Horacio Sapriza : Citation Profile


Federal Reserve Bank of Richmond

20

H index

29

i10 index

1789

Citations

RESEARCH PRODUCTION:

31

Articles

55

Papers

RESEARCH ACTIVITY:

   19 years (2006 - 2025). See details.
   Cites by year: 94
   Journals where Horacio Sapriza has often published
   Relations with other researchers
   Recent citing documents: 93.    Total self citations: 38 (2.08 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psa823
   Updated: 2026-03-28    RAS profile: 2026-02-15    
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Relations with other researchers


Works with:

Sanchez, Juan (4)

Dvorkin, Maximiliano (4)

Yurdagul, Emircan (4)

Alcaraz Pribaz, Carlo (3)

Yankov, Vladimir (3)

Samaniego de la Parra, Brenda (2)

Zakrajšek, Egon (2)

Perez Quiros, Gabriel (2)

Marques-Ibanez, David (2)

Leiva-Leon, Danilo (2)

Rebucci, Alessandro (2)

Correa, Ricardo (2)

Zlate, Andrei (2)

te Kaat, Daniel (2)

Ennis, Huberto (2)

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

Is cited by:

Martinez, Leonardo (110)

Hatchondo, Juan (105)

Sosa-Padilla, Cesar (47)

Scholl, Almuth (42)

Roch, Francisco (39)

Mendoza, Enrique (29)

Onder, Yasin (27)

Mihalache, Gabriel (26)

Correa, Ricardo (22)

Yue, Vivian (21)

Bianchi, Javier (17)

Cites to:

Reinhart, Carmen (46)

Gopinath, Gita (41)

Martinez, Leonardo (40)

Hatchondo, Juan (38)

Goldberg, Linda (38)

Aguiar, Mark (37)

Arellano, Cristina (34)

Rogoff, Kenneth (34)

Peydro, Jose-Luis (33)

Yue, Vivian (27)

Ongena, Steven (26)

Main data


Where Horacio Sapriza has published?


Journals with more than one article published# docs
Richmond Fed Economic Brief8
Journal of International Economics4
Journal of Banking & Finance3
Review of Economic Dynamics2
Journal of Economic Dynamics and Control2
Economic Quarterly2

Working Papers Series with more than one paper published# docs
Working Paper / Federal Reserve Bank of Richmond11
International Finance Discussion Papers / Board of Governors of the Federal Reserve System (U.S.)9
Working Papers / Banco de México4
Working Papers / Federal Reserve Bank of St. Louis4
IMF Working Papers / International Monetary Fund3
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)3
2006 Meeting Papers / Society for Economic Dynamics2
2014 Meeting Papers / Society for Economic Dynamics2

Recent works citing Horacio Sapriza (2026 and 2025)


YearTitle of citing document
2024Characterizing Public Debt Cycles: Dont Ignore the Impact of Financial Cycles. (2024). Liu, Zhixin ; Xu, Yingying ; Zhou, Tianbao. In: Papers. RePEc:arx:papers:2404.17412.

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2025Visual Polarization Measurement Using Counterfactual Image Generation. (2025). Mosaffa, Mohammad ; Rafieian, Omid ; Yoganarasimhan, Hema. In: Papers. RePEc:arx:papers:2503.10738.

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2024Fiscal Consolidation and Public Debt. (2024). Presbitero, Andrea F ; Peralta-Alva, Adrian ; Patel, Nikhil ; Ando, Sakai ; Mishra, Prachi. In: Working Papers. RePEc:ash:wpaper:126.

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2025Fragile wholesale deposits, liquidity risk, and banks maturity transformation. (2025). MĂĽller, Carola ; Sarmiento, Miguel ; Busch, Matias Ossandon ; Pinzon-Puerto, Freddy ; Mller, Carola. In: BIS Working Papers. RePEc:bis:biswps:1263.

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2024Preferences for dividends and stock returns around the world. (2024). XIE, Jing ; Zhong, Yuxiang ; Hameed, Allaudeen. In: Working Papers. RePEc:boa:wpaper:202405.

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2026A Nonlinear Dynamic Factor Model for Financial and Macroeconomic Data. (2026). Zhong, Molin ; Khazanov, Alexey ; Guerron, Pablo ; Guerron-Quintana, Pablo. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:1106.

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2025The Dynamics of Informality and Fiscal Policy under Sovereign Risk. (2025). PappadĂ , Francesco ; Zylberberg, Yanos ; Pappada, Francesco. In: Bristol Economics Discussion Papers. RePEc:bri:uobdis:25/795.

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2024Default, Inflation Expectations, and the Currency Denomination of Sovereign Bonds. (2024). Maeng, F S. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2438.

