Cristina Arellano : Citation Profile

Are you Cristina Arellano?

Federal Reserve Bank of Minneapolis

18

H index

23

i10 index

2031

Citations

RESEARCH PRODUCTION:

13

Articles

67

Papers

2

Chapters

RESEARCH ACTIVITY:

   19 years (2002 - 2021). See details.
   Cites by year: 106
   Journals where Cristina Arellano has often published
   Relations with other researchers
   Recent citing documents: 293.    Total self citations: 39 (1.88 %)

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   Permalink: http://citec.repec.org/par171
   Updated: 2023-03-02    RAS profile: 2021-10-05    
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Relations with other researchers

Works with:

Mihalache, Gabriel (17)

Bai, Yan (11)

Ríos-Rull, José-Víctor (3)

Amador, Manuel (2)

Mateos-Planas, Xavier (2)

Bocola, Luigi (2)

Kehoe, Patrick (2)

Lizarazo, Sandra (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 (55)

Hatchondo, Juan (48)

Sapriza, Horacio (43)

Trebesch, Christoph (36)

Sanchez, Juan (31)

Mendoza, Enrique (31)

D'Erasmo, Pablo (26)

Sosa-Padilla, Cesar (25)

Chatterjee, Satyajit (24)

Bianchi, Javier (24)

Scholl, Almuth (20)

Cites to:

Kehoe, Timothy (24)

Reinhart, Carmen (23)

Calvo, Guillermo (21)

Rogoff, Kenneth (21)

Perri, Fabrizio (17)

Aguiar, Mark (16)

Trebesch, Christoph (16)

Eaton, Jonathan (16)

Mendoza, Enrique (16)

Kehoe, Patrick (15)

Ríos-Rull, José-Víctor (15)

Main data

Where Cristina Arellano has published?

Journals with more than one article published# docs
Journal of Monetary Economics2
Economic Theory2
Journal of Political Economy2
American Economic Review2

Working Papers Series with more than one paper published# docs
Staff Report / Federal Reserve Bank of Minneapolis17
NBER Working Papers / National Bureau of Economic Research, Inc13
2010 Meeting Papers / Society for Economic Dynamics2
Research Department Publications / Inter-American Development Bank, Research Department2
2008 Meeting Papers / Society for Economic Dynamics2

Recent works citing Cristina Arellano (2022 and 2021)

YearTitle of citing document
2022Overreaction and Diagnostic Expectations in Macroeconomics. (2022). Shleifer, Andrei ; Gennaioli, Nicola ; Bordalo, Pedro. In: Journal of Economic Perspectives. RePEc:aea:jecper:v:36:y:2022:i:3:p:223-44.

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2021The Transmission Channels of Government Spending Uncertainty. (2021). Poilly, Celine ; Eyquem, Aurelien ; Belianska, Anna. In: AMSE Working Papers. RePEc:aim:wpaimx:2115.

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2022Filling the decency gap? Donors reaction to the US policy on international family planning aid. (2022). Ferriere, Nathalie. In: AMSE Working Papers. RePEc:aim:wpaimx:2217.

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2022Sovereign Risk, Financial Fragility and Debt Maturity. (2022). Bendjellal, Dallal. In: AMSE Working Papers. RePEc:aim:wpaimx:2222.

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2021Unequal andunstable: income inequality and bank risk. (2020). Schuwer, Ulrich ; Mitkov, Yuliyan. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:012.

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2022Financial Frictions and International Trade: A Review. (2022). Leibovici, Fernando ; Szkup, Michal ; Kohn, David. In: Working Papers. RePEc:aoz:wpaper:113.

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2022Sovereign Cocos. (2022). Onder, Yasin ; Roch, Francisco ; Martinez, Leonardo ; Hatchondo, Juan Carlos. In: Working Papers. RePEc:aoz:wpaper:139.

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2022On Wars, Sanctions and Sovereign Default. (2022). Sosa-Padilla, Cesar ; Bianchi, Javier. In: Working Papers. RePEc:aoz:wpaper:151.

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2022Sovereign Debt. (2022). Zettelmeyer, Jeromin ; Roldan, Francisco ; Roch, Francisco ; Martinez, Leonardo. In: Working Papers. RePEc:aoz:wpaper:167.

