Details about Francisco Roch

Access statistics for papers by Francisco Roch.

Last updated 2025-01-17. Update your information in the RePEc Author Service.

Short-id: pro681

Working Papers

2024

1. Sovereign CoCos and debt forgiveness
   Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration

2023

2. Debt Mutualization in the Euro Area: A Quantitative Exploration
   IMF Working Papers, International Monetary Fund View citations (1)
3. How Large is the Sovereign Greenium?
   IMF Working Papers, International Monetary Fund View citations (1)
   Also in Working Papers, Red Nacional de Investigadores en Economía (RedNIE) (2023) View citations (3)
   See also Journal Article How Large is the Sovereign Greenium?, Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2024) (2024)
4. Integrated Monetary and Financial Policies for Small Open Economies
   IMF Working Papers, International Monetary Fund View citations (3)

2022

5. Constrained Efficient Borrowing with Sovereign Default Risk
   Working Papers, Red Nacional de Investigadores en Economía (RedNIE)
   Also in IMF Working Papers, International Monetary Fund (2020) View citations (6)
   2019 Meeting Papers, Society for Economic Dynamics (2019)
6. Numerical Fiscal Rules for Economic Unions: the Role of Sovereign Spreads
   Working Papers, Red Nacional de Investigadores en Economía (RedNIE) View citations (6)
   Also in IMF Working Papers, International Monetary Fund (2021)
   See also Journal Article Numerical fiscal rules for economic unions: The role of sovereign spreads, Economics Letters, Elsevier (2022) View citations (5) (2022)
7. Robust Optimal Macroprudential Policy
   Working Papers, Red Nacional de Investigadores en Economía (RedNIE) View citations (1)
   Also in IMF Working Papers, International Monetary Fund (2021)
   See also Journal Article Robust optimal macroprudential policy, Journal of International Economics, Elsevier (2023) (2023)
8. Sovereign Cocos
   IMF Working Papers, International Monetary Fund View citations (2)
   Also in Working Papers, Red Nacional de Investigadores en Economía (RedNIE) (2022)
9. Sovereign Debt
   Working Papers, Red Nacional de Investigadores en Economía (RedNIE) View citations (1)
   Also in IMF Working Papers, International Monetary Fund (2022) View citations (2)
   See also Chapter Sovereign debt, Chapters, Edward Elgar Publishing (2023) (2023)

2021

10. Uncertainty Premia, Sovereign Default Risk, and State-Contingent Debt
    IMF Working Papers, International Monetary Fund View citations (4)
    Also in Working Papers, Red Nacional de Investigadores en Economía (RedNIE) (2021) View citations (5)
    See also Journal Article Uncertainty Premia, Sovereign Default Risk, and State-Contingent Debt, Journal of Political Economy Macroeconomics, University of Chicago Press (2023) View citations (7) (2023)

2020

11. A Conceptual Model for the Integrated Policy Framework
    IMF Working Papers, International Monetary Fund View citations (65)

2018

12. Commitment and sovereign default risk
    2018 Meeting Papers, Society for Economic Dynamics
13. The Dynamics of Sovereign Debt Crises and Bailouts
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (63)
    Also in IMF Working Papers, International Monetary Fund (2016) View citations (74)
    See also Journal Article The dynamics of sovereign debt crises and bailouts, Journal of International Economics, Elsevier (2018) View citations (55) (2018)

2017

14. Housing Finance and Real Estate Markets in Colombia
    IMF Working Papers, International Monetary Fund
15. The Adjustment to Commodity Price Shocks in Chile, Colombia, and Peru
    IMF Working Papers, International Monetary Fund View citations (7)

2015

16. Fiscal rules and the Sovereign Default Premium
    CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington View citations (30)
    Also in IMF Working Papers, International Monetary Fund (2012) View citations (32)
    Working Paper, Federal Reserve Bank of Richmond (2012) View citations (49)
    2015 Meeting Papers, Society for Economic Dynamics (2015) View citations (30)
    See also Journal Article Fiscal Rules and the Sovereign Default Premium, American Economic Journal: Macroeconomics, American Economic Association (2022) View citations (12) (2022)

Journal Articles

2024

1. How Large is the Sovereign Greenium?
   Oxford Bulletin of Economics and Statistics, 2024, 86, (6), 1472-1483
   See also Working Paper How Large is the Sovereign Greenium?, IMF Working Papers (2023) View citations (1) (2023)

2023

2. Robust optimal macroprudential policy
   Journal of International Economics, 2023, 141, (C)
   See also Working Paper Robust Optimal Macroprudential Policy, Working Papers (2022) View citations (1) (2022)
3. Uncertainty Premia, Sovereign Default Risk, and State-Contingent Debt
   Journal of Political Economy Macroeconomics, 2023, 1, (2), 334 - 370 View citations (7)
   See also Working Paper Uncertainty Premia, Sovereign Default Risk, and State-Contingent Debt, IMF Working Papers (2021) View citations (4) (2021)

2022

4. Fiscal Rules and the Sovereign Default Premium
   American Economic Journal: Macroeconomics, 2022, 14, (4), 244-73 View citations (12)
   See also Working Paper Fiscal rules and the Sovereign Default Premium, CAEPR Working Papers (2015) View citations (30) (2015)
5. Numerical fiscal rules for economic unions: The role of sovereign spreads
   Economics Letters, 2022, 210, (C) View citations (5)
   See also Working Paper Numerical Fiscal Rules for Economic Unions: the Role of Sovereign Spreads, Working Papers (2022) View citations (6) (2022)

2019

6. The adjustment to commodity price shocks
   Journal of Applied Economics, 2019, 22, (1), 437-467 View citations (17)

2018

7. The dynamics of sovereign debt crises and bailouts
   Journal of International Economics, 2018, 114, (C), 1-13 View citations (55)
   See also Working Paper The Dynamics of Sovereign Debt Crises and Bailouts, CEPR Discussion Papers (2018) View citations (63) (2018)

Chapters

2023

1. Sovereign debt
   Chapter 17 in Research Handbook of Financial Markets, 2023, pp 378-405
   See also Working Paper Sovereign Debt, Red Nacional de Investigadores en Economía (RedNIE) (2022) View citations (1) (2022)