustainability in middle-income countries," OECD Economics Department Working Papers 1493, OECD Publishing.
    14. 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).
    15. Eberhardt, Markus, 2018. "(At Least) Four Theories for Sovereign Default," CEPR Discussion Papers 13084, C.E.P.R. Discussion Papers.

  5. Sandra Lizarazo & Jose Maria Da-Rocha, 2009. "Money, Credit and Default," Working Papers 0908, Centro de Investigacion Economica, ITAM.

    Cited by:

    1. Sandra Lizarazo, 2009. "Contagion of Financial Crises in Sovereing Debt Markets," Working Papers 0906, Centro de Investigacion Economica, ITAM.
    2. Cuadra Gabriel & Sapriza Horacio, 2007. "Fiscal Policy and Default Risk in Emerging Markets," Working Papers 2007-03, Banco de México.
    3. Radovan Vadovic, 2009. "Early, Late, and Multiple Bidding in Internet Auctions," Working Papers 0904, Centro de Investigacion Economica, ITAM.
    4. Enrique G. Mendoza & Vivian Z. Yue, 2011. "A General Equilibrium Model of Sovereign Default and Business Cycles," NBER Working Papers 17151, National Bureau of Economic Research, Inc.
    5. 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.).
    6. Vivian Z. Yue & Enrique G. Mendoza, 2009. "A Solution to the Default Risk-Business Cycle Disconnect," 2009 Meeting Papers 76, Society for Economic Dynamics.
    7. Lizarazo, Sandra Valentina, 2013. "Default risk and risk averse international investors," Journal of International Economics, Elsevier, vol. 89(2), pages 317-330.
    8. Enrique G. Mendoza & Vivian Z. Yue, 2008. "A Solution to the Disconnect between Country Risk and Business Cycle Theories," NBER Working Papers 13861, National Bureau of Economic Research, Inc.
    9. 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.

  6. Sandra Lizarazo, 2009. "Contagion of Financial Crises in Sovereing Debt Markets," Working Papers 0906, Centro de Investigacion Economica, ITAM.

    Cited by:

    1. Juan Carlos Hatchondo & Mr. Francisco Roch & Mr. Leonardo Martinez, 2012. "Fiscal Rules and the Sovereign Default Premium," IMF Working Papers 2012/030, International Monetary Fund.
    2. João Silvestre, 2017. "Sovereign default contagion: an agent-based model approach," Working Papers Department of Economics 2017/08, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
    3. Juan Carlos Hatchondo & Leonardo Martinez, 2009. "Long-duration bonds and sovereign defaults," Working Paper 08-02, Federal Reserve Bank of Richmond.
    4. Juan Carlos Hatchondo & Leonardo Martinez, 2012. "Debt dilution and sovereign default risk," Working Paper 10-08, Federal Reserve Bank of Richmond.
    5. Stähler, Nikolai, 2011. "Recent developments in quantitative models of sovereign default," Discussion Paper Series 1: Economic Studies 2011,17, Deutsche Bundesbank.
    6. Vincenzo Quadrini, 2017. "The external risks of financial integration for emerging economies," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 35(82), pages 18-24, April.
    7. Juan Carlos Hatchondo & Cesar Sosa-Padilla & Leonardo Martinez, 2010. "Debt dilution, overborrowing, and sovereign default risk," 2010 Meeting Papers 481, Society for Economic Dynamics.
    8. Filippo Brutti & Philip Sauré, 2012. "Transmission of Sovereign Risk in the Euro Crisis," Working Papers 12.01, Swiss National Bank, Study Center Gerzensee.
    9. Leonardo Martinez & Juan Hatchondo & Javier Bianchi, 2012. "Sovereign defaults and optimal reserves management," 2012 Meeting Papers 1125, Society for Economic Dynamics.
    10. Aguiar, M. & Chatterjee, S. & Cole, H. & Stangebye, Z., 2016. "Quantitative Models of Sovereign Debt Crises," Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 1697-1755, Elsevier.
    11. Lizarazo, Sandra Valentina, 2013. "Default risk and risk averse international investors," Journal of International Economics, Elsevier, vol. 89(2), pages 317-330.
    12. 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.
    13. Ludwig, Maximilian, 2014. "How well do we understand sovereign debt crisis? Evidence from Latin America," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100531, Verein für Socialpolitik / German Economic Association.
    14. Can Sever, 2016. "Contagion: Recent Models in International Finance Literature," Bulletin of Business and Economics (BBE), Research Foundation for Humanity (RFH), vol. 5(2), pages 59-66, June.
    15. Sasha Indarte, 2017. "Contagion via Financial Intermediaries in Pre-1914 Sovereign Debt Markets," 2017 Meeting Papers 1141, Society for Economic Dynamics.
    16. Cristina Arellano & Yan Bai, 2013. "Linkages across Sovereign Debt Markets," NBER Working Papers 19548, National Bureau of Economic Research, Inc.
    17. Singh, Anurag, 2024. "Clustered sovereign defaults," Journal of International Economics, Elsevier, vol. 152(C).
    18. Leonardo Martinez & Juan Carlos Hatchondo, 2008. "A model of credit risk without commitment," 2008 Meeting Papers 940, Society for Economic Dynamics.
    19. 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).
    20. Canhui Hong, 2018. "Flight-to-quality debt crises," 2018 Meeting Papers 166, Society for Economic Dynamics.

