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News and sovereign default risk in small open economies
16 references·3 citing·34 second hop
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References

  • 1994Uninsured Idiosyncratic Risk and Aggregate Saving2,799 cited
  • 1981Debt with Potential Repudiation: Theoretical and Empirical Analysis2,611 cited
  • 2002Closing Small Open Economy Models2,432 cited
  • 1986Investment, Capacity Utilization and the Real Business Cycle2,127 cited
  • 2002Social Value of Public Information1,982 cited
  • 2007Emerging Market Business Cycles: The Cycle Is the Trend1,476 cited
  • 2005Business cycles in emerging economies: the role of interest rates1,360 cited
  • 1999State-Space Models with Regime Switching1,304 cited
  • 2007Default Risk and Income Fluctuations in Emerging Economies1,288 cited
  • 1991Real Business Cycles in a Small Open Economy1,093 cited
  • 2006Can News About the Future Drive the Business Cycle?955 cited
  • 1991Quadrature-Based Methods for Obtaining Approximate Solutions to Nonlinear Asset Pricing Models926 cited
  • 1993Debt-Constrained Asset Markets911 cited
  • 2006Stock Prices, News, and Economic Fluctuations873 cited
  • 2005Defaultable debt, interest rates and the current account800 cited
  • 2005Country spreads and emerging countries: Who drives whom?

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698 cited

Cited by

  • 2016Quantitative Models of Sovereign Debt Crises43 cited
  • 2016Macroprudential Policy: Promise and Challenges36 cited
  • 2018Good news is bad news: Leverage cycles and sudden stops33 cited