SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Sovereign debt as a contingent claim: a quantitative approach
16 references·16 citing·38 second hopsampled
Sovereign debt as a contingent claim: a quantitative approach (2004)Sovereign debt as a contingent claim: a q…International Business Cycles with Endogenous Incomplete Markets (2002)International Business Cycles…Bankruptcy Procedures for Sovereigns: A History of Ideas, 1976-2001 (2002)Bankruptcy Procedures for Sov…Self-Fulfilling Debt Crises (2000)Self-Fulfilling Debt CrisesWhat Explains Changing Spreads on Emerging-Market Debt: Fundamentals or Market Sentiment? (1998)What Explains Changing Spread…Models of Sovereign Debt: Partial Versus General Reputations (1998)Models of Sovereign Debt: Par…Foundations of International Macroeconomics (1997)Foundations of International …A self-fulfilling model of Mexico's 1994–1995 debt crisis (1996)A self-fulfilling model of Me…Default, Settlement, and Signalling: Lending Resumption in a Reputational Model of Sovereign Debt (1995)Default, Settlement, and Sign…NBER Macroeconomics Annual 1990 (1992)NBER Macroeconomics Annual 19…Have Commercial Banks Ignored History? (1992)Have Commercial Banks Ignored…The International debt crisis in historical perspective (1990)The International debt crisis…Sovereign Debt: Is To Forgive To Forget? (1988)Sovereign Debt: Is To Forgive…Models of business cycles (1988)Models of business cyclesModels of business cycles (1987)Models of business cyclesSovereign Debt as a Contingent Claim: Excusable Default, Repudiation, and Reputation (1985)Sovereign Debt as a Contingen…Debt with Potential Repudiation: Theoretical and Empirical Analysis (1981)Debt with Potential Repudiati…Natural disasters, climate change, and sovereign risk (2022)Natural disasters, climate ch…Reputation and Sovereign Default (2021)Reputation and Sovereign Defa…Sovereign debt and reserves with liquidity and productivity crises (2016)Sovereign debt and reserves w…Serial Sovereign Defaults and Debt Restructurings (2016)Serial Sovereign Defaults and…Debt Dilution and Sovereign Default Risk (2016)Debt Dilution and Sovereign D…The stock of external sovereign debt: Can we take the data at ‘face value’? (2014)The stock of external soverei…Sovereign Debt (2014)Sovereign DebtAre Sovereign Wealth Funds Politically Biased? A Comparison with other Institutional Investors (2011)Are Sovereign Wealth Funds Po…Are Sovereign Wealth Funds' Investments Politically Biased? A Comparison with Mutual Funds (2010)Are Sovereign Wealth Funds' I…Sovereign Default, Private Sector Creditors and the IFIs (2009)Sovereign Default, Private Se…Output Costs of Sovereign Crises: Some Empirical Estimates (2009)Output Costs of Sovereign Cri…Noneconomic Engagement and International Exchange: The Case of Environmental Treaties (2009)Noneconomic Engagement and In…HETEROGENEOUS BORROWERS IN QUANTITATIVE MODELS OF SOVEREIGN DEFAULT* (2009)HETEROGENEOUS BORROWERS IN QU…Persistent gaps and default traps (2008)Persistent gaps and default t…Volatility and the Debt-Intolerance Paradox (2006)Volatility and the Debt-Intol…Costs of Sovereign Default (2006)Costs of Sovereign DefaultA 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)Expectations and the neutrality of money (1972)Time to Build and Aggregate Fluctuations (1982)Bank Runs, Deposit Insurance, and Liquidity (1983)The Socialist System (1992)The Welfare State as Piggy Bank (2001)Are Remittances Insurance? Evidence from Rainfall Shocks in the Philippines (2007)Optimal fiscal and monetary policy in an economy without capital (1983)The Unstable EMS (1993)The Gold Standard as a “Good Housekeeping Seal of Approval” (1996)The Optimal Level of International Reserves for Emerging Market Countries: A New Formula and Some Applications (2011)Optimal Taxation of Capital Income in General Equilibrium with Infinite Lives (1986)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)Default Risk and Income Fluctuations in Emerging Economies (2007)How Sovereign Is Sovereign Credit Risk? (2011)International Real Business Cycles (1992)The handbook of international economics (1995)International Financial Adjustment (2005)The real effects of financial integration (2005)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)Income and Wealth Heterogeneity in the Macroeconomy (1998)Information and the Change in the Paradigm in Economics (2002)The Macroeconomics of Happiness (2003)One Security, Many Markets: Determining the Contributions to Price Discovery (1995)Assessing Specification Errors in Stochastic Discount Factor Models (1997)CO2 emissions, electricity consumption and output in ASEAN (2010)The determinants of cross-border equity flows (2004)Financial Globalization: A Reappraisal (2006)Why Doesn't Capital Flow from Rich to Poor Countries? An Empirical Investigation (2008)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1997Foundations of International Macroeconomics2,980 cited
  • 1981Debt with Potential Repudiation: Theoretical and Empirical Analysis2,611 cited
  • 1987Models of business cycles1,509 cited
  • 1988Sovereign Debt: Is To Forgive To Forget?1,030 cited
  • 2000Self-Fulfilling Debt Crises739 cited
  • 1992NBER Macroeconomics Annual 1990692 cited
  • 2002International Business Cycles with Endogenous Incomplete Markets534 cited
  • 1985Sovereign Debt as a Contingent Claim: Excusable Default, Repudiation, and Reputation532 cited
  • 1998What Explains Changing Spreads on Emerging-Market Debt: Fundamentals or Market Sentiment?505 cited
  • 1988Models of business cycles424 cited
  • 1996A self-fulfilling model of Mexico's 1994–1995 debt crisis421 cited
  • 1995Default, Settlement, and Signalling: Lending Resumption in a Reputational Model of Sovereign Debt229 cited
  • 1998Models of Sovereign Debt: Partial Versus General Reputations225 cited
  • 2002Bankruptcy Procedures for Sovereigns: A History of Ideas, 1976-2001184 cited
  • 1992Have Commercial Banks Ignored History?180 cited
  • 1990

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

The International debt crisis in historical perspective
180 cited

Cited by

  • 2016Debt Dilution and Sovereign Default Risk143 cited
  • 2016Sovereign debt and reserves with liquidity and productivity crises133 cited
  • 2009HETEROGENEOUS BORROWERS IN QUANTITATIVE MODELS OF SOVEREIGN DEFAULT*125 cited
  • 2022Natural disasters, climate change, and sovereign risk124 cited
  • 2014Sovereign Debt122 cited
  • 2009Output Costs of Sovereign Crises: Some Empirical Estimates85 cited
  • 2006Volatility and the Debt-Intolerance Paradox81 cited
  • 2009Sovereign Default, Private Sector Creditors and the IFIs67 cited
  • 2006Costs of Sovereign Default61 cited
  • 2008Persistent gaps and default traps55 cited
  • 2009Noneconomic Engagement and International Exchange: The Case of Environmental Treaties50 cited
  • 2021Reputation and Sovereign Default46 cited
  • 2014The stock of external sovereign debt: Can we take the data at ‘face value’?44 cited
  • 2010Are Sovereign Wealth Funds' Investments Politically Biased? A Comparison with Mutual Funds43 cited
  • 2011Are Sovereign Wealth Funds Politically Biased? A Comparison with other Institutional Investors38 cited
  • 2016Serial Sovereign Defaults and Debt Restructurings32 cited