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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. 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.
  2. Vivian Yue & Stephanie Schmitt-Grohe & Martin Uribe & Seunghoon Na, 2015. "A Model of the Twin Ds: Optimal Default and Devaluation," 2015 Meeting Papers 419, Society for Economic Dynamics.
  3. Engler, Philipp & Grosse Steffen, Christoph, 2015. "Sovereign risk, interbank freezes, and aggregate fluctuations," Working Paper Series 1840, European Central Bank.
  4. 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.
  5. Juan Carlos Hatchondo & Leonardo Martinez & Cesar Sosa-Padilla, 2014. "Debt Dilution and Sovereign Default Risk," Department of Economics Working Papers 2014-06, McMaster University.
  6. 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.
  7. Juan Carlos Hatchondo & Leonardo Martinez, 2010. "The politics of sovereign defaults," Economic Quarterly, Federal Reserve Bank of Richmond, issue 3Q, pages 291-317.
  8. Yun Jung Kim & Jing Zhang, 2010. "Decentralized Borrowing and Centralized Default," Working Papers 596, Research Seminar in International Economics, University of Michigan.
  9. repec:fip:fedreq:y:2012:i:2q:p:139-157:n:vol.98no.2 is not listed on IDEAS
  10. Javier Bianchi & Juan Carlos Hatchondo & Leonardo Martinez, 2013. "International Reserves and Rollover Risk," IMF Working Papers 13/33, International Monetary Fund.
  11. Leo Kaas & Jan Mellert & Almuth Scholl, 2016. "Sovereign and private default risks over the business cycle," Working Paper Series of the Department of Economics, University of Konstanz 2016-09, Department of Economics, University of Konstanz.
  12. 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).
  13. repec:hal:wpaper:halshs-00692038 is not listed on IDEAS
  14. Demian Pouzo & Ignacio Presno, 2016. "Sovereign Default Risk and Uncertainty Premia," American Economic Journal: Macroeconomics, American Economic Association, vol. 8(3), pages 230-66, July.
  15. Tavares, Tiago, 2015. "The Role of International Reserves in Sovereign Debt Restructuring under Fiscal Adjustment," MPRA Paper 66962, University Library of Munich, Germany.
  16. Hatchondo, Juan Carlos & Martinez, Leonardo & Sosa Padilla, César, 2014. "Voluntary sovereign debt exchanges," Journal of Monetary Economics, Elsevier, vol. 61(C), pages 32-50.
  17. Daude, Christian, 2012. "Sovereign default risk and volatility," Economics Letters, Elsevier, vol. 114(1), pages 47-50.
  18. Carlos Hatchondo, Juan & Martinez, Leonardo & Sánchez, Juan M., 2015. "Mortgage defaults," Journal of Monetary Economics, Elsevier, vol. 76(C), pages 173-190.
    • Hatchondo, Juan Carlos & Martinez, Leonardo & Sánchez, Juan M., 2011. "Mortgage defaults," Working Papers 2011-019, Federal Reserve Bank of St. Louis, revised 31 Jul 2015.
    • Leonardo Martinez & Juan Carlos Hatchondo & Juan M. Sanchez, 2012. "Mortgage Defaults," IMF Working Papers 12/26, International Monetary Fund.
    • Juan Carlos Hatchondo & Leonardo Martinez & Juan M. Sanchez, 2015. "Mortgage Defaults," Caepr Working Papers 2015-011 Classification-D, Center for Applied Economics and Policy Research, Economics Department, Indiana University Bloomington.
    • Juan Carlos Hatchondo & Leonardo Martinez & Juan M. Sanchez, 2011. "Mortgage defaults," Working Paper 11-05, Federal Reserve Bank of Richmond.
  19. Juan Carlos Hatchondo & Leonardo Martinez, 2013. "Sudden Stops, Time Inconsistency, and the Duration of Sovereign Debt," International Economic Journal, Taylor & Francis Journals, vol. 27(2), pages 217-228, June.
  20. Villemot, Sébastien, 2012. "Accelerating the resolution of sovereign debt models using an endogenous grid method," Dynare Working Papers 17, CEPREMAP.
  21. 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).
  22. Born, Benjamin & Müller, Gernot J. & Pfeifer, Johannes, 2014. "Does austerity pay off?," SAFE Working Paper Series 77, Research Center SAFE - Sustainable Architecture for Finance in Europe, Goethe University Frankfurt.
  23. Juan Carlos Hatchondo & Leonardo Martinez & Yasin Kursat Onder, 2014. "Non-Defaultable Debt and Sovereign Risk," IMF Working Papers 14/198, International Monetary Fund.
  24. Seunghoon Na & Stephanie Schmitt-Grohé & Martin Uribe & Vivian Z. Yue, 2014. "A Model of the Twin Ds: Optimal Default and Devaluation," NBER Working Papers 20314, National Bureau of Economic Research, Inc.
  25. Ignacio Presno & Demian Pouzo, 2012. "Sovereign Default Risk and Uncertainty Premia," 2012 Meeting Papers 608, Society for Economic Dynamics.
  26. Stähler, Nikolai, 2011. "Recent developments in quantitative models of sovereign default," Discussion Paper Series 1: Economic Studies 2011,17, Deutsche Bundesbank, Research Centre.
  27. Leonardo Martinez & Francisco Roch & Juan Hatchondo, 2015. "Fiscal rules and the sovereign default premium," 2015 Meeting Papers 1262, Society for Economic Dynamics.
  28. Zhu, Junjun & Xie, Shiyu, 2011. "Asymmetric Shocks, Long-term Bonds and Sovereign Default," MPRA Paper 28236, University Library of Munich, Germany.
  29. 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.
  30. Demian Pouzo & Ignacio Presno, 2012. "Sovereign default risk and uncertainty premia," Working Papers 12-11, Federal Reserve Bank of Boston.
  31. Aguiar, Mark & Amador, Manuel, 2014. "Sovereign Debt," Handbook of International Economics, Elsevier.
  32. Athreya, Kartik B., 2014. "Big Ideas in Macroeconomics: A Nontechnical View," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262019736, March.
  33. 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.
  34. Juessen, Falko & Schabert, Andreas, 2013. "Fiscal Policy, Sovereign Default, and Bailouts," IZA Discussion Papers 7805, Institute for the Study of Labor (IZA).
  35. Pablo Guerron-Quintana & Grey Gordon, 2014. "Municipal Bonds, Default, and Migration in General Equilibrium," 2014 Meeting Papers 868, Society for Economic Dynamics.
  36. Juliana Salomao, 2015. "Sovereign Debt Renegotiation and Credit Default Swaps," 2015 Meeting Papers 826, Society for Economic Dynamics.
  37. 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.
  38. Grey Gordon & Pablo Guerrón-Quintana, 2013. "Dynamics of investment, debt, and default," Working Papers 13-18, Federal Reserve Bank of Philadelphia.
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