Cristina Arellano : Citation Profile


Are you Cristina Arellano?

Federal Reserve Bank of Minneapolis

11

H index

12

i10 index

975

Citations

RESEARCH PRODUCTION:

9

Articles

45

Papers

2

Chapters

RESEARCH ACTIVITY:

   15 years (2002 - 2017). See details.
   Cites by year: 65
   Journals where Cristina Arellano has often published
   Relations with other researchers
   Recent citing documents: 155.    Total self citations: 19 (1.91 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/par171
   Updated: 2018-11-10    RAS profile: 2017-04-27    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Bai, Yan (8)

Wright, Mark (4)

Atkeson, Andrew (4)

Bocola, Luigi (3)

Maliar, Serguei (3)

Kehoe, Patrick (3)

Tsyrennikov, Viktor (3)

Maliar, Lilia (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Cristina Arellano.

Is cited by:

Martinez, Leonardo (44)

Hatchondo, Juan (32)

Sapriza, Horacio (24)

Mendoza, Enrique (24)

Kehoe, Timothy (15)

Wright, Mark (15)

Mihalache, Gabriel (14)

Große Steffen, Christoph (12)

Niepelt, Dirk (11)

Martin, Alberto (11)

Scholl, Almuth (11)

Cites to:

Reinhart, Carmen (23)

Calvo, Guillermo (22)

Kehoe, Timothy (19)

Mendoza, Enrique (18)

Eaton, Jonathan (12)

Trebesch, Christoph (12)

Gertler, Mark (10)

Maliar, Lilia (10)

Rogoff, Kenneth (10)

Maliar, Serguei (10)

Corbae, P. Dean (9)

Main data


Where Cristina Arellano has published?


Journals with more than one article published# docs
Journal of Monetary Economics2
American Economic Review2

Working Papers Series with more than one paper published# docs
Staff Report / Federal Reserve Bank of Minneapolis10
2008 Meeting Papers / Society for Economic Dynamics2
2010 Meeting Papers / Society for Economic Dynamics2
Research Department Publications / Inter-American Development Bank, Research Department2

Recent works citing Cristina Arellano (2018 and 2017)


YearTitle of citing document
2017Optimal Sovereign Default. (2017). Adam, Klaus ; Grill, Michael. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:9:y:2017:i:1:p:128-64.

Full description at Econpapers || Download paper

2018Overcoming the Original Sin: gains from local currency external debt. (2018). SABBADINI, RICARDO . In: Working Papers Series. RePEc:bcb:wpaper:484.

Full description at Econpapers || Download paper

2017Commodity Price Risk Management and Fiscal Policy in a Sovereign Default Model. (2017). Lopez-Martin, Bernabe ; Leal Ordóñez, Julio ; Andre, Martinez ; Bernabe, Lopez-Martin . In: Working Papers. RePEc:bdm:wpaper:2017-04.

Full description at Econpapers || Download paper

2018On the Role of Financial Aid in a Default Episode. (2018). Cuadra, Gabriel ; Santiago, Garcia-Verdu ; Manuel, Ramos Francia ; Gabriel, Cuadra . In: Working Papers. RePEc:bdm:wpaper:2018-15.

Full description at Econpapers || Download paper

2017Corporate Debt Structure and Economic Recoveries. (2017). Tripier, Fabien ; Szczerbowicz, Urszula ; Grjebine, Thomas. In: Working papers. RePEc:bfr:banfra:646.

Full description at Econpapers || Download paper

2018Uncertainty and macroeconomics: transmission channels and policy implications. (2018). Tripier, Fabien ; Lhuissier, Stéphane ; Ferrara, Laurent. In: Rue de la Banque. RePEc:bfr:rueban:2018:61.

Full description at Econpapers || Download paper

2017Commodity price risk management and fiscal policy in a sovereign default model. (2017). Lopez-Martin, Bernabe ; Leal Ordóñez, Julio ; Fritscher, Andre Martinez . In: BIS Working Papers. RePEc:bis:biswps:620.

Full description at Econpapers || Download paper

2018Identifying Uncertainty Shocks due to Geopolitical Swings in Korea. (2018). Lee, Seohyun ; Ha, Jongrim ; So, Inhwan. In: Working Papers. RePEc:bok:wpaper:1826.