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2025The Effects of Monetary Policy on Cross-Border Banking between China and Hong Kong. (2025). Garlanda-Longueville, Lorenzo. In: EconomiX Working Papers. RePEc:drm:wpaper:2025-16.

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2024Asymmetric monetary policy spillovers: the role of supply chains, credit networks and fear of floating. (2024). Ozkan, Gulcin ; Mistak, Jakub. In: Working Paper Series. RePEc:ecb:ecbwps:20242995.

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2025Financing constraints and the export partnerships with RCEP: Evidence from manufacturing firms in China. (2025). Li, Jie ; Chen, Zhenhao ; Peng, Qing. In: Journal of Asian Economics. RePEc:eee:asieco:v:97:y:2025:i:c:s1049007824001659.

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2025The impact of the COVID-19 pandemic on sovereign debt default risk. (2025). Meng, Hui ; Zhang, Ziyi ; Guo, Yanhong. In: Journal of Asian Economics. RePEc:eee:asieco:v:99:y:2025:i:c:s1049007825000569.

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2025Does party organization construction improve chinese banks stability? Evidence from a new textual index. (2025). Wei, Mingye ; Jing, Zhongbo ; Wu, Yifei. In: China Economic Review. RePEc:eee:chieco:v:94:y:2025:i:pb:s1043951x25001993.

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2025Fiscal consolidation and public debt. (2025). Presbitero, Andrea ; Mishra, Prachi ; Ando, Sakai ; Peralta-Alva, Adrian ; Patel, Nikhil. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:170:y:2025:i:c:s0165188924001908.

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2025The role of international reserves in sovereign debt restructuring under fiscal adjustment. (2025). Tavares, Tiago. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:174:y:2025:i:c:s0165188925000466.

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2026Spillovers of U.S. fiscal challenges: The global impact of U.S. fiscal dominance concerns on interest rates in emerging and developed markets. (2026). Uddin, Gazi Salah ; Widholm, Frida ; Jinjarak, Yothin ; Eldn, William ; Aizenman, Joshua. In: Economic Modelling. RePEc:eee:ecmode:v:154:y:2026:i:c:s0264999325003591.

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2025A further examination of sovereign domestic and external debt defaults. (2025). Ghulam, Yaseen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s106294082400247x.

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2025The impact of global shocks on sovereign risk: Role of domestic factors. (2025). Inoguchi, Masahiro. In: Economic Systems. RePEc:eee:ecosys:v:49:y:2025:i:2:s0939362524000992.

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2024Capital controls and the global financial cycle. (2024). Matschke, Johannes ; Lovchikova, Marina. In: European Economic Review. RePEc:eee:eecrev:v:163:y:2024:i:c:s0014292124000138.

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2024Imperfect financial markets and the cyclicality of social spending. (2024). Paczos, Wojtek ; Froemel, Maren. In: European Economic Review. RePEc:eee:eecrev:v:167:y:2024:i:c:s0014292124001156.

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2025Does firms commitment towards CSR influence idiosyncratic volatility? Evidence from India. (2025). Dhawan, Priya ; Chaudhry, Neeru. In: Emerging Markets Review. RePEc:eee:ememar:v:68:y:2025:i:c:s1566014125000809.

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2025Growing pains: Vietnamese firms operational efficiency and transition under the CPTPP. (2025). Ding, David ; Wongchoti, Udomsak ; Nguyen, Phuc V ; Fang, Jiali. In: Emerging Markets Review. RePEc:eee:ememar:v:69:y:2025:i:c:s1566014125001281.

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2024How does supply chain digitization affect green innovation? Evidence from a quasi-natural experiment in China. (2024). Xiong, Zhiqiao ; Luo, Shuangcheng ; Liu, Jianjiang. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004535.

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2025Managerial myopia and biodiversity alignment- evidence from China. (2025). Lucey, Brian ; Qu, Xiaoyu ; Zhao, Yinghan. In: International Review of Financial Analysis. RePEc:eee:finana:v:100:y:2025:i:c:s1057521925000614.

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2025Firm complexity and credit ratings. (2025). Dang, Man ; Puwanenthiren, Premkanth ; Mazur, Mieszko ; Hoang, Viet Anh ; Nadarajah, Sivathaasan ; Nguyen, Thieu Quang. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s1057521925003540.

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2025Language structure and corporate financing: The role of future time reference. (2025). Machokoto, Michael ; Kadzima, Marvelous ; Lemma, Tesfaye T. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s105752192500479x.

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2024Volatility connectedness on the central European forex markets. (2024). KoÄŤenda, EvĹľen ; Albrecht, Peter ; Koenda, Even. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s105752192400111x.

