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News and sovereign default risk in small open economies

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  • Ricardo Nunes

    (Federal Reserve Board)

  • Horacio Sapriza

    (Federal Reserve Board and Rutgers University)

  • Ceyhun Bora Durdu

    (Federal Reserve Board)

Abstract

established in the literature.

Suggested Citation

  • Ricardo Nunes & Horacio Sapriza & Ceyhun Bora Durdu, 2010. "News and sovereign default risk in small open economies," 2010 Meeting Papers 1224, Society for Economic Dynamics.
  • Handle: RePEc:red:sed010:1224
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    Cited by:

    1. Anton Korinek & Damiano Sandri, 2016. "Capital Controls or Macroprudential Regulation?," NBER Chapters,in: NBER International Seminar on Macroeconomics 2015 National Bureau of Economic Research, Inc.
    2. repec:eee:macchp:v2-1697 is not listed on IDEAS
    3. repec:eee:inecon:v:106:y:2017:i:c:p:119-133 is not listed on IDEAS
    4. Durdu, C. Bora & Nunes, Ricardo & Sapriza, Horacio, 2013. "News and sovereign default risk in small open economies," Journal of International Economics, Elsevier, pages 1-17.
    5. Juan Carlos Hatchondo & Leonardo Martinez & Francisco Roch, 2015. "Fiscal rules and the Sovereign Default Premium," Caepr Working Papers 2015-010 Classification-F, Center for Applied Economics and Policy Research, Economics Department, Indiana University Bloomington.
    6. Christopher M. Gunn & Alok Johri, 2013. "Fear of Sovereign Default, Banks, and Expectations-driven Business Cycles," Department of Economics Working Papers 2013-08, McMaster University.
    7. Michael Tomz & Mark L.J. Wright, 2013. "Empirical Research on Sovereign Debt and Default," Annual Review of Economics, Annual Reviews, pages 247-272.
    8. Matsuoka, Hideaki, 2015. "Fiscal limits and sovereign default risk in Japan," Journal of the Japanese and International Economies, Elsevier, pages 13-30.
    9. Juan Carlos Hatchondo & Leonardo Martinez & Francisco Roch, 2012. "Fiscal rules and the sovereign default premium," Working Paper 12-01, Federal Reserve Bank of Richmond.
    10. Bianchi, Javier & Liu, Chenxin & Mendoza, Enrique G., 2016. "Fundamentals news, global liquidity and macroprudential policy," Journal of International Economics, Elsevier, pages 2-15.
    11. Juan M. Hernandez & Enrique G. Mendoza, 2017. "Optimal v. simple financial policy rules in a production economy with “liability dollarization," Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 35(82), pages 25-39, April.
    12. Papadia, Andrea, 2017. "Sovereign defaults during the Great Depression: the role of fiscal fragility," Economic History Working Papers 68943, London School of Economics and Political Science, Department of Economic History.
    13. Enrique G. Mendoza, 2016. "Macroprudential Policy: Promise and Challenges," NBER Working Papers 22868, National Bureau of Economic Research, Inc.
    14. Bauducco, Sofia & Caprioli, Francesco, 2014. "Optimal fiscal policy in a small open economy with limited commitment," Journal of International Economics, Elsevier, pages 302-315.
    15. Carlos Hatchondo, Juan & Martinez, Leonardo & Sánchez, Juan M., 2015. "Mortgage defaults," Journal of Monetary Economics, Elsevier, pages 173-190.
    16. Fink, Fabian & Scholl, Almuth, 2016. "A quantitative model of sovereign debt, bailouts and conditionality," Journal of International Economics, Elsevier, pages 176-190.
    17. Aguiar, M. & Chatterjee, S. & Cole, H. & Stangebye, Z., 2016. "Quantitative Models of Sovereign Debt Crises," Handbook of Macroeconomics, Elsevier.
    18. Juan Carlos Hatchondo & Leonardo Martinez & César Sosa-Padilla, 2016. "Debt Dilution and Sovereign Default Risk," Journal of Political Economy, University of Chicago Press, pages 1383-1422.
    19. Fabian Fink & Almuth Scholl, 2011. "A Quantitative Model of Sovereign Debt, Bailouts and Conditionality," Working Paper Series of the Department of Economics, University of Konstanz 2011-46, Department of Economics, University of Konstanz.
    20. Juan M. Hernandez & Enrique G. Mendoza, 2017. "Optimal v. simple financial policy rules in a production economy with “liability dollarization," Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 35(82), pages 1-15, April.
    21. Ceyhun 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.).
    22. Große Steffen, Christoph, 2015. "Uncertainty shocks and non-fundamental debt crises: An ambiguity approach," Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 112936, Verein für Socialpolitik / German Economic Association.
    23. Leonardo Martinez & Juan Hatchondo & Javier Bianchi, 2012. "Sovereign defaults and optimal reserves management," 2012 Meeting Papers 1125, Society for Economic Dynamics.
    24. Alok Johri & Terry Yip, 2017. "Financial Shocks,Supply-chain Relationships and the Great Trade Collapse," Department of Economics Working Papers 2017-11, McMaster University.
    25. Durdu, C. Bora & Nunes, Ricardo & Sapriza, Horacio, 2013. "News and sovereign default risk in small open economies," Journal of International Economics, Elsevier, pages 1-17.

    More about this item

    JEL classification:

    • F34 - International Economics - - International Finance - - - International Lending and Debt Problems
    • F41 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Open Economy Macroeconomics

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