Full description at Econpapers || Download paper

2017Sovereign default risk and debt limits: Case of Slovakia. (2017). Odor, Ludovit ; Mucka, Zuzana . In: Working Papers. RePEc:cbe:wpaper:201701.

Full description at Econpapers || Download paper

2018Resolving Sovereign Debt Crises: The Role of Political Risk. (2018). Trebesch, Christoph. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7161.

Full description at Econpapers || Download paper

2017Dispersed Information and Sovereign Risk Premia. (2017). Margaretic, Paula ; Becerra, Sebastian. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:808.

Full description at Econpapers || Download paper

2018Do Unit Labor Costs Matter? A Decomposition Exercise on European Data. (2018). Piton, Sophie. In: Working Papers. RePEc:cii:cepidt:2018-07.

Full description at Econpapers || Download paper

2017Secular Stagnation and Low Interest Rates under the Fear of a Government Debt Crisis. (2017). Ueda, Kozo ; Kobayashi, Keiichiro. In: CIGS Working Paper Series. RePEc:cnn:wpaper:17-012e.

Full description at Econpapers || Download paper

2018Nonconventional monetary policy in a regime-switching model with endogenous financial crises. (2018). Barreto, Leonardo . In: DOCUMENTOS CEDE. RePEc:col:000089:016382.

Full description at Econpapers || Download paper

2018Life After Default: Private vs. Official Sovereign Debt Restructurings. (2018). Marchesi, Silvia ; Masi, Tania. In: Development Working Papers. RePEc:csl:devewp:437.

Full description at Econpapers || Download paper

2018Discretionary fiscal policy and sovereign risk. (2018). Montes, Gabriel Caldas ; Valpassos, Iven Silva. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00081.

Full description at Econpapers || Download paper

2017The welfare gains from macro-insurance against natural disasters. (2017). Jeanne, Olivier ; Cavallo, Eduardo ; Borensztein, Eduardo. In: Journal of Development Economics. RePEc:eee:deveco:v:124:y:2017:i:c:p:142-156.

Full description at Econpapers || Download paper

2017The uncertainty multiplier and business cycles. (2017). Saijo, Hikaru . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:78:y:2017:i:c:p:1-25.

Full description at Econpapers || Download paper

2017Volatility risk and economic welfare. (2017). Xu, Shaofeng. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:80:y:2017:i:c:p:17-33.

Full description at Econpapers || Download paper

2017Debt-deflation, financial market stress and regime change – Evidence from Europe using MRVAR. (2017). Semmler, Willi ; Ernst, Ekkehard ; Haider, Alexander . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:81:y:2017:i:c:p:115-139.

Full description at Econpapers || Download paper

2017A model of sovereign debt with private information. (2017). Phan, Toan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:83:y:2017:i:c:p:1-17.

Full description at Econpapers || Download paper

2017Fiscal consolidation and its cross-country effects. (2017). Varthalitis, Petros ; Philippopoulos, Apostolis ; Vassilatos, Vanghelis. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:83:y:2017:i:c:p:55-106.

Full description at Econpapers || Download paper

2018Interest rate swaps and corporate default. (2018). Jermann, Urban J ; Yue, Vivian Z. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:88:y:2018:i:c:p:104-120.

Full description at Econpapers || Download paper

2018Financial factors and labor market fluctuations. (2018). Zhang, Yahong. In: Economic Modelling. RePEc:eee:ecmode:v:74:y:2018:i:c:p:24-44.

Full description at Econpapers || Download paper

2017Asymmetric business cycles and sovereign default. (2017). Gordon, Grey ; Guerron-Quintana, Pablo A. In: Economics Letters. RePEc:eee:ecolet:v:161:y:2017:i:c:p:116-119.

Full description at Econpapers || Download paper

2017The payment schedule of sovereign debt. (2017). Mihalache, Gabriel ; Kim, Seon Tae ; Bai, Yan. In: Economics Letters. RePEc:eee:ecolet:v:161:y:2017:i:c:p:19-23.

