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Citations for "Sovereign Defaults; The Role of Volatility"

by Bennett W Sutton & Luis Catão

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  1. Xavier Debrun & Radhicka Kapoor, 2010. "Fiscal Policy and Macroeconomic Stability: New Evidence and Policy Implications," Revista de Economía y Estadística, Universidad Nacional de Córdoba, Facultad de Ciencias Económicas, Instituto de Economía y Finanzas, vol. 0(2), pages 69–101, July.
  2. Ugo Panizza & Federico Sturzenegger & Jeromin Zettelmeyer, 2010. "International Government Debt," UNCTAD Discussion Papers 199, United Nations Conference on Trade and Development.
  3. Enrique G. Mendoza & P. Marcelo Oviedo, 2006. "Fiscal Policy and Macroeconomic Uncertainty in Emerging Markets: The Tale of the Tormented Insurer," 2006 Meeting Papers 377, Society for Economic Dynamics.
  4. Jiménez, Juan Pablo & Tromben, Varinia, 2006. "Fiscal policy and the commodities boom: the impact of higher prices for non-renewables in Latin America and the Caribbean," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), December.
  5. Juan Carlos Hatchondo & Leonardo Martinez & Horacio Sapriza, 2006. "Sovereign default risk with heterogenous borrowers," 2006 Meeting Papers 845, Society for Economic Dynamics.
  6. Agliardi, Elettra & Agliardi, Rossella & Pinar, Mehmet & Stengos, Thanasis & Topaloglou, Nikolas, 2012. "A new country risk index for emerging markets: A stochastic dominance approach," Journal of Empirical Finance, Elsevier, vol. 19(5), pages 741-761.
  7. Enrique G. Mendoza & Jonathan David Ostry, 2007. "International Evidenceon Fiscal Solvency; Is Fiscal Policy "Responsible"?," IMF Working Papers 07/56, International Monetary Fund.
  8. Joy, Mark, 2012. "Sovereign default and macroeconomic tipping points," Research Technical Papers 10/RT/12, Central Bank of Ireland.
  9. Bernardin Akitoby & Thomas Stratmann, 2006. "Fiscal Policy and Financial Markets," IMF Working Papers 06/16, International Monetary Fund.
  10. Zvi Wiener & Dan Galai, 2009. "Credit Risk Spreads in Local and Foreign Currencies," IMF Working Papers 09/110, International Monetary Fund.
  11. Alberto Alesina & Filipe R. Campante & Guido Tabellini, 2008. "Why is Fiscal Policy Often Procyclical?," Journal of the European Economic Association, MIT Press, vol. 6(5), pages 1006-1036, 09.
  12. Gabriel Cuadra & Horacio Sapriza, 2006. "Sovereign Default, Terms of Trade and Interest Rates in Emerging Markets," Working Papers 2006-01, Banco de México.
  13. R. G Gelos & Guido M Sandleris & Ratna Sahay, 2004. "Sovereign Borrowing by Developing Countries; What Determines Market Access?," IMF Working Papers 04/221, International Monetary Fund.
  14. Zeaiter, Hussein & El-Khalil, Raed, 2016. "Extreme bounds of sovereign defaults: Evidence from the MENA region," International Review of Economics & Finance, Elsevier, vol. 41(C), pages 391-410.
  15. Roberto Savona & Marika Vezzoli, 2015. "Fitting and Forecasting Sovereign Defaults using Multiple Risk Signals," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 77(1), pages 66-92, 02.
  16. Jose Ricardo da Costa e Silva & Ryan A. Compton, 2006. "Capital Flows And Destabilizing Policy In Latin America," Anais do XXXIV Encontro Nacional de Economia [Proceedings of the 34th Brazilian Economics Meeting] 12, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
  17. Ana-Maria Fuertes & Elena Kalotychou, 2004. "Forecasting sovereign default using panel models: A comparative analysis," Computing in Economics and Finance 2004 228, Society for Computational Economics.
  18. Furceri, Davide & Karras, Georgios, 2010. "Average tax rate cyclicality in OECD countries: A test of three fiscal policy theories," MPRA Paper 22208, University Library of Munich, Germany.
  19. Joan Ripoll-i-Alcón, 2010. "Trade Integration as a Mechanism of Financial Crisis Prevention," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 16(2), pages 149-164, May.
  20. Enrique G. Mendoza & P. Marcelo Oviedo, 2006. "Fiscal Policy and Macroeconomic Uncertainty in Developing Countries: The Tale of the Tormented Insurer," NBER Working Papers 12586, National Bureau of Economic Research, Inc.
  21. Manasse, Paolo & Roubini, Nouriel, 2009. ""Rules of thumb" for sovereign debt crises," Journal of International Economics, Elsevier, vol. 78(2), pages 192-205, July.
  22. 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.
  23. Fabiana Rocha, 2007. "Política Fiscal Através Do Ciclo E Operação Dos Estabilizadores Fiscais," Anais do XXXV Encontro Nacional de Economia [Proceedings of the 35th Brazilian Economics Meeting] 011, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
  24. Ashoka Mody & Diego Saravia, 2005. "Catalyzing Private Capital Flows: Do IMF Programs Work as Commitment Devices?," Documentos de Trabajo 280, Instituto de Economia. Pontificia Universidad Católica de Chile..
