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Citations for "Sovereign default, interest rates and political uncertainty in emerging markets"

by Cuadra, Gabriel & Sapriza, Horacio

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  1. Carolina Achury & Christos Koulovatianos & John Tsoukalas, . "External Sovereign Debt in a Monetary Union: Bailouts and the Role of Corruption," Discussion Papers 11/11, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
  2. Satyajit Chatterjee & Burcu Eyigungor, 2012. "Maturity, Indebtedness, and Default Risk," American Economic Review, American Economic Association, vol. 102(6), pages 2674-99, October.
  3. Guido Sandleris & Horacio Sapriza & Filippo Taddei, 2008. "Indexed Sovereign Debt: An Applied Framework," Carlo Alberto Notebooks 104, Collegio Carlo Alberto, revised 2011.
  4. Lizarazo, Sandra, 2010. "Default Risk and Risk Averse International Investors," MPRA Paper 20794, University Library of Munich, Germany.
  5. Cohen, Daniel & Villemot, Sébastien, 2012. "The Sovereign Default Puzzle: Modelling Issues and Lessons for Europe," CEPR Discussion Papers 8971, C.E.P.R. Discussion Papers.
  6. Arellano, Cristina, 2008. "Default risk and income fluctuations in emerging economies," MPRA Paper 7867, University Library of Munich, Germany.
  7. Leonardo Martinez & Francisco Roch & Juan Hatchondo, 2015. "Fiscal rules and the sovereign default premium," 2015 Meeting Papers 1262, Society for Economic Dynamics.
  8. Mark Aguiar & Manuel Amador, 2013. "Sovereign Debt: A Review," NBER Working Papers 19388, National Bureau of Economic Research, Inc.
  9. 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.
  10. Enrique G. Mandoza & Vivian Z. Yue, 2008. "A solution to the default risk-business cycle disconnect," International Finance Discussion Papers 924, Board of Governors of the Federal Reserve System (U.S.).
  11. Juan Carlos Hatchondo & Leonardo Martinez & Cesar Sosa-Padilla, 2015. "Debt Dilution and Sovereign Default Risk," Caepr Working Papers 2015-012 Classification-, Center for Applied Economics and Policy Research, Economics Department, Indiana University Bloomington.
  12. Ricardo Nunes & Davide Debortoli, 2007. "Political Disagreement, Lack of Commitment and the Level of Debt," 2007 Meeting Papers 725, Society for Economic Dynamics.
  13. Carlos Eduardo Gonçalves & Bernardo Guimarães, 2012. "Sovereign default risk and commitment for fiscal adjustment," Working Papers, Department of Economics 2012_23, University of São Paulo (FEA-USP).
  14. Jessica Roldan-Pena, 2011. "Default risk and economic activity: A small open economy model with sovereign debt and default," 2011 Meeting Papers 735, Society for Economic Dynamics.
  15. Vivian Norambuena, 2015. "Sovereign Debt Default: Are Countries Trapped by Their Own Default History?," Working Papers wp416, University of Chile, Department of Economics.
  16. Diego J. Perez, 2015. "Sovereign Debt, Domestic Banks and the Provision of Public Liquidity," Discussion Papers 15-016, Stanford Institute for Economic Policy Research.
  17. Yun Jung Kim & Jing Zhang, 2010. "Decentralized Borrowing and Centralized Default," Working Papers 596, Research Seminar in International Economics, University of Michigan.
  18. Aguiar, Mark & Amador, Manuel, 2014. "Sovereign Debt," Handbook of International Economics, Elsevier.
  19. Demian Pouzo & Ignacio Presno, 2015. "Optimal Taxation with Endogenous Default under Incomplete Markets," Papers 1508.03924, arXiv.org, revised May 2016.
  20. Juan Carlos Hatchondo & Leonardo Martinez & Horacio Sapriza, 2009. "On the cyclicality of the interest rate in emerging economy models: solution methods matter," Working Paper 09-13, Federal Reserve Bank of Richmond.
  21. Araujo, Aloisio & Leon, Marcia & Santos, Rafael, 2013. "Welfare analysis of currency regimes with defaultable debts," Journal of International Economics, Elsevier, vol. 89(1), pages 143-153.
  22. repec:hal:wpaper:halshs-00692038 is not listed on IDEAS
  23. Juan M. Sanchez & Horacio Sapriza & Gabriel Cuadra, 2009. "Fiscal Policy and Default Risk in Emerging Markets," 2009 Meeting Papers 701, Society for Economic Dynamics.
  24. Vivian Z. Yue & Enrique G. Mendoza, 2009. "A Solution to the Default Risk-Business Cycle Disconnect," 2009 Meeting Papers 76, Society for Economic Dynamics.
  25. Juan Carlos Hatchondo & Leonardo Martinez, 2009. "Long-duration bonds and sovereign defaults," Working Paper 08-02, Federal Reserve Bank of Richmond.
  26. Huixin Bi & Eric M. Leeper, 2013. "Analyzing Fiscal Sustainability," Staff Working Papers 13-27, Bank of Canada.
  27. Almuth Scholl, 2015. "The Dynamics of Sovereign Default Risk and Political Turnover," Working Paper Series of the Department of Economics, University of Konstanz 2015-05, Department of Economics, University of Konstanz.
  28. Demian Pouzo & Ignacio Presno, 2012. "Sovereign default risk and uncertainty premia," Working Papers 12-11, Federal Reserve Bank of Boston.
  29. Zhanwei Z. Yue & Enrique G. Mendoza, 2011. "A General Equilibrium Model of Sovereign Default and Business Cycles," IMF Working Papers 11/166, International Monetary Fund.