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2024Exploring the factor zoo with a machine-learning portfolio. (2024). Chng, Michael T ; Huang, Tao ; Sak, Halis. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005313.

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2024COVID-19, financing constraints, and performance of listed tourism companies: Evidence from China. (2024). Tang, Yufei ; Zhang, Yuan ; Sun, Jingyu ; Chen, Dan. In: Finance Research Letters. RePEc:eee:finlet:v:65:y:2024:i:c:s1544612324006652.

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2024Decentralization of land development approval and economic impacts: A study on Chinas urban construction land reform. (2024). Xu, Jinhua ; Jiang, Xin. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324012534.

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2025When geopolitical risks hit the supply chain: Impacts on credit default swap market. (2025). Huang, Yin-Siang. In: Finance Research Letters. RePEc:eee:finlet:v:82:y:2025:i:c:s1544612325008815.

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2025Effects of the shift in the offshore debt issuance regime on the performance of M&A firms. (2025). Zhu, Dongjun. In: Finance Research Letters. RePEc:eee:finlet:v:83:y:2025:i:c:s1544612325009900.

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2025Negative rates, monetary policy transmission and cross-border lending via international financial centers. (2025). Meunier, Baptiste ; Lloyd, Simon ; Wong, Andrew ; Coman, Andra ; Everett, Mary ; Froemel, Maren ; Ho, Kelvin ; Pedrono, Justine ; Andreeva, Desislava ; Ochowski, Dawid. In: Journal of Financial Stability. RePEc:eee:finsta:v:81:y:2025:i:c:s1572308925001032.

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2025Not just the news: Higher moments of macroeconomic variables and sovereign bond returns. (2025). Wang, Zijun ; Wald, John K ; Li, Yulin. In: Global Finance Journal. RePEc:eee:glofin:v:66:y:2025:i:c:s1044028325000407.

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2024The politics of redistribution and sovereign default. (2024). Scholl, Almuth. In: Journal of International Economics. RePEc:eee:inecon:v:148:y:2024:i:c:s0022199623001629.

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2025Default and development. (2025). Mihalache, Gabriel ; Li, Lei. In: Journal of International Economics. RePEc:eee:inecon:v:155:y:2025:i:c:s0022199625000455.

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2025Implicit guarantees and bank stability: Evidence from a quasi-natural experiment. (2025). Nguyen, Linh ; Sobiech, Anna L ; Kgari, Lechedzani. In: Journal of International Economics. RePEc:eee:inecon:v:155:y:2025:i:c:s0022199625000509.

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2025Seniority and sovereign default: The role of official multilateral lenders. (2025). Wicht, Adrien. In: Journal of International Economics. RePEc:eee:inecon:v:155:y:2025:i:c:s0022199625000546.

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2025Commitment in the canonical sovereign default model. (2025). Wicht, Adrien ; McCrary, Sean ; Ros-Rull, Jos-Vctor ; Mateos-Planas, Xavier. In: Journal of International Economics. RePEc:eee:inecon:v:157:y:2025:i:c:s0022199625000765.

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2025The bank-lending channel of macroprudential policy: Evidence from cross-border bank flows. (2025). Fabiani, Josefina ; Neanidis, Kyriakos C. In: Journal of International Economics. RePEc:eee:inecon:v:157:y:2025:i:c:s0022199625000923.

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2025Policy rules and large crises in emerging markets. (2025). Sanchez, Juan ; Kozlowski, Julian ; Martin, Fernando M ; Espino, Emilio Csar ; Snchez, Juan M. In: Journal of International Economics. RePEc:eee:inecon:v:158:y:2025:i:c:s0022199625001369.

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2025Interest rate uncertainty as a policy tool?. (2025). Ozhan, Galip ; Ghironi, Fabio. In: Journal of International Economics. RePEc:eee:inecon:v:158:y:2025:i:c:s0022199625001370.

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2025Debt relief instruments and external debt dynamics following natural disasters in developing countries. (2025). de Paul, Sansan Vincent. In: International Economics. RePEc:eee:inteco:v:184:y:2025:i:c:s2110701725000472.

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2025Spillover effects of US economic policy uncertainty on emerging markets: Evidence from transnational supply chains. (2025). Zhou, Shengjie ; Qin, QI ; Gao, Jieying. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:100:y:2025:i:c:s1042443125000265.

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2025Bank lending and interest-on-excess-reserves: Effects of Central Banks on the global credit supply. (2025). Erten, Irem. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:103:y:2025:i:c:s1042443125000757.

