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
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
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.
Country Spreads and Emerging Countries: Who Drives Whom? (Joint with Martin Uribe)
Journal of International Economics,
69, June 2006, 6-36.
(Awarded the Elsevier's Economics and
Finance Journals most cited articles in 2005-2009)
Interest Rate Swap with Corporate Default and Investment
(Joint with Urban Jermann)
Export Dynamics in Large Devaluations
(Joint with George
Alessandria and Sangeeta Pratap)
“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)