Quantitative properties of sovereign default models: solution methods (RED 2010)

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Contents

Article

Authors Title Journal Year Edition Pages JEL Codes Keywords
Juan Carlos Hatchondo, Leonardo Martinez, Horacio Sapriza Quantitative properties of sovereign default models: solution methods RED 2010 4 919-933 F34, F41 Emerging economies, Sovereign debt, Default, Numerical methods

Article information

Program code Data Readme Method(s) & estimation Data type Data used Origin of data used Software used (Version)

This article is a replication of

Authors Title Journal Year Edition Pages JEL Codes Keywords Replication type Replication result [refer to replication type 1 and 2] Raw data Call into question Authors statement
Cristina Arellano Default Risk and Income Fluctuations in Emerging Economies AER 2008 3 690 - 712 E32, E43, F34, O11, O19
Mark Aguiar, Gita Gopinath Defaultable debt, interest rates and the current account JIE 2006 1 64-83 F3, F4 sovereign debt, default, current account, interest rates, stochastic trend

References


DOI: 10.1016/j.red.2010.03.001 IDEAS: a/red/issued/08-133.html EconPapers: RePEc:red:issued:08-133


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