  7. Sandra Lizarazo, 2009. "Default Risk and Risk Averse International Investors," Working Papers 0907, Centro de Investigacion Economica, ITAM.

    Cited by:

    1. Alok Johri & Shahed K. Khan & Cesar Sosa-Padilla, 2018. "Interest Rate Uncertainty and Sovereign Default Risk," Department of Economics Working Papers 2018-17, McMaster University.
    2. Demian Pouzo & Ignacio Presno, 2015. "Sovereign Default Risk and Uncertainty Premia," Papers 1512.06960, arXiv.org.
    3. Juan Carlos Hatchondo & Mr. Francisco Roch & Mr. Leonardo Martinez, 2012. "Fiscal Rules and the Sovereign Default Premium," IMF Working Papers 2012/030, International Monetary Fund.
    4. Yildirim, Zekeriya, 2016. "Global financial conditions and asset markets: Evidence from fragile emerging economies," Economic Modelling, Elsevier, vol. 57(C), pages 208-220.
    5. 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.
    6. Sandra Lizarazo, 2009. "Contagion of Financial Crises in Sovereing Debt Markets," Working Papers 0906, Centro de Investigacion Economica, ITAM.
    7. Cuadra Gabriel & Sapriza Horacio, 2007. "Fiscal Policy and Default Risk in Emerging Markets," Working Papers 2007-03, Banco de México.
    8. Bernabe Lopez-Martin & Julio Leal & Andre Martinez Fritscher, 2017. "Commodity price risk management and fiscal policy in a sovereign default model," BIS Working Papers 620, Bank for International Settlements.
    9. Grace Weishi Gu & Zachary R. Stangebye, 2023. "Costly Information And Sovereign Risk," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 64(4), pages 1397-1429, November.
    10. Javier Bianchi & Juan Carlos Hatchondo & Leonardo Martinez, 2013. "International reserves and rollover risk," Working Paper 13-01, Federal Reserve Bank of Richmond.
    11. 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.
    12. Fernando Broner & Guido Lorenzoni & Sergio Schmuckler, 2006. "Why Do Emerging Economies Borrow Short Term?," 2006 Meeting Papers 841, Society for Economic Dynamics.
    13. Cosmin Ilut & Peter Benczur, 2010. "Evidence for Relational Contracts in Sovereign Bank Lending," 2010 Meeting Papers 91, Society for Economic Dynamics.
    14. Cuadra Gabriel & Ramos Francia Manuel & García-Verdú Santiago, 2018. "On the Role of Financial Aid in a Default Episode," Working Papers 2018-15, Banco de México.
    15. 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).
    16. Juan Carlos Hatchondo & Leonardo Martinez, 2009. "Long-duration bonds and sovereign defaults," Working Paper 08-02, Federal Reserve Bank of Richmond.
    17. Kaldorf, Matthias & Röttger, Joost, 2023. "Convenient but risky government bonds," Discussion Papers 15/2023, Deutsche Bundesbank.
    18. Leonardo Martinez & Francisco Roch & Francisco Roldán & Jeromin Zettelmeyer, 2023. "Sovereign debt," Chapters, in: Refet S. Gürkaynak & Jonathan H. Wright (ed.), Research Handbook of Financial Markets, chapter 17, pages 378-405, Edward Elgar Publishing.
      • Mr. Leonardo Martinez & Mr. Francisco Roch & Francisco Roldán & Mr. Jeromin Zettelmeyer, 2022. "Sovereign Debt," IMF Working Papers 2022/122, International Monetary Fund.
      • Leonardo Martinez & Francisco Roch & Francisco Roldan & Jeromin Zettelmeyer, 2022. "Sovereign Debt," Working Papers 167, Red Nacional de Investigadores en Economía (RedNIE).
    19. de Ferra, Sergio & Mallucci, Enrico, 2025. "Avoiding sovereign default contagion: A normative analysis," Journal of International Economics, Elsevier, vol. 154(C).
    20. Juan Carlos Hatchondo & Leonardo Martinez, 2012. "Debt dilution and sovereign default risk," Working Paper 10-08, Federal Reserve Bank of Richmond.
    21. Eijffinger, Sylvester & Kobielarz, Michal & Uras, Burak, 2018. "Sovereign default, exit and contagion in a monetary union," Other publications TiSEM d1844a19-c4eb-4443-a4c2-5, Tilburg University, School of Economics and Management.
