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Sovereign Risk, Interbank Freezes, and Aggregate Fluctuations

https://doi.org/10.2139/ssrn.2650450
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Alternative approaches to the theory of the banking firm
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Financial Intermediation and Credit Policy in Business Cycle Analysis
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Securitized banking and the run on repo
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Sovereign bond yield spreads: A time-varying coefficient approach
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Defaultable debt, interest rates and the current account
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Long-duration bonds and sovereign defaults
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Sovereign default and debt renegotiation
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Sovereign defaults and liquidity crises
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Duration of sovereign debt renegotiation
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Default risk and risk averse international investors
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A quantitative model of sovereign debt, bailouts and conditionality
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Business cycles in emerging economies: the role of interest rates
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Optimal simple and implementable monetary and fiscal rules
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Sovereign debt markets in turbulent times: Creditor discrimination and crowding-out effects
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Fiscal policy and default risk in emerging markets
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Quantitative properties of sovereign default models: Solution methods matter
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International financial architecture and strategic default: can financial crises be less painful?
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Playing Tricks on the European Central Bank
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Sovereign Default Risk and Bank Fragility in Financially Integrated Economies
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Private and Public Supply of Liquidity
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The Aggregate Demand for Treasury Debt
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Default and the Maturity Structure in Sovereign Bonds
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A General Equilibrium Model of Sovereign Default and Business Cycles
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Flight-to-Quality or Flight-to-Liquidity? Evidence from the Euro-Area Bond Market
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Collateral, Liquidity and Debt Sustainability
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Sovereign Debt without Default Penalties
inferredcites →https://doi.org/10.1111/j.1468-0297.2011.02426.xopenalex-extracted
The Forgotten History of Domestic Debt
inferredcites →https://doi.org/10.1111/j.1468-0297.2012.02553.xopenalex-extracted
The ECB and the Interbank Market
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COMMERCIAL BANK RESERVE MANAGEMENT IN A STOCHASTIC MODEL: IMPLICATIONS FOR MONETARY POLICY
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Sovereign Defaults, Credit to the Private Sector, and Domestic Credit Market Institutions
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Sovereign Default, Domestic Banks, and Financial Institutions
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Do Countries Default in “Bad times”?
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Sudden Stops and Phoenix Miracles in Emerging Markets
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Sovereign Risk and Secondary Markets
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Maturity, Indebtedness, and Default Risk
inferredcites →https://doi.org/10.1257/aer.98.1.439openalex-extracted
Growth Dynamics: The Myth of Economic Recovery
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The Aftermath of Financial Crises
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No. 31031. European Union, Belgium, Denmark, France, Germany, Greece, Ireland, Italy, Luxembourg, Netherlands, Portugal, Spain and the United Kingdom of Great Britain and Northern Ireland, and Hungary
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Duration of Capital Market Exclusion: An Empirical Investigation
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An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area
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Sovereign Default Risk and Uncertainty Premia
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The Loan Market, Collateral, and Rates of Interest
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Inside Money, Outside Money, and Short-Term Interest Rates
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Debt with Potential Repudiation: Theoretical and Empirical Analysis
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Financial Intermediation and Delegated Monitoring
inferredcites →https://doi.org/10.2307/2527230openalex-extracted
Models of Sovereign Debt: Partial Versus General Reputations
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Country Spreads and Emerging Countries: Who Drives Whom?
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Sovereign Debt as a Contingent Claim: Excusable Default, Repudiation, and Reputation
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A Pyrrhic Victory? - Bank Bailouts and Sovereign Credit Risk
inferredcites →https://doi.org/10.3386/w18732openalex-extracted
The Supply and Demand for Safe Assets
inferredcites →https://doi.org/10.3386/w19548openalex-extracted
Linkages across Sovereign Debt Markets
inferredcites →https://doi.org/10.5089/9781475596403.001openalex-extracted
Tracking Global Demand for Advanced Economy Sovereign Debt
inferredcites →https://doi.org/10.7551/mitpress/2295.001.0001openalex-extracted
Debt Defaults and Lessons from a Decade of Crises
inferredcites →https://doi.org/10.1016/j.econlet.2010.10.001openalex-snapshot
The Janus-headed salvation: Sovereign and bank credit risk premia during 2008–2009
inferredcites →https://doi.org/10.1016/j.jinteco.2010.10.001openalex-snapshot
Sovereign Default, Private Sector Creditors and the IFIs
inferredcites →https://doi.org/10.1093/rfs/hht011openalex-snapshot
Sovereign Debt, Government Myopia, and the Financial Sector
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Sovereign Debt: Is To Forgive To Forget?
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