Horacio Sapriza : Citation Profile

Federal Reserve Bank of Richmond

20

H index

29

i10 index

1767

Citations

RESEARCH PRODUCTION:

30

Articles

55

Papers

RESEARCH ACTIVITY:

   19 years (2006 - 2025). See details.
   Cites by year: 93
   Journals where Horacio Sapriza has often published
   Relations with other researchers
   Recent citing documents: 127.    Total self citations: 38 (2.11 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psa823
   Updated: 2025-12-27    RAS profile: 2025-10-09    
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Relations with other researchers

Works with:

Dvorkin, Maximiliano (6)

Sanchez, Juan (6)

Yurdagul, Emircan (6)

Correa, Ricardo (3)

Yankov, Vladimir (3)

Marques-Ibanez, David (2)

Perez Quiros, Gabriel (2)

Leiva-Leon, Danilo (2)

Temesvary, Judit (2)

te Kaat, Daniel (2)

Zakrajšek, Egon (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)

Goldberg, Linda (17)

Cites to:

Reinhart, Carmen (46)

Gopinath, Gita (41)

Martinez, Leonardo (40)

Hatchondo, Juan (38)

Goldberg, Linda (38)

Aguiar, Mark (37)

Peydro, Jose-Luis (36)

Arellano, Cristina (34)

Rogoff, Kenneth (34)

Ongena, Steven (28)

Yue, Vivian (27)

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
Economic Quarterly2
Review of Economic Dynamics2

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 M�xico4
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
2014 Meeting Papers / Society for Economic Dynamics2
2006 Meeting Papers / Society for Economic Dynamics2

Recent works citing Horacio Sapriza (2025 and 2024)

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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2024Global Bank Lending and Exchange Rates. (2024). Schrimpf, Andreas ; Schmeling, Maik ; Becker, Jonas. In: BIS Working Papers. RePEc:bis:biswps:1161.

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

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2024International monetary spillovers to frontier financial markets: Evidence from Bangladesh. (2024). Rahman, Md Rashedur ; Schaffer, Matthew. In: International Finance. RePEc:bla:intfin:v:27:y:2024:i:1:p:81-100.

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2024Global Financial Risk, Equity Returns and Economic Activity in Emerging Countries. (2024). Yang, Guanyi ; Horvath, Jaroslav. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:3:p:672-689.

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2024Crisis averted: Cross‐market reallocation during the great trade collapse. (2024). Oglend, Atle ; Asche, Frank ; Straume, Hansmartin. In: The World Economy. RePEc:bla:worlde:v:47:y:2024:i:7:p:2855-2870.

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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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2024The role of finance for export dynamics: evidence from the UK. (2024). Hjortsoe, Ida ; Dogan, Aydan. In: Bank of England working papers. RePEc:boe:boeewp:1072.

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2024Changes in the Global Economic Landscape and Issues for Japans Economy. (2024). Hogen, Yoshihiko ; Ito, Yojiro ; Kishi, Naoya ; Kanai, Kenji. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp24e03.

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2025The Dynamics of Informality and Fiscal Policy under Sovereign Risk. (2025). Pappadà, 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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2024Investor behavior around targeted liquidity announcements. (2024). Onali, Enrico ; Perdichizzi, Salvatore ; Cardillo, Giovanni. In: The British Accounting Review. RePEc:eee:bracre:v:56:y:2024:i:6:s0890838923001324.

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2024Product market shock, stakeholder relationships, and trade credit. (2024). Tharyan, Rajesh ; Gopalakrishnan, Balagopal ; Srivastava, Jagriti. In: The British Accounting Review. RePEc:eee:bracre:v:56:y:2024:i:6:s0890838924002221.

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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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2024Economic growth targets and bank risk exposure: Evidence from China. (2024). Liang, Quanxi ; Huang, Jinlan. In: Economic Modelling. RePEc:eee:ecmode:v:135:y:2024:i:c:s0264999324000580.

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2024Government debt and stock bubbles in China. (2024). Wang, Wenfu. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002566.

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2024Monetary policy spillovers among five systemic economies: Evidence from the time and frequency domains. (2024). Li, Youshu ; Zhang, Weiran ; Guo, Junjie. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940824000019.

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2024Portfolio balance effect of the U.S. QE between commodities and financial assets in commodity-exporting countries. (2024). Lau, Wee Yeap ; Brooks, Robert ; Yip, Pick Schen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001505.

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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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2024Local official turnover and bank risk-taking: Evidence from China. (2024). Yuan, Rongli ; Zhang, Siyu ; Luo, Danglun ; Chen, LI ; Li, Yukun. In: Emerging Markets Review. RePEc:eee:ememar:v:63:y:2024:i:c:s1566014124001031.