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2025Sovereign debt cost and economic complexity. (2025). Valencia, Oscar ; Uribe, Jorge ; Gomez-Gonzalez, Jose. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:99:y:2025:i:c:s1042443125000113.

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2025Foreign bank branch participation and U.S. syndicated loan contract design. (2025). Yang, Daniel G. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:79:y:2025:i:1:s0165410124000442.

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2025Government ownership of banks and corporate maturity mismatch: Evidence from China. (2025). He, Feng ; Liu, Yuanyuan ; Ma, Xiaotian. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:176:y:2025:i:c:s0378426625000780.

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2024Failure Escape: The role of advice seeking in CEOs’ awareness of financial difficulties and corporate restructuring. (2024). Achbah, Rachid ; Frechet, Marc ; Vitanova, Ivana. In: Journal of Business Research. RePEc:eee:jbrese:v:175:y:2024:i:c:s0148296324000523.

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2025Is the market tougher with riskier banks? Evidence from the pricing of bank debt securities during a financial turmoil episode. (2025). Pop, Diana. In: Journal of Economics and Business. RePEc:eee:jebusi:v:134-135:y:2025:i::s0148619524000651.

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2024Exchange rate and corporate investment: Heterogeneous effects via the global value chain networks. (2024). Huang, Wendi ; Zhang, Weikang. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:147:y:2024:i:c:s0261560624001463.

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2025Monetary policy spillovers: Is this time different?. (2025). Chen, Hongyi ; Tillmann, Peter. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:152:y:2025:i:c:s0261560625000130.

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2026From independence to interdependence: The global connectedness of central banks’ balance sheet total assets. (2026). Tzeremes, Panayiotis ; Matousek, Roman ; Papadamou, Stephanos. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:160:y:2026:i:c:s0261560625002086.

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2025Stock price crashes and systematic risk. (2025). Nguyen, Hung T ; Marshall, Ben R ; Roy, Suvra ; Visaltanachoti, Nuttawat. In: Journal of Contemporary Accounting and Economics. RePEc:eee:jocaae:v:21:y:2025:i:3:s1815566925000566.

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2025Sovereign CoCos and debt forgiveness. (2025). Roch, Francisco ; Onder, Yasin ; Hatchondo, Juan Carlos ; Martinez, Leonardo. In: Journal of Monetary Economics. RePEc:eee:moneco:v:153:y:2025:i:c:s0304393225000558.

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2025Committed to flexible fiscal rules. (2025). Pagenhardt, Laura ; Grosse-Steffen, Christoph ; Rieth, Malte. In: Journal of Monetary Economics. RePEc:eee:moneco:v:154:y:2025:i:c:s0304393225000807.

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2024Does reform policy of municipal bonds raise firm risk? A quasi-natural experiment from China. (2024). Yang, Yiming ; Gebrehans, Mebrahtu Tesfagebreal ; Zheng, Hao ; Tang, Dapeng. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:86:y:2024:i:c:s0927538x24001756.

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2025Unveiling the effects of monetary surprises: Risk-taking and credit supply of U.S. banks. (2025). Ngambou, Melchisdek Joslem. In: International Review of Economics & Finance. RePEc:eee:reveco:v:101:y:2025:i:c:s1059056025003740.

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2025Digital economy policies and corporate technology spillovers: A data-driven perspective. (2025). Feng, Yiqiang ; Ma, Ruihao ; Cao, Jingdong ; Zhang, Zhanyu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:103:y:2025:i:c:s1059056025006793.

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2024The effect of economic and political uncertainty on sovereign CDS spreads. (2024). Pan, Wei-Fong ; Xiao, Yaqing ; Wang, Xinjie ; Xu, Weike ; Zhang, Jinfan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:143-155.

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2024On the conditional performance of the IVOL anomaly. (2024). Wu, KE ; Pan, Jiening ; Wang, Jianqiu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:337-350.

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2024Does Supply Chain Finance (SCF) alleviate funding constraints of SMEs? Evidence from China. (2024). Shen, Jim Huangnan ; Lee, Chien-Chiang ; Lou, Zhaohui ; Xie, Qizhuo. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002830.

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2024Commonality in liquidity and corporate default risk - Evidence from China. (2024). Fu, Yumei ; Li, Jintian ; He, Feng ; Zan, Bingyan. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000734.

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2024The impact of readability of risk disclosures in bond prospectuses on credit risk premium. (2024). Li, Zhan ; Yao, Yanzhen ; Chen, Meiqi ; Wei, LU ; Jing, Haozhe. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pa:s027553192400103x.