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2021Does It Matter How Central Banks Accumulate Reserves? Evidence from Sovereign Spreads. (2021). Sturzenegger, Federico ; Sosa-Padilla, Cesar. In: Working Papers. RePEc:aoz:wpaper:79.

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2022What Drives Inflation and How: Evidence from Additive Mixed Models Selected by cAIC. (2020). Volkmann, Alexander ; Rossi, Enzo ; Baumann, Philipp. In: Papers. RePEc:arx:papers:2006.06274.

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2021Unbounded Dynamic Programming via the Q-Learning Transform. (2020). Stachurski, John ; Ma, Qingyin ; Toda, Alexis Akira. In: Papers. RePEc:arx:papers:2012.00219.

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2021Dynamic industry uncertainty networks and the business cycle. (2021). Baruník, Jozef ; Faff, Robert ; Bevilacqua, Mattia. In: Papers. RePEc:arx:papers:2101.06957.

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2021The fiscal response to revenue shocks. (2021). Schelker, Mark ; Huber, Martin ; Berset, Simon. In: Papers. RePEc:arx:papers:2101.07661.

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2023Extraction of deterministic components for high frequency stochastic process -- an application from CSI 300 index. (2022). Sengupta, Indranil ; Zhou, Yan ; Sun, Baiqing ; Hui, Xianfei. In: Papers. RePEc:arx:papers:2204.02891.

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2023A Comprehensive Survey on Enterprise Financial Risk Analysis: Problems, Methods, Spotlights and Applications. (2022). Du, Huaming ; Zhao, YU. In: Papers. RePEc:arx:papers:2211.14997.

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2021Uncertainty shocks and employment fluctuations in Germany: the role of establishment size. (2021). Kovalenko, Tim. In: Working Papers. RePEc:bav:wpaper:212_kovalenko.

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2021A Generalized Endogenous Grid Method for Default Risk Models. (2021). Lee, Soyoung ; Jang, Youngsoo. In: Staff Working Papers. RePEc:bca:bocawp:21-11.

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2022Monetary Policy and Redistribution in Open Economies. (2022). Guo, Xing ; Perez, Diego ; Ottonello, Pablo. In: Staff Working Papers. RePEc:bca:bocawp:22-6.

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2022The Term Structure of Interest Rates in a Heterogeneous Monetary Union. (2022). Thomas, Carlos ; Nuo, Galo ; Costain, James. In: Working Papers. RePEc:bde:wpaper:2223.

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2021The Economic Effects of Firm-Level Uncertainty: Evidence Using Subjective Expectations. (2021). Scoccianti, Filippo ; Fiori, Giuseppe. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_630_21.

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2021Capital Flows to Emerging Economies and Global Risk Aversion during the COVID-19 Pandemic. (2021). Ibarra, Raul ; Hernandez, Juan ; Alba, Carlos ; Ibarra-Ramrez, Ral ; Hernndez, Juan R ; Cuadra, Gabriel. In: Working Papers. RePEc:bdm:wpaper:2021-17.

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2021A Global Shock with Idiosyncratic Pains: State-Dependent Debt Limits for LATAM during the COVID-19 pandemic. (2021). Moreno-Arias, Nicolas ; Mendez-Vizcaino, Juan C. In: Borradores de Economia. RePEc:bdr:borrec:1175.

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2022The Relationship between Fiscal and Monetary Policies in Colombia: An Empirical Exploration of the Credit Risk Channel. (2022). Arias-Rodriguez, Fernando ; Lozano-Espitia, Ignacio. In: Borradores de Economia. RePEc:bdr:borrec:1196.

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2021Committed to Flexible Fiscal Rules. (2021). Rieth, Malte ; Grosse Steffen, Christoph ; Pagenhardt, Laura ; Grosse-Steffen, Chistoph. In: Working papers. RePEc:bfr:banfra:854.

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2022Sovereign Debt and International Trade. (2022). Serfaty, Charles. In: Working papers. RePEc:bfr:banfra:901.

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2021The Commitment Benefit of Consols in Government Debt Management. (2021). Debortoli, Davide ; Yared, Pierre ; Nunes, Ricardo. In: Working Papers. RePEc:bge:wpaper:1253.

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2021The Commitment Benefit of Consols in Government Debt Management. (2021). Debortoli, Davide ; Yared, Pierre ; Nunes, Ricardo. In: Working Papers. RePEc:bge:wpaper:1254.