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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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2024Energy news shocks and their propagation to renewable and fossil fuels use. (2024). ruiz, jesus ; Puch, Luis ; Guinea, Laurentiu. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323007879.

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2024Time-varying relationship between international monetary policy and energy markets. (2024). Tiwari, Aviral ; Abakah, Emmanuel ; Sahay, Vinita S ; Abdullah, Mohammad ; Aikins, Emmanuel Joel ; Adeabah, David. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000471.

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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). Kočenda, Evžen ; Albrecht, Peter ; Koenda, Even. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s105752192400111x.

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2024How do depositors respond to banks discretionary behaviors? Evidence from market discipline, deposit insurance, and scale effects. (2024). Nguyen, Duc Khuong ; Hussain, Nazim ; Tran, Dung Viet. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001376.

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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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2024Interbank deposits and bank systemic risk. (2024). Cao, Zhiling ; Wen, Fenghua ; Sadiq, Muhammad ; Liu, Yulin. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006501.

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2024China cross-border e-commerce comprehensive pilot zone and urban residents tourism consumption: empirical study based on CHFS data. (2024). Lyu, Junli. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004264.

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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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2024Do repeated government infusions help financial stability? Evidence from an emerging market. (2024). Morohunfolu, Olaleye ; Kalimipalli, Madhu ; Ramachandran, Shankar. In: Journal of Financial Stability. RePEc:eee:finsta:v:75:y:2024:i:c:s1572308924001190.

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2024A state-dependent international CAPM for partially integrated markets: Using local and US risk factors. (2024). Tajaddini, Reza ; Hematizadeh, Roksana. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000954.

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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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2024Reprint of “Sovereign debt and economic growth when government is myopic and self-interested”. (2024). Rajan, Raghuram ; Acharya, Viral V ; Shim, Jack B. In: Journal of International Economics. RePEc:eee:inecon:v:149:y:2024:i:c:s0022199624000679.

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2024Sovereign debt and economic growth when government is myopic and self-interested. (2024). Rajan, Raghuram ; Acharya, Viral V ; Shim, Jack B. In: Journal of International Economics. RePEc:eee:inecon:v:150:y:2024:i:c:s0022199624000308.

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2024Underinvestment and capital misallocation under sovereign risk. (2024). Esquivel, Carlos. In: Journal of International Economics. RePEc:eee:inecon:v:151:y:2024:i:c:s0022199624001004.

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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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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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2024Role of financial inclusion and digital transformation on bank credit risk. (2024). Masron, Tajul Ariffin ; Yang, Fan. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123002020.

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2024Politicians’ connections and sovereign credit ratings. (2024). Alsakka, Rasha ; Uymaz, Yurtsev ; Klusak, Patrycja. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:94:y:2024:i:c:s104244312400088x.

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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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2024The effect of trade credit on firm performance: Evidence from Korean firms during the Global Financial Crisis. (2024). Heo, Ye Jin. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:140:y:2024:i:c:s0261560623001882.

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2024Domestic lending and the pandemic: How does banks’ exposure to COVID-19 abroad affect their lending in the United States?. (2024). Temesvary, Judit ; Wei, Andrew. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s026156062400041x.

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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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2024The Credit Channel of Public Procurement. (2024). Gabriel, Ricardo Duque. In: Journal of Monetary Economics. RePEc:eee:moneco:v:147:y:2024:i:s:s0304393224000540.

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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). Grosse-Steffen, Christoph ; Rieth, Malte ; Pagenhardt, Laura. 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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2024The lending implications of loan loss provisioning and monetary policy in Indonesia. (2024). naiborhu, elis. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:86:y:2024:i:c:s0927538x24001975.

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2024The longer-term impact of TARP on banks’ default risk. (2024). Gao, Jieqiong ; Ghosh, Chinmoy. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:346-357.

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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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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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2024Connectedness between (un)conventional monetary policy and islamic and advanced equity markets: A returns and volatility spillover analysis. (2024). Umar, Zaghum ; Phiri, Andrew ; Teplova, Tamara ; Choi, Sun-Yong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:348-363.

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2024Liquidity pressure and the sovereign-bank diabolic loop. (2024). Hassan, M. Kabir ; Janbaz, M ; Floreani, J ; Dreassi, A. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pa:p:1039-1057.

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2024Does the U.S. export inflation? Evidence from the dynamic inflation spillover between the U.S. and EAGLEs. (2024). Li, Xiao-Ming ; Thanh, Thao Thac ; Pham, Son Duy ; Do, Hung Xuan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s1059056024004192.

