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Linkages across Sovereign Debt Markets
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References

  • 1981Debt with Potential Repudiation: Theoretical and Empirical Analysis2,611 cited
  • 2011From Financial Crash to Debt Crisis1,556 cited
  • 2007Default Risk and Income Fluctuations in Emerging Economies1,288 cited
  • 2000On crises, contagion, and confusion1,270 cited
  • 1991Quadrature-Based Methods for Obtaining Approximate Solutions to Nonlinear Asset Pricing Models926 cited
  • 2005Defaultable debt, interest rates and the current account800 cited
  • 2000Self-Fulfilling Debt Crises739 cited
  • 1988Bilateral Monopolies and Incentives for Merger736 cited
  • 2011Sovereign Defaults: The Price of Haircuts578 cited
  • 2001Sources of contagion: is it finance or trade?465 cited
  • 2009Sovereign default and debt renegotiation439 cited
  • 2010From Financial Crash to Debt Crisis355 cited
  • 2008Default Risk and Income Fluctuations in Emerging Economies312 cited
  • 2009Recovery Before Redemption: A Theory of Delays in Sovereign Debt Renegotiations274 cited
  • 2005Defaultable Debt, Interest Rates, and the Current Account250 cited
  • 2005When in peril, retrench: Testing the portfolio channel of contagion

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  • 2016Sovereign risk, interbank freezes, and aggregate fluctuations37 cited
  • 2014Contagion in the European Sovereign Debt Crisis36 cited
  • 2013International Reserves and Rollover Risk35 cited
  • 2014Contagion of Sovereign Default Risk: The Role of Two Financial Frictions.21 cited
  • 2016A Model of the International Monetary System21 cited