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2022Potential Output Pessimism and Austerity in the European Union. (2022). Mitra, Kaushik ; Kuang, Pei. In: Discussion Papers. RePEc:bir:birmec:22-08.

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2022The Central Bank of Chile´s policy response to the Covid-19 crisis. (2022). Of, Central Bank. In: BIS Papers chapters. RePEc:bis:bisbpc:122-04.

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2022Original sin redux: a model-based evaluation. (2022). Hofmann, Boris ; Yeung, Steve Pak ; Patel, Nikhil. In: BIS Working Papers. RePEc:bis:biswps:1004.

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2022It takes two: Fiscal and monetary policy in Mexico. (2022). Ramirez, Claudia ; Cantu, Carlos ; Aguilar, Ana. In: BIS Working Papers. RePEc:bis:biswps:1012.

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2021The effect of stock liquidity on investment efficiency under financing constraints and asymmetric information: Evidence from the United States. (2021). Naidu, Dharmendra ; Haman, Janto ; Quah, Heidi. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:s1:p:2109-2150.

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2022Firm?specific forecast errors and asymmetric investment propensity. (2022). Tonzer, Lena ; Berner, Julian ; Buchholz, Manuel. In: Economic Inquiry. RePEc:bla:ecinqu:v:60:y:2022:i:2:p:764-793.

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2021A Unified Model of Firm Dynamics with Limited Commitment and Assortative Matching. (2021). Li, Rui ; Kiku, Dana ; Ai, Hengjie ; Tong, Jincheng. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:1:p:317-356.

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2022Quantifying Reduced?Form Evidence on Collateral Constraints. (2022). Huang, Zongbo ; Chaney, Thomas ; Catherine, Sylvain ; Thesmar, David ; Sraer, David. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:4:p:2143-2181.

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2021Policy uncertainty and foreign direct investment. (2021). Furceri, Davide ; Choi, Sangyup ; Yoon, Chansik. In: Review of International Economics. RePEc:bla:reviec:v:29:y:2021:i:2:p:195-227.

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2021Sovereign default and capital controls. (2021). McDowall, Robert A. In: Review of International Economics. RePEc:bla:reviec:v:29:y:2021:i:4:p:1025-1045.

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2021Sovereign default, political instability and political fragmentation. (2021). Novelli, Antonio Cusato. In: Review of International Economics. RePEc:bla:reviec:v:29:y:2021:i:4:p:732-755.

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2021Uncertainty, firm entry, and investment dynamics. (2021). Giannoulakis, Stelios. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:68:y:2021:i:5:p:623-642.

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2022Globalisation, economic uncertainty and labour market regulations: Implications for the COVID?19 crisis. (2022). Gözgör, Giray ; Nolt, James H ; Fang, Jianchun. In: The World Economy. RePEc:bla:worlde:v:45:y:2022:i:7:p:2165-2187.

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2022.

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2021The real effects of zombie lending in Europe. (2019). Tracey, Belinda. In: Bank of England working papers. RePEc:boe:boeewp:0783.

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2021Income inequality, mortgage debt and house prices. (2021). Kosem, Sevim. In: Bank of England working papers. RePEc:boe:boeewp:0921.

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2022National Debt Management Autonomy and National Debt Maturity at Issue. (2022). Sadeh, Tal ; Porath, Yehuda. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2022.14.

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2021On the Benefits of Repaying. (2021). Panizza, Ugo ; U G O Panizza, ; Manasse, Paolo ; Faralli, Matilde ; Caselli, Francesca. In: Working Papers. RePEc:bol:bodewp:wp1163.

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2021The Real Effects of Uncertainty Shocks: New Evidence from Linear and Nonlinear SVAR Models. (2021). Tsasa, Jean-Paul K ; Diwambuena, Josue. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps87.

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2021Sorry, Youre Blocked. Economic Effects of Financial Sanctions on the Russian Economy. (2021). Pestova, Anna ; Mamonov, Mikhail. In: CERGE-EI Working Papers. RePEc:cer:papers:wp704.

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2021The Fiscal Response to Revenue Shocks. (2021). Schelker, Mark ; Huber, Martin ; Berset, Simon. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8854.

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2021Manufacturing Risk-Free Government Debt. (2021). Xiaolan, Mindy Z ; van Nieuwerburgh, Stijn ; Lustig, Hanno ; Jiang, Zhengyang. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8902.

