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Fiscal Rules and the Sovereign Default Premium
16 references·0 citing·41 second hop
Fiscal Rules and the Sovereign Default Premium (2012)Fiscal Rules and the Sovereign Default Pr…A General Equilibrium Model of Sovereign Default and Business Cycles (2012)A General Equilibrium Model o…How Sovereign Is Sovereign Credit Risk? (2011)How Sovereign Is Sovereign Cr…Sovereign default and debt renegotiation (2009)Sovereign default and debt re…Tied to the mast? National fiscal rules in the European Union (2008)Tied to the mast? National fi…Procyclical Fiscal Policy in Developing Countries: Truth or Fiction? (2008)Procyclical Fiscal Policy in …Default Risk and Income Fluctuations in Emerging Economies (2008)Default Risk and Income Fluct…Emerging Market Business Cycles: The Cycle Is the Trend (2007)Emerging Market Business Cycl…A Quantitative Theory of Unsecured Consumer Credit with Risk of Default (2007)A Quantitative Theory of Unse…Tax base variability and procyclical fiscal policy in developing countries (2005)Tax base variability and proc…Defaultable debt, interest rates and the current account (2005)Defaultable debt, interest ra…Business cycles in emerging economies: the role of interest rates (2005)Business cycles in emerging e…When It Rains, It Pours: Procyclical Capital Flows and Macroeconomic Policies (2004)When It Rains, It Pours: Proc…When it Rains, it Pours: Procyclical Capital Flows and Macroeconomic Policies (2004)When it Rains, it Pours: Proc…Fiscal Policy in Latin America (1997)Fiscal Policy in Latin AmericaDebt with Potential Repudiation: Theoretical and Empirical Analysis (1981)Debt with Potential Repudiati…An equilibrium characterization of the term structure (1977)An equilibrium characterizati…Agency Costs, Net Worth, And Business Fluctuations (1988)Credit Cycles (1997)Overborrowing and Systemic Externalities in the Business Cycle (2011)Sovereign Default, Domestic Banks, and Financial Institutions (2013)Inequality, Leverage, and Crises (2015)The Logic of Collective Action. (1966)On the Determination of the Public Debt (1979)Optimal fiscal and monetary policy in an economy without capital (1983)Why Is Fiscal Policy Often Procyclical? (2008)The Natural Resource Curse: A Survey (2010)Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case (1969)Maximum Likelihood Methods for Models of Markets in Disequilibrium (1974)Imperfect Information, Uncertainty, and Credit Rationing (1976)Information and the Change in the Paradigm in Economics (2002)Default Risk and Income Fluctuations in Emerging Economies (2007)An Intertemporal Capital Asset Pricing Model (1973)The Pricing of Options and Corporate Liabilities (1973)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)A Theory of the Term Structure of Interest Rates (1985)Transform Analysis and Asset Pricing for Affine Jump-diffusions (2000)Valuing American Options by Simulation: A Simple Least-Squares Approach (2001)Discretion versus policy rules in practice (1993)Measuring Business Cycles: Approximate Band-Pass Filters for Economic Time Series (1999)The Science of Monetary Policy: A New Keynesian Perspective (1999)How Big (Small?) are Fiscal Multipliers? (2010)Stories of the Twentieth Century for the Twenty-First (2012)Modeling Term Structures of Defaultable Bonds (1999)Market Liquidity and Funding Liquidity (2008)Risk Matters: The Real Effects of Volatility Shocks (2011)Dilemma not Trilemma: The Global Financial Cycle and Monetary Policy Independence (2015)Quantile Connectedness: Modeling Tail Behavior in the Topology of Financial Networks (2018)Macroeconomics and Reality (1980)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Foundations of International Macroeconomics (1997)Growth Dynamics: The Myth of Economic Recovery (2008)From Financial Crash to Debt Crisis (2011)Capital flow waves: Surges, stops, flight, and retrenchment (2012)Investment, Capacity Utilization and the Real Business Cycle (1986)Closing Small Open Economy Models (2002)Fear of Floating (2000)A Theory of Political Transitions (2001)
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References

  • 1977An equilibrium characterization of the term structure6,104 cited
  • 1981Debt with Potential Repudiation: Theoretical and Empirical Analysis2,611 cited
  • 2007Emerging Market Business Cycles: The Cycle Is the Trend1,522 cited
  • 2005Business cycles in emerging economies: the role of interest rates1,360 cited
  • 2008Default Risk and Income Fluctuations in Emerging Economies1,280 cited
  • 2011How Sovereign Is Sovereign Credit Risk?1,129 cited
  • 2004When it Rains, it Pours: Procyclical Capital Flows and Macroeconomic Policies1,065 cited
  • 1997Fiscal Policy in Latin America865 cited
  • 2005Defaultable debt, interest rates and the current account800 cited
  • 2005Tax base variability and procyclical fiscal policy in developing countries799 cited
  • 2004When It Rains, It Pours: Procyclical Capital Flows and Macroeconomic Policies593 cited
  • 2007A Quantitative Theory of Unsecured Consumer Credit with Risk of Default572 cited
  • 2012A General Equilibrium Model of Sovereign Default and Business Cycles526 cited
  • 2008Procyclical Fiscal Policy in Developing Countries: Truth or Fiction?484 cited
  • 2008Tied to the mast? National fiscal rules in the European Union

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479 cited
  • 2009Sovereign default and debt renegotiation439 cited
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