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A Global Equilibrium Model of Sudden Stops and External Liquidity Management
16 references·2 citing·41 second hop
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References

  • 1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle9,681 cited
  • 2007Brownian Motion and Stochastic Calculus7,421 cited
  • 1997Credit Cycles5,254 cited
  • 1999By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior5,088 cited
  • 1993Risk Management: Coordinating Corporate Investment and Financing Policies2,897 cited
  • 1994Uninsured Idiosyncratic Risk and Aggregate Saving2,799 cited
  • 1978Prices of State-Contingent Claims Implicit in Option Prices2,209 cited
  • 1995By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior1,527 cited
  • 1998CAPITAL FLOWS AND CAPITAL-MARKET CRISES: The Simple Economics of Sudden Stops1,475 cited
  • 1999State-Space Models with Regime Switching1,304 cited
  • 2000State-Space Models with Regime-Switching: Classical and Gibbs Sampling Approaches with Applications1,153 cited
  • 1998Asset pricing in production economies1,083 cited
  • 1993Risk Management: Coordinating Corporate Investment and Financing Policies962 cited
  • 2008Default and Recovery Implicit in the Term Structure of Sovereign CDS Spreads805 cited
  • 2000Nonparametric risk management and implied risk aversion

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740 cited
  • 1998Stochastic Differential Equations714 cited
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    • 2017The Capital Structure of Nations31 cited
    • 2016Presidential Address: Debt and Money: Financial Constraints and Sovereign Finance29 cited