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2025National culture’s influence on firm performance in bad times: Evidence from the COVID-19 crisis and GFC. (2025). Wang, Zhimin ; Zhu, Xiaodi ; Ding, Ruixin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:79:y:2025:i:c:s0275531925003265.

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2024Climate and sovereign risk: The Latin American experience with strong ENSO events. (2024). Damette, Olivier ; Thavard, Julien ; Mathonnat, Clement. In: World Development. RePEc:eee:wdevel:v:178:y:2024:i:c:s0305750x24000603.

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2025Asymmetric sovereign risk: Implications for climate change preparation. (2025). Valencia, Oscar ; Uribe, Jorge ; Gomez-Gonzalez, Jose. In: World Development. RePEc:eee:wdevel:v:188:y:2025:i:c:s0305750x24003796.

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2025Connecting risk, management and organisational goals: integrating risk with organisations’ systems to enhance performance and competitive advantage. (2025). Soane, Emma. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:127665.

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2025When Liquidity Matters: Firm Balance Sheets during Large Crises. (2025). Kozlowski, Julian ; Faria-e-Castro, Miguel ; Ebsim, Mahdi. In: Working Papers. RePEc:fip:fedlwp:101435.

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2025Global Risk Factors and Their Impacts on Interest and Exchange Rates: Evidence from ASEAN+4 Economies. (2025). Ogawa, Eiji ; Luo, Pengfei. In: JRFM. RePEc:gam:jjrfmx:v:18:y:2025:i:7:p:344-:d:1683741.

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2024Emerging Markets Bond Index Performance and Sovereign Default: The Case of Ecuador. (2024). Zanoni, Wladimir ; Andrian, Leandro ; Maldonado, Juan Lorenzo ; Paredes, Jorge ; Diaz, Emily. In: IDB Publications (Working Papers). RePEc:idb:brikps:13432.

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2025The (un)secured debt puzzle: evidence for U.S. public firms. (2025). Biguri, Kizkitza. In: Annals of Finance. RePEc:kap:annfin:v:21:y:2025:i:1:d:10.1007_s10436-024-00457-2.

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2025Examination and predictions of risk tolerance levels and thresholds in sovereigns’ external debt defaults. (2025). Ghulam, Yaseen. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:22:y:2025:i:2:d:10.1007_s10368-025-00655-x.

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2024Beyond the Inclusion–Exclusion Binary: Right Mindfulness and Its Implications for Perceived Inclusion and Exclusion in the Workplace. (2024). Burton, Nicholas ; Vu, Mai Chi. In: Journal of Business Ethics. RePEc:kap:jbuset:v:191:y:2024:i:1:d:10.1007_s10551-023-05457-2.

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2025Asymmetric Shocks and the Role of Exchange Rate in Emerging Markets: Evidence from India. (2025). De, Kuhelika. In: Open Economies Review. RePEc:kap:openec:v:36:y:2025:i:2:d:10.1007_s11079-024-09773-6.

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2024The impact of political uncertainty on the cost of capital. (2024). Kwabi, Frank ; Ezeani, Ernest ; Owusu, Andrews ; Boateng, Agyenim. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:62:y:2024:i:4:d:10.1007_s11156-023-01236-2.

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2025Why SMEs go to crowdfunding? The role of financial constraints and agency issues. (2025). la Rocca, Maurizio ; Snchez-Vidal, Javier F ; Boutouar, Yassine ; Fasano, Francesco. In: Small Business Economics. RePEc:kap:sbusec:v:65:y:2025:i:2:d:10.1007_s11187-025-01046-x.

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2025Sovereign Risk under Diagnostic Expectations. (2025). Prein, Timm Marc ; Niemann, Stefan. In: Working Paper Series of the Department of Economics, University of Konstanz. RePEc:knz:dpteco:2502.

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2024Addressing the Twin Crises of Debt and Climate: Exploring Unconditional Debt Cancellation. (2024). Romijn, Henny ; Wartiainen, Felicia ; Pauw, Pieter ; Boer, Bram. In: Development. RePEc:pal:develp:v:67:y:2024:i:3:d:10.1057_s41301-025-00424-y.

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2025Sovereign Debt Tolerance with Potentially Permanent Costs of Default. (2025). Roldán, Francisco ; Roldn, Francisco ; Chamon, Marcos. In: IMF Economic Review. RePEc:pal:imfecr:v:73:y:2025:i:1:d:10.1057_s41308-024-00260-z.

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2025Bank’s strategic interaction, adverse price dynamics and systemic liquidity risk. (2025). Wong, Lui-Hsian ; Silbermann, Leonid ; Roling, Christoph ; Krger, Ulrich. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:26:y:2025:i:1:d:10.1057_s41261-024-00240-3.

