Details about Horacio Sapriza

Access statistics for papers by Horacio Sapriza.

Last updated 2013-05-04. Update your information in the RePEc Author Service.

Short-id: psa823

Working Papers

2013

1. News and Sovereign Default Risk in Small Open Economies
   Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum
   Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2010) View citations (1)
   2011 Meeting Papers, Society for Economic Dynamics (2011)
   2010 Meeting Papers, Society for Economic Dynamics (2010)

2012

2. 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.)
3. 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.) View citations (1)

2011

4. Indexed Sovereign Debt: An Applied Framework
   Carlo Alberto Notebooks, Collegio Carlo Alberto View citations (4)
   Also in Business School Working Papers, Universidad Torcuato Di Tella (2009) View citations (1)
   2008 Meeting Papers, Society for Economic Dynamics (2008) View citations (1)
5. 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.) View citations (2)

2010

6. Online Appendix to "Quantitative properties of sovereign default models: solution methods"
   Technical Appendices, Review of Economic Dynamics View citations (3)
   See also Journal Article in Review of Economic Dynamics (2010)
7. Quantitative Properties of Sovereign Default Models: Solution Methods Matter
   IMF Working Papers, International Monetary Fund View citations (14)
   Also in Working Paper, Federal Reserve Bank of Richmond (2010) View citations (7)

2009

8. Fiscal Policy and Default Risk in Emerging Markets
   2009 Meeting Papers, Society for Economic Dynamics View citations (1)
   Also in Working Paper, Federal Reserve Bank of Richmond (2009) View citations (13)
   Working Papers, Banco de México (2007) View citations (2)
   See also Journal Article in Review of Economic Dynamics (2010)
9. On the cyclicality of the interest rate in emerging economy models: solution methods matter
   Working Paper, Federal Reserve Bank of Richmond View citations (5)

2008

10. Heterogeneous borrowers in quantitative models of sovereign default
    Working Paper, Federal Reserve Bank of Richmond View citations (24)
    See also Journal Article in International Economic Review (2009)

2006

11. Computing business cycles in emerging economy models
    Working Paper, Federal Reserve Bank of Richmond View citations (6)
12. Financially Constrained Stock Returns
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (8)
    See also Journal Article in Journal of Finance (2009)
13. Fiscal Policy, Inflation Tax and Default Risk in Emerging Economies
    2006 Meeting Papers, Society for Economic Dynamics
14. Sovereign Default, Interest Rates and Political Uncertainty in Emerging Markets
    Working Papers, Banco de México View citations (22)
    See also Journal Article in Journal of International Economics (2008)
15. Sovereign Default, Terms of Trade and Interest Rates in Emerging Markets
    Working Papers, Banco de México View citations (14)
16. Sovereign default risk with heterogenous borrowers
    2006 Meeting Papers, Society for Economic Dynamics View citations (1)

Journal Articles

2013

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

2010

2. Fiscal Policy and Default Risk in Emerging Markets
   Review of Economic Dynamics, 2010, 13, (2), 452-469 View citations (8)
   See also Working Paper (2009)
3. Quantitative properties of sovereign default models: solution methods
   Review of Economic Dynamics, 2010, 13, (4), 919-933 View citations (13)
   See also Working Paper (2010)
   Software Item (2010)

2009

4. Financially Constrained Stock Returns
   Journal of Finance, 2009, 64, (4), 1827-1862 View citations (9)
   See also Working Paper (2006)
5. HETEROGENEOUS BORROWERS IN QUANTITATIVE MODELS OF SOVEREIGN DEFAULT
   International Economic Review, 2009, 50, (4), 1129-1151 View citations (4)
   See also Working Paper (2008)

2008

6. Sovereign default, interest rates and political uncertainty in emerging markets
   Journal of International Economics, 2008, 76, (1), 78-88 View citations (42)
   See also Working Paper (2006)

2007

7. Quantitative models of sovereign default and the threat of financial exclusion
   Economic Quarterly, 2007, (Sum), 251-286 View citations (15)
8. The economics of sovereign defaults
   Economic Quarterly, 2007, (Spr), 163-187 View citations (8)

Software Items

2010

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

2009

2. Code and data files for "Fiscal Policy and Default Risk in Emerging Markets"
   Computer Codes, Review of Economic Dynamics