Full description at Econpapers || Download paper

2018Improving public equity markets? No pain, no gain. (2018). Kartashova, Katya. In: Economics Letters. RePEc:eee:ecolet:v:162:y:2018:i:c:p:69-72.

Full description at Econpapers || Download paper

2017The 2012 eurozone crisis and the ECB’s OMT program: A debt-overhang banking and sovereign crisis interpretation. (2017). Occhino, Filippo. In: European Economic Review. RePEc:eee:eecrev:v:100:y:2017:i:c:p:337-363.

Full description at Econpapers || Download paper

2018Corporate debt structure and economic recoveries. (2018). Tripier, Fabien ; Szczerbowicz, Urszula ; Grjebine, Thomas. In: European Economic Review. RePEc:eee:eecrev:v:101:y:2018:i:c:p:77-100.

Full description at Econpapers || Download paper

2017On measuring uncertainty and its impact on investment: Cross-country evidence from the euro area. (2017). Röhe, Oke ; Roehe, Oke ; Meinen, Philipp. In: European Economic Review. RePEc:eee:eecrev:v:92:y:2017:i:c:p:161-179.

Full description at Econpapers || Download paper

2017The output costs of hard and soft sovereign default. (2017). Trebesch, Christoph ; Zabel, Michael . In: European Economic Review. RePEc:eee:eecrev:v:92:y:2017:i:c:p:416-432.

Full description at Econpapers || Download paper

2017Debt-overhang banking crises: Detecting and preventing systemic risk. (2017). Occhino, Filippo. In: Journal of Financial Stability. RePEc:eee:finsta:v:30:y:2017:i:c:p:192-208.

Full description at Econpapers || Download paper

2018Debt, recovery rates and the Greek dilemma. (2018). Goodhart, C. A. E., ; Tsomocos, D P ; Peiris, M U. In: Journal of Financial Stability. RePEc:eee:finsta:v:36:y:2018:i:c:p:265-278.

Full description at Econpapers || Download paper

2017Sovereign debt signals. (2017). Phan, Toan. In: Journal of International Economics. RePEc:eee:inecon:v:104:y:2017:i:c:p:157-165.

Full description at Econpapers || Download paper

2017Non-defaultable debt and sovereign risk. (2017). Onder, Yasin ; Martinez, Leonardo ; Hatchondo, Juan Carlos . In: Journal of International Economics. RePEc:eee:inecon:v:105:y:2017:i:c:p:217-229.

Full description at Econpapers || Download paper

2017Sovereign default and capital accumulation. (2017). Park, Jungjae. In: Journal of International Economics. RePEc:eee:inecon:v:106:y:2017:i:c:p:119-133.

Full description at Econpapers || Download paper

2017Sovereign debt maturity structure under asymmetric information. (2017). Perez, Diego J. In: Journal of International Economics. RePEc:eee:inecon:v:108:y:2017:i:c:p:243-259.

Full description at Econpapers || Download paper

2017The dynamics of sovereign default risk and political turnover. (2017). Scholl, Almuth. In: Journal of International Economics. RePEc:eee:inecon:v:108:y:2017:i:c:p:37-53.

Full description at Econpapers || Download paper

2018Optimal sovereign lending and default. (2018). wang, cheng ; Luo, Jie. In: Journal of International Economics. RePEc:eee:inecon:v:111:y:2018:i:c:p:190-213.

Full description at Econpapers || Download paper

2018Default risk, sectoral reallocation, and persistent recessions. (2018). Mihalache, Gabriel ; Bai, Yan ; Arellano, Cristina. In: Journal of International Economics. RePEc:eee:inecon:v:112:y:2018:i:c:p:182-199.

Full description at Econpapers || Download paper

2018Sovereign default, exit and contagion in a monetary union. (2018). Kobielarz, Michal ; Eijffinger, Sylvester ; Uras, Burak R. In: Journal of International Economics. RePEc:eee:inecon:v:113:y:2018:i:c:p:1-19.

Full description at Econpapers || Download paper

2017IPO lockups, long run returns, and growth opportunities. (2017). Haman, Janto ; Fang, Victor ; Chalmers, Keryn. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:49:y:2017:i:c:p:184-199.

Full description at Econpapers || Download paper

2018Sovereign credit spreads under good/bad governance. (2018). Jeanneret, Alexandre. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:93:y:2018:i:c:p:230-246.

