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Essays in sovereign default and emerging economies
Yue, Vivian Z. - 2005
Persistent link: https://www.econbiz.de/10003380908
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The Twin Ds : optimal default and devaluation
Na, Seunghoon; Schmitt-Grohé, Stephanie; Uribe, Martín; … - In: The American economic review 108 (2018) 7, pp. 1773-1819
Persistent link: https://www.econbiz.de/10011891476
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A model of the Twin DS : optimal default and devaluation
Na, Seunghoon; Schmitt-Grohé, Stephanie; Uribe, Martín; … - 2015
Persistent link: https://www.econbiz.de/10011317786
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A model of the Twin Ds : optimal default and devaluation
Na, Seunghoon; Schmitt-Grohé, Stephanie; Uribe, Martín; … - 2014
Persistent link: https://www.econbiz.de/10010394000
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A solution to the default risk-business cycle disconnect
Mendoza, Enrique G.; Yue, Vivian Z. - 2008
Persistent link: https://www.econbiz.de/10003997775
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A model of the Twin Ds : optimal default and devaluation
Na, Seunghoon; Schmitt-Grohé, Stephanie; Uribe, Martín; … - 2014
Persistent link: https://www.econbiz.de/10010408441
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Sovereign default and debt renegotiation
Yue, Vivian Z. - In: Journal of international economics 80 (2010) 2, pp. 176-187
Persistent link: https://www.econbiz.de/10003971187
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A solution to the default risk-business cycle disconnect
Mendoza, Enrique G.; Yue, Vivian Z. - 2008
Persistent link: https://www.econbiz.de/10003681152
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Sovereign Risk and Financial Risk
Gilchrist, Simon; Wei, Bin; Yue, Vivian Z.; Zakrajšek, Egon - National Bureau of Economic Research - 2021
In this paper, we study the interplay between sovereign risk and global financial risk. We show that a substantial portion of the comovement among sovereign spreads is accounted for by changes in global financial risk. We construct bond-level sovereign spreads for dollar-denominated bonds issued...
Persistent link: https://www.econbiz.de/10012696410
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Sovereign Risk and Financial Risk
Gilchrist, Simon; Wei, Bin; Yue, Vivian Z.; Zakrajšek, Egon - 2021
In this paper, we study the interplay between sovereign risk and global financial risk. We show that a substantial portion of the comovement among sovereign spreads is accounted for by changes in global financial risk. We construct bond-level sovereign spreads for dollar-denominated bonds issued...
Persistent link: https://www.econbiz.de/10012792718