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2021Sovereign Debt in the 21st Century: Looking Backward, Looking Forward. (2021). , Christophtrebesch ; Trebesch, Christoph ; Mitchener, Kris James. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8959.

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2021The Impact of Containment Measures and Monetary and Fiscal Responses on US Financial Markets during the Covid-19 Pandemic. (2021). Gil-Alana, Luis A ; Caporale, Guglielmo Maria ; Aikins, Emmanuel Joel. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9163.

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2021Risk shocks and divergence between the Euro area and the US in the aftermath of the Great Recession. (2021). Tripier, Fabien ; Brand, Thomas. In: CEPREMAP Working Papers (Docweb). RePEc:cpm:docweb:2101.

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2021Self-inflicted debt crises. (2021). Schuerhoff, Norman ; Schurhoff, Norman ; Dimopoulos, Theodosios Sakis. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15781.

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2021The Transmission Channels of Government Spending Uncertainty. (2021). Eyquem, Aurélien ; Poilly, Celine ; Anna, Beliansk. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15894.

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2021Sovereign Debt in the 21st Century: Looking Backward, Looking Forward. (2021). Trebesch, Christoph ; Mitchener, KrisJames. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15935.

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2021Useful results for the simulation of non-optimal economies with heterogeneous agents. (2021). Pierri, Damian. In: UC3M Working papers. Economics. RePEc:cte:werepe:33246.

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2021Accuracy in recursive minimal state space methods. (2021). Pierri, Damian Rene. In: UC3M Working papers. Economics. RePEc:cte:werepe:33753.

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2022An ergodic theory of sovereign default. (2022). Pierri, Damian ; Seoane, Hernan . In: UC3M Working papers. Economics. RePEc:cte:werepe:36164.

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2022Fiscal Multipliers with Sovereign Risk and Fragile Banks. (2022). Papadopoulou, Niki ; DARRACQ PARIES, Matthieu ; Muller, Georg. In: Working Papers. RePEc:cyb:wpaper:2022-5.

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2022Sovereign Bonds since Waterloo. (2022). Reinhart, Carmen ; Meyer, Josefin ; Trebesch, Christoph. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1993.

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2021Monetary-fiscal policy interactions in the euro area. (2021). Schmidt, Sebastian ; Poelhekke, Steven ; Pisani, Massimiliano ; Mazelis, Falk ; Kataryniuk, Iván ; Freier, Maximilian ; Ferdinandusse, Marien ; Debrun, Xavier ; Cimadomo, Jacopo ; Bonam, Dennis ; Hammermann, Felix ; Vladu, Andreea ; Muggenthaler, Philip ; Kording, Julia ; Checherita-Westphal, Cristina ; Penciu, Alexandru ; Faria, Thomas ; Vansteenkiste, Isabel ; Pool, Sebastiaan ; Gerke, Rafael ; Valenta, Vilem ; Bletzinger, Tilman ; Montes-Galdon, Carlos ; Ferrero, Guiseppe ; da Costa, Jose Cardoso ; Paulus, Alari ; Eisenschmidt, Jens ; Masuch, Klaus ; Kamps, Christophe ; Gardo, Sandor ; Trzcinska, Agnieszka ; Barthelemy, Jean ; Marrazzo, Marco ; Jacquinot, Pascal ; Campos, Maria ; Ozden, Talga ; Semeano, Joo Domingues ; Sauer, Stephan ; Christ
2022Financing China’s cotton textile industry: 1890–1936. (2022). Sun, Jianguo ; Peng, Kaixiang ; Dong, Baomin. In: Journal of Asian Economics. RePEc:eee:asieco:v:79:y:2022:i:c:s1049007822000136.

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2022Cross-category spillover effects of economic policy uncertainty between China and the US: Time and frequency evidence. (2022). Shao, Qinglong ; Li, Youshu ; Guo, Junjie. In: Journal of Asian Economics. RePEc:eee:asieco:v:80:y:2022:i:c:s1049007822000227.

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2021Are U.S. firms using more short-term debt?. (2021). Wei, Siqi ; Lin, Zhilu ; Byun, Seong K. In: Journal of Corporate Finance. RePEc:eee:corfin:v:69:y:2021:i:c:s0929119921001334.

