-
1
-
-
33646200768
-
Defaultable Debt, Interest Rates, and the Current Account
-
Aguiar, Mark and Gita Gopinath (2006). "Defaultable Debt, Interest Rates, and the Current Account. Journal of International Economics, 69, 64-83.
-
(2006)
Journal of International Economics
, vol.69
, pp. 64-83
-
-
Aguiar, M.1
Gopinath, G.2
-
3
-
-
58149302923
-
Default Risk and Income Fluctuations in Emerging Economies
-
Arellano, Cristina (2008). "Default Risk and Income Fluctuations in Emerging Economies. American Economic Review, 98(3), 690-712.
-
(2008)
American Economic Review
, vol.98
, Issue.3
, pp. 690-712
-
-
Arellano, C.1
-
4
-
-
84862534241
-
Default and the Maturity Structure in Sovereign Bonds
-
Arellano, Cristina and Ananth Ramanarayanan (2012). "Default and the Maturity Structure in Sovereign Bonds. Journal of Political Economy, 120(2), 187-232.
-
(2012)
Journal of Political Economy
, vol.120
, Issue.2
, pp. 187-232
-
-
Arellano, C.1
Ramanarayanan, A.2
-
5
-
-
0028605451
-
The Debt Burden and Debt Maturity
-
Blanchard, Olivier J. and Alessandro Missale (1994). "The Debt Burden and Debt Maturity. American Economic Review, 84(1), 309-319.
-
(1994)
American Economic Review
, vol.84
, Issue.1
, pp. 309-319
-
-
Blanchard, O.J.1
Missale, A.2
-
6
-
-
84872001536
-
-
"Sovereign Risk Premia." Working paper, MIT Sloan.
-
Borri, Nicola and Adrien Verdelhan (2011). "Sovereign Risk Premia." Working paper, MIT Sloan.
-
(2011)
-
-
Borri, N.1
Verdelhan, A.2
-
7
-
-
33747874890
-
When in Peril, Retrench: Testing the Portfolio Channel of Contagion
-
Broner, Fernando, Gaston Gelos, and Carmen M. Reinhart (2006). "When in Peril, Retrench: Testing the Portfolio Channel of Contagion. Journal of International Economics, 69, 203-230.
-
(2006)
Journal of International Economics
, vol.69
, pp. 203-230
-
-
Broner, F.1
Gelos, G.2
Reinhart, C.M.3
-
8
-
-
84871942422
-
-
"International Liquidity Illusion: On the Risks of Sterilization." NBER Working Paper No. 8141.
-
Caballero, Ricardo J. and Arvind Krishnamurthy (2001). "International Liquidity Illusion: On the Risks of Sterilization." NBER Working Paper No. 8141.
-
(2001)
-
-
Caballero, R.J.1
Krishnamurthy, A.2
-
9
-
-
0142188072
-
Excessive Dollar Debt: Financial Development and Underinsurance
-
Caballero, Ricardo J. and Arvind Krishnamurthy (2003). "Excessive Dollar Debt: Financial Development and Underinsurance. Journal of Finance, 58, 867-893.
-
(2003)
Journal of Finance
, vol.58
, pp. 867-893
-
-
Caballero, R.J.1
Krishnamurthy, A.2
-
10
-
-
0000476452
-
Servicing the Public Debt: The Role of Expectations
-
Calvo, Guillermo A. (1988). "Servicing the Public Debt: The Role of Expectations. American Economic Review, 78(4), 647-661.
-
(1988)
American Economic Review
, vol.78
, Issue.4
, pp. 647-661
-
-
Calvo, G.A.1
-
11
-
-
0034035847
-
Rational Contagion and Globalization of the Securities Market
-
Calvo, Guillermo A. and Enrique Mendoza (2000). "Rational Contagion and Globalization of the Securities Market. Journal of International Economics, 51, 79-113.
