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Determinants of sovereign defaults
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Determinants of sovereign defaults (2017)Determinants of sovereign defaultsSovereign Defaults: The Price of Haircuts (2011)Sovereign Defaults: The Price…How Sovereign Is Sovereign Credit Risk? (2011)How Sovereign Is Sovereign Cr…From Financial Crash to Debt Crisis (2011)From Financial Crash to Debt …Markets: The Credit Rating Agencies (2010)Markets: The Credit Rating Ag…Determinants of Sovereign Risk: Macroeconomic Fundamentals and the Pricing of Sovereign Debt (2010)Determinants of Sovereign Ris…Democracy and dictatorship revisited (2009)Democracy and dictatorship re…Determinants and Impact of Sovereign Credit Ratings (2007)Determinants and Impact of So…Default Risk and Income Fluctuations in Emerging Economies (2007)Default Risk and Income Fluct…Debt Defaults and Lessons from a Decade of Crises (2007)Debt Defaults and Lessons fro…Defaultable debt, interest rates and the current account (2005)Defaultable debt, interest ra…Debt Intolerance (2003)Debt IntoleranceCredit Scoring and Its Applications (2002)Credit Scoring and Its Applic…On Default Correlation (2000)On Default CorrelationDeterminants and Impact of Sovereign Credit Ratings (1996)Determinants and Impact of So…Debt with Potential Repudiation: Theoretical and Empirical Analysis (1981)Debt with Potential Repudiati…The impact of heterogeneity in individual frailty on the dynamics of mortality (1979)The impact of heterogeneity i…Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case (1969)A Rational Theory of the Size of Government (1981)Ethnicity, Insurgency, and Civil War (2003)The Logic of Political Survival (2003)A Complete Data Set of Political Regimes, 1800–2007 (2012)The Politics of Authoritarian Rule (2012)Autocratic Breakdown and Regime Transitions: A New Data Set (2014)Agency Costs, Net Worth, And Business Fluctuations (1988)Credit Cycles (1997)The Economics and Law of Sovereign Debt and Default (2009)Fiscal Fatigue, Fiscal Space and Debt Sustainability in Advanced Economies (2013)Judgment under Uncertainty: Heuristics and Biases (1975)Bank Runs, Deposit Insurance, and Liquidity (1983)Golden Eggs and Hyperbolic Discounting (1997)The Aftermath of Financial Crises (2009)Macroeconomic and bank-specific determinants of non-performing loans in Greece: A comparative study of mortgage, business and consumer loan portfolios (2011)Systemic Banking Crises Database (2013)On the Pricing of Corporate Debt: The Risk Structure of Interest Rates (1974)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)An Introduction to Copulas (1999)Credit Risk: Modeling, Valuation and Hedging (2004)Copula Modeling: An Introduction for Practitioners (2007)Quantitative Risk Management (2011)Modeling Term Structures of Defaultable Bonds (1999)Market Liquidity and Funding Liquidity (2008)Evaporating Liquidity (2012)International Channels of Transmission of Monetary Policy and the Mundellian Trilemma (2016)Quantile Connectedness: Modeling Tail Behavior in the Topology of Financial Networks (2022)Investment, Capacity Utilization and the Real Business Cycle (1986)Foundations of International Macroeconomics (1997)Recent developments in consumer credit risk assessment (2007)A new hybrid classification algorithm for customer churn prediction based on logistic regression and decision trees (2018)Machine learning for credit scoring: Improving logistic regression with non-linear decision-tree effects (2021)Heterogeneity's Ruses: Some Surprising Effects of Selection on Population Dynamics (1985)Broken Limits to Life Expectancy (2002)Biodemography of human ageing (2010)When It Rains, It Pours: Procyclical Capital Flows and Macroeconomic Policies (2004)Public debt and growth: Heterogeneity and non-linearity (2015)
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References

  • 1981Debt with Potential Repudiation: Theoretical and Empirical Analysis2,611 cited
  • 1979The impact of heterogeneity in individual frailty on the dynamics of mortality2,576 cited
  • 2009Democracy and dictatorship revisited2,488 cited
  • 2011From Financial Crash to Debt Crisis1,556 cited
  • 2007Default Risk and Income Fluctuations in Emerging Economies1,288 cited
  • 2000On Default Correlation1,257 cited
  • 2011How Sovereign Is Sovereign Credit Risk?1,129 cited
  • 2005Defaultable debt, interest rates and the current account800 cited
  • 2003Debt Intolerance684 cited
  • 2002Credit Scoring and Its Applications669 cited
  • 1996Determinants and Impact of Sovereign Credit Ratings652 cited
  • 2010Markets: The Credit Rating Agencies606 cited
  • 2011Sovereign Defaults: The Price of Haircuts578 cited
  • 2010Determinants of Sovereign Risk: Macroeconomic Fundamentals and the Pricing of Sovereign Debt530 cited
  • 2007Determinants and Impact of Sovereign Credit Ratings509 cited
  • 2007Debt Defaults and Lessons from a Decade of Crises451 cited

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