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2021Does gender diversity on banks boards matter? Evidence from public bailouts. (2021). Onali, Enrico ; Torluccio, Giuseppe ; Cardillo, Giovanni. In: Journal of Corporate Finance. RePEc:eee:corfin:v:71:y:2021:i:c:s0929119920300043.

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2022Leverage and productivity. (2022). Li, Huiyu. In: Journal of Development Economics. RePEc:eee:deveco:v:154:y:2022:i:c:s0304387821001188.

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2021Sovereign illiquidity and recessions.. (2021). Gutkowski, Violeta A. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:122:y:2021:i:c:s0165188920301974.

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2022Inflation anchoring and growth: The role of credit constraints. (2022). Furceri, Davide ; Choi, Sangyup ; Shim, Myungkyu ; Loungani, Prakash. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:134:y:2022:i:c:s0165188921002141.

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2022Deep learning classification: Modeling discrete labor choice. (2022). Maliar, Serguei. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:135:y:2022:i:c:s016518892100230x.

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2022Improving sovereign debt restructurings. (2022). Yurdagul, Emircan ; Sanchez, Juan ; Dvorkin, Maximiliano ; Sapriza, Horacio. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:139:y:2022:i:c:s0165188922001403.

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2022Epidemics in the New Keynesian model. (2022). Trabandt, Mathias ; Eichenbaum, Martin S ; Rebelo, Sergio. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:140:y:2022:i:c:s0165188922000392.

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2022Capital reallocation from the perspective of endogenous lemons markets and information cycles. (2022). Zhou, Jing. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:141:y:2022:i:c:s0165188922001087.

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2021Is uncertainty the same everywhere? Advanced versus emerging economies. (2021). Mallick, Sushanta ; Kumar, Abhishek ; Sinha, Apra. In: Economic Modelling. RePEc:eee:ecmode:v:101:y:2021:i:c:s0264999321001139.

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2021Yield spread determinants of sukuk and conventional bonds. (2021). Tsionas, Mike ; Izzeldin, Marwan ; Elnahass, Marwa ; Saeed, Momna. In: Economic Modelling. RePEc:eee:ecmode:v:105:y:2021:i:c:s0264999321002534.

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2022Uncertainty shocks and business cycles in the US: New insights from the last three decades. (2022). Houari, Oussama. In: Economic Modelling. RePEc:eee:ecmode:v:109:y:2022:i:c:s0264999322000086.

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2022The ECBs policy, the Recovery Fund and the importance of trust and fiscal corrections: The case of Greece. (2022). Philippopoulos, Apostolis ; Economides, George ; Dimakopoulou, Vasiliki. In: Economic Modelling. RePEc:eee:ecmode:v:112:y:2022:i:c:s026499932200092x.

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2021Recessions and total factor productivity: Evidence from sectoral data. (2021). Koloskova, Ksenia ; Jalles, Joao ; Furceri, Davide ; Celik, Sinem Kilic. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:130-138.

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2021Foreign aid volatility and economic growth in Sub-Saharan Africa: Does institutional quality matter?. (2021). Mahmood, Amir ; Agbola, Frank W ; Boateng, Elliot. In: Economic Modelling. RePEc:eee:ecmode:v:96:y:2021:i:c:p:111-127.

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2021Financial openness and Chinese regional growth imbalance: New insight from spatial spillovers. (2021). Wu, Zhouheng ; Yuan, Shenguo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000644.

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2022The outbreak of COVID-19 and stock market liquidity: Evidence from emerging and developed equity markets. (2022). Gil-Alana, Luis ; Abakah, Emmanuel ; Karikari, Nana Kwasi ; Aikins, Emmanuel Joel ; Tiwari, Aviral Kumar. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822000857.

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2022An envelope method for solving continuous-time stochastic models with occasionally binding constraints. (2022). White, Neil . In: Economics Letters. RePEc:eee:ecolet:v:214:y:2022:i:c:s0165176522000908.

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2021Using time-varying volatility for identification in Vector Autoregressions: An application to endogenous uncertainty. (2021). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea. In: Journal of Econometrics. RePEc:eee:econom:v:225:y:2021:i:1:p:47-73.

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2022Macroeconomic responses of emerging market economies to oil price shocks: An analysis by region and resource profile. (2022). Kočenda, Evžen ; Koenda, Even ; Togonidze, Sophio. In: Economic Systems. RePEc:eee:ecosys:v:46:y:2022:i:3:s0939362522000504.

