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

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Cited: 4

Citations received by this document

Cites: 18

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

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Citations received by this document

  1. Default risk and risk averse international investors. (2013). Lizarazo, Sandra.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:89:y:2013:i:2:p:317-330.

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  2. Default Risk and Risk Averse International Investors. (2010). Lizarazo, Sandra.
    In: MPRA Paper.
    RePEc:pra:mprapa:20794.

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  3. 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

  4. 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.

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References

References cited by this document

  1. Aguiar, M. and Gopinath, G. (2004). `Emerging markets business cycles: the cycle is the trend.

  2. Arellano, C. and Rsmanarayanan, A. (2006). `Default and the term structure in sovereign bonds.
    Paper not yet in RePEc: Add citation now

  3. Cuadra, G. and Sapriza, H. (2006b). `Sovereign default, terms of trade, and interest rates in emerging markets. Working Paper 2006-01, Banco de Mexico.

  4. Eaton, J. and Gersovitz, M. (1981). `Debt with potential repudiation: theoretical and empirical analysis. Review of Economic Studie8, volume 47, 289-309.

  5. Hatchondo, J. C., Martinez, L., and Sapriza, H. (2006a). `A quantitative study of sovereign default with heterogeneous borrowers. Working Paper.
    Paper not yet in RePEc: Add citation now
  6. Hatchondo, J. C., Martinez, L., and Sapriza, H. (2006b). `A quantitative study on the implications of the threat of financial exclusion in models of sovereign default. Economic Quarterly, Federal Reserve Bank of Richmond. Forthcoming.
    Paper not yet in RePEc: Add citation now
  7. IMF (2002). `Sovereign Debt Restructurings and the Domestic Economy Experience in Four Resent Cases. Policy development and review department.
    Paper not yet in RePEc: Add citation now
  8. IMF Working Paper 05/57. Lizarazo, 5. (2005). `Sovereign risk and risk averse international investors. Working Paper, ITAM.
    Paper not yet in RePEc: Add citation now

  9. Journal of International Economic8, volume 69, 64-83. Arellano, C. (2005). `Default risk and income fluctuations in emerging economies. Working Paper, University of Minnesota.

  10. Kumhof, M. (2004). `Fiscal crisis resolution: taxation versus inflation. Manuscript, Stanford University.

  11. Kumhof, M. and Tanner, E. (2005). `Government Debt: A Key Role in Financial Intermediation.

  12. Lizarazo, 5. (2006). `Contagion of financial crises in sovereign debt markets. Working Paper, ITAM.
    Paper not yet in RePEc: Add citation now

  13. NBER Working Paper 10734. Aguiar, M. and Gopinath, G. (2006). `Defaultable debt, interest rates and the current account.

  14. Neumeyer, P. and Perri, F. (2005). `Business cycles in emerging economies: the role of interest rates. Jonrmal of Mometary Ecomomics, volume 52, 345-380.

  15. Schmitt-Grohé, S. and Uribe, M. (2003). `Closing small open economy models. Jonrmal of Imtermatiomal Ecomomics, volume 61, 163-185.

  16. Uribe, M. and Yue, V. (2006). `Country spreads and emerging countries: Who drives whom? Jonrmal of Imtermatiomal Ecomomics, volume 69, 6-36.

  17. Working Paper, University of Minnesota. Bal, Y. and Zhang, J. (2006). `Financial integration and international risk sharing. Working Paper, Michigan UniversiW Cuadra, G. and Sapriza, H. (2006a). `Sovereign default, interest rates and political uncertainty in emerging markets. Working Paper 2006-02, Banco de Mexico.

  18. Yue, V. (2005). `Sovereign default and debt renegotiation. Working Paper, NYU.

Cocites

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  1. Debt dilution and sovereign default risk. (2012). Sosa-Padilla, Cesar ; Martinez, Leonardo ; Hatchondo, Juan.
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  2. Review of Emerging Markets Resilience and Growth Amid Global Turmoil by M. Ayhan Kose and Eswar S. Prasad. (2011). Durdu, C. Bora.
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  3. Characterizing the Business Cycles of Emerging Economies. (2011). Fuentes, Rodrigo ; Calderon, Cesar.
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  5. On Graduation from Default, Inflation and Banking Crisis: Elusive or Illusion?. (2010). Rogoff, Kenneth ; Reinhart, Carmen ; Qian, Rong ; Rong Qian, Carmen M. Reinhart, Kenneth S. Rogoff, .
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  6. Financial Sector Regulation and Reforms in Emerging Markets: An Overview. (2010). Prasad, Eswar.
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  7. Crises in Asia: Historical Perspectives and Implications. (2009). Lee, Jong-Wha ; Hong, Kiseok ; Tang, Hsiao Chink.
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  8. Current Account Fact and Fiction. (2009). Telmer, Chris ; Lambert, Frederic ; Henriksen, Espen ; Backus, David.
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  9. Real Exchange Rates, Valuation Effects and Growth in Emerging Markets. (2009). Bleaney, Michael ; Vargas, Liliana Castilleja.
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  10. On the cyclicality of the interest rate in emerging economy models: solution methods matter. (2009). Sapriza, Horacio ; Martinez, Leonardo ; Hatchondo, Juan.
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  11. Fiscal policy and default risk in emerging markets. (2009). Sapriza, Horacio ; Sanchez, Juan ; Cuadra, Gabriel.
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  12. Long-duration bonds and sovereign defaults. (2009). Martinez, Leonardo ; Hatchondo, Juan.
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  13. Default risk and income fluctuations in emerging economies. (2008). Arellano, Cristina.
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    In: Working Paper.
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