Access Statistics for Horacio Sapriza

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bank Lending Standards and the U.S. Economy 0 0 0 14 1 6 17 32
Bottom-up Leading Macroeconomic Indicators: An Application to Non-Financial Corporate Defaults using Machine Learning 0 0 0 37 5 8 16 73
Computing business cycles in emerging economy models 0 0 0 135 3 4 13 367
Credit Supply Shocks During a Non-Financial Recession 0 2 4 4 0 5 18 18
Cross-Border Bank Flows and Monetary Policy 0 0 1 84 3 6 15 305
Cross-Border Bank Flows and Monetary Policy: Implications for Canada 0 0 1 62 1 3 13 169
Cross-border Flows and Monetary Policy 0 0 0 113 3 7 19 235
Direct and Spillover Effects of Unconventional Monetary and Exchange Rate Policies 0 0 0 43 0 3 10 83
Do Costly Internal Equity Injections Reveal Bank Expectations about Post-Crisis Real Outcomes? 0 0 0 7 3 5 9 10
Financially Constrained Stock Returns 0 0 1 137 2 2 12 434
Fiscal Policy and Default Risk in Emerging Markets 0 0 0 194 7 8 12 456
Fiscal Policy and Default Risk in Emerging Markets 0 0 0 24 3 4 8 135
Fiscal Policy, Inflation Tax and Default Risk in Emerging Economies 0 0 0 0 1 1 3 305
Fiscal policy and default risk in emerging markets 0 1 1 381 2 4 13 953
Heterogeneous borrowers in quantitative models of sovereign default 0 0 0 215 5 6 17 651
How Does the Strength of Monetary Policy Transmission Depend on Real Economic Activity? 0 0 0 45 2 3 14 128
Improving Sovereign Debt Restructurings 0 0 1 63 1 3 13 135
Improving Sovereign Debt Restructurings 0 0 0 18 2 3 9 21
Improving Sovereign Debt Restructurings 0 0 0 1 0 1 9 14
Indexed Sovereign Debt: An Applied Framework 0 0 0 9 2 5 20 72
Indexed Sovereign Debt: An Applied Framework 0 0 0 53 3 4 22 166
Indexed Sovereign Debt: An Applied Framework 0 0 1 105 1 5 15 318
International Evidence on Government Support and Risk Taking in the Banking Sector 0 0 0 30 7 10 19 166
International Evidence on Government Support and Risk-Taking in the Banking Sector 0 0 0 2 4 9 19 34
International evidence on government support and risk taking in the banking sector 0 0 0 75 2 8 21 306
Liquidity Shocks, Dollar Funding Costs, and the Bank Lending Channel during the European Sovereign Crisis 0 0 1 40 4 5 19 148
Liquidity shocks, dollar funding costs, and the bank lending channel during the European sovereign crisis 0 0 0 135 3 6 15 280
News and Sovereign Default Risk in Small Open Economies 0 0 0 106 1 29 52 351
News and sovereign default risk in small open economies 0 0 0 16 0 2 8 104
News and sovereign default risk in small open economies 0 0 0 7 1 5 10 94
News and sovereign default risk in small open economies 0 0 0 108 3 4 14 299
News, sovereign debt maturity, and default risk 0 0 0 20 3 5 18 62
News, sovereign debt maturity, and default risk 0 0 3 171 3 6 21 583
On the cyclicality of the interest rate in emerging economy models: solution methods matter 0 0 0 55 0 3 6 216
Online Appendix to "Quantitative properties of sovereign default models: solution methods" 0 1 4 197 3 33 61 418
Quantitative properties of sovereign default models: solution methods matter 0 0 0 71 2 3 7 180
Quantitative properties of sovereign default models: solution methods matter 0 0 0 65 0 0 19 215
Sovereign Debt Crises 0 0 0 102 5 8 21 299
Sovereign Debt Restructuring: A Dynamic Discrete Choice Approach 0 0 2 72 4 9 23 200
Sovereign Debt Restructurings 0 1 4 316 0 3 15 537
Sovereign Default and Government’s Bailouts 0 0 0 70 4 6 13 110
Sovereign Default and the Choice of Maturity 0 1 2 188 4 6 15 338
Sovereign Default, Interest Rates and Political Uncertainty in Emerging Markets 0 0 0 228 0 43 71 630
Sovereign Default, Terms of Trade and Interest Rates in Emerging Markets 0 0 1 185 1 3 12 486
Sovereign credit risk, banks' government support, and bank stock returns around the world 0 0 1 62 4 8 29 390
Sovereign default and the choice of maturity 0 0 0 20 1 2 6 63
Sovereign default risk with heterogenous borrowers 0 0 0 52 2 2 7 192
The Collateral Channel and Bank Credit 0 0 0 15 1 3 8 24
The Collateral Channel and Bank Credit 0 0 4 25 2 7 26 42
The Real Effects of Credit Supply Shocks During the COVID-19 Pandemic 0 0 2 5 7 8 23 36
Trade credit and international trade during the 2008-09 global financial crisis 0 0 1 79 1 3 9 280
U.S. Unconventional Monetary Policy and Transmission to Emerging Market Economies 0 0 1 187 1 11 21 380
Unconventional Monetary and Exchange Rate Policies 0 0 1 93 3 3 14 212
What is the Impact of a Major Unconventional Monetary Policy Intervention? 0 1 17 17 2 8 44 44
Whatever it takes. What's the impact of a major nonconventional monetary policy intervention? 0 0 1 85 6 12 24 182
Whatever it takes: what’s the impact of a major nonconventional monetary policy intervention? 0 0 0 68 6 6 19 173
Total Working Papers 0 7 55 4,711 140 375 1,006 13,154