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2021Costly default and skewed business cycles. (2021). Moura, Alban ; Garcia Sanchez, Pablo ; Feve, Patrick ; Pierrard, Olivier. In: European Economic Review. RePEc:eee:eecrev:v:132:y:2021:i:c:s0014292120302609.

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2021COVID-induced sovereign risk in the euro area: When did the ECB stop the spread?. (2021). Tripier, Fabien ; Ortmans, Aymeric. In: European Economic Review. RePEc:eee:eecrev:v:137:y:2021:i:c:s0014292121001537.

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2022Debt maturity heterogeneity and investment responses to monetary policy. (2022). Fang, Min ; Deng, Minjie. In: European Economic Review. RePEc:eee:eecrev:v:144:y:2022:i:c:s0014292122000393.

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2022The government spending multiplier in the Heterogeneous Agent New Keynesian model. (2022). Kopiec, Paweł. In: European Economic Review. RePEc:eee:eecrev:v:145:y:2022:i:c:s0014292122000617.

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2023Corporate credit risk counter-cyclical interdependence: A systematic analysis of cross-border and cross-sector correlation dynamics. (2023). Christopoulos, Apostolos ; Zopounidis, Constantin ; Karanasos, Menelaos ; Yfanti, Stavroula. In: European Journal of Operational Research. RePEc:eee:ejores:v:304:y:2023:i:2:p:813-831.

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2021Financial stress, economic policy uncertainty, and oil price uncertainty. (2021). Apostolakis, George ; Wohar, Mark ; Gkillas, Konstantinos ; Floros, Christos. In: Energy Economics. RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321005405.

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2021Electrification, telecommunications, and the finance-growth nexus: Evidence from firm-level data. (2021). Rousseau, Peter ; Vu, Nam T ; Cotter, Christopher. In: Energy Economics. RePEc:eee:eneeco:v:94:y:2021:i:c:s0140988320304138.

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2021Canadian industry level production and energy prices. (2021). Elder, John. In: Energy Economics. RePEc:eee:eneeco:v:99:y:2021:i:c:s0140988321001857.

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2021Good volatility, bad volatility and economic uncertainty: Evidence from the crude oil futures market. (2021). Yang, MO ; Hu, Yingyi ; Wei, YU ; Lyu, Yongjian. In: Energy. RePEc:eee:energy:v:222:y:2021:i:c:s0360544221001730.

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2021The anatomy of buyer–seller dynamics in decentralized markets. (2021). Giovannetti, Andrea. In: International Review of Financial Analysis. RePEc:eee:finana:v:77:y:2021:i:c:s1057521921001836.

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2021Acquisitions and the cost of debt: Evidence from China. (2021). Sun, Aonan ; Wu, Yue ; Wang, Kun Tracy. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002507.

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2022Economic policy uncertainty and the cost of capital. (2022). Wang, Hong ; Liu, Jinjing. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000448.

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2021The impact of Covid-19 on liquidity of emerging market bonds. (2021). Gubareva, Mariya. In: Finance Research Letters. RePEc:eee:finlet:v:41:y:2021:i:c:s1544612320316408.

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2021Volatility in International Sovereign Bond Markets: The role of government policy responses to the COVID-19 pandemic. (2021). Zaremba, Adam ; Aharon, David Y ; Kizys, Renatas. In: Finance Research Letters. RePEc:eee:finlet:v:43:y:2021:i:c:s1544612321000921.

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2022Term spreads and the COVID-19 pandemic: Evidence from international sovereign bond markets. (2022). Zaremba, Adam ; Umar, Zaghum ; Aharon, David Y ; Kizys, Renatas. In: Finance Research Letters. RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321001239.

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2021Winners and losers from sovereign debt inflows. (2021). Williams, Tomas ; Pandolfi, Lorenzo ; Martin, Alberto ; Broner, Fernando. In: Journal of International Economics. RePEc:eee:inecon:v:130:y:2021:i:c:s0022199621000234.

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2021Sovereign defaults in court. (2021). Enderlein, Henrik ; Trebesch, Christoph ; Schumacher, Julian. In: Journal of International Economics. RePEc:eee:inecon:v:131:y:2021:i:c:s0022199620301033.

