Cristina Arellano

Federal Reserve Bank of Minneapolis

90 Hennepin Avenue

Minneapolis, MN 55480

United States

SCHOLARLY PAPERS

11

DOWNLOADS

310

SSRN CITATIONS
Rank 6,106

SSRN RANKINGS

Top 6,106

in Total Papers Citations

116

CROSSREF CITATIONS

105

Scholarly Papers (11)

1.

Deadly Debt Crises: Covid-19 in Emerging Markets

NBER Working Paper No. w27275
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 91 (349,310)
Citation 4

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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 (366,970)
Citation 10

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

3.
Downloads 53 (466,712)
Citation 5

External and Public Debt Crises

FRB of Chicago Working Paper No. 2015-05
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 (566,861)

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Sovereign Debt, Public Debt, External Debt, Sovereign Default

External and Public Debt Crises

NBER Working Paper No. w21456
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 (670,618)
Citation 1

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4.

Financial Frictions and Fluctuations in Volatility

NBER Working Paper No. w22990
Number of pages: 59 Posted: 03 Jan 2017 Last Revised: 26 Apr 2021
Cristina Arellano, Yan Bai and Patrick Kehoe
Federal Reserve Bank of Minneapolis, University of Rochester - Department of Economics and Stanford University
Downloads 23 (620,552)
Citation 46

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5.

Linkages Across Sovereign Debt Markets

NBER Working Paper No. w19548
Number of pages: 39 Posted: 18 Oct 2013 Last Revised: 31 May 2021
Cristina Arellano and Yan Bai
Federal Reserve Bank of Minneapolis and University of Rochester - Department of Economics
Downloads 16 (670,361)

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6.

Sovereign Default Risk and Firm Heterogeneity

NBER Working Paper No. w23314
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 13 (693,338)
Citation 60

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7.

Partial Default

NBER Working Paper No. w26076
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 9 (724,796)

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8.

Sovereign Risk Contagion

NBER Working Paper No. w24031
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 (732,720)

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9.

Default Risk, Sectoral Reallocation, and Persistent Recessions

NBER Working Paper No. w23835
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 (732,720)
Citation 4

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10.

Micro Risks and Pareto Improving Policies with Low Interest Rates

NBER Working Paper No. w28996
Number of pages: 44 Posted: 05 Jul 2021 Last Revised: 24 Sep 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 3 (771,761)
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11.

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

NBER Working Paper No. w26671
Number of pages: 67 Posted: 22 Jan 2020 Last Revised: 17 May 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 (781,097)
Citation 1
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