[go: up one dir, main page]
More Web Proxy on the site http://driver.im/
create a website
A Solution to the Disconnect between Country Risk and Business Cycle Theories. (2008). Yue, Vivian ; Mendoza, Enrique.
In: NBER Working Papers.
RePEc:nbr:nberwo:13861.

Full description at Econpapers || Download paper

Cited: 20

Citations received by this document

Cites: 32

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Risk premium in a real business cycle framework. (2024). Cakici, Meral S.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:91:y:2024:i:c:p:111-122.

    Full description at Econpapers || Download paper

  2. Sovereign default risk and uncertainty premia. (2012). .
    In: Working Papers.
    RePEc:fip:fedbwp:12-11.

    Full description at Econpapers || Download paper

  3. Sovereign default risk and volatility. (2012). Daude, Christian.
    In: Economics Letters.
    RePEc:eee:ecolet:v:114:y:2012:i:1:p:47-50.

    Full description at Econpapers || Download paper

  4. Sudden Stops and Sovereign Defaults. (2011). Ranciere, Romain ; Fostel, Ana ; Catão, Luis.
    In: 2011 Meeting Papers.
    RePEc:red:sed011:1359.

    Full description at Econpapers || Download paper

  5. Pegs and Pain. (2011). Uribe, Martín ; Schmitt-Grohe, Stephanie.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:16847.

    Full description at Econpapers || Download paper

  6. Default Risk Premium and Aggregate Fluctuations in a Small Open Economy. (2011). Cakici, S. Meral.
    In: Koç University-TUSIAD Economic Research Forum Working Papers.
    RePEc:koc:wpaper:1131.

    Full description at Econpapers || Download paper

  7. Pegs and Pain. (2011). Uribe, Martín ; Schmitt-Grohe, Stephanie.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8275.

    Full description at Econpapers || Download paper

  8. Deficits, Debts and Defaults - Past, Present and Future. (2011). Sinclair, Peter.
    In: Discussion Papers.
    RePEc:bir:birmec:11-20.

    Full description at Econpapers || Download paper

  9. Sovereign debt distress and corporate spillover impacts. (2010). Dailami, Mansoor.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:5380.

    Full description at Econpapers || Download paper

  10. Sovereign Default Risk and Private Sector Access to Capital in Emerging Markets. (2010). Trebesch, Christoph ; Papaioannou, Michael ; Das, Udaibir S.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2010/010.

    Full description at Econpapers || Download paper

  11. Unfunded liabilities and uncertain fiscal financing. (2010). Walker, Todd ; Leeper, Eric ; Davig, Troy.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:57:y:2010:i:5:p:600-619.

    Full description at Econpapers || Download paper

  12. Macroeconomic Analysis on the Basis of Trade Theory: A Review Essay. (2009). GAO, XIANG.
    In: MPRA Paper.
    RePEc:pra:mprapa:18380.

    Full description at Econpapers || Download paper

  13. Sovereign Default, Private Sector Creditors and the IFIs. (2009). Boz, Emine.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2009/046.

    Full description at Econpapers || Download paper

  14. The Cost of Aggressive Sovereign Debt Policies; How Much is theprivate Sector Affected?. (2009). Trebesch, Christoph.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2009/029.

    Full description at Econpapers || Download paper

  15. The role of information in the rise in consumer bankruptcies. (2009). Sanchez, Juan.
    In: Working Paper.
    RePEc:fip:fedrwp:09-04.

    Full description at Econpapers || Download paper

  16. Long-duration bonds and sovereign defaults. (2009). Martinez, Leonardo ; Hatchondo, Juan.
    In: Working Paper.
    RePEc:fip:fedrwp:08-02.

    Full description at Econpapers || Download paper

  17. Persistent gaps and default traps. (2009). Kapur, Sandeep ; Fostel, Ana ; Catão, Luis ; Catão, Luis A. V., .
    In: Journal of Development Economics.
    RePEc:eee:deveco:v:89:y:2009:i:2:p:271-284.

    Full description at Econpapers || Download paper

  18. Internal Debt Crises and Sovereign Defaults. (2008). Kocherlakota, Narayana ; Arellano, Cristina.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13794.

    Full description at Econpapers || Download paper

  19. Sudden stops, financial crises and leverage: a Fisherian deflation of Tobins Q*. (2008). Mendoza, Enrique.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:960.

    Full description at Econpapers || Download paper

  20. Internal Debt Crises and Sovereign Defaults. (2008). Kocherlakota, Narayana ; Arellano, Cristina.
    In: Levine's Bibliography.
    RePEc:cla:levrem:122247000000001880.