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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]		article5
2014Renegotiation Policies in Sovereign Defaults.(2014) In: Staff Report.
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2008Default Risk and Income Fluctuations in Emerging Economies In: American Economic Review.
[Full Text][Citation analysis]		article846
2008Default risk and income fluctuations in emerging economies.(2008) In: MPRA Paper.
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This paper has another version. Agregated cites: 846		paper
2014Envelope Condition Method with an Application to Default Risk Models In: BYU Macroeconomics and Computational Laboratory Working Paper Series.
[Full Text][Citation analysis]		paper14
2016Envelope condition method with an application to default risk models.(2016) In: Journal of Economic Dynamics and Control.
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2015Envelope Condition Method with an Application to Default Risk Models.(2015) In: 2015 Meeting Papers.
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2019Partial Default In: Discussion Papers.
[Full Text][Citation analysis]		paper23
2019Partial Default.(2019) In: Staff Report.
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2019Partial Default.(2019) In: NBER Working Papers.
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2013Partial Default.(2013) In: 2013 Meeting Papers.
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This paper has another version. Agregated cites: 23		paper
2008Internal Debt Crises and Sovereign Defaults In: Levine's Bibliography.
[Full Text][Citation analysis]		paper49
2014Internal debt crises and sovereign defaults.(2014) In: Journal of Monetary Economics.
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This paper has another version. Agregated cites: 49		article
2008Internal Debt Crises and Sovereign Defaults.(2008) In: NBER Working Papers.
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2008Internal Debt Crises and Sovereign Defaults.(2008) In: 2008 Meeting Papers.
[Citation analysis]
This paper has another version. Agregated cites: 49		paper
2007Dollarization and Financial Integration In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper30
2010Dollarization and financial integration.(2010) In: Journal of Economic Theory.
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This paper has another version. Agregated cites: 30		article
2007Dollarization and financial integration.(2007) In: International Finance Discussion Papers.
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2007Dollarization and financial integration.(2007) In: Staff Report.
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This paper has another version. Agregated cites: 30		paper
2004Dollarization and Financial Integration.(2004) In: 2004 Meeting Papers.
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This paper has another version. Agregated cites: 30		paper
2009The dynamic implications of foreign aid and its variability In: Journal of Development Economics.
[Full Text][Citation analysis]		article132
2018Default risk, sectoral reallocation, and persistent recessions In: Journal of International Economics.
[Full Text][Citation analysis]		article23
2017Default Risk, Sectoral Reallocation and Persistent Recessions.(2017) In: Staff Report.
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2017Default Risk, Sectoral Reallocation, and Persistent Recessions.(2017) In: NBER Chapters.
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2017Default Risk, Sectoral Reallocation, and Persistent Recessions.(2017) In: NBER Working Papers.
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This paper has another version. Agregated cites: 23		paper
2017Default Risk, Sectoral Reallocation, and Persistent Recessions.(2017) In: Department of Economics Working Papers.
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This paper has another version. Agregated cites: 23		paper
2012Firm dynamics and financial development In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article97
2009Firm dynamics and financial development.(2009) In: Staff Report.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 97		paper
2009Firm Dynamics and Financial Development.(2009) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 97		paper
2009Firm Dynamics and Financial Development.(2009) In: 2009 Meeting Papers.
[Citation analysis]
This paper has another version. Agregated cites: 97		paper
2008Default and the maturity structure in sovereign bonds In: Globalization Institute Working Papers.
[Full Text][Citation analysis]		paper252
2008Default and the maturity structure in sovereign bonds.(2008) In: Staff Report.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 252		paper
2008Default and the Maturity Structure in Sovereign Bonds.(2008) In: 2008 Meeting Papers.
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This paper has another version. Agregated cites: 252		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: 252		article
2015External and Public Debt Crises In: Working Paper Series.
[Full Text][Citation analysis]		paper21
2015External and Public Debt Crises.(2015) In: Staff Report.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 21		paper
2015External and Public Debt Crises.(2015) In: NBER Chapters.
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This paper has another version. Agregated cites: 21		chapter
2015External and Public Debt Crises.(2015) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 21		paper