Full description at Econpapers || Download paper

2018Sovereign default: The role of expectations. (2018). Ayres, Joao ; Teles, Pedro ; Nicolini, Juan Pablo ; Navarro, Gaston. In: Journal of Economic Theory. RePEc:eee:jetheo:v:175:y:2018:i:c:p:803-812.

Full description at Econpapers || Download paper

2018Volatile capital flows and financial integration: The role of moral hazard. (2018). Kikuchi, Tomoo ; Vachadze, George ; Stachurski, John. In: Journal of Economic Theory. RePEc:eee:jetheo:v:176:y:2018:i:c:p:170-192.

Full description at Econpapers || Download paper

2017Sector heterogeneity and credit market imperfections in emerging markets. (2017). Varela, Liliana. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:70:y:2017:i:c:p:433-451.

Full description at Econpapers || Download paper

2017International reserves and the maturity of external debt. (2017). Steiner, Andreas ; Qian, Xingwang. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:73:y:2017:i:pb:p:399-418.

Full description at Econpapers || Download paper

2017Aid econometrics: Lessons from a stochastic growth model. (2017). Carter, Patrick. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:77:y:2017:i:c:p:216-232.

Full description at Econpapers || Download paper

2018Writing off sovereign debt: Default and recovery rates over the cycle. (2018). Sunder-Plassmann, Laura. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:81:y:2018:i:c:p:221-241.

Full description at Econpapers || Download paper

2018International risk sharing and financial shocks. (2018). Rouillard, Jean-François. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:82:y:2018:i:c:p:26-44.

Full description at Econpapers || Download paper

2018Sudden stops, financial frictions, and the banking sector. (2018). Li, Jinyue. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:87:y:2018:i:c:p:144-154.

Full description at Econpapers || Download paper

2018Quality of government institutions and spreads on sovereign credit default swaps. (2018). Chen, Hsien-Yi. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:87:y:2018:i:c:p:82-95.

Full description at Econpapers || Download paper

2017Global macroeconomic uncertainty. (2017). Kempa, Bernd ; Grabert, Sibylle ; Berger, Tino. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:53:y:2017:i:c:p:42-56.

Full description at Econpapers || Download paper

2018Business cycles, informal economy, and interest rates in emerging countries. (2018). Horvath, Jaroslav. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:55:y:2018:i:c:p:96-116.

Full description at Econpapers || Download paper

2018Exchange rate targeting in the presence of foreign debt obligations. (2018). Staveley-O'Carroll, James ; Staveley-Ocarroll, Olena M. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:56:y:2018:i:c:p:113-134.

Full description at Econpapers || Download paper

2018Credit crunches, individual heterogeneity and the labor wedge. (2018). Zhang, Lini. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:56:y:2018:i:c:p:65-88.

Full description at Econpapers || Download paper

2017Banking and sovereign debt crises in a monetary union without central bank intervention. (2017). Dufourt, Frédéric ; Dai, Meixing ; Cheng, Jin. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:68:y:2017:i:c:p:142-151.

Full description at Econpapers || Download paper

2017Time-varying idiosyncratic risk and aggregate consumption dynamics. (2017). McKay, Alisdair. In: Journal of Monetary Economics. RePEc:eee:moneco:v:88:y:2017:i:c:p:1-14.

Full description at Econpapers || Download paper

2017Bank liabilities channel. (2017). Quadrini, Vincenzo. In: Journal of Monetary Economics. RePEc:eee:moneco:v:89:y:2017:i:c:p:25-44.

Full description at Econpapers || Download paper

2017Sovereign debt renegotiation and credit default swaps. (2017). Salomao, Juliana. In: Journal of Monetary Economics. RePEc:eee:moneco:v:90:y:2017:i:c:p:50-63.

Full description at Econpapers || Download paper

2018Sovereign default and maturity choice. (2018). Yurdagul, Emircan ; Sanchez, Juan ; Sapriza, Horacio. In: Journal of Monetary Economics. RePEc:eee:moneco:v:95:y:2018:i:c:p:72-85.