    22. Stähler, Nikolai, 2011. "Recent developments in quantitative models of sovereign default," Discussion Paper Series 1: Economic Studies 2011,17, Deutsche Bundesbank.
    23. Michael Kumhof & Romain Rancière & Pablo Winant, 2015. "Inequality, Leverage, and Crises," PSE-Ecole d'économie de Paris (Postprint) halshs-01207208, HAL.
    24. Vincenzo Quadrini, 2017. "The external risks of financial integration for emerging economies," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 35(82), pages 18-24, April.
    25. Claeys, Peter & Vašíček, Bořek, 2014. "Measuring bilateral spillover and testing contagion on sovereign bond markets in Europe," Working Paper Series 1666, European Central Bank.
    26. Meyer, Josefin & Reinhart, Carmen M. & Trebesch, Christoph, 2021. "Sovereign bonds since Waterloo," Kiel Working Papers 2206, Kiel Institute for the World Economy (IfW Kiel).
    27. Ozge Akinci, 2013. "Global financial conditions, country spreads and macroeconomic fluctuations in emerging countries," International Finance Discussion Papers 1085, Board of Governors of the Federal Reserve System (U.S.).
    28. Mr. Michael Kumhof & Mr. Romain Ranciere & Pablo Winant, 2013. "Inequality, Leverage and Crises: The Case of Endogenous Default," IMF Working Papers 2013/249, International Monetary Fund.
    29. Enrique G. Mendoza & Vivian Z. Yue, 2011. "A General Equilibrium Model of Sovereign Default and Business Cycles," NBER Working Papers 17151, National Bureau of Economic Research, Inc.
    30. Flavia Corneli, 2018. "Sovereign debt maturity structure and its costs," Temi di discussione (Economic working papers) 1196, Bank of Italy, Economic Research and International Relations Area.
    31. Giancarlo Corsetti, 2023. "Debt crises, fast and slow Giancarlo," RSCAS Working Papers 2023/15, European University Institute.
    32. Lovchikova, Marina & Matschke, Johannes, 2024. "Capital controls and the global financial cycle," European Economic Review, Elsevier, vol. 163(C).
    33. Hernan Seoane, 2016. "Time-varying volatility, default and the sovereign risk premium," 2016 Meeting Papers 1132, Society for Economic Dynamics.
    34. Christoph Große Steffen & Maximilian Podstawski, 2016. "Ambiguity and Time-Varying Risk Aversion in Sovereign Debt Markets," Discussion Papers of DIW Berlin 1602, DIW Berlin, German Institute for Economic Research.
    35. 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.).
    36. Dennis Bonam & Jasper Lukkezen, 2019. "Fiscal and Monetary Policy Coordination, Macroeconomic Stability, and Sovereign Risk Premia," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(2-3), pages 581-616, March.
    37. Zanoni, Wladimir & Díaz, Emily & Paredes, Jorge & Andrian, Leandro Gaston & Maldonado, Juan Lorenzo, 2024. "Emerging Markets Bond Index Performance and Sovereign Default: The Case of Ecuador," IDB Publications (Working Papers) 13432, Inter-American Development Bank.
    38. Kobielarz, Michal, 2018. "The economics of monetary unions," Other publications TiSEM b0293536-68ec-4905-bffd-6, Tilburg University, School of Economics and Management.
    39. 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.
    40. Chernov, Mikhail & Creal, Drew & Hördahl, Peter, 2020. "Sovereign credit and exchange rate risks: Evidence from Asia-Pacific local currency bonds," CEPR Discussion Papers 14986, C.E.P.R. Discussion Papers.
    41. Takino, Kazuhiro & Ishinagi, Yoshikazu, 2023. "Are banks risk-averse or risk-neutral investors?," Journal of Behavioral and Experimental Finance, Elsevier, vol. 37(C).
    42. 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.
    43. Große Steffen, Christoph, 2015. "Uncertainty shocks and non-fundamental debt crises: An ambiguity approach," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 112936, Verein für Socialpolitik / German Economic Association.
