Research

Publications

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

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

 (Abstract) (Paper)

 

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)

 

Sovereign Default and Debt Renegotiation

(Abstract) (Paper)

Journal of International Economics, forthcoming.

 

Working Papers

A Solution to the Country Risk-Business Cycles Disconnect   *NEW

          (Joint with Enrique Mendoza)

(Abstract) (Paper)

 

       

        Exchange Rate Policy and Sovereign Bond Spreads in Developing Countries

           (Joint with Samir Jahjah)

(Abstract) (Paper)

       

 

 

 

 

 

 

 

 

       

 

 

 

 

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