-
(2000)
Journal of International Economics
, vol.51
, pp. 79-113
-
-
Calvo, G.A.1
Mendoza, E.2
-
12
-
-
84871993842
-
-
"On the Sources of Aggregate Fluctuations in Emerging Economies." NBER Working Paper No. 15938.
-
Chang, Roberto and Andrés Fernández (2010). "On the Sources of Aggregate Fluctuations in Emerging Economies." NBER Working Paper No. 15938.
-
(2010)
-
-
Chang, R.1
Fernández, A.2
-
13
-
-
0009806438
-
A Model of Financial Crises in Emerging Markets
-
Chang, Roberto and Andrés Velasco (2001). "A Model of Financial Crises in Emerging Markets. Quarterly Journal of Economics, 116, 489-517.
-
(2001)
Quarterly Journal of Economics
, vol.116
, pp. 489-517
-
-
Chang, R.1
Velasco, A.2
-
14
-
-
84871991355
-
-
"Maturity, Indebtedness, and Default Risk." Working Paper 11-33, Federal Reserve Bank of Philadelphia.
-
Chatterjee, Satyajit and Burcu Eyigungor (2011). "Maturity, Indebtedness, and Default Risk." Working Paper 11-33, Federal Reserve Bank of Philadelphia.
-
(2011)
-
-
Chatterjee, S.1
Eyigungor, B.2
-
16
-
-
0033209128
-
What Caused the Asian Currency and Financial Crises?
-
Corsetti, Giancarlo, Paolo A. Pesenti, and Nouriel Roubini (1999). "What Caused the Asian Currency and Financial Crises? Japan and the World Economy, 11, 305-373.
-
(1999)
Japan and the World Economy
, vol.11
, pp. 305-373
-
-
Corsetti, G.1
Pesenti, P.A.2
Roubini, N.3
-
17
-
-
35348901969
-
Term-structure Estimation in Markets with Infrequent Trading
-
Cortázar, Gonzalo, Eduardo S. Schwartz, and Lorenzo F. Naranjo (2007). "Term-structure Estimation in Markets with Infrequent Trading. International Journal of Finance and Economics, 12, 353-369.
-
(2007)
International Journal of Finance and Economics
, vol.12
, pp. 353-369
-
-
Cortázar, G.1
Schwartz, E.S.2
Naranjo, L.F.3
-
18
-
-
33750551692
-
How Do Official Bailouts Affect the Risk of Investing in Emerging Markets?
-
Dell' Ariccia, Giovanni, Isabel Schnabel, and Jeromin Zettelmeyer (2006). "How Do Official Bailouts Affect the Risk of Investing in Emerging Markets? Journal of Money, Credit, and Banking, 38, 1689-1714.
-
(2006)
Journal of Money, Credit, and Banking
, vol.38
, pp. 1689-1714
-
-
Dell' Ariccia, G.1
Schnabel, I.2
Zettelmeyer, J.3
-
19
-
-
0007667366
-
Banks, Short-Term Debt, and Financial Crises: Theory, Policy Implications, and Applications
-
Diamond, Douglas W and Raghuram G. Rajan (2001). "Banks, Short-Term Debt, and Financial Crises: Theory, Policy Implications, and Applications. Carnegie-Rochester Conference Series on Public Policy, 54, 37-71.
-
(2001)
Carnegie-Rochester Conference Series on Public Policy
, vol.54
, pp. 37-71
-
-
Diamond, D.W.1
Rajan, R.G.2
-
20
-
-
31344448314
-
Forecasting the Term Structure of Government Bond Yields
-
Diebold, Francis X. and Canlin Li (2006). "Forecasting the Term Structure of Government Bond Yields. Journal of Econometrics, 127, 337-364.
-
(2006)
Journal of Econometrics
, vol.127
, pp. 337-364
-
-
Diebold, F.X.1
Li, C.2
-
21
-
-
0013065959
-
Modeling Sovereign Yield Spreads: A Case Study of Russian Debt
-
Duffie, Darrell, Lasse H. Pedersen, and Kenneth J. Singleton (2003). "Modeling Sovereign Yield Spreads: A Case Study of Russian Debt. Journal of Finance, 58, 119-159.