Full description at Econpapers || Download paper

2018Determinants of sovereign defaults. (2018). Ghulam, Yaseen ; Derber, Julian. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:69:y:2018:i:c:p:43-55.

Full description at Econpapers || Download paper

2017Measuring the financial soundness of U.S. firms, 1926–2012. (2017). Weill, Pierre-Olivier ; Eisfeldt, Andrea L ; Atkeson, Andrew G. In: Research in Economics. RePEc:eee:reecon:v:71:y:2017:i:3:p:613-635.

Full description at Econpapers || Download paper

2017Towards an asymmetric long run equilibrium between stock market uncertainty and the yield spread. A threshold vector error correction approach. (2017). Evgenidis, Anastasios ; SIRIOPOULOS, COSTAS ; Tsagkanos, Athanasios. In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pa:p:267-279.

Full description at Econpapers || Download paper

2017The analytics of the Greek crisis. (2017). Vayanos, Dimitri ; PHILIPPON, Thomas ; Gourinchas, Pierre-Olivier. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:82433.

Full description at Econpapers || Download paper

2017Optimal Time-Consistent Taxation with Default. (2017). Karantounias, Anastasios. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2017-12.

Full description at Econpapers || Download paper

2018Inflation, Debt, and Default. (2018). Hur, Sewon ; Perri, Fabrizio ; Kondo, Illenin O. In: Working Paper. RePEc:fip:fedcwp:1812.

Full description at Econpapers || Download paper

2017Exporting and Frictions in Input Markets : Evidence from Chinese Data. (2017). Tito, Maria D ; Wang, Ruoying. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-77.

Full description at Econpapers || Download paper

2018Sovereign Debt Restructurings. (2018). Yurdagul, Emircan ; Sapriza, Horacio ; Sanchez, Juan ; Dvorkin, Maximiliano. In: Working Papers. RePEc:fip:fedlwp:2018-013.

Full description at Econpapers || Download paper

2017Default Risk, Sectoral Reallocation and Persistent Recessions. (2017). Mihalache, Gabriel ; Bai, Yan ; Arellano, Cristina. In: Staff Report. RePEc:fip:fedmsr:555.

Full description at Econpapers || Download paper

2017Sovereign Risk Contagion. (2017). Lizarazo, Sandra ; Bai, Yan ; Arellano, Cristina. In: Staff Report. RePEc:fip:fedmsr:559.

Full description at Econpapers || Download paper

2018Bad Investments and Missed Opportunities? Postwar Capital Flows to Asia and Latin America. (2018). Wright, Mark ; Ohanian, Lee ; Restrepo-Echavarria, Paulina. In: Staff Report. RePEc:fip:fedmsr:563.

Full description at Econpapers || Download paper

2018Evolution of Modern Business Cycle Models: Accounting for the Great Recession. (2018). Pastorino, Elena ; Kehoe, Patrick ; Midrigan, Virgiliu. In: Staff Report. RePEc:fip:fedmsr:566.

Full description at Econpapers || Download paper

2018Deconstructing Delays in Sovereign Debt Restructuring. (2018). Wright, Mark ; Benjamin, David . In: Working Papers. RePEc:fip:fedmwp:753.

Full description at Econpapers || Download paper

2017Endogenous Political Turnover and Fluctuations in Sovereign Default Risk. (2017). Eyigungor, Burcu ; Chatterjee, Satyajit. In: Working Papers. RePEc:fip:fedpwp:17-1.

Full description at Econpapers || Download paper

2017REORGANIZATION OR LIQUIDATION: BANKRUPTCY CHOICE AND FIRM DYNAMICS. (2017). Corbae, P. Dean ; D'Erasmo, Pablo. In: Working Papers. RePEc:fip:fedpwp:17-14.

Full description at Econpapers || Download paper

2017Credit Enforcement Cycles. (2017). Serrano-Padial, Ricardo ; Drozd, Lukasz. In: Working Papers. RePEc:fip:fedpwp:17-27.

Full description at Econpapers || Download paper

2017Optimal Domestic (and External) Sovereign Default. (2017). Mendoza, Enrique ; D'Erasmo, Pablo. In: Working Papers. RePEc:fip:fedpwp:17-4.

