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Details about Horacio Sapriza

Workplace:Department of Finance and Economics, Business, Rutgers University-Newark, (more information at EDIRC)

Access statistics for papers by Horacio Sapriza.

Last updated 2014-05-18. Update your information in the RePEc Author Service.

Short-id: psa823


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Working Papers

2013

  1. International Evidence on Government Support and Risk Taking in the Banking Sector
    IMF Working Papers, International Monetary Fund Downloads
    Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2013) Downloads View citations (3)
  2. News and Sovereign Default Risk in Small Open Economies
    Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum Downloads
    Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2010) Downloads View citations (8)
    2011 Meeting Papers, Society for Economic Dynamics (2011) Downloads
    2010 Meeting Papers, Society for Economic Dynamics (2010) Downloads View citations (2)

2012

  1. Liquidity shocks, dollar funding costs, and the bank lending channel during the European sovereign crisis
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (4)
  2. Sovereign credit risk, banks' government support, and bank stock returns around the world
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (4)
    See also Journal Article in Journal of Money, Credit and Banking (2014)

2011

  1. Indexed Sovereign Debt: An Applied Framework
    Carlo Alberto Notebooks, Collegio Carlo Alberto Downloads View citations (4)
    Also in Business School Working Papers, Universidad Torcuato Di Tella (2009) Downloads View citations (3)
    2008 Meeting Papers, Society for Economic Dynamics (2008) Downloads View citations (14)
  2. Trade credit and international trade during the 2008-09 global financial crisis
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (5)

2010

  1. Online Appendix to "Quantitative properties of sovereign default models: solution methods"
    Technical Appendices, Review of Economic Dynamics Downloads View citations (4)
    See also Journal Article in Review of Economic Dynamics (2010)
  2. Quantitative Properties of Sovereign Default Models
    IMF Working Papers, International Monetary Fund Downloads View citations (28)
  3. Quantitative properties of sovereign default models: solution methods matter
    Working Paper, Federal Reserve Bank of Richmond Downloads View citations (21)

2009

  1. Fiscal Policy and Default Risk in Emerging Markets
    2009 Meeting Papers, Society for Economic Dynamics Downloads View citations (1)
    Also in Working Paper, Federal Reserve Bank of Richmond (2009) Downloads View citations (19)
    Working Papers, Banco de México (2007) Downloads View citations (2)

    See also Journal Article in Review of Economic Dynamics (2010)
  2. On the cyclicality of the interest rate in emerging economy models: solution methods matter
    Working Paper, Federal Reserve Bank of Richmond Downloads View citations (5)

2008

  1. Heterogeneous borrowers in quantitative models of sovereign default
    Working Paper, Federal Reserve Bank of Richmond Downloads View citations (22)
    See also Journal Article in International Economic Review (2009)

2006

  1. Computing business cycles in emerging economy models
    Working Paper, Federal Reserve Bank of Richmond Downloads View citations (7)
  2. Financially Constrained Stock Returns
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (7)
    See also Journal Article in Journal of Finance (2009)
  3. Fiscal Policy, Inflation Tax and Default Risk in Emerging Economies
    2006 Meeting Papers, Society for Economic Dynamics
  4. Sovereign Default, Interest Rates and Political Uncertainty in Emerging Markets
    Working Papers, Banco de México Downloads View citations (22)
    See also Journal Article in Journal of International Economics (2008)
  5. Sovereign Default, Terms of Trade and Interest Rates in Emerging Markets
    Working Papers, Banco de México Downloads View citations (15)
  6. Sovereign default risk with heterogenous borrowers
    2006 Meeting Papers, Society for Economic Dynamics Downloads View citations (1)

Journal Articles

2014

  1. Sovereign Credit Risk, Banks' Government Support, and Bank Stock Returns around the World
    Journal of Money, Credit and Banking, 2014, 46, (s1), 93-121 Downloads View citations (1)
    See also Working Paper (2012)

2013

  1. Financial frictions, trade credit, and the 2008–09 global financial crisis
    International Review of Economics & Finance, 2013, 26, (C), 25-38 Downloads

2010

  1. Fiscal Policy and Default Risk in Emerging Markets
    Review of Economic Dynamics, 2010, 13, (2), 452-469 Downloads View citations (19)
    See also Working Paper (2009)
  2. Quantitative properties of sovereign default models: solution methods
    Review of Economic Dynamics, 2010, 13, (4), 919-933 Downloads View citations (17)
    See also Working Paper (2010)
    Software Item (2010)

2009

  1. Financially Constrained Stock Returns
    Journal of Finance, 2009, 64, (4), 1827-1862 Downloads View citations (20)
    See also Working Paper (2006)
  2. HETEROGENEOUS BORROWERS IN QUANTITATIVE MODELS OF SOVEREIGN DEFAULT
    International Economic Review, 2009, 50, (4), 1129-1151 Downloads View citations (12)
    See also Working Paper (2008)

2008

  1. Sovereign default, interest rates and political uncertainty in emerging markets
    Journal of International Economics, 2008, 76, (1), 78-88 Downloads View citations (52)
    See also Working Paper (2006)

2007

  1. Quantitative models of sovereign default and the threat of financial exclusion
    Economic Quarterly, 2007, (Sum), 251-286 Downloads View citations (15)
  2. The economics of sovereign defaults
    Economic Quarterly, 2007, (Spr), 163-187 Downloads View citations (7)

Software Items

2010

  1. Code and data files for "Quantitative properties of sovereign default models: solution methods matter"
    Computer Codes, Review of Economic Dynamics Downloads
    See also Journal Article in Review of Economic Dynamics (2010)

2009

  1. Code and data files for "Fiscal Policy and Default Risk in Emerging Markets"
    Computer Codes, Review of Economic Dynamics Downloads
 
Page updated 2014-07-21