-
(2003)
Journal of Finance
, vol.58
, pp. 119-159
-
-
Duffie, D.1
Pedersen, L.H.2
Singleton, K.J.3
-
22
-
-
0042455099
-
Exchange Rates and Financial Fragility
-
In. Federal Reserve Bank of Kansas City -
-
Eichengreen, Barry J. and Ricardo Hausmann (1999). "Exchange Rates and Financial Fragility." In New Challenges for Monetary Policy. Federal Reserve Bank of Kansas City, pp. 329-368.
-
(1999)
New Challenges for Monetary Policy
, pp. 329-368
-
-
Eichengreen, B.J.1
Hausmann, R.2
-
23
-
-
84871989360
-
-
"Foreign Lending in the Interwar Years: The Bondholders' Perspective." CEPR Discussion Paper No. 273.
-
Eichengreen, Barry J. and Richard Portes (1988). "Foreign Lending in the Interwar Years: The Bondholders' Perspective." CEPR Discussion Paper No. 273.
-
(1988)
-
-
Eichengreen, B.J.1
Portes, R.2
-
24
-
-
84937184115
-
A Self-Help Guide for Emerging Markets
-
Feldstein, Martin. (1999). "A Self-Help Guide for Emerging Markets. Foreign Affairs, 78, 93-109.
-
(1999)
Foreign Affairs
, vol.78
, pp. 93-109
-
-
Feldstein, M.1
-
25
-
-
80054904398
-
Risk Matters: The Real Effects of Volatility Shocks
-
Fernández-Villaverde, Jesús, Pablo A. Guerron-Quintana, Juan F. Rubio-Ramírez, and Martin Uribe (2011). "Risk Matters: The Real Effects of Volatility Shocks. American Economic Review, 101(6), 2530-2561.
-
(2011)
American Economic Review
, vol.101
, Issue.6
, pp. 2530-2561
-
-
Fernández-Villaverde, J.1
Guerron-Quintana, P.A.2
Rubio-Ramírez, J.F.3
Uribe, M.4
-
28
-
-
54049123755
-
Global Factors and Emerging Market Spreads
-
González-Rozada, Martín and Eduardo Levy Yeyati (2008). "Global Factors and Emerging Market Spreads. The Economic Journal, 118, 1917-1936.
-
(2008)
The Economic Journal
, vol.118
, pp. 1917-1936
-
-
González-Rozada, M.1
Yeyati, E.L.2
-
30
-
-
74949130955
-
Debt Maturity and the International Financial Architecture
-
Jeanne, Olivier. (2009). "Debt Maturity and the International Financial Architecture. American Economic Review, 99(5), 2135-2148.
-
(2009)
American Economic Review
, vol.99
, Issue.5
, pp. 2135-2148
-
-
Jeanne, O.1
-
31
-
-
12144272491
-
Managers, Investors, and Crises: Mutual Fund Strategies in Emerging Markets
-
Kaminsky, Graciela L., Richard K. Lyons, and Sergio L. Schmukler (2004). "Managers, Investors, and Crises: Mutual Fund Strategies in Emerging Markets. Journal of International Economics, 64, 113-134.
-
(2004)
Journal of International Economics
, vol.64
, pp. 113-134
-
-
Kaminsky, G.L.1
Lyons, R.K.2
Schmukler, S.L.3
-
32
-
-
0034083899
-
On Crises, Contagion, and Confusion
-
Kaminsky, Graciela L. and Carmen M. Reinhart (2000). "On Crises, Contagion, and Confusion. Journal of International Economics, 51, 145-168.
-
(2000)
Journal of International Economics
, vol.51
, pp. 145-168
-
-
Kaminsky, G.L.1
Reinhart, C.M.2
-
33
-
-
84871972312
-
-
"How Private Creditors Fared in Emerging Debt Markets, 1970-2000." CEPR Discussion Paper No. 4374.