    Full description at Econpapers || Download paper

References

References cited by this document

    References contributed by usersubmitted

  1. [1] Aguiar, Mark and Gita Gopinath, 2006, Defaultable Debt, Interest Rates and the Current Account,, Journal of International Economics.

  2. [10] Calvo, Guillermo A., Alejandro Izquierdo and Ernesto Talvi, 2006, Phoenix Miracles in Emerging Markets: Recovering Without Credit form Systematic Financial Crises, NBER Working Paper 12101.

  3. [11] Cuadra, Gabriel and Horacio Sapriza, 2007, Fiscal Policy and Default Risk in Emerging Markets, Bank of Mexico Working Paper.

  4. [12] Cuadra, Gabriel and Horacio Sapriza, 2008, Sovereign Default, Interest Rates and Political Uncertainty in Emerging markets, Bank of Mexico Working Paper.

  5. [13] DErasmo, Pablo, 2008, Government Reputation and Debt Repayment in Emerging Economies, Ph.D. Dissertation, Department of Economics, University of Texas-Austin.

  6. [14] Eaton, Jonathan and Mark Gersovitz, 1981, Debt with Potential Repudiation: Theoretical and Empirical Analysis, Review of Economic Studies, Vol 48(2), 289-309.

  7. [16] Finn, Mary G., 1995, Variance Properties of Solows Productivity Residual and Their Cyclical Implications, Journal of Economics Dynamics and Control, 19, 1249-1281.

  8. [17] Gelos, Gaston R., Ratna Sahay, Guido Sandleris, 2003, Sovereign Borrowing by Developing Countries: What Determines Market Access? IMF Working Paper.

  9. [18] Gopinath, Gita, Oleg Itskhoki, and Roberto Rigobon, 2007, Currency Choice and Exchange Rate Pass-through, Manuscript, Harvard University.

  10. [19] Greenwood, Jeremey, Gregory W. Huffman and Zvi Hercowitz, 1988, Investment, Capacity Utilization, and the Real Business Cycle, American Economic Association, vol. 78(3), 402-417.

  11. [2] Arellano, Cristina, 2007, Default Risk and Income Fluctuations in Emerging Economies, American Economic Review, forthcoming.

  12. [20] Hall, Robert E., 2007, Sources and Mechanisms of Cyclical Fluctuations in the Labor Market, Manuscript, Stanford University.
    Paper not yet in RePEc: Add citation now

  13. [21] Levy-Yeyati, Eduardo and Ugo Panizza, 2006, The Elusive Cost of Sovereign Default, CIF Working Paper No. 11/2006.

  14. [22] Lizarazo, Sandra Valentina, 2005, Default Risk and Risk Averse International Investors, mimeo, Department of Economics, ITAM, Mexico. 39

  15. [23] Mendoza, Enrique G., 1991. Real Business Cycles in a Small Open Economy. American Economic Review Vol 81(4), 797-818.

  16. [24] Mendoza, Enrique G., 2007, Endogenous Sudden Stops in a Business Cycle Model with Collateral Constraints: A Fisherian Deflation of Tobins Q, NBER Working Paper No. W12564.

  17. [25] Meza, Felipe and Erwan Quintin, 2006, Financial Crises and Total Factor Productivity, mimeo, Universidad Carlos III de Madrid.

  18. [26] Neumeyer, Pablo. A. and Fabrizio Perri, 2005. Business Cycles in Emerging Economies: The Role of Interest Rates, Journal of Monetary Economics, Vol 52, Issue 2, 345-380.

  19. [27] Oviedo, Marcelo P., 2005, World Interest Rate, Business Cycles, and Financial Intermediation in Small Open Economies, Manuscript, Iowa State University.

  20. [28] Reinhart Carmen. M., Kenneth S. Rogoff and M. A. Savastano, 2003, Debt Intolerance, NBER Working Paper No. 9908.

  21. [29] Tomz, Michael and Mark Wright, 2007, Do Countries Default in `Bad Times?, mimeo, Department of Economics, UCLA

  22. [3] Arellano, Cristina and Narayana Kocherlakota, 2007, Internal Debt Crises and Sovereign Defaults, Manuscript, University of Minnesota.

  23. [30] Uribe, Martin and Vivian Zhanwei Yue, 2006. Country Spreads and Emerging Countries: Who Drives Whom? Journal of International Economics, vol 69, 6-36.

