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Macroeconomic volatility, debt dynamics, and sovereign interest rate spreads
16 references·0 citing·34 second hop
Macroeconomic volatility, debt dynamics, and sovereign interest rate spreads (2007)Macroeconomic volatility, debt dynamics, …The Evolution and Determinants of Emerging Markets Credit Spreads in the 1990s (2005)The Evolution and Determinant…Empirical Determinants of Emerging Market Economies' Sovereign Bond Spreads (2004)Empirical Determinants of Eme…Debt Intolerance (2003)Debt IntoleranceCrises and Liquidity (2001)Crises and LiquidityValue At Risk: The New Benchmark for Managing Financial Risk (2000)Value At Risk: The New Benchm…What Explains Changing Spreads on Emerging-Market Debt: Fundamentals or Market Sentiment? (1998)What Explains Changing Spread…Fiscal Policy in Latin America (1997)Fiscal Policy in Latin AmericaGovernment budget deficits and trade deficits Are present value constraints satisfied in long-term data? (1995)Government budget deficits an…Testing Intertemporal Budget Constraints: Theory and Applications to U. S. Federal Budget and Current Account Deficits (1991)Testing Intertemporal Budget …IS THE BUDGET DEFICIT “TOO LARGE?” (1991)IS THE BUDGET DEFICIT “TOO LA…U.S. Federal indebtedness and the conduct of fiscal policy (1989)U.S. Federal indebtedness and…The Sustainability of Government Deficits: Implications of the Present-Value Borrowing Constraint (1989)The Sustainability of Governm…The pricing of bonds and bank loans in international markets (1986)The pricing of bonds and bank…The Pricing of Bonds and Bank Loans in International Markets: An Empirical Analysis of Developing Countries' Foreign Borrowing (1985)The Pricing of Bonds and Bank…On the Limitations of Government Borrowing: A Framework for Empirical Testing (1985)On the Limitations of Governm…Debt with Potential Repudiation: Theoretical and Empirical Analysis (1981)Debt with Potential Repudiati…Optimum Growth in an Aggregative Model of Capital Accumulation (1965)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Excessive Deficits: Sense and Nonsense in the Treaty of Maastricht (1993)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Generational Accounts: A Meaningful Alternative to Deficit Accounting (1991)Sustainability of the Deficit Process With Structural Shifts (1995)The Sustainability of Budget Deficits in a Stochastic Economy (1995)On the Determination of the Public Debt (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Fiscal Sustainability: The Unpleasant European Case (2005)Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case (1969)Defaultable debt, interest rates and the current account (2005)Default Risk and Income Fluctuations in Emerging Economies (2007)How Sovereign Is Sovereign Credit Risk? (2011)Statistical analysis of cointegration vectors (1988)Testing for a Unit Root in Time Series Regression (1988)Assessing Fiscal Sustainability in Theory and Practice (2000)Estimating a fiscal reaction function: the case of debt sustainability in Brazil (2008)Assessing Fiscal Sustainability in Theory and Practice (2012)The Current Account and Macroeconomic Adjustment in the 1970s (1981)LDC Foreign Borrowing and Default Risk: An Empirical Investigation, 1976-80 (1984)The Evolution and Determinants of Emerging Market Credit Spreads in the 1990s (1999)Mispricing of Sovereign Risk and Macroeconomic Stability in the Eurozone* (2012)Country Spreads and Emerging Countries: Who Drives Whom? (2003)Sovereign Borrowing by Developing Countries: What Determines Market Access? (2004)Sovereign default and debt renegotiation (2009)Backtesting Value-at-Risk: A Duration-Based Approach (2004)Is gold a safe haven or a hedge for the US dollar? Implications for risk management (2013)Machine Learning in Banking Risk Management: A Literature Review (2019)A Theory of Political Transitions (2001)Electoral Systems and Public Spending (2001)Why Is Fiscal Policy Often Procyclical? (2008)Are stationarity and cointegration restrictions really necessary for the intertemporal budget constraint? (2006)
this work references cited by second hop

References

  • 1981Debt with Potential Repudiation: Theoretical and Empirical Analysis2,611 cited
  • 2000Value At Risk: The New Benchmark for Managing Financial Risk2,478 cited
  • 1985On the Limitations of Government Borrowing: A Framework for Empirical Testing954 cited
  • 1997Fiscal Policy in Latin America865 cited
  • 1991IS THE BUDGET DEFICIT “TOO LARGE?”738 cited
  • 1991Testing Intertemporal Budget Constraints: Theory and Applications to U. S. Federal Budget and Current Account Deficits720 cited
  • 1989The Sustainability of Government Deficits: Implications of the Present-Value Borrowing Constraint510 cited
  • 1998What Explains Changing Spreads on Emerging-Market Debt: Fundamentals or Market Sentiment?505 cited
  • 1986The pricing of bonds and bank loans in international markets274 cited
  • 1995Government budget deficits and trade deficits Are present value constraints satisfied in long-term data?261 cited
  • 1985The Pricing of Bonds and Bank Loans in International Markets: An Empirical Analysis of Developing Countries' Foreign Borrowing248 cited
  • 2005The Evolution and Determinants of Emerging Markets Credit Spreads in the 1990s248 cited
  • 2001Crises and Liquidity237 cited
  • 1989U.S. Federal indebtedness and the conduct of fiscal policy199 cited

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2003
Debt Intolerance
186 cited
  • 2004Empirical Determinants of Emerging Market Economies' Sovereign Bond Spreads180 cited
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