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2024Time-varying effects of macro shocks on cross-border capital flows in Chinas bond market. (2024). Dong, Xiao ; Yu, Mingzhe. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pc:s1059056024007123.

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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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2024Puzzling retrenchment of banking outflows: The role of information asymmetry. (2024). Hueng, C. ; Zeng, Songlin ; Huang, Sainan. In: Research in International Business and Finance. RePEc:eee:riibaf:v:68:y:2024:i:c:s0275531923003288.

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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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2024Tail connectedness between category-specific policy uncertainty, sovereign debt risk, and stock volatility during a high inflation period. (2024). Jiang, Yong ; Ren, Yi-Shuai ; Yang, Xiao-Guang ; Al-Nassar, Nassar S ; Ma, Chao-Qun. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pb:s0275531924001910.

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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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2024Changing risk-taking: the effects of tasks and incentives on the variability of risk-taking. (2024). Soane, Emma. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:124339.

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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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2024Global Risk Factors and Their Impacts on Interest Rates and Exchange Rates: Evidence from ASEAN+4 economies. (2024). Luo, Pengfei ; Eiji, Ogawa ; Pengfei, Luo. In: Discussion papers. RePEc:eti:dpaper:24006.

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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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2024Sovereign Risk and Economic Complexity. (2024). Valencia, Oscar ; Uribe, Jorge ; Gomez-Gonzalez, Jose. In: IDB Publications (Working Papers). RePEc:idb:brikps:13393.

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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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2024Asymmetric Sovereign Risk: Implications for Climate Change Preparation. (2024). Valencia, Oscar ; Uribe, Jorge ; Gomez-Gonzalez, Jose. In: IDB Publications (Working Papers). RePEc:idb:brikps:13447.

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2024Asymmetric Sovereign Risk: Implications for Climate Change Preparation. (2024). Valencia, Oscar ; Uribe, Jorge ; Gomez-Gonzalez, Jose. In: IREA Working Papers. RePEc:ira:wpaper:202401.

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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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2024Accuracy in Recursive Minimal State Space Methods. (2024). Pierri, Damian ; Damian, Pierri. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:1:d:10.1007_s10614-023-10438-8.

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

Works by Horacio Sapriza:

YearTitleTypeCited
2021Sovereign Debt Restructurings In: American Economic Journal: Macroeconomics.
[Full Text][Citation analysis]		article29
2018Sovereign Debt Restructurings.(2018) In: Working Papers.
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This paper has nother version. Agregated cites: 29		paper
2017Cross-Border Bank Flows and Monetary Policy: Implications for Canada In: Staff Working Papers.
[Full Text][Citation analysis]		paper31
2006Sovereign Default, Terms of Trade and Interest Rates in Emerging Markets In: Working Papers.
[Full Text][Citation analysis]		paper22
2006Sovereign Default, Interest Rates and Political Uncertainty in Emerging Markets In: Working Papers.
[Full Text][Citation analysis]		paper179
2008Sovereign default, interest rates and political uncertainty in emerging markets.(2008) In: Journal of International Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 179		article
2007Fiscal Policy and Default Risk in Emerging Markets. In: Working Papers.
[Full Text][Citation analysis]		paper184
2009Fiscal policy and default risk in emerging markets.(2009) In: Working Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 184		paper
2010Fiscal Policy and Default Risk in Emerging Markets.(2010) In: Review of Economic Dynamics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 184		article
2009Fiscal Policy and Default Risk in Emerging Markets.(2009) In: 2009 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 184		paper
2024The Real Effects of Credit Supply Shocks During the COVID-19 Pandemic In: Working Papers.
[Full Text][Citation analysis]		paper0
2018Whatever it takes. Whats the impact of a major nonconventional monetary policy intervention? In: BIS Working Papers.
[Full Text][Citation analysis]		paper15
2019Whatever it takes: what’s the impact of a major nonconventional monetary policy intervention?.(2019) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		paper
2009Financially Constrained Stock Returns In: Journal of Finance.
[Full Text][Citation analysis]		article114
2006Financially Constrained Stock Returns.(2006) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 114		paper
2011Indexed Sovereign Debt: An Applied Framework In: Carlo Alberto Notebooks.
[Full Text][Citation analysis]		paper18
2008Indexed Sovereign Debt: An Applied Framework.(2008) In: 2008 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18		paper
2009Indexed Sovereign Debt: An Applied Framework.(2009) In: Business School Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18		paper
2022Improving sovereign debt restructurings In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article14
2021Improving Sovereign Debt Restructurings.(2021) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		paper
2022Improving Sovereign Debt Restructurings.(2022) In: Working Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		paper
2020Asymmetries in the bank lending channel of monetary policy in the United States In: Economics Letters.
[Full Text][Citation analysis]		article4
2020News, sovereign debt maturity, and default risk In: Journal of International Economics.
[Full Text][Citation analysis]		article6
2020News, sovereign debt maturity, and default risk.(2020) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2019News, sovereign debt maturity, and default risk.(2019) In: 2019 Meeting Papers.
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This paper has nother version. Agregated cites: 6		paper
2021Wholesale funding runs, global banks supply of liquidity insurance, and corporate investment In: Journal of International Economics.
[Full Text][Citation analysis]		article7
2013News and sovereign default risk in small open economies In: Journal of International Economics.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 51		paper
2011News and sovereign default risk in small open economies.(2011) In: 2011 Meeting Papers.
[Full Text][Citation analysis]
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]		article10
2015U.S. unconventional monetary policy and transmission to emerging market economies In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article219
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: 219		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]		article36
2016Liquidity Shocks, Dollar Funding Costs, and the Bank Lending Channel during the European Sovereign Crisis In: Supervisory Research and Analysis Working Papers.
[Full Text][Citation analysis]		paper79
2012Liquidity shocks, dollar funding costs, and the bank lending channel during the European sovereign crisis.(2012) In: International Finance Discussion Papers.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]		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
2022The Collateral Channel and Bank Credit In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]		paper55
2013International Evidence on Government Support and Risk Taking in the Banking Sector.(2013) In: IMF Working Papers.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 55		paper
2014Sovereign Debt Crises In: International Finance Discussion Papers.
[Full Text][Citation analysis]		paper14
2017Unconventional Monetary and Exchange Rate Policies In: International Finance Discussion Papers.
[Full Text][Citation analysis]		paper1
2018Cross-Border Bank Flows and Monetary Policy In: International Finance Discussion Papers.
[Full Text][Citation analysis]		paper56
2022Cross-Border Bank Flows and Monetary Policy.(2022) In: The Review of Financial Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 56		article
2014Sovereign Default and the Choice of Maturity In: Working Papers.
[Full Text][Citation analysis]		paper12
2014Sovereign default and the choice of maturity.(2014) In: 2014 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		paper
2025Bank Liquidity and Financing of Nonbank Mortgage Companies In: Richmond Fed Economic Brief.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		article0
2025Credit Supply Shocks During a Non-Financial Recession.(2025) In: Working Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2022Introducing the Credit Market Sentiment Index In: Richmond Fed Economic Brief.
[Full Text][Citation analysis]		article0
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.
[Full Text][Citation analysis]		article0
2025Sentiment About Business Debt as a Leading Economic Indicator In: Richmond Fed Economic Brief.
[Full Text][Citation analysis]		article0
2007The economics of sovereign defaults In: Economic Quarterly.
[Full Text][Citation analysis]		article12
2007Quantitative models of sovereign default and the threat of financial exclusion In: Economic Quarterly.
[Full Text][Citation analysis]		article12
2006Computing business cycles in emerging economy models In: Working Paper.
[Full Text][Citation analysis]		paper4
2008Heterogeneous borrowers in quantitative models of sovereign default In: Working Paper.
[Full Text][Citation analysis]		paper72
2009HETEROGENEOUS BORROWERS IN QUANTITATIVE MODELS OF SOVEREIGN DEFAULT.(2009) In: International Economic Review.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 121		paper
2025What is the Impact of a Major Unconventional Monetary Policy Intervention? In: Working Paper.
[Full Text][Citation analysis]		paper0
2022Do Costly Internal Equity Injections Reveal Bank Expectations about Post-Crisis Real Outcomes? In: Working Paper.
[Full Text][Citation analysis]		paper0
2024Bank Lending Standards and the U.S. Economy In: Working Paper.
[Full Text][Citation analysis]		paper0
2017Direct and Spillover Effects of Unconventional Monetary and Exchange Rate Policies In: IMF Working Papers.
[Full Text][Citation analysis]		paper21
2017Direct and Spillover Effects of Unconventional Monetary and Exchange Rate Policies.(2017) In: Open Economies Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 21		article
2010Online Appendix to Quantitative properties of sovereign default models: solution methods In: Online Appendices.
[Full Text][Citation analysis]		paper130
2010Quantitative properties of sovereign default models: solution methods.(2010) In: Review of Economic Dynamics.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		paper8
2018Sovereign Debt Restructuring: A Dynamic Discrete Choice Approach In: 2018 Meeting Papers.
[Full Text][Citation analysis]		paper11

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team