  24. [31] Volkan, Engin, 2008, Sovereign Default Risk, Risk-Averse Investors and Financial Contagion, PhD Dissertation, Department of Economics, University of Southern California.
    Paper not yet in RePEc: Add citation now

  25. [32] Yue, Vivian Zhanwei, 2006. Sovereign Default and Debt Renegotiation, Manuscript, New York University.

  26. [4] Arteta, Carlos and Galina Hale, 2007, Sovereign Debt Crises and Credit to the Private Sector, Journal of International Economics, Vol 74 (1), 53-69.

  27. [5] Bai, Yan and Jing Zhang, 2006, Financial Globalization and International Risk Sharing, Manuscript, University of Michigan and Arizona State University.
    Paper not yet in RePEc: Add citation now
  28. [6] Bi, Ran, 2008a, Debt Dilution and the Maturity Structure of Sovereign Bonds, Ph.D. Dissertation, Department of Economics, University of Maryland.
    Paper not yet in RePEc: Add citation now

  29. [7] Bi, Ran, 2008b, Beneficial Delays in Debt Restructuring Negotiations, Ph.D. Dissertation, Department of Economics, University of Maryland.

  30. Reinhart, C.M., and K. Rogoff, 2011. “From Financial Crash to Debt Crisis,”American Economic Review, Vol. 101, No. 5, August, 1676-1706. RePEc:aea:aecrev:v:101:y:2011:i:5:p:1676-1706

  31. Reinhart, Carmen M , “This Time is Different Chartbook: Country Histories on Debt, Default, and Financial Crises”, NBER Working Paper 15815, 2010.

  32. Reinhart, Carmen M., Rogoff, Kenneth S., and Miguel A. Savastano, “Debt Intolerance” Brookings Papers on Economic Activity, Vol.1 Spring 2003, 1-74.

Cocites

Documents in RePEc which have cited the same bibliography

  1. Interest-Growth Differentials and Debt Limits in Advanced Economies. (2018). Barrett, Philip.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2018/082.

    Full description at Econpapers || Download paper

  2. On the sovereign debt paradox. (2017). Vailakis, Yiannis ; Martins-da-Rocha, V. Filipe.
    In: Economic Theory.
    RePEc:spr:joecth:v:64:y:2017:i:4:d:10.1007_s00199-016-0971-6.

    Full description at Econpapers || Download paper

  3. Sovereign borrowing, financial assistance, and debt repudiation. (2017). Rühmkorf, Ronald ; Ruhmkorf, Ronald ; Kirsch, Florian.
    In: Economic Theory.
    RePEc:spr:joecth:v:64:y:2017:i:4:d:10.1007_s00199-015-0945-0.

    Full description at Econpapers || Download paper

  4. Default Risk, Sectoral Reallocation, and Persistent Recessions. (2017). Mihalache, Gabriel ; Bai, Yan ; Arellano, Cristina.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:23835.

    Full description at Econpapers || Download paper

  5. Sovereign Defaults, External Debt, and Real Exchange Rate Dynamics. (2016). Asonuma, Tamon.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2016/037.

    Full description at Econpapers || Download paper

  6. Repatriation of Debt in the Euro Crisis: Evidence for the Secondary Market Theory. (2014). Sauré, Philip ; Brutti, Filippo.
    In: Working Papers.
    RePEc:snb:snbwpa:2014-03.

    Full description at Econpapers || Download paper

  7. External Liabilities and Crises. (2014). Milesi-Ferretti, Gian Maria ; Catão, Luis ; Catão, Luis A. V., .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10058.

    Full description at Econpapers || Download paper

  8. GDP-linked bonds and sovereign default. (2014). Bush, Oliver ; Barr, David ; Pienkowski, Alex .
    In: Bank of England working papers.
    RePEc:boe:boeewp:0484.

    Full description at Econpapers || Download paper

  9. Collateral, Liquidity and Debt Sustainability. (2013). Pichler, Paul ; Niemann, Stefan.
    In: Working Papers.
    RePEc:onb:oenbwp:187.

    Full description at Econpapers || Download paper

  10. Inequality, Leverage and Crises; The Case of Endogenous Default. (2013). Kumhof, Michael ; Winant, Pablo ; Ranciere, Romain.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2013/249.

    Full description at Econpapers || Download paper

  11. International Reserves and Rollover Risk. (2013). Martinez, Leonardo ; Hatchondo, Juan ; Bianchi, Javier.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2013/033.