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2024Can digital finance curb corporate ESG decoupling? Evidence from Shanghai and Shenzhen A-shares listed companies. (2024). Liu, Mengna ; Wang, Juncheng. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-04135-6.

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2025Characterizing public debt cycles: the non-negligible impact of financial cycles. (2025). Xu, Yingying ; Liu, Zhixin ; Zhou, Tianbao. In: Empirical Economics. RePEc:spr:empeco:v:68:y:2025:i:4:d:10.1007_s00181-024-02685-x.

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2025Crypto assets as a threat to financial market stability. (2025). Joebges, Heike ; Herr, Hansjrg ; Kellermann, Christian. In: Eurasian Economic Review. RePEc:spr:eurase:v:15:y:2025:i:2:d:10.1007_s40822-025-00311-4.

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2025Determinants of Russia’s probability of default: evidence from domestic and global indicators. (2025). Gunay, Samet ; Denopoljac, Vladimir ; Muhammed, Shahnawaz ; Sraieb, Mohamed M. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:49:y:2025:i:3:d:10.1007_s12197-025-09728-8.

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2025Capital flow freezes. (2025). Tsomocos, Dimitrios P ; Sokolova, Anna ; Peiris, Udara M. In: Economic Theory. RePEc:spr:joecth:v:79:y:2025:i:3:d:10.1007_s00199-024-01604-6.

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2025International spillovers of unconventional monetary policy: A meta-analysis. (2025). Sochirca, Elena ; Arajo, Tiago ; Afonso, Scar ; Neves, Pedro Cunha. In: Portuguese Economic Journal. RePEc:spr:portec:v:24:y:2025:i:2:d:10.1007_s10258-024-00263-8.

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2025Do investors reward sovereign catastrophe bond issuance? Evidence from a panel of 26 disaster-prone countries. (2025). Maran, Raluca. In: Review of World Economics (Weltwirtschaftliches Archiv). RePEc:spr:weltar:v:161:y:2025:i:2:d:10.1007_s10290-024-00557-1.

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2024Optimal Fiscal Rules and Macroprudential Policies with Sovereign Default Risk. (2024). Maideu-Morera, Gerard. In: TSE Working Papers. RePEc:tse:wpaper:129336.

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2025Fiscal Rules, Robust Correction Mechanisms, and Sovereign Spreads. (2025). Acalin, Julien ; Roch, Francisco ; Martinez, Leonardo. In: Department of Economics Working Papers. RePEc:udt:wpecon:2025_11.

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2025Sovereign Spreads and the Political Leaning of Nations. (2025). Johri, Alok ; Sosapadilla, Csar ; Cotoc, Johnny. In: International Economic Review. RePEc:wly:iecrev:v:66:y:2025:i:2:p:687-709.

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2025Bilateral investment treaties and sovereign default risk: Evidence for emerging markets. (2025). Nauerth, Jannik Andr ; Eichler, Stefan. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:2:p:1803-1830.

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2024Parameterizing Debt Maturity. (2024). Johns, Christopher ; Barrett, Philip. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:56:y:2024:i:6:p:1321-1365.

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Works by Horacio Sapriza:


