Real Interest Rates, Inflation, and Default
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DOI: 10.21034/sr.574
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- Hur, Sewon & Kondo, Illenin & Perri, Fabrizio, 2018. "Real Interest Rates, Inflation, and Default," CEPR Discussion Papers 13388, C.E.P.R. Discussion Papers.
References listed on IDEAS
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Cited by:
- 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, Stony Brook University, Department of Economics.
- 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 & Gabriel Mihalache & Yan Bai, 2019. "Inflation Targeting with Sovereign Default Risk," 2019 Meeting Papers 239, Society for Economic Dynamics.
- 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.
- 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 Mihalache, 2020. "Monetary Policy and Sovereign Risk in Emerging Economies (NK-Default)," Staff Report 592, Federal Reserve Bank of Minneapolis.
- 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 & 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.
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More about this item
Keywords
Nominal bonds; Sovereign default; Inflation risk; Government debt;All these keywords.
JEL classification:
- E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
- F34 - International Economics - - International Finance - - - International Lending and Debt Problems
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- H63 - Public Economics - - National Budget, Deficit, and Debt - - - Debt; Debt Management; Sovereign Debt
NEP fields
This paper has been announced in the following NEP Reports:- NEP-DGE-2019-01-07 (Dynamic General Equilibrium)
- NEP-MAC-2019-01-07 (Macroeconomics)
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