    Full description at Econpapers || Download paper

  12. Dynamics of investment, debt, and default. (2013). Guerron, Pablo ; Gordon, Grey ; Guerron-Quintana, Pablo.
    In: Working Papers.
    RePEc:fip:fedpwp:13-18.

    Full description at Econpapers || Download paper

  13. Game Over: Simulating Unsustainable Fiscal Policy. (2012). Phillips, Kerk ; Kotlikoff, Laurence ; Evans, Richard.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17917.

    Full description at Econpapers || Download paper

  14. Debt dilution and sovereign default risk. (2012). Sosa-Padilla, Cesar ; Martinez, Leonardo ; Hatchondo, Juan.
    In: Working Paper.
    RePEc:fip:fedrwp:10-08.

    Full description at Econpapers || Download paper

  15. Why do emerging economies borrow short term?. (2011). Schmukler, Sergio ; Lorenzoni, Guido ; Broner, Fernando.
    In: Economics Working Papers.
    RePEc:upf:upfgen:838.

    Full description at Econpapers || Download paper

  16. Fiscal Fatigue, Fiscal Space and Debt Sustainability in Advanced Economies. (2011). Qureshi, Mahvash ; Ostry, Jonathan ; Mendoza, Enrique ; Ghosh, Atish ; Kim, Jun I..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:16782.

    Full description at Econpapers || Download paper

  17. A General Equilibrium Model of Sovereign Default and Business Cycles. (2011). Mendoza, Enrique ; Yue, Zhanwei Z.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2011/166.

    Full description at Econpapers || Download paper

  18. Legal enforcement, public supply of liquidity and sovereign risk. (2010). Brutti, Filippo.
    In: IEW - Working Papers.
    RePEc:zur:iewwpx:464.

    Full description at Econpapers || Download paper

  19. International Government Debt. (2010). Zettelmeyer, Jeromin ; Sturzenegger, Federico ; Panizza, Ugo.
    In: Business School Working Papers.
    RePEc:udt:wpbsdt:2010-03.

    Full description at Econpapers || Download paper

  20. From Financial Crash to Debt Crisis. (2010). Rogoff, Kenneth ; Reinhart, Carmen.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15795.

    Full description at Econpapers || Download paper

  21. Indexed Sovereign Debt: An Applied Framework. (2009). Taddei, Filippo ; Sapriza, Horacio ; Sandleris, Guido.
    In: Business School Working Papers.
    RePEc:udt:wpbsdt:2009-01.

    Full description at Econpapers || Download paper

  22. Accounting for Global Dispersion of Current Accounts.. (2009). Lee, Jaewoo ; Kim, Sun-Bin ; Chang, Yongsung.
    In: RCER Working Papers.
    RePEc:roc:rocher:548.

    Full description at Econpapers || Download paper

  23. Fund Managers, Career Concerns, and Asset Price Volatility. (2009). Kondor, Péter ; Guerrieri, Veronica.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14898.

    Full description at Econpapers || Download paper

  24. Maturity, Indebtedness, and Default Risk. (2009). Eyigungor, Burcu ; Chatterjee, Satyajit.
    In: Koç University-TUSIAD Economic Research Forum Working Papers.
    RePEc:koc:wpaper:0901.

    Full description at Econpapers || Download paper

  25. On the cyclicality of the interest rate in emerging economy models: solution methods matter. (2009). Sapriza, Horacio ; Martinez, Leonardo ; Hatchondo, Juan.
    In: Working Paper.
    RePEc:fip:fedrwp:09-13.

    Full description at Econpapers || Download paper

  26. The role of information in the rise in consumer bankruptcies. (2009). Sanchez, Juan.
    In: Working Paper.
    RePEc:fip:fedrwp:09-04.

    Full description at Econpapers || Download paper

  27. Fiscal policy and default risk in emerging markets. (2009). Sapriza, Horacio ; Sanchez, Juan ; Cuadra, Gabriel.
    In: Working Paper.
    RePEc:fip:fedrwp:09-01.

    Full description at Econpapers || Download paper

  28. Long-duration bonds and sovereign defaults. (2009). Martinez, Leonardo ; Hatchondo, Juan.
    In: Working Paper.
    RePEc:fip:fedrwp:08-02.

    Full description at Econpapers || Download paper

  29. Maturity, indebtedness, and default risk. (2009). Eyigungor, Burcu ; Chatterjee, Satyajit.
    In: Working Papers.
    RePEc:fip:fedpwp:09-2.

    Full description at Econpapers || Download paper

  30. Long-duration bonds and sovereign defaults. (2009). Martinez, Leonardo ; Hatchondo, Juan.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:79:y:2009:i:1:p:117-125.

