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The Costs of Sovereign Default: Evidence from Argentina
16 references·16 citing·38 second hopsampled
The Costs of Sovereign Default: Evidence from Argentina (2017)The Costs of Sovereign Default: Evidence …International Liquidity and Exchange Rate Dynamics * (2015)International Liquidity and E…A Pyrrhic Victory? Bank Bailouts and Sovereign Credit Risk (2014)A Pyrrhic Victory? Bank Bailo…How Sovereign Is Sovereign Credit Risk? (2011)How Sovereign Is Sovereign Cr…Default and Recovery Implicit in the Term Structure of Sovereign CDS Spreads (2008)Default and Recovery Implicit…Emerging Market Business Cycles: The Cycle Is the Trend (2007)Emerging Market Business Cycl…Default Risk and Income Fluctuations in Emerging Economies (2007)Default Risk and Income Fluct…What Explains the Stock Market's Reaction to Federal Reserve Policy? 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References

  • 1981Debt with Potential Repudiation: Theoretical and Empirical Analysis2,611 cited
  • 2005What Explains the Stock Market's Reaction to Federal Reserve Policy?2,382 cited
  • 2001Monetary policy surprises and interest rates: Evidence from the Fed funds futures market2,054 cited
  • 1990A VARIANCE DECOMPOSITION FOR STOCK RETURNS1,822 cited
  • 2007Emerging Market Business Cycles: The Cycle Is the Trend1,476 cited
  • 2007Default Risk and Income Fluctuations in Emerging Economies1,288 cited
  • 2011How Sovereign Is Sovereign Credit Risk?1,129 cited
  • 1988Sovereign Debt: Is To Forgive To Forget?1,030 cited
  • 2002What Drives Firm‐Level Stock Returns?1,003 cited
  • 1986A Constant Recontracting Model of Sovereign Debt1,001 cited
  • 2004The impact of monetary policy on asset prices956 cited
  • 2003Identification Through Heteroskedasticity922 cited
  • 2015International Liquidity and Exchange Rate Dynamics *821 cited
  • 2014A Pyrrhic Victory? Bank Bailouts and Sovereign Credit Risk812 cited
  • 2008Default and Recovery Implicit in the Term Structure of Sovereign CDS Spreads805 cited
  • 2005

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Defaultable debt, interest rates and the current account
800 cited

Cited by

  • 2019Rising Government Debt: Causes and Solutions for a Decades-Old Trend229 cited
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  • 2026Sovereign Debt, Domestic Banks, and the Provision of Public Liquidity76 cited
  • 2019Sovereigns going bust: Estimating the cost of default63 cited
  • 2017Sovereign Default Risk and Firm Heterogeneity54 cited
  • 2021Sovereign defaults in court49 cited
  • 2016Self-Fulfilling Debt Crises: A Quantitative Analysis46 cited
  • 2019Quantitative sovereign default models and the European debt crisis44 cited
  • 2023Sovereign Debt in the Twenty-first Century43 cited
  • 2018Fiscal and Monetary Policy Coordination, Macroeconomic Stability, and Sovereign Risk Premia42 cited
  • 2018Foreign-law bonds: Can they reduce sovereign borrowing costs?38 cited
  • 2020Self-Fulfilling Debt Dilution: Maturity and Multiplicity in Debt Models35 cited
  • 2022Rare Disasters, Financial Development, and Sovereign Debt35 cited
  • 2019The Bond Lending Channel of Monetary Policy34 cited
  • 2021Sovereign Debt in the 21st Century34 cited
  • 2018Robust Inference in Models Identified via Heteroskedasticity24 cited