Defaultable debt, interest rates and the current account, Journal of International Economics, vol.69, issue.1, pp.64-83, 2006. ,
DOI : 10.1016/j.jinteco.2005.05.005
URL : http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.139.2167
Business Cycles around the Globe: A Regimeswitching Approach, CEPR Discussion Papers C.E.P.R. Discussion Papers, vol.7968, 2010. ,
Lévy Processes and Stochastic Calculus, Cambridge studies in advanced mathematics, 2004. ,
Default Risk and Income Fluctuations in Emerging Economies, American Economic Review, vol.98, issue.3, pp.690-712, 2008. ,
DOI : 10.1257/aer.98.3.690
Sovereign debt crises and credit to the private sector, Journal of International Economics, vol.74, issue.1, pp.53-69, 2008. ,
DOI : 10.1016/j.jinteco.2007.05.008
Recovery Before Redemption: A Theory of Delays in Sovereign Debt Renegotiations, SSRN Electronic Journal, 2009. ,
DOI : 10.2139/ssrn.1392539
A Constant Recontracting Model of Sovereign Debt, Journal of Political Economy, vol.97, issue.1, pp.155-78, 1989. ,
DOI : 10.1086/261596
Can debt crises be self-fulfilling?, Journal of Development Economics, vol.82, issue.1, pp.234-244, 2007. ,
DOI : 10.1016/j.jdeveco.2006.03.004
Maturity, indebtedness, and default risk, 2011. ,
DOI : 10.1257/aer.102.6.2674
URL : http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.188.6000
The Debt Crisis: A Postmortem, NBER Macroeconomics Annual, pp.65-114, 1992. ,
DOI : 10.1086/654187
Growth and external debt under risk of debt repudiation, European Economic Review, vol.30, issue.3, pp.529-560, 1986. ,
DOI : 10.1016/0014-2921(86)90007-3
40 years of sovereign debt crises, CEPR Discussion Papers, vol.8269, 2011. ,
Endogenous debt crises, Journal of International Money and Finance, vol.51, 2011. ,
DOI : 10.1016/j.jimonfin.2014.11.005
URL : https://hal.archives-ouvertes.fr/halshs-01204762
A self-fulfilling model of Mexico's 1994???1995 debt crisis, Journal of International Economics, vol.41, issue.3-4, pp.309-330, 1996. ,
DOI : 10.1016/S0022-1996(96)01439-0
Sovereign Defaults: The Price of Haircuts, American Economic Journal: Macroeconomics, vol.5, issue.3, 2011. ,
DOI : 10.1257/mac.5.3.85
Sovereign default, interest rates and political uncertainty in emerging markets, Journal of International Economics, vol.76, issue.1, pp.78-88, 2008. ,
DOI : 10.1016/j.jinteco.2008.05.001
Debt with Potential Repudiation: Theoretical and Empirical Analysis, The Review of Economic Studies, vol.48, issue.2, pp.289-309, 1981. ,
DOI : 10.2307/2296886
URL : http://restud.oxfordjournals.org/cgi/content/short/48/2/289
A Quantitative Model of Sovereign Debt, Bailouts and Conditionality Working Paper Series of the Department of Economics, pp.2011-2057, 2011. ,
Business-Cycle Analysis with a Markov-Switching Model, Journal of Business & Economic Statistics, vol.11, pp.331-370, 1993. ,
A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle, Econometrica, vol.57, issue.2, pp.357-84, 1989. ,
DOI : 10.2307/1912559
Long-duration bonds and sovereign defaults, Journal of International Economics, vol.79, issue.1, pp.117-125, 2009. ,
DOI : 10.1016/j.jinteco.2009.07.002
URL : http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.343.4018
Quantitative properties of sovereign default models: Solution methods matter, Review of Economic Dynamics, vol.13, issue.4, pp.919-933, 2010. ,
DOI : 10.1016/j.red.2010.03.001
Working Paper Series rwp06-046, Growth Collapses, 2006. ,
Living with Debt: How to Limit Risks of Sovereign Finance, Economic and Social Progress Report, 2007. ,
The Elusive Costs of Sovereign Defaults, SSRN Electronic Journal, vol.94, pp.95-105, 2011. ,
DOI : 10.2139/ssrn.1820058
A General Equilibrium Model of Sovereign Default and Business Cycles, National Bureau of Economic Research, 2011. ,
Debt Intolerance, Brookings Papers on Economic Activity, vol.34, pp.1-74, 2003. ,
DOI : 10.3386/w9908
Sovereign Debt in the Second Great Contraction: Is This Time Different, NBER Reporter, vol.3, pp.1-5, 2011. ,
Debt Defaults and Lessons from a Decade of Crises, 2007. ,
Solving sovereign debt models faster: an endogenous grid method, Dynare working paper (forthcoming), CEPREMAP, 2012. ,
World Development Indicators, 2004. ,
Sovereign default and debt renegotiation, Journal of International Economics, vol.80, issue.2, pp.176-187, 2010. ,
DOI : 10.1016/j.jinteco.2009.11.004