    Full description at Econpapers || Download paper

  31. Money, Credit and Default. (2009). Lizarazo, Sandra ; Da Rocha, José María.
    In: Working Papers.
    RePEc:cie:wpaper:0908.

    Full description at Econpapers || Download paper

  32. On Bid Disclosure in OCS Wildcat Auctions. (2009). Melissas, Nicolas.
    In: Working Papers.
    RePEc:cie:wpaper:0905.

    Full description at Econpapers || Download paper

  33. The Economics and Law of Sovereign Debt and Default. (2009). Zettelmeyer, Jeromin ; Sturzenegger, Federico ; Panizza, Ugo ; U G O Panizza, .
    In: Journal of Economic Literature.
    RePEc:aea:jeclit:v:47:y:2009:i:3:p:651-98.

    Full description at Econpapers || Download paper

  34. Debt Maturity without Commitment. (2008). Niepelt, Dirk.
    In: Working Papers.
    RePEc:szg:worpap:0805.

    Full description at Econpapers || Download paper

  35. A Solution to the Disconnect between Country Risk and Business Cycle Theories. (2008). Yue, Vivian ; Mendoza, Enrique.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13861.

    Full description at Econpapers || Download paper

  36. Heterogeneous borrowers in quantitative models of sovereign default. (2008). Sapriza, Horacio ; Martinez, Leonardo ; Hatchondo, Juan.
    In: Working Paper.
    RePEc:fip:fedrwp:07-01.

    Full description at Econpapers || Download paper

  37. Default and the maturity structure in sovereign bonds. (2008). Ramanarayanan, Ananth ; Arellano, Cristina.
    In: Staff Report.
    RePEc:fip:fedmsr:410.

    Full description at Econpapers || Download paper

  38. A solution to the default risk-business cycle disconnect. (2008). Yue, Vivian ; Mandoza, Enrique G..
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:924.

    Full description at Econpapers || Download paper

  39. Default and the maturity structure in sovereign bonds. (2008). Ramanarayanan, Ananth ; Arellano, Cristina.
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:19.

    Full description at Econpapers || Download paper

  40. Debt Maturity without Commitment. (2008). Niepelt, Dirk.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7093.

    Full description at Econpapers || Download paper

  41. Debt Maturity without Commitment. (2008). Niepelt, Dirk.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_2500.

    Full description at Econpapers || Download paper

  42. Persistent Gaps and Default Traps. (2008). Kapur, Sandeep ; Fostel, Ana ; Catão, Luis ; Luis A. V. Catao, .
    In: Birkbeck Working Papers in Economics and Finance.
    RePEc:bbk:bbkefp:0803.

    Full description at Econpapers || Download paper

  43. Optimal Reserve Management and Sovereign Debt. (2007). Kanczuk, Fabio ; Alfaro, Laura.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13216.

    Full description at Econpapers || Download paper

  44. Why Do Emerging Economies Borrow Short Term?. (2007). Schmukler, Sergio ; Lorenzoni, Guido ; Broner, Fernando.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13076.

    Full description at Econpapers || Download paper

  45. Optimal reserve management and sovereign debt. (2007). Kanczuk, Fabio ; Alfaro, Laura.
    In: Working Paper Series.
    RePEc:fip:fedfwp:2007-29.

    Full description at Econpapers || Download paper

  46. Do countries default in “bad times”?. (2007). Wright, Mark ; Tomz, Michael .
    In: Working Paper Series.
    RePEc:fip:fedfwp:2007-17.

    Full description at Econpapers || Download paper

  47. Why Do Emerging Economies Borrow Short Term?. (2007). Schmukler, Sergio ; Lorenzoni, Guido ; Broner, Fernando.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6249.

    Full description at Econpapers || Download paper

  48. Optimal external debt and default. (2007). guimaraes, bernardo ; Guimares, Bernardo .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6035.

    Full description at Econpapers || Download paper

  49. IMF-Supported Adjustment Programs: Welfare Implications and the Catalytic Effect. (2007). de Resende, Carlos.
    In: Staff Working Papers.
    RePEc:bca:bocawp:07-22.

    Full description at Econpapers || Download paper

  50. Computing business cycles in emerging economy models. (2006). Sapriza, Horacio ; Martinez, Leonardo ; Hatchondo, Juan Carlos .
    In: Working Paper.
    RePEc:fip:fedrwp:06-11.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-12-27 03:47:26 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.