2016External and Public Debt Crises.(2016) In: NBER Macroeconomics Annual.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 21		article
2012Chronic sovereign debt crises in the Eurozone, 2010-2012 In: Economic Policy Paper.
[Full Text][Citation analysis]		paper22
2012Financial frictions and fluctuations in volatility In: Staff Report.
[Full Text][Citation analysis]		paper188
2016Financial Frictions and Fluctuations in Volatility.(2016) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 188		paper
2019Financial Frictions and Fluctuations in Volatility.(2019) In: Journal of Political Economy.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 188		article
2013Linkages across sovereign debt markets In: Staff Report.
[Full Text][Citation analysis]		paper20
2013Linkages across Sovereign Debt Markets.(2013) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 20		paper
2012Linkages across sovereign debt markets.(2012) In: 2012 Meeting Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 20		paper
2016Fiscal Austerity during Debt Crises In: Staff Report.
[Full Text][Citation analysis]		paper29
2017Fiscal austerity during debt crises.(2017) In: Economic Theory.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 29		article
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
2017Sovereign Risk Contagion In: Staff Report.
[Full Text][Citation analysis]		paper10
2017Sovereign Risk Contagion.(2017) In: NBER Working Papers.
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This paper has another version. Agregated cites: 10		paper
2020Monetary Policy and Sovereign Risk in Emerging Economies (NK-Default) In: Staff Report.
[Full Text][Citation analysis]		paper20
2020Monetary Policy and Sovereign Risk in Emerging Economies (NK-Default).(2020) In: NBER Working Papers.
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This paper has another version. Agregated cites: 20		paper
2019Monetary Policy and Sovereign Risk in Emerging Economies (NK-Default).(2019) In: Department of Economics Working Papers.
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2019Monetary Policy and Sovereign Risk in Emerging Economies (NK-Default).(2019) In: Department of Economics Working Papers.
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This paper has another version. Agregated cites: 20		paper
2020Deadly Debt Crises: COVID-19 in Emerging Markets In: Staff Report.
[Full Text][Citation analysis]		paper32
2020Deadly Debt Crises: COVID-19 in Emerging Markets.(2020) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 32		paper
2021Deadly Debt Crises: COVID-19 in Emerging Markets.(2021) In: Department of Economics Working Papers.
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This paper has another version. Agregated cites: 32		paper
2021Deadly Debt Crises: COVID-19 in Emerging Markets.(2021) In: Department of Economics Working Papers.
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This paper has another version. Agregated cites: 32		paper
2021Micro Risks and Pareto Improving Policies with Low Interest Rates In: Staff Report.
[Full Text][Citation analysis]		paper7
2021Micro Risks and Pareto Improving Policies with Low Interest Rates.(2021) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7		paper
2021COVID-19 Vaccination and Financial Frictions In: Staff Report.
[Full Text][Citation analysis]		paper0
2018Credit Frictions and Sudden Stop in Small Open Economies: An Equilibrium Business Cycle Framework for Emerging Markets Crises In: IDB Publications (Working Papers).
[Full Text][Citation analysis]		paper97
2002Credit Frictions and Sudden Stops in Small Open Economies: An Equilibrium Business Cycle Framework for Emerging Markets Crises.(2002) In: Research Department Publications.
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This paper has another version. Agregated cites: 97		paper
2002Credit Frictions and Sudden Stops in Small Open Economies: An Equilibrium Business Cycle Framework for Emerging Markets Crises.(2002) In: NBER Working Papers.
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This paper has another version. Agregated cites: 97		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
2017Sovereign Default Risk and Firm Heterogeneity In: NBER Working Papers.
[Full Text][Citation analysis]		paper18
2018Inflation Targeting with Sovereign Default Risk In: Department of Economics Working Papers.
[Full Text][Citation analysis]		paper12
2019Monetary Policy and Sovereign Risk in Emerging Economies (NK-Default).(2019) In: Department of Economics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12		paper
2018Inflation Targeting with Sovereign Default Risk.(2018) In: 2018 Meeting Papers.
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This paper has another version. Agregated cites: 12		paper
2019Inflation Targeting with Sovereign Default Risk.(2019) In: 2019 Meeting Papers.
[Citation analysis]
This paper has another version. Agregated cites: 12		paper
2005Default Risk, the Real Exchange Rate and Income Fluctuations in Emerging Economies In: 2005 Meeting Papers.
[Full Text][Citation analysis]		paper21
2006Default and the Term Structure in Sovereign Bonds In: 2006 Meeting Papers.
[Citation analysis]		paper15
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]		paper48
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
2017Introduction to the Special Issue on Models of Debt and Debt Crises In: Economic Theory.
[Full Text][Citation analysis]		article0

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