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

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DOI: [http://dx.doi.org/10.1016/j.red.2010.03.001 10.1016/j.red.2010.03.001] IDEAS: [http://ideas.repec.org/a/red/issued/08-133.html a/red/issued/08-133.html] EconPapers: [http://econpapers.repec.org/RePEc:red:issued:08-133 RePEc:red:issued:08-133]
  
 
[[Category:Replication of more than one study]]
 
[[Category:Replication of more than one study]]

Revision as of 20:30, 2 December 2014

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 919-933 F34, F41

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 69 64-83

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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