Research

Publications

 

 Exchange Rate Policy and Sovereign Bond Spreads in Developing Countries

           (Joint with Samir Jahjah and Bin Wei)

Accepted by Journal of Money, Credit and Banking

 

A GENERAL EQUILIBRIUM MODEL OF SOVEREIGN DEFAULT AND BUSINESS

CYCLES  

       (Joint with Enrique Mendoza)

Quarterly Journal of Economics, 2012, 127(2), 889-946.   

(earlier version: A Solution to the Disconnect between Country Risk and Business Cycles Theories

 

Sovereign Default and Debt Renegotiation

(Abstract) (Paper)

Journal of International Economics, 80 (2), March 2010, 176-187.

(Awarded the Bhagwati Prize for the Best Paper published in the Journal of International Economics during 2010-2011)

 

Global Yield Curve Dynamics and Interactions: A Generalized Nelson-Siegel Approach

(Joint with Francis X. Diebold and Canlin Li)

Journal of Econometrics, October 2008, 351-363.

(Abstract) (Paper)

 

Country Spreads and Emerging Countries: Who Drives Whom? (Joint with Martin Uribe)

Journal of International Economics, 69, June 2006, 6-36.

(Abstract) (Paper)

(Awarded the Elsevier's Economics and Finance Journals most cited articles in 2005-2009)

 

 

Working Papers

Interest Rate Swap with Corporate Default and Investment

(Joint with Urban Jermann) 

        

        

         Export Dynamics in Large Devaluations 

(Joint with George Alessandria and Sangeeta Pratap)

        

Work in Progress

            “Sovereign Risk and Financial Risk”

            (with Simon Gilchrist and Egon Zakrajsek)

 

            “Structural Adjustments in Production and International Trade: Theory and Evidence from China”

            (with Hanwei Huang and Jiandong Ju)

 

 

 

 

 

 

 

 

 

        

 

 

 

 

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