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Sovereign Default, Terms of Trade and Interest Rates in Emerging Markets
16 references·3 citing·48 second hop
Sovereign Default, Terms of Trade and Interest Rates in Emerging Markets (2006)Sovereign Default, Terms of Trade and Int…On the Empirics of Sudden Stops: The Relevance of Balance-Sheet Effects (2011)On the Empirics of Sudden Sto…Sovereign default and debt renegotiation (2009)Sovereign default and debt re…One reason countries pay their debts: renegotiation and international trade (2005)One reason countries pay thei…Defaultable Debt, Interest Rates, and the Current Account (2005)Defaultable Debt, Interest Ra…Business Cycles in Emerging Economies: The Role of Interest Rates (2004)Business Cycles in Emerging E…Terms of trade and exchange rate regimes in developing countries (2003)Terms of trade and exchange r…Country Spreads and Emerging Countries: Who Drives Whom? (2003)Country Spreads and Emerging …A Quantitative Theory of Unsecured Consumer Credit with Risk of Default (2002)A Quantitative Theory of Unse…Self-Fulfilling Debt Crises (2000)Self-Fulfilling Debt CrisesDeterminants and Impact of Sovereign Credit Ratings (1996)Determinants and Impact of So…The Terms of Trade, the Real Exchange Rate, and Economic Fluctuations (1995)The Terms of Trade, the Real …Real Business Cycles in a Small Open Economy (1991)Real Business Cycles in a Sma…Quadrature-Based Methods for Obtaining Approximate Solutions to Nonlinear Asset Pricing Models (1991)Quadrature-Based Methods for …Sovereign Debt: Is To Forgive To Forget? (1988)Sovereign Debt: Is To Forgive…Investment, Capacity Utilization and the Real Business Cycle (1986)Investment, Capacity Utilizat…Debt with Potential Repudiation: Theoretical and Empirical Analysis (1981)Debt with Potential Repudiati…Sharing a Ride on the Commodities Roller Coaster: Common Factors in Business Cycles of Emerging Economies (2015)Sharing a Ride on the Commodi…The Economics of Sovereign Defaults (2007)The Economics of Sovereign De…Quantitative Models of Sovereign Default and the Threat of Financial Exclusion (2007)Quantitative Models of Sovere…A Constant Recontracting Model of Sovereign Debt (1986)Debt-Constrained Asset Markets (1993)A Pyrrhic Victory? Bank Bailouts and Sovereign Credit Risk (2014)Productivity Losses from Financial Frictions: Can Self-Financing Undo Capital Misallocation? (2014)Time to Build and Aggregate Fluctuations (1982)Production, growth and business cycles (1988)Closing Small Open Economy Models (2002)Default Risk and Income Fluctuations in Emerging Economies (2007)The General Theory of Employment, Interest and Money. (1936)The General Theory of Employment (1937)Income and Wealth Heterogeneity in the Macroeconomy (1998)An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Asset Prices in an Exchange Economy (1978)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)The equity premium: A puzzle (1985)Journal of monetary economics (1987)Wealth Inequality and Intergenerational Links (2004)Does Income Inequality Lead to Consumption Inequality? Evidence and Theory1 (2006)Forecasting the Term Structure of Government Bond Yields (2003)Emerging Market Business Cycles: The Cycle Is the Trend (2007)Sovereign Risk and Secondary Markets (2010)Default and the Maturity Structure in Sovereign Bonds (2012)Maturity, Indebtedness, and Default Risk (2012)Optimal fiscal and monetary policy in an economy without capital (1983)Optimal Taxation of Capital Income in General Equilibrium with Infinite Lives (1986)Foundations of International Macroeconomics (1997)Financial Contagion Journal of Political Economy (1998)The Economics and Law of Sovereign Debt and Default (2009)Banking, Liquidity, and Bank Runs in an Infinite Horizon Economy (2015)Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case (1969)Defaultable debt, interest rates and the current account (2005)How Sovereign Is Sovereign Credit Risk? (2011)International Real Business Cycles (1992)Effects on Financial Globalization on Developing Countries: Some Empirical Evidence (2004)Sudden Stops, Financial Crises, and Leverage (2010)Finance and Development: A Tale of Two Sectors (2011)Valuation effects of security offerings and the issuance process (1986)The Effect of Bond Rating Agency Announcements on Bond and Stock Prices (1992)Global Capital and National Governments (2001)The Globalization of Liberalization: Policy Diffusion in the International Political Economy (2004)The pricing of sovereign risk and contagion during the European sovereign debt crisis (2012)The Logic of Collective Action: Public Goods and the Theory of Groups. (1966)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Optimal Currency Areas (2002)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Flexible exchange rates as shock absorbers (2004)The Wrath Of God: Macroeconomic Costs Of Natural Disasters (2009)
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References

  • 1981Debt with Potential Repudiation: Theoretical and Empirical Analysis2,611 cited
  • 1986Investment, Capacity Utilization and the Real Business Cycle2,127 cited
  • 1991Real Business Cycles in a Small Open Economy1,093 cited
  • 1988Sovereign Debt: Is To Forgive To Forget?1,030 cited
  • 1995The Terms of Trade, the Real Exchange Rate, and Economic Fluctuations1,007 cited
  • 1991Quadrature-Based Methods for Obtaining Approximate Solutions to Nonlinear Asset Pricing Models926 cited
  • 2000Self-Fulfilling Debt Crises739 cited
  • 1996Determinants and Impact of Sovereign Credit Ratings652 cited
  • 2003Terms of trade and exchange rate regimes in developing countries488 cited
  • 2009Sovereign default and debt renegotiation439 cited
  • 2004Business Cycles in Emerging Economies: The Role of Interest Rates432 cited
  • 2011On the Empirics of Sudden Stops: The Relevance of Balance-Sheet Effects432 cited
  • 2003Country Spreads and Emerging Countries: Who Drives Whom?408 cited
  • 2005One reason countries pay their debts: renegotiation and international trade393 cited
  • 2002A Quantitative Theory of Unsecured Consumer Credit with Risk of Default324 cited

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  • 2005Defaultable Debt, Interest Rates, and the Current Account250 cited
  • Cited by

    • 2007The Economics of Sovereign Defaults21 cited
    • 2007Quantitative Models of Sovereign Default and the Threat of Financial Exclusion20 cited
    • 2015Sharing a Ride on the Commodities Roller Coaster: Common Factors in Business Cycles of Emerging Economies10 cited