    44. Jin, Jiayu & Han, Liyan & Wu, Lei & Zeng, Hongchao, 2020. "The hedging effectiveness of global sectors in emerging and developed stock markets," International Review of Economics & Finance, Elsevier, vol. 66(C), pages 92-117.
    45. Demian Pouzo & Ignacio Presno, 2012. "Sovereign default risk and uncertainty premia," Working Papers 12-11, Federal Reserve Bank of Boston.
    46. Vivian Z. Yue & Enrique G. Mendoza, 2009. "A Solution to the Default Risk-Business Cycle Disconnect," 2009 Meeting Papers 76, Society for Economic Dynamics.
    47. Méndez-Vizcaíno, Juan Camilo & Moreno-Arias, Nicolás, 2023. "Constraints or Opportunities?: Labor Informality and Public Investment in Shaping Debt Limits," IDB Publications (Working Papers) 13049, Inter-American Development Bank.
    48. Asonuma, Tamon, 2014. "Sovereign defaults, external debt and real exchange rate dynamics," MPRA Paper 55133, University Library of Munich, Germany.
    49. Marina Azzimonti & Vincenzo Quadrini, 2019. "International Spillovers and Bailouts," Department of Economics Working Papers 19-06, Stony Brook University, Department of Economics.
    50. Philipp Engler & Christoph Große Steffen, 2014. "Sovereign Risk, Interbank Freezes, and Aggregate Fluctuations," Discussion Papers of DIW Berlin 1436, DIW Berlin, German Institute for Economic Research.
    51. Ignacio Presno & Demian Pouzo, 2012. "Sovereign Default Risk and Uncertainty Premia," 2012 Meeting Papers 608, Society for Economic Dynamics.
    52. Kirsch, Florian & Rühmkorf, Ronald, 2013. "Sovereign Borrowing, Financial Assistance and Debt Repudiation," Bonn Econ Discussion Papers 01/2013, University of Bonn, Bonn Graduate School of Economics (BGSE).
    53. Fridrik Mar Baldursson & Richard Portes & Eirikur Elis Thorlaksson, 2023. "Capital controls as a bargaining device: The case of Iceland," Review of International Economics, Wiley Blackwell, vol. 31(4), pages 1303-1328, September.
    54. Lizarazo, Sandra Valentina, 2013. "Default risk and risk averse international investors," Journal of International Economics, Elsevier, vol. 89(2), pages 317-330.
    55. Harold Cole & Daniel Neuhann & Guillermo Ordonez, 2020. "Information Spillovers in Sovereign Debt Markets," PIER Working Paper Archive 21-011, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
    56. 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.
    57. Sewon Hur & Illenin O. Kondo & Fabrizio Perri, 2018. "Inflation, Debt, and Default," Working Papers (Old Series) 1812, Federal Reserve Bank of Cleveland.
    58. Giancarlo Corsetti & Seung Hyun Maeng, 2020. "Debt crises, fast and slow," Discussion Papers 2019, Centre for Macroeconomics (CFM).
    59. Ricardo Sabbadini, 2018. "Loss Aversion and Search for Yield in Emerging Markets Sovereign Debt," Working Papers, Department of Economics 2018_16, University of São Paulo (FEA-USP).
    60. Ludwig, Maximilian, 2014. "How well do we understand sovereign debt crisis? Evidence from Latin America," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100531, Verein für Socialpolitik / German Economic Association.
    61. Alessandro Dovis & Luigi Bocola, 2015. "Indeterminacy in Sovereign Debt Markets: An Empirical Investigation," 2015 Meeting Papers 694, Society for Economic Dynamics.
    62. Oz Solon Chovghi Iazdi & Bernardo Guimarães, 2014. "Imf Conditionalities, Liquidity Provision And Incentives For Fiscal Adjustment," Anais do XLI Encontro Nacional de Economia [Proceedings of the 41st Brazilian Economics Meeting] 071, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
    63. 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.
    64. Wei Huang & Shu Lin & Jian Yang, 2019. "Institutional quality and sovereign credit default swap spreads," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 39(6), pages 686-703, June.
    65. Fabrice Tourre, 2017. "A Macro-Finance Approach to Sovereign Debt Spreads and Returns," 2017 Meeting Papers 13, Society for Economic Dynamics.