  30. Collard, Fabrice & Habib, Michel Antoine & Rochet, Jean-Charles, 2016. "The Reluctant Defaulter: A Tale of High Government Debt," CEPR Discussion Papers 11299, C.E.P.R. Discussion Papers.
  31. Guido Sandleris & Filippo Taddei, 2007. "Indexed Sovereign Debt: a Survey and a Framework of Analysis," Carlo Alberto Notebooks 66, Collegio Carlo Alberto.
  32. Marina Azzimonti, 2012. "The dynamics of public investment under persistent electoral advantag," 2012 Meeting Papers 91, Society for Economic Dynamics.
  33. Daude, Christian, 2012. "Sovereign default risk and volatility," Economics Letters, Elsevier, vol. 114(1), pages 47-50.
  34. Leonardo Martinez, 2009. "Why could political incentives be different during election times?," Economic Quarterly, Federal Reserve Bank of Richmond, issue Sum, pages 315-334.
  35. Stefan Eichler & T. Plaga, 2016. "The Political Determinants of Government Bond Holdings," IWH Discussion Papers 14, Halle Institute for Economic Research.
  36. 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.
  37. Sottile, Pedro, 2013. "On the political determinants of sovereign risk: Evidence from a Markov-switching vector autoregressive model for Argentina," Emerging Markets Review, Elsevier, vol. 15(C), pages 160-185.
  38. Juan Carlos Hatchondo & Leonardo Martinez, 2010. "The politics of sovereign defaults," Economic Quarterly, Federal Reserve Bank of Richmond, issue 3Q, pages 291-317.
  39. Joy, Mark, 2012. "Sovereign default and macroeconomic tipping points," Research Technical Papers 10/RT/12, Central Bank of Ireland.
  40. repec:zbw:iwhdps:14-16 is not listed on IDEAS
  41. 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, issue Sum, pages 251-286.
  42. Bertin, Sara & Ohana, Steve & Strauss-Kahn, Vanessa, 2014. "Revisiting the Link between Political and Financial Crises in Africa," MPRA Paper 61695, University Library of Munich, Germany.
  43. Facundo Piguillem & Alessandro Riboni, 2013. "Spending Biased Legislators - Discipline Through Disagreement," EIEF Working Papers Series 1317, Einaudi Institute for Economics and Finance (EIEF), revised Jul 2013.
  44. Fink, Fabian & Scholl, Almuth, 2016. "A quantitative model of sovereign debt, bailouts and conditionality," Journal of International Economics, Elsevier, vol. 98(C), pages 176-190.
  45. Vidovics-Dancs, Ágnes, 2014. "Az államcsőd költségei régen és ma
    [Costs of sovereign defaults now and long ago]
    ," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(3), pages 262-278.
  46. Juan Carlos Hatchondo & Leonardo Martinez & Horacio Sapriza, 2006. "Computing business cycles in emerging economy models," Working Paper 06-11, Federal Reserve Bank of Richmond.
  47. Ludwig, Maximilian, 2014. "How well do we understand sovereign debt crisis? Evidence from Latin America," Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100531, Verein für Socialpolitik / German Economic Association.
  48. Lizarazo, Sandra, 2009. "Contagion of Financial Crises in Sovereign Debt Markets," MPRA Paper 20795, University Library of Munich, Germany, revised 06 Feb 2010.
  49. Ilzetzki, Ethan, 2011. "Rent-seeking distortions and fiscal procyclicality," Journal of Development Economics, Elsevier, vol. 96(1), pages 30-46, September.
  50. Correa, Ricardo & Sapriza, Horacio, 2014. "Sovereign Debt Crises," International Finance Discussion Papers 1104, Board of Governors of the Federal Reserve System (U.S.).
  51. Eichler, Stefan, 2015. "How Do Political Factors Shape the Bank Risk-Sovereign Risk Nexus in Emerging Markets?," Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 112877, Verein für Socialpolitik / German Economic Association.
  52. 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.
  53. Filippo Brutti & Philip Ulrich Sauré, 2014. "Repatriation of Debt in the Euro Crisis: Evidence for the Secondary Market Theory," Working Papers 2014-03, Swiss National Bank.
  54. marina, azzimonti, 2010. "Political ideology as a source of business cycles," MPRA Paper 25937, University Library of Munich, Germany.
  55. Huseyin Ozturk*, 2014. "The origin of bias in sovereign credit ratings: reconciling agency views with institutional quality," Journal of Developing Areas, Tennessee State University, College of Business, vol. 48(4), pages 161-188, October-D.
  56. Juan Carlos Hatchondo & Leonardo Martinez & Horacio Sapriza, 2007. "The economics of sovereign defaults," Economic Quarterly, Federal Reserve Bank of Richmond, issue Spr, pages 163-187.
  57. Sandra Lizarazo & Jose Maria Da-Rocha, 2009. "Money, Credit and Default," Working Papers 0908, Centro de Investigacion Economica, ITAM.
  58. 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.
  59. Fabrice Collard & Michel Habib & Jean-Charles Rochet, 2015. "Sovereign Debt Sustainability In Advanced Economies," Journal of the European Economic Association, European Economic Association, vol. 13(3), pages 381-420, 06.
  60. Nicolas Melissas, 2009. "On Bid Disclosure in OCS Wildcat Auctions," Working Papers 0905, Centro de Investigacion Economica, ITAM.
  61. Liu, Chang & Sun, Xiaolei & Chen, Jianming & Li, Jianping, 2016. "Statistical properties of country risk ratings under oil price volatility: Evidence from selected oil-exporting countries," Energy Policy, Elsevier, vol. 92(C), pages 234-245.
  62. 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).
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