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asymmetries in the bank lending channel of monetary policy in the United States 1 8 9 40 1 12 30 104
Bank Liquidity and Financing of Nonbank Mortgage Companies 0 0 2 2 3 6 15 15
Bank lending standards and the U.S. economy 0 1 1 1 0 3 3 3
Banks' Credit Lines to Nonbank Mortgage Companies and Downstream Mortgage Originations 0 0 3 3 0 2 12 12
Credit Supply Shocks During a Nonfinancial Recession 0 0 1 1 3 5 9 9
Cross-Border Bank Flows and Monetary Policy 1 1 6 21 3 5 28 87
Direct and Spillover Effects of Unconventional Monetary and Exchange Rate Policies 0 0 0 26 1 3 11 136
Economic activity and the bank credit channel 0 0 1 9 2 3 17 39
Financial frictions, trade credit, and the 2008–09 global financial crisis 0 0 1 105 2 4 14 335
Financially Constrained Stock Returns 0 0 0 105 4 11 20 493
Fiscal Policy and Default Risk in Emerging Markets 1 2 6 527 5 14 44 1,503
Government support, regulation, and risk taking in the banking sector 0 0 1 80 2 3 14 308
HETEROGENEOUS BORROWERS IN QUANTITATIVE MODELS OF SOVEREIGN DEFAULT 0 0 0 80 4 9 23 282
Improving sovereign debt restructurings 0 0 2 5 3 5 20 29
Introducing the Credit Market Sentiment Index 0 0 2 61 5 9 16 154
News and sovereign default risk in small open economies 0 0 0 58 1 3 16 194
News, sovereign debt maturity, and default risk 0 0 4 12 2 6 21 78
Policies for Improving Sovereign Debt Restructurings 0 0 0 14 2 5 15 43
Quantitative models of sovereign default and the threat of financial exclusion 0 0 0 116 4 6 10 326
Quantitative properties of sovereign default models: solution methods 0 0 4 503 6 7 35 1,406
Redlining and U.S. Residential Mortgage Market Pricing 0 0 1 10 3 4 9 31
Sentiment About Business Debt as a Leading Economic Indicator 0 0 2 5 0 1 11 29
Sovereign Credit Risk, Banks' Government Support, and Bank Stock Returns around the World 0 0 0 39 5 5 17 226
Sovereign Debt Restructurings 0 4 11 40 1 8 35 122
Sovereign debt ratings and stock liquidity around the World 0 0 0 13 2 3 13 88
Sovereign default and maturity choice 0 1 2 59 3 5 19 189
Sovereign default, interest rates and political uncertainty in emerging markets 1 1 4 572 3 5 20 1,471
The Collateral Channel and Bank Credit 0 1 5 7 5 10 30 39
The economics of sovereign defaults 0 0 0 420 1 4 15 1,029
U.S. unconventional monetary policy and transmission to emerging market economies 0 1 3 172 4 9 36 553
Wholesale funding runs, global banks' supply of liquidity insurance, and corporate investment 0 0 2 23 2 3 22 90
Total Journal Articles 4 20 73 3,129 82 178 600 9,423


Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Code and data files for "Fiscal Policy and Default Risk in Emerging Markets" 1 3 7 480 4 6 19 835
Code and data files for "Quantitative properties of sovereign default models: solution methods matter" 1 3 20 1,016 3 7 35 1,534
Total Software Items 2 6 27 1,496 7 13 54 2,369


Statistics updated 2026-05-06