-
Klingen, Christoph, Beatrice Weder, and Jeromin Zettelmeyer (2004). "How Private Creditors Fared in Emerging Debt Markets, 1970-2000." CEPR Discussion Paper No. 4374.
-
(2004)
-
-
Klingen, C.1
Weder, B.2
Zettelmeyer, J.3
-
34
-
-
84871964850
-
-
quot;Default Risk and Risk Averse International Investors." MPRA Paper No. 20794, University Library of Munich.
-
Lizarazo, Sandra V. (2010). "Default Risk and Risk Averse International Investors." MPRA Paper No. 20794, University Library of Munich.
-
(2010)
-
-
Lizarazo, S.V.1
-
35
-
-
79958088403
-
How Sovereign is Sovereign Credit Risk?
-
Longstaff, Francis A., Jun Pan, Lasse H. Pedersen, and Kenneth J. Singleton (2011). "How Sovereign is Sovereign Credit Risk? American Economic Journal: Macroeconomics, 3, 75-103.
-
(2011)
American Economic Journal: Macroeconomics
, vol.3
, pp. 75-103
-
-
Longstaff, F.A.1
Pan, J.2
Pedersen, L.H.3
Singleton, K.J.4
-
36
-
-
84871969113
-
-
"A Solution to the Default Risk-Business Cycle Disconnect." International Finance Discussion Paper No. 924, Federal Reserve Board.
-
Mendoza, Enrique G. and Vivian Z. Yue (2008). "A Solution to the Default Risk-Business Cycle Disconnect." International Finance Discussion Paper No. 924, Federal Reserve Board.
-
(2008)
-
-
Mendoza, E.G.1
Yue, V.Z.2
-
37
-
-
0001491925
-
Parsimonious Modeling of Yield Curves
-
Nelson, Charles R. and Andrew F. Siegel (1987). "Parsimonious Modeling of Yield Curves. Journal of Business, 60, 473-489.
-
(1987)
Journal of Business
, vol.60
, pp. 473-489
-
-
Nelson, C.R.1
Siegel, A.F.2
-
38
-
-
15844361919
-
Business Cycles in Emerging Economies: The Role of Interest Rates
-
Neumeyer, Pablo A. and Fabrizio Perri (2005). "Business Cycles in Emerging Economies: The Role of Interest Rates. Journal of Monetary Economics, 52, 345-380.
-
(2005)
Journal of Monetary Economics
, vol.52
, pp. 345-380
-
-
Neumeyer, P.A.1
Perri, F.2
-
39
-
-
84871963343
-
-
quot;Debt Maturity Without Commitment." CEPR Discussion Paper No. 7093.
-
Niepelt, Dirk (2008). "Debt Maturity Without Commitment." CEPR Discussion Paper No. 7093.
-
(2008)
-
-
Niepelt, D.1
-
40
-
-
0002216005
-
The Global Capital Market: Benefactor or Menace?
-
Obstfeld, Maurice (1998). "The Global Capital Market: Benefactor or Menace? Journal of Economic Perspectives, 12, 9-30.
-
(1998)
Journal of Economic Perspectives
, vol.12
, pp. 9-30
-
-
Obstfeld, M.1
-
41
-
-
84871986395
-
-
quot;World Interest Rate, Business Cycles, and Financial Intermediation in Small Open Economies." Staff General Research Paper No. 12360, Iowa State University.
-
Oviedo, Pedro M. (2005). "World Interest Rate, Business Cycles, and Financial Intermediation in Small Open Economies." Staff General Research Paper No. 12360, Iowa State University.
-
(2005)
-
-
Oviedo, P.M.1
-
42
-
-
51749114610
-
The Role of Portfolio Constraints in the International Propagation of Shocks
-
Pavlova, Anna and Roberto Rigobon (2008). "The Role of Portfolio Constraints in the International Propagation of Shocks. Review of Economic Studies, 75, 1215-1256.