YearTitleTypeCited
2021Sovereign Debt Restructurings In: American Economic Journal: Macroeconomics.
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article31
2018Sovereign Debt Restructurings.(2018) In: Working Papers.
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This paper has nother version. Agregated cites: 31
paper
2017Cross-Border Bank Flows and Monetary Policy: Implications for Canada In: Staff Working Papers.
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paper31
2006Sovereign Default, Terms of Trade and Interest Rates in Emerging Markets In: Working Papers.
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paper22
2006Sovereign Default, Interest Rates and Political Uncertainty in Emerging Markets In: Working Papers.
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paper179
2008Sovereign default, interest rates and political uncertainty in emerging markets.(2008) In: Journal of International Economics.
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This paper has nother version. Agregated cites: 179
article
2007Fiscal Policy and Default Risk in Emerging Markets. In: Working Papers.
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paper186
2009Fiscal policy and default risk in emerging markets.(2009) In: Working Paper.
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This paper has nother version. Agregated cites: 186
paper
2010Fiscal Policy and Default Risk in Emerging Markets.(2010) In: Review of Economic Dynamics.
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This paper has nother version. Agregated cites: 186
article
2009Fiscal Policy and Default Risk in Emerging Markets.(2009) In: 2009 Meeting Papers.
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This paper has nother version. Agregated cites: 186
paper
2024The Real Effects of Credit Supply Shocks During the COVID-19 Pandemic In: Working Papers.
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paper0
2018Whatever it takes. Whats the impact of a major nonconventional monetary policy intervention? In: BIS Working Papers.
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paper15
2019Whatever it takes: what’s the impact of a major nonconventional monetary policy intervention?.(2019) In: Working Paper Series.
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This paper has nother version. Agregated cites: 15
paper
2009Financially Constrained Stock Returns In: Journal of Finance.
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article119
2006Financially Constrained Stock Returns.(2006) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 119
paper
2011Indexed Sovereign Debt: An Applied Framework In: Carlo Alberto Notebooks.
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paper18
2008Indexed Sovereign Debt: An Applied Framework.(2008) In: 2008 Meeting Papers.
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This paper has nother version. Agregated cites: 18
paper
2009Indexed Sovereign Debt: An Applied Framework.(2009) In: Business School Working Papers.
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This paper has nother version. Agregated cites: 18
paper
2022Improving sovereign debt restructurings In: Journal of Economic Dynamics and Control.
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article16
2021Improving Sovereign Debt Restructurings.(2021) In: Working Papers.
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This paper has nother version. Agregated cites: 16
paper
2022Improving Sovereign Debt Restructurings.(2022) In: Working Paper.
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This paper has nother version. Agregated cites: 16
paper
2026Bank lending standards and the U.S. economy In: Journal of Economic Dynamics and Control.
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article0
2024Bank Lending Standards and the U.S. Economy.(2024) In: Working Paper.
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This paper has nother version. Agregated cites: 0
paper
2020Asymmetries in the bank lending channel of monetary policy in the United States In: Economics Letters.
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article4
2020News, sovereign debt maturity, and default risk In: Journal of International Economics.
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article7
2020News, sovereign debt maturity, and default risk.(2020) In: Working Papers.
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This paper has nother version. Agregated cites: 7
paper
2019News, sovereign debt maturity, and default risk.(2019) In: 2019 Meeting Papers.
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This paper has nother version. Agregated cites: 7
paper
2021Wholesale funding runs, global banks supply of liquidity insurance, and corporate investment In: Journal of International Economics.
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article7
2013News and sovereign default risk in small open economies In: Journal of International Economics.
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article51
2010News and sovereign default risk in small open economies.(2010) In: International Finance Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 51
paper
2013News and Sovereign Default Risk in Small Open Economies.(2013) In: Koç University-TUSIAD Economic Research Forum Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 51
paper
2010News and sovereign default risk in small open economies.(2010) In: 2010 Meeting Papers.
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This paper has nother version. Agregated cites: 51
paper
2011News and sovereign default risk in small open economies.(2011) In: 2011 Meeting Papers.
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This paper has nother version. Agregated cites: 51
paper
2020Government support, regulation, and risk taking in the banking sector In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article69
2024Economic activity and the bank credit channel In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article0
2016Sovereign debt ratings and stock liquidity around the World In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article11
2015U.S. unconventional monetary policy and transmission to emerging market economies In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article222
2014U.S. Unconventional Monetary Policy and Transmission to Emerging Market Economies.(2014) In: International Finance Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 222
paper
2018Sovereign default and maturity choice In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article33
2013Financial frictions, trade credit, and the 2008–09 global financial crisis In: International Review of Economics & Finance.
[Full Text][Citation analysis]
article37
2016Liquidity Shocks, Dollar Funding Costs, and the Bank Lending Channel during the European Sovereign Crisis In: Supervisory Research and Analysis Working Papers.
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paper79
2012Liquidity shocks, dollar funding costs, and the bank lending channel during the European sovereign crisis.(2012) In: International Finance Discussion Papers.
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This paper has nother version. Agregated cites: 79
paper
2019How Does the Strength of Monetary Policy Transmission Depend on Real Economic Activity? In: Finance and Economics Discussion Series.