  25. Emara, Noha, 2012. "Inflation volatility, financial institutions and sovereign debt rating," MPRA Paper 68688, University Library of Munich, Germany.
  26. Kaminsky, Graciela & Vega-Garcia, Pablo, 2015. "Systemic and Idiosyncratic Sovereign Debt Crises," MPRA Paper 65996, University Library of Munich, Germany.
  27. Bernal, Oscar & Girard, Alexandre & Gnabo, Jean-Yves, 2016. "The importance of conflicts of interest in attributing sovereign credit ratings," International Review of Law and Economics, Elsevier, vol. 47(C), pages 48-66.
  28. Alejandro D Guerson & Giovanni Melina, 2011. "Public Debt Targeting An Application to the Caribbean," IMF Working Papers 11/203, International Monetary Fund.
  29. Jean-Baptiste Dherbecourt & Bastien Drut, 2009. "Who will go down this year? The Determinants of Promotion and Relegation in European Soccer Leagues," Working Papers CEB 09-038.RS, ULB -- Universite Libre de Bruxelles.
  30. Peat, Maurice & Svec, Jiri & Wang, Jue, 2015. "The effects of fiscal opacity on sovereign credit spreads," Emerging Markets Review, Elsevier, vol. 24(C), pages 34-45.
  31. Daniel Cohen & Hélène Djoufelkit-Cottenet & Pierre Jacquet & Cécile Valadier, 2008. "Lending to the Poorest Countries: A New Counter-Cyclical Debt Instrument," OECD Development Centre Working Papers 269, OECD Publishing.
  32. Sampawende Jules TAPSOBA & Sylviane GUILLAUMONT JEANNENEY, 2009. "Pro cyclicité de la politique budgétaire et surveillance multilatérale dans les unions monétaires africaines," Working Papers 200904, CERDI.
  33. Valev, Neven T., 2007. "Uncertainty and international debt maturity," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 17(4), pages 372-386, October.
  34. Sri Hari NAIDU. A & Phanindra GOYARI & Bandi KAMAIAH, 2016. "Determinants of sovereign bond yields in emerging economies: Some panel inferences," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania - AGER, vol. 0(3(608), A), pages 101-118, Autumn.
  35. Jens Hilscher & Yves Nosbusch, 2007. "Determinants of Sovereign Risk: Macroeconomic Fundamentals and the Pricing of Sovereign Debt," Money Macro and Finance (MMF) Research Group Conference 2006 114, Money Macro and Finance Research Group, revised 24 Apr 2007.
  36. Maurício Yoshinori Une & Marcelo Savino Portugal, 2005. "Fear of disruption: a model of Markov-switching regimes for the Brazilian country risk conditional volatility," Econometrics 0509005, EconWPA.
  37. Fabiana Rocha & Ana Carolina Giuberti, 2006. "Assimetria Cíclica Na Política Fiscal Dos Estados Brasileiros," Anais do XXXIV Encontro Nacional de Economia [Proceedings of the 34th Brazilian Economics Meeting] 52, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
  38. Clark, Ephraim & Kassimatis, Konstantinos, 2015. "Macroeconomic effects on emerging-markets sovereign credit spreads," Journal of Financial Stability, Elsevier, vol. 20(C), pages 1-13.
  39. António Afonso, 2002. "Understanding the Determinants of Government Debt Ratings: Evidence for the Two Leading Agencies," Working Papers Department of Economics 2002/02, ISEG - School of Economics and Management, Department of Economics, University of Lisbon.
  40. Axel Schimmelpfennig & Nouriel Roubini & Paolo Manasse, 2003. "Predicting Sovereign Debt Crises," IMF Working Papers 03/221, International Monetary Fund.
  41. Antonio Afonso, 2003. "Understanding the determinants of sovereign debt ratings: Evidence for the two leading agencies," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 27(1), pages 56-74, March.
  42. Chakrabarti, Avik & Zeaiter, Hussein, 2014. "The determinants of sovereign default: A sensitivity analysis," International Review of Economics & Finance, Elsevier, vol. 33(C), pages 300-318.
  43. Udaibir S Das & Plamen Yossifov & Richard Podpiera & Dmitriy L Rozhkov, 2005. "Quality of Financial Policies and Financial System Stress," IMF Working Papers 05/173, International Monetary Fund.
  44. Gustavo Adler, 2012. "Intertwined Sovereign and Bank Solvencies in a Model of Self-Fulfilling Crisis," IMF Working Papers 12/178, International Monetary Fund.
  45. Martin Guzman, 2009. "On the behavior of fiscal policy with costly expectations," Económica, Departamento de Economía, Facultad de Ciencias Económicas, Universidad Nacional de La Plata, vol. 0, pages 29-44, January-D.
  46. Jan Zápal, 2007. "Cyclical Bias in Government Spending: Evidence from New EU Member Countries," Working Papers IES 2007/15, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised May 2007.
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