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Are Debt Crises Adequately Defined?
16 references·12 citing·39 second hop
Are Debt Crises Adequately Defined? (2007)Are Debt Crises Adequately Defined?American Economic Review (2019)American Economic ReviewPredicting Sovereign Debt Crises (2003)Predicting Sovereign Debt Cri…Credit Risk : Pricing, Measurement, and Management (2003)Credit Risk : Pricing, Measur…Default, Currency Crises, and Sovereign Credit Ratings (2002)Default, Currency Crises, and…Emerging Financial Markets (2000)Emerging Financial MarketsShort-Term Capital Flows (1999)Short-Term Capital FlowsAre Currency Crises Predictable? A Test (1999)Are Currency Crises Predictab…What Explains Changing Spreads on Emerging-Market Debt: Fundamentals or Market Sentiment? (1998)What Explains Changing Spread…The East Asian Financial Crisis: Diagnosis, Remedies, Prospects (1998)The East Asian Financial Cris…Current Account Reversals and Currency Crises: Empirical Regularities (1998)Current Account Reversals and…Currency crashes in emerging markets: An empirical treatment (1996)Currency crashes in emerging …The tail index of exchange rate returns (1990)The tail index of exchange ra…Servicing the Public Debt: The Role of Expectations* *I have greatly benefited from comments received at Johns Hopkins University, Georgetown University, the Macro Lunch Group of the University of Pennsylvania, MIT, and the Research Department of the International Monetary Fund. I am particularly indebted to Matt Canzoneri, Sara Guerschanik-Calvo, Joseph Harrington, Jr, Elhanan Helpman, Nissan Leviatan, Maury Obstfeld, Assaf Razin, Sweder van Wijnbergen and two anonymous referees. The research on this paper was partly done while I was a visiting scholar at the Research Department of the Internationed Monetary Fund, and it was partially funded by the National Science Foundation. However, any opinions expressed are entirely my own and not those of any of the above institutions. This paper has already been published in the The American Economic Review, 78, 4, September 1988, pp. 647–661. 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References

  • 2019American Economic Review10,902 cited
  • 1996Currency crashes in emerging markets: An empirical treatment1,940 cited
  • 1998The East Asian Financial Crisis: Diagnosis, Remedies, Prospects1,558 cited
  • 1999Short-Term Capital Flows736 cited
  • 2003Credit Risk : Pricing, Measurement, and Management587 cited
  • 1998What Explains Changing Spreads on Emerging-Market Debt: Fundamentals or Market Sentiment?505 cited
  • 1999Are Currency Crises Predictable? A Test472 cited
  • 1984LDC Foreign Borrowing and Default Risk: An Empirical Investigation, 1976-80459 cited
  • 1989Servicing the Public Debt: The Role of Expectations* *I have greatly benefited from comments received at Johns Hopkins University, Georgetown University, the Macro Lunch Group of the University of Pennsylvania, MIT, and the Research Department of the International Monetary Fund. I am particularly indebted to Matt Canzoneri, Sara Guerschanik-Calvo, Joseph Harrington, Jr, Elhanan Helpman, Nissan Leviatan, Maury Obstfeld, Assaf Razin, Sweder van Wijnbergen and two anonymous referees. The research on this paper was partly done while I was a visiting scholar at the Research Department of the Internationed Monetary Fund, and it was partially funded by the National Science Foundation. However, any opinions expressed are entirely my own and not those of any of the above institutions. This paper has already been published in the The American Economic Review, 78, 4, September 1988, pp. 647–661.450 cited
  • 2000Emerging Financial Markets374 cited
  • 2002Default, Currency Crises, and Sovereign Credit Ratings360 cited
  • 1983Theoretical Issues in International Borrowing

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310 cited
  • 1998Current Account Reversals and Currency Crises: Empirical Regularities307 cited
  • 1983LDC's Foreign Borrowing and Default Risk: An Empirical Investigation287 cited
  • 2003Predicting Sovereign Debt Crises264 cited
  • 1990The tail index of exchange rate returns252 cited
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