Full description at Econpapers || Download paper

2018The Costs of (sub)Sovereign Default Risk: Evidence from Puerto Rico. (2018). Phan, Toan ; Chari, Anusha ; Leary, Ryan. In: Working Paper. RePEc:fip:fedrwp:18-03.

Full description at Econpapers || Download paper

2018Do Unit Labor Costs Matter? A Decomposition Exercise on European Data. (2018). Piton, Sophie. In: PSE Working Papers. RePEc:hal:psewpa:halshs-01785345.

Full description at Econpapers || Download paper

2017Domestic and External Sovereign Debt. (2017). Sichlimiris, Spyridon ; di Casola, Paola. In: Working Paper Series. RePEc:hhs:rbnkwp:0345.

Full description at Econpapers || Download paper

2017Bankruptcy Choice with Endogenous Financial Constraints. (2017). Tamayo, Cesar. In: IDB Publications (Working Papers). RePEc:idb:brikps:8368.

Full description at Econpapers || Download paper

2017Fiscal Consolidation in an Open Economy with Sovereign Premia and without Monetary Policy Independence. (2017). Varthalitis, Petros ; Vassilatos, Vanghelis ; Philippopoulos, Apostolis . In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2017:q:4:a:8.

Full description at Econpapers || Download paper

2018A Practical Approach to Testing Calibration Strategies. (2018). Gordon, Grey ; Cao, Yongquan. In: Caepr Working Papers. RePEc:inu:caeprp:2016-004.

Full description at Econpapers || Download paper

2018Fiscal Commitment and Sovereign Default Risk. (2018). Liu, Siming ; Shen, Hewei. In: Caepr Working Papers. RePEc:inu:caeprp:2018003.

Full description at Econpapers || Download paper

2017Economic Integration and the Non-tradable Sector: The European Experience. (2017). Piton, Sophie. In: 2017 Papers. RePEc:jmp:jm2017:ppi361.

Full description at Econpapers || Download paper

2017Game Theoretic Modeling of Economic Systems and the European Debt Crisis. (2017). Welburn, Jonathan ; Hausken, Kjell. In: Computational Economics. RePEc:kap:compec:v:49:y:2017:i:2:d:10.1007_s10614-015-9542-3.

Full description at Econpapers || Download paper

2018Assessing the stochastic stability of public debt: the case of Austria. (2018). Goedl, Maximilian ; Zwick, Christoph. In: Empirica. RePEc:kap:empiri:v:45:y:2018:i:3:d:10.1007_s10663-017-9376-4.

Full description at Econpapers || Download paper

2018The Impact of Bailouts on Political Turnover and Sovereign Default Risk. (2018). Prein, Timm M ; Scholl, Almuth. In: Working Paper Series of the Department of Economics, University of Konstanz. RePEc:knz:dpteco:1804.

Full description at Econpapers || Download paper

2018Accuracy and speed of the solution methods for sovereign default models: The stable performance of the Tauchen method and cubic spline interpolation. (2018). Yamazaki, Takefumi. In: Public Policy Review. RePEc:mof:journl:ppr14_04_06.

Full description at Econpapers || Download paper

2018Financial friction sources in emerging economies: Structural estimation of sovereign default models. (2018). Yamazaki, Takefumi. In: Discussion papers. RePEc:mof:wpaper:ron303.

Full description at Econpapers || Download paper

2017Credit Constraint Exports in Countries with Different Degrees of Contract Enforcement. (2017). Guo, Zi-Yi ; Luo, Yangxiaoteng . In: Business and Economic Research. RePEc:mth:ber888:v:7:y:2017:i:1:p:227-241.

Full description at Econpapers || Download paper

2017Firm-Level Political Risk: Measurement and Effects. (2017). Hassan, Tarek ; Tahoun, Ahmed ; Van Lent, Laurence ; Hollander, Stephan. In: NBER Working Papers. RePEc:nbr:nberwo:24029.

Full description at Econpapers || Download paper

2017The Costs of (sub)Sovereign Default Risk: Evidence from Puerto Rico. (2017). Phan, Toan ; Chari, Anusha ; Leary, Ryan. In: NBER Working Papers. RePEc:nbr:nberwo:24108.