    66. Pina, Gonçalo, 2024. "State-contingent debt with lender risk aversion," The Quarterly Review of Economics and Finance, Elsevier, vol. 94(C), pages 180-189.
    67. Oh, Frederick Dongchuhl & Park, Junghum, 2023. "A large creditor in contagious liquidity crises," Journal of Banking & Finance, Elsevier, vol. 146(C).
    68. Shay Tsaban & Tal Shavit, 2024. "The Agency Problem of the Modern Era – The Conflict Between Shareholders’ and Managers’ Motives to Invest in Happiness," Journal of Happiness Studies, Springer, vol. 25(7), pages 1-18, October.
    69. Youngju Kim & Hyunjoon Lim, 2018. "Which External Shock Matters in Small Open Economies? US Economic Policy Uncertainty vs. Global Risk Aversion," Working Papers 2018-29, Economic Research Institute, Bank of Korea.
    70. Demian Pouzo & Ignacio Presno, 2016. "Sovereign Default Risk and Uncertainty Premia," American Economic Journal: Macroeconomics, American Economic Association, vol. 8(3), pages 230-266, July.
    71. Cristina Arellano & Yan Bai & Sandra Lizarazo, 2017. "Sovereign Risk Contagion," Staff Report 559, Federal Reserve Bank of Minneapolis.
    72. 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.
    73. Kieran Walsh, 2014. "Portfolio Choice and Partial Default in Emerging Markets: a quantitative analysis," 2014 Meeting Papers 789, Society for Economic Dynamics.
    74. Sewon Hur & Illenin O. Kondo & Fabrizio Perri, 2018. "Real Interest Rates, Inflation, and Default," Staff Report 574, Federal Reserve Bank of Minneapolis.
    75. Juan Carlos Hatchondo & Leonardo Martinez & Horacio Sapriza, 2006. "Sovereign default risk with heterogenous borrowers," 2006 Meeting Papers 845, Society for Economic Dynamics.
    76. Mihalache, Gabriel, 2020. "Sovereign default resolution through maturity extension," Journal of International Economics, Elsevier, vol. 125(C).
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    78. Mitra, Nirvana, 2020. "Political Constraints and Sovereign Default Premia," MPRA Paper 104172, University Library of Munich, Germany.
    79. Ana Aguilar & Carlos Cantú & Claudia Ramírez, 2022. "It takes two: Fiscal and monetary policy in Mexico," BIS Working Papers 1012, Bank for International Settlements.
    80. Lovleen Kushwah, 2020. "Country default in a monetary union," Working Papers 2020_19, Business School - Economics, University of Glasgow.
    81. Thakerngkiat, Narongdech & Nguyen, Hung T. & Nguyen, Nhut H. & Visaltanachoti, Nuttawat, 2023. "Does fear spur default risk?," International Review of Economics & Finance, Elsevier, vol. 83(C), pages 879-899.
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    84. Marina Azzimonti & Vincenzo Quadrini, 2019. "International spillovers and `ex-ante' efficient bailouts," 2019 Meeting Papers 318, Society for Economic Dynamics.
    85. Passadore, Juan & Xu, Yu, 2022. "Illiquidity in sovereign debt markets," Journal of International Economics, Elsevier, vol. 137(C).
    86. Wenxin Du & Carolin E. Pflueger & Jesse Schreger, 2020. "Sovereign Debt Portfolios, Bond Risks, and the Credibility of Monetary Policy," Journal of Finance, American Finance Association, vol. 75(6), pages 3097-3138, December.
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    88. 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.
    89. Sandra Lizarazo & Horacio Sapriza & Javier Bianchi, 2014. "Sovereign Default and Government’s Bailouts," 2014 Meeting Papers 1297, Society for Economic Dynamics.
    90. Zhehao Huang & Zhenghui Li & Zhenzhen Wang, 2020. "Utility Indifference Valuation for Defaultable Corporate Bond with Credit Rating Migration," Mathematics, MDPI, vol. 8(11), pages 1-26, November.
    91. Bernardo Guimaraes & Lucas Tumkus, 2020. "On the costs of sovereign default in quantitative models," Discussion Papers 2021, Centre for Macroeconomics (CFM).
    92. Canhui Hong, 2018. "Flight-to-quality debt crises," 2018 Meeting Papers 166, Society for Economic Dynamics.