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paper2
2019Bottom-up Leading Macroeconomic Indicators: An Application to Non-Financial Corporate Defaults using Machine Learning In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
paper2
2025The Collateral Channel and Bank Credit In: Finance and Economics Discussion Series.
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paper2
2023The Collateral Channel and Bank Credit.(2023) In: Richmond Fed Economic Brief.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
article
2022The Collateral Channel and Bank Credit.(2022) In: Working Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2011Trade credit and international trade during the 2008-09 global financial crisis In: International Finance Discussion Papers.
[Full Text][Citation analysis]
paper22
2012Sovereign credit risk, banks government support, and bank stock returns around the world In: International Finance Discussion Papers.
[Full Text][Citation analysis]
paper89
2014Sovereign Credit Risk, Banks Government Support, and Bank Stock Returns around the World.(2014) In: Journal of Money, Credit and Banking.
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This paper has nother version. Agregated cites: 89
article
2013International evidence on government support and risk taking in the banking sector In: International Finance Discussion Papers.
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paper55
2013International Evidence on Government Support and Risk Taking in the Banking Sector.(2013) In: IMF Working Papers.
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This paper has nother version. Agregated cites: 55
paper
2012International Evidence on Government Support and Risk-Taking in the Banking Sector.(2012) In: Other publications TiSEM.
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This paper has nother version. Agregated cites: 55
paper
2014Sovereign Debt Crises In: International Finance Discussion Papers.
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paper14
2017Unconventional Monetary and Exchange Rate Policies In: International Finance Discussion Papers.
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paper1
2018Cross-Border Bank Flows and Monetary Policy In: International Finance Discussion Papers.
[Full Text][Citation analysis]
paper59
2022Cross-Border Bank Flows and Monetary Policy.(2022) In: The Review of Financial Studies.
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This paper has nother version. Agregated cites: 59
article
2014Sovereign Default and the Choice of Maturity In: Working Papers.
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paper12
2014Sovereign default and the choice of maturity.(2014) In: 2014 Meeting Papers.
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This paper has nother version. Agregated cites: 12
paper
2025Bank Liquidity and Financing of Nonbank Mortgage Companies In: Richmond Fed Economic Brief.
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article0
2025Banks Credit Lines to Nonbank Mortgage Companies and Downstream Mortgage Originations In: Richmond Fed Economic Brief.
[Full Text][Citation analysis]
article0
2025Credit Supply Shocks During a Nonfinancial Recession In: Richmond Fed Economic Brief.
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article0
2025Credit Supply Shocks During a Non-Financial Recession.(2025) In: Working Paper.
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This paper has nother version. Agregated cites: 0
paper
2022Introducing the Credit Market Sentiment Index In: Richmond Fed Economic Brief.
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article1
2023Policies for Improving Sovereign Debt Restructurings In: Richmond Fed Economic Brief.
[Full Text][Citation analysis]
article0
2024Redlining and U.S. Residential Mortgage Market Pricing In: Richmond Fed Economic Brief.
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article0
2025Sentiment About Business Debt as a Leading Economic Indicator In: Richmond Fed Economic Brief.
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article0
2007The economics of sovereign defaults In: Economic Quarterly.
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article12
2007Quantitative models of sovereign default and the threat of financial exclusion In: Economic Quarterly.
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article12
2006Computing business cycles in emerging economy models In: Working Paper.
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paper4
2008Heterogeneous borrowers in quantitative models of sovereign default In: Working Paper.
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paper72
2009HETEROGENEOUS BORROWERS IN QUANTITATIVE MODELS OF SOVEREIGN DEFAULT.(2009) In: International Economic Review.
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This paper has nother version. Agregated cites: 72
article
2009On the cyclicality of the interest rate in emerging economy models: solution methods matter In: Working Paper.
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paper1
2010Quantitative properties of sovereign default models: solution methods matter In: Working Paper.
[Full Text][Citation analysis]
paper121
2010Quantitative properties of sovereign default models: solution methods matter.(2010) In: IMF Working Papers.
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This paper has nother version. Agregated cites: 121
paper
2025What is the Impact of a Major Unconventional Monetary Policy Intervention? In: Working Paper.
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paper0
2022Do Costly Internal Equity Injections Reveal Bank Expectations about Post-Crisis Real Outcomes? In: Working Paper.
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paper0
2017Direct and Spillover Effects of Unconventional Monetary and Exchange Rate Policies In: IMF Working Papers.
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paper22
2017Direct and Spillover Effects of Unconventional Monetary and Exchange Rate Policies.(2017) In: Open Economies Review.
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This paper has nother version. Agregated cites: 22
article
2010Online Appendix to Quantitative properties of sovereign default models: solution methods In: Online Appendices.
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paper130
2010Quantitative properties of sovereign default models: solution methods.(2010) In: Review of Economic Dynamics.
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This paper has nother version. Agregated cites: 130
article
2006Fiscal Policy, Inflation Tax and Default Risk in Emerging Economies In: 2006 Meeting Papers.
[Citation analysis]
paper0
2006Sovereign default risk with heterogenous borrowers In: 2006 Meeting Papers.
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paper0
2014Sovereign Default and Government€™s Bailouts In: 2014 Meeting Papers.
[Full Text][Citation analysis]
paper0
2017Cross-border Flows and Monetary Policy In: 2017 Meeting Papers.
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paper8
2018Sovereign Debt Restructuring: A Dynamic Discrete Choice Approach In: 2018 Meeting Papers.
[Full Text][Citation analysis]
paper11

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