Full description at Econpapers || Download paper

2018Optimal Taxation and Debt Management without Commitment. (2018). Yared, Pierre ; Nunes, Ricardo ; Debortoli, Davide. In: NBER Working Papers. RePEc:nbr:nberwo:24522.

Full description at Econpapers || Download paper

2017Sovereign Default Resolution Through Maturity Extension. (2017). Mihalache, Gabriel. In: Department of Economics Working Papers. RePEc:nys:sunysb:17-08.

Full description at Econpapers || Download paper

2017The Payment Schedule of Sovereign Debt. (2017). Mihalache, Gabriel ; Kim, Seon Tae ; Bai, Yan. In: Department of Economics Working Papers. RePEc:nys:sunysb:17-09.

Full description at Econpapers || Download paper

2017Default Risk, Sectoral Reallocation, and Persistent Recessions. (2017). Mihalache, Gabriel ; Bai, Yan ; Arellano, Cristina. In: Department of Economics Working Papers. RePEc:nys:sunysb:17-10.

Full description at Econpapers || Download paper

2017Public debt in India: Moving towards a prudent level?. (2017). Hoeller, Peter ; Morgavi, Hermes . In: OECD Economics Department Working Papers. RePEc:oec:ecoaaa:1400-en.

Full description at Econpapers || Download paper

2018Intergenerational policies, public debt, and economic growth: a politico{economic analysis. (2018). Ono, Tetsuo ; Naito, Katsuyuki ; Arai, Real. In: Discussion Papers in Economics and Business. RePEc:osk:wpaper:1812.

Full description at Econpapers || Download paper

2017Pricing sovereign debt in resource rich economies. (2017). McGregor, Thomas. In: OxCarre Working Papers. RePEc:oxf:oxcrwp:194.

Full description at Econpapers || Download paper

More than 100 citations found, this list is not complete...

Works by Cristina Arellano:


YearTitleTypeCited
2014Renegotiation Policies in Sovereign Defaults In: American Economic Review.
[Full Text][Citation analysis]
article3
2014Renegotiation Policies in Sovereign Defaults.(2014) In: Staff Report.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2008Default Risk and Income Fluctuations in Emerging Economies In: American Economic Review.
[Full Text][Citation analysis]
article441
2008Default risk and income fluctuations in emerging economies.(2008) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 441
paper
2014Envelope Condition Method with an Application to Default Risk Models In: BYU Macroeconomics and Computational Laboratory Working Paper Series.
[Full Text][Citation analysis]
paper5
2016Envelope condition method with an application to default risk models.(2016) In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
article
2015Envelope Condition Method with an Application to Default Risk Models.(2015) In: 2015 Meeting Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
paper
2008Internal Debt Crises and Sovereign Defaults In: Levine's Bibliography.
[Full Text][Citation analysis]
paper34
2014Internal debt crises and sovereign defaults.(2014) In: Journal of Monetary Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 34
article
2008Internal Debt Crises and Sovereign Defaults.(2008) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 34
paper
2008Internal Debt Crises and Sovereign Defaults.(2008) In: 2008 Meeting Papers.
[Citation analysis]
This paper has another version. Agregated cites: 34
paper
2007Dollarization and Financial Integration In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper19
2010Dollarization and financial integration.(2010) In: Journal of Economic Theory.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19
article
2007Dollarization and financial integration.(2007) In: International Finance Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19
paper
2007Dollarization and financial integration.(2007) In: Staff Report.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19
paper
2004Dollarization and Financial Integration.(2004) In: 2004 Meeting Papers.
[Citation analysis]
This paper has another version. Agregated cites: 19
paper
2009The dynamic implications of foreign aid and its variability In: Journal of Development Economics.
[Full Text][Citation analysis]
article100
2012Firm dynamics and financial development In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article44
2009Firm dynamics and financial development.(2009) In: Staff Report.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 44
paper
2009Firm Dynamics and Financial Development.(2009) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 44
paper
2009Firm Dynamics and Financial Development.(2009) In: 2009 Meeting Papers.
[Citation analysis]
This paper has another version. Agregated cites: 44
paper
2008Default and the maturity structure in sovereign bonds In: Globalization and Monetary Policy Institute Working Paper.
[Full Text][Citation analysis]
paper122
2008Default and the maturity structure in sovereign bonds.(2008) In: Staff Report.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 122
paper
2008Default and the Maturity Structure in Sovereign Bonds.(2008) In: 2008 Meeting Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 122
paper
2012Default and the Maturity Structure in Sovereign Bonds.(2012) In: Journal of Political Economy.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 122
article
2015External and Public Debt Crises In: Working Paper Series.
[Full Text][Citation analysis]
paper9
2015External and Public Debt Crises.(2015) In: Staff Report.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
paper
2015External and Public Debt Crises.(2015) In: NBER Chapters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
chapter
2015External and Public Debt Crises.(2015) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
paper
2016External and Public Debt Crises.(2016) In: NBER Macroeconomics Annual.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
article
2012Chronic sovereign debt crises in the Eurozone, 2010-2012 In: Economic Policy Paper.
[Full Text][Citation analysis]
paper13
2012Financial frictions and fluctuations in volatility In: Staff Report.
[Full Text][Citation analysis]
paper48
2016Financial Frictions and Fluctuations in Volatility.(2016) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 48
paper
2013Linkages across sovereign debt markets In: Staff Report.
[Full Text][Citation analysis]
paper10
2013Linkages across Sovereign Debt Markets.(2013) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10
paper
2012Linkages across sovereign debt markets.(2012) In: 2012 Meeting Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10
paper
2016Fiscal Austerity during Debt Crises In: Staff Report.
[Full Text][Citation analysis]
paper3
2017Appendix for Financial Frictions and Fluctuations in Volatility In: Staff Report.
[Full Text][Citation analysis]
paper0
2017Sovereign risk and firm heterogeneity In: Staff Report.
[Full Text][Citation analysis]
paper0
2002Credit Frictions and Sudden Stops in Small Open Economies: An Equilibrium Business Cycle Framework for Emerging Markets Crises In: Research Department Publications.
[Full Text][Citation analysis]
paper74
2002Credit Frictions and Sudden Stops in Small Open Economies: An Equilibrium Business Cycle Framework for Emerging Markets Crises.(2002) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 74
paper
2002Fricciones crediticias y paradas repentinas en pequeñas economías abiertas: un marco de equilibrio del ciclo económico para crisis en mercados emergentes In: Research Department Publications.
[Full Text][Citation analysis]
paper0
2007Contract Enforcement and Firmsd5 FinancingContract Enforcement and Firmsd5 Financing In: Working Papers.
[Full Text][Citation analysis]
paper0
2017Default Risk, Sectoral Reallocation, and Persistent Recessions In: NBER Chapters.
[Citation analysis]
chapter5
2017Default Risk, Sectoral Reallocation, and Persistent Recessions.(2017) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
paper
2017Sovereign Default Risk and Firm Heterogeneity In: NBER Working Papers.
[Full Text][Citation analysis]
paper3
2017Sovereign Risk Contagion In: NBER Working Papers.
[Full Text][Citation analysis]
paper0
2005Default Risk, the Real Exchange Rate and Income Fluctuations in Emerging Economies In: 2005 Meeting Papers.
[Full Text][Citation analysis]
paper19
2006Default and the Term Structure in Sovereign Bonds In: 2006 Meeting Papers.
[Citation analysis]
paper9
2007Enforcement, Incomplete Contracts, and Firm Dynamics In: 2007 Meeting Papers.
[Citation analysis]
paper0
2010Financial Crises and Fluctuations in Uncertainty In: 2010 Meeting Papers.
[Citation analysis]
paper0
2010World Trade During Financial Crises In: 2010 Meeting Papers.
[Citation analysis]
paper0
2011Financial Markets and Fluctuations in Uncertainty In: 2011 Meeting Papers.
[Full Text][Citation analysis]
paper12
2013Partial Default In: 2013 Meeting Papers.
[Full Text][Citation analysis]
paper2
2014Credibility and the Maturity of Government Debt In: 2014 Meeting Papers.
[Citation analysis]
paper0
2016Private Leverage and Sovereign Default In: 2016 Meeting Papers.
[Full Text][Citation analysis]
paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 2th 2018. Contact: CitEc Team