Cristina Arellano

Federal Reserve Bank of Minneapolis

90 Hennepin Avenue

Minneapolis, MN 55480

United States

SCHOLARLY PAPERS

11

DOWNLOADS

314

SSRN CITATIONS
Rank 6,052

SSRN RANKINGS

Top 6,052

in Total Papers Citations

116

CROSSREF CITATIONS

105

Scholarly Papers (11)

1.

Deadly Debt Crises: Covid-19 in Emerging Markets

Number of pages: 46 Posted: 02 Jun 2020 Last Revised: 27 Jun 2021
Cristina Arellano, Yan Bai and Gabriel Mihalache
Federal Reserve Bank of Minneapolis, University of Rochester - Department of Economics and Stony Brook University
Downloads 92 (351,783)
Citation 4

Abstract:

Loading...

2.

Envelope Condition Method with an Application to Default Risk Models

Number of pages: 43 Posted: 23 Jul 2014
Federal Reserve Bank of Minneapolis, CUNY The Graduate Center - Department of Economics, Universidad de Alicante - Departamento de Fundamentos del Analisis Economico and Cornell University - Department of Economics
Downloads 84 (372,151)
Citation 10

Abstract:

Loading...

Dynamic programming; Value function iteration; Bellman equation; Endogenous grid; Envelope condition; Curse of dimensionality; Large scale; Sovereign debt; Default risk

3.
Downloads 53 (472,999)
Citation 5

External and Public Debt Crises

Number of pages: 60 Posted: 15 Jul 2015
Cristina Arellano, Andrew Atkeson and Mark L. J. Wright
Federal Reserve Bank of Minneapolis, University of California, Los Angeles (UCLA) - Department of Economics and Federal Reserve Banks - Federal Reserve Bank of Minneapolis
Downloads 34 (574,198)

Abstract:

Loading...

Sovereign Debt, Public Debt, External Debt, Sovereign Default

External and Public Debt Crises

Number of pages: 54 Posted: 18 Aug 2015 Last Revised: 18 Aug 2021
Cristina Arellano, Andrew Atkeson and Mark L. J. Wright
Federal Reserve Bank of Minneapolis, University of California, Los Angeles (UCLA) - Department of Economics and Federal Reserve Banks - Federal Reserve Bank of Minneapolis
Downloads 19 (678,836)
Citation 1

Abstract:

Loading...

4.

Financial Frictions and Fluctuations in Volatility

Number of pages: 59 Posted: 03 Jan 2017 Last Revised: 27 Oct 2021
Cristina Arellano, Yan Bai and Patrick Kehoe
Federal Reserve Bank of Minneapolis, University of Rochester - Department of Economics and Stanford University
Downloads 23 (628,322)
Citation 46

Abstract:

Loading...

5.

Linkages Across Sovereign Debt Markets

Number of pages: 39 Posted: 18 Oct 2013 Last Revised: 01 Dec 2021
Cristina Arellano and Yan Bai
Federal Reserve Bank of Minneapolis and University of Rochester - Department of Economics
Downloads 16 (678,475)

Abstract:

Loading...

6.

Sovereign Default Risk and Firm Heterogeneity

Number of pages: 68 Posted: 10 Apr 2017 Last Revised: 15 Sep 2021
Cristina Arellano, Yan Bai and Luigi Bocola
Federal Reserve Bank of Minneapolis, University of Rochester - Department of Economics and Stanford University - Department of Economics
Downloads 14 (693,722)
Citation 60

Abstract:

Loading...

7.

Partial Default

Number of pages: 60 Posted: 23 Jul 2019 Last Revised: 07 Oct 2021
Federal Reserve Bank of Minneapolis, Queen Mary University of London and University of Pennsylvania - Department of Economics
Downloads 10 (725,071)

Abstract:

Loading...

8.

Sovereign Risk Contagion

Number of pages: 50 Posted: 20 Nov 2017 Last Revised: 30 Aug 2021
Cristina Arellano, Yan Bai and Sandra Valentina Lizarazo
Federal Reserve Bank of Minneapolis, University of Rochester - Department of Economics and Independent
Downloads 8 (740,965)

Abstract:

Loading...

9.

Default Risk, Sectoral Reallocation, and Persistent Recessions

Number of pages: 37 Posted: 18 Sep 2017 Last Revised: 18 Aug 2021
Cristina Arellano, Yan Bai and Gabriel Mihalache
Federal Reserve Bank of Minneapolis, University of Rochester - Department of Economics and Stony Brook University
Downloads 8 (740,965)
Citation 4

Abstract:

Loading...

10.

Micro Risks and Pareto Improving Policies with Low Interest Rates

Number of pages: 44 Posted: 05 Jul 2021 Last Revised: 18 Nov 2021
Mark Aguiar, Manuel Amador and Cristina Arellano
Princeton University, Federal Reserve Banks - Federal Reserve Bank of Minneapolis and Federal Reserve Bank of Minneapolis
Downloads 4 (772,218)
  • Add to Cart

Abstract:

Loading...

11.

Monetary Policy and Sovereign Risk in Emerging Economies (Nk-Default)

Number of pages: 67 Posted: 22 Jan 2020 Last Revised: 18 Nov 2021
Cristina Arellano, Yan Bai and Gabriel Mihalache
Federal Reserve Bank of Minneapolis, University of Rochester - Department of Economics and Stony Brook University
Downloads 2 (789,543)
Citation 1

Abstract:

Loading...