-
(2008)
Review of Economic Studies
, vol.75
, pp. 1215-1256
-
-
Pavlova, A.1
Rigobon, R.2
-
43
-
-
0038726990
-
The East Asian Financial Crises: Diagnosis, Remedies, Prospects
-
Radelet, Steven and Jeffrey D. Sachs (1998). "The East Asian Financial Crises: Diagnosis, Remedies, Prospects. Brookings Papers on Economic Activity, 28, 1-90.
-
(1998)
Brookings Papers on Economic Activity
, vol.28
, pp. 1-90
-
-
Radelet, S.1
Sachs, J.D.2
-
45
-
-
17744368509
-
Coordination Failures and the Lender of Last Resort: Was Bagehot Right After All?
-
Rochet, Jean C. and Xavier Vives (2004). "Coordination Failures and the Lender of Last Resort: Was Bagehot Right After All? Journal of the European Economic Association, 2, 1116-1147.
-
(2004)
Journal of the European Economic Association
, vol.2
, pp. 1116-1147
-
-
Rochet, J.C.1
Vives, X.2
-
46
-
-
84871997121
-
-
"Short-Term Capital Flows." In Annual World Bank Conference on Development Economics. World Bank.
-
Rodrik, Dani and Andrés Velasco (1999). "Short-Term Capital Flows." In Annual World Bank Conference on Development Economics. World Bank.
-
(1999)
-
-
Rodrik, D.1
Velasco, A.2
-
47
-
-
0030518524
-
Financial Crises in Emerging Markets: The Lessons from 1995
-
Sachs, Jeffrey D., Aaron Tornell, and Andrés Velasco (1996). "Financial Crises in Emerging Markets: The Lessons from 1995. Brookings Papers on Economic Activity, 1, 147-215.
-
(1996)
Brookings Papers on Economic Activity
, vol.1
, pp. 147-215
-
-
Sachs, J.D.1
Tornell, A.2
Velasco, A.3
-
48
-
-
84871990714
-
-
quot;Monetary Policy with Flexible Exchange Rates and Forward Interest Rates as Indicators." CEPR Discussion Paper No. 941.
-
Svensson, Lars E. (1994). "Monetary Policy with Flexible Exchange Rates and Forward Interest Rates as Indicators." CEPR Discussion Paper No. 941.
-
(1994)
-
-
Svensson, L.E.1
-
50
-
-
2942733515
-
Inefficient Foreign Borrowing: A Dual- and Common-Agency Perspective
-
Tirole, Jean. (2003). "Inefficient Foreign Borrowing: A Dual- and Common-Agency Perspective. American Economic Review, 93(5), 1678-1702.
-
(2003)
American Economic Review
, vol.93
, Issue.5
, pp. 1678-1702
-
-
Tirole, J.1
-
51
-
-
33646190771
-
Country Spreads and Emerging Countries: Who Drives Whom?
-
Uribe, Martin and Vivian Z. Yue (2006). "Country Spreads and Emerging Countries: Who Drives Whom? Journal of International Economics, 69, 6-36.
-
(2006)
Journal of International Economics
, vol.69
, pp. 6-36
-
-
Uribe, M.1
Yue, V.Z.2
-
52
-
-
84871987486
-
-
quot;Sovereign Default Risk, Risk Averse Investors and Financial Contagion." Working paper, University of Southern California.
-
Volkan, Engin (2007). "Sovereign Default Risk, Risk Averse Investors and Financial Contagion." Working paper, University of Southern California.
-
(2007)
-
-
Volkan, E.1
-
53
-
-
77349097759
-
Sovereign Default and Debt Renegotiation
-
Yue, Vivian Z. (2010). "Sovereign Default and Debt Renegotiation. Journal of International Economics, 80, 176-187.
-
(2010)
Journal of International Economics
, vol.80
, pp. 176-187
-
-
Yue, V.Z.1
|