Articles

  1. Adler, Gustavo & Lizarazo, Sandra, 2015. "Intertwined sovereign and bank solvencies in a simple model of self-fulfilling crisis," International Review of Economics & Finance, Elsevier, vol. 39(C), pages 428-448.

    Cited by:

    1. Lidija Lovreta & Joaquín López Pascual, 2020. "Structural breaks in the interaction between bank and sovereign default risk," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 11(4), pages 531-559, December.

  2. Lizarazo, Sandra Valentina, 2013. "Default risk and risk averse international investors," Journal of International Economics, Elsevier, vol. 89(2), pages 317-330.
    See citations under working paper version above.

Chapters

    Sorry, no citations of chapters recorded.

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Statistics

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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 9 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 (6) 2009-03-14 2010-03-06 2011-07-13 2015-03-05 2017-12-11 2018-01-29. Author is listed
  2. NEP-CBA: Central Banking (4) 2009-03-14 2011-07-13 2015-03-05 2021-02-15
  3. NEP-MAC: Macroeconomics (4) 2009-03-14 2011-07-13 2021-02-15 2021-12-20
  4. NEP-BAN: Banking (3) 2015-03-05 2021-12-20 2022-11-07
  5. NEP-MON: Monetary Economics (3) 2009-03-14 2011-07-13 2021-02-15
  6. NEP-EEC: European Economics (2) 2017-12-11 2018-01-29
  7. NEP-OPM: Open Economy Macroeconomics (2) 2017-12-11 2018-01-29
  8. NEP-CMP: Computational Economics (1) 2021-12-20
  9. NEP-CWA: Central and Western Asia (1) 2021-12-20
  10. NEP-FDG: Financial Development and Growth (1) 2021-12-20
  11. NEP-IFN: International Finance (1) 2010-03-06
  12. NEP-MFD: Microfinance (1) 2015-03-05
  13. NEP-UPT: Utility Models and Prospect Theory (1) 2010-03-06

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