Francisco Roch

International Monetary Fund (IMF)

700 19th Street, N.W.

Washington, DC 20431

United States

SCHOLARLY PAPERS

15

DOWNLOADS

1,108

SSRN CITATIONS
Rank 19,558

SSRN RANKINGS

Top 19,558

in Total Papers Citations

60

CROSSREF CITATIONS

8

Scholarly Papers (15)

1.

A Conceptual Model for the Integrated Policy Framework

IMF Working Paper No. 20/121
Number of pages: 158 Posted: 12 Aug 2020
International Monetary Fund (IMF), International Monetary Fund (IMF), International Monetary Fund (IMF), International Monetary Fund (IMF) and International Monetary Fund (IMF) - Research Department
Downloads 171 (323,060)
Citation 14

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Exchange markets, Foreign exchange reserves, Capital controls, Central banks, Foreign exchange intervention, exchange rate flexibility, monetary policy, macroprudential regulation, WP, capital control, house sector, DCP, ex ante, premia

2.
Downloads 148 (364,730)

How Large is the Sovereign Greenium?

Number of pages: 12 Posted: 24 Apr 2023
Francisco Roch, Sakai Ando, Chenxu Fu and Ursula Wiriadinata
International Monetary Fund (IMF), International Monetary Fund (IMF), Independent and affiliation not provided to SSRN
Downloads 88 (536,676)

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Green bonds, sustainable finance, financial innovation, Sovereign debt, Greenium, Climate change

How Large is the Sovereign Greenium?

IMF Working Paper No. 2023/080
Number of pages: 15 Posted: 19 Apr 2023
Sakai Ando, Chenxu Fu, Francisco Roch and Ursula Wiriadinata
International Monetary Fund (IMF), Independent, International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 60 (669,088)

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Green Bonds, Sustainable Finance, Financial Innovation, Sovereign Debt, Greenium, Climate Change., bond database, green bond, Green bond data, green premium, Climate finance, Bonds, Sovereign bonds

3.

Sovereign Debt

IMF Working Paper No. 2022/122
Number of pages: 47 Posted: 07 Jul 2022
International Monetary Fund (IMF), International Monetary Fund (IMF), International Monetary Fund and Bruegel
Downloads 143 (374,882)

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Sovereign Debt, Safe Debt, Debt Default, Debt Restructuring, Costs of Sovereign Default, Political Defaults, Fiscal Frameworks, State Contingent Debt, Original Sin, debt contract, short-term debt, market value, sovereign default, capital market exclusion, default decision, default event, payment terms, liquid asset, Securities markets, Fiscal rules, Global

4.

Fiscal Rules and the Sovereign Default Premium

CAEPR Working Paper No. 010-2015
Number of pages: 44 Posted: 02 Jul 2015 Last Revised: 17 Dec 2015
Indiana University Bloomington, International Monetary Fund (IMF) - IMF Institute and International Monetary Fund (IMF)
Downloads 119 (431,710)
Citation 5

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Fiscal Rules, Debt Limit, Spread Limit, Default, Sovereign Default Premium, Countercyclical Policy, Endogenous Borrowing Constraints, Long-term Debt, Debt Dilution, Debt Tolerance

5.
Downloads 108 (463,815)
Citation 22

The Dynamics of Sovereign Debt Crises and Bailouts

Becker Friedman Institute for Research in Economics Working Paper No. 2018-29
Number of pages: 42 Posted: 10 May 2018
Harald Uhlig and Francisco Roch
University of Chicago - Department of Economics and International Monetary Fund (IMF)
Downloads 108 (466,526)
Citation 1

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Default, Bailouts, Self-fulfilling Crises, Endogenous Borrowing Constraints, Long-term Debt, OMT, Eurozone Debt Crisis

The Dynamics of Sovereign Debt Crises and Bailouts

CEPR Discussion Paper No. DP12921
Number of pages: 44 Posted: 15 May 2018
Francisco Roch and Harald Uhlig
International Monetary Fund (IMF) and University of Chicago - Department of Economics
Downloads 0
Citation 19
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Bailouts, default, Endogenous Borrowing Constraints, Eurozone Debt Crisis, long-term debt, OMT, Self-fulfilling Crises

6.

The Dynamics of Sovereign Debt Crises and Bailouts

IMF Working Paper No. 16/136
Number of pages: 47 Posted: 09 Dec 2016
Francisco Roch and Harald Uhlig
International Monetary Fund (IMF) and University of Chicago - Department of Economics
Downloads 70 (606,876)

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Sovereign debt defaults, Euro Area, Financial crises, Private sector, Debt markets, Econometric models, Default, Bailouts, Self-fulfilling Crises, Endogenous Borrowing Constraints, Long-term Debt, OMT, Eurozone Debt Crisis.

7.

Integrated Monetary and Financial Policies for Small Open Economies

IMF Working Paper No. 2023/161
Number of pages: 77 Posted: 22 Aug 2023
International Monetary Fund (IMF), International Monetary Fund (IMF), International Monetary Fund (IMF), International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 54 (690,171)
Citation 1

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integrated policy framework, monetary policy, capital controls, foreign exchange intervention, macroprudential policies

8.

Constrained Efficient Borrowing with Sovereign Default Risk

IMF Working Paper No. 20/227
Number of pages: 62 Posted: 05 Jan 2021
Indiana University Bloomington, International Monetary Fund (IMF) - IMF Institute and International Monetary Fund (IMF)
Downloads 54 (690,171)

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9.

Housing Finance and Real Estate Markets in Colombia

IMF Working Paper No. 17/190
Number of pages: 19 Posted: 14 Sep 2017
Francisco Roch
International Monetary Fund (IMF)
Downloads 43 (760,488)

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Colombia, Financial stability, Western Hemisphere, House price, price misalignment, mortgage markets, Financial Markets and the Macroeconomy, Housing Demand, Housing Supply and Markets

10.

Sovereign Cocos

IMF Working Paper No. 2022/078
Number of pages: 26 Posted: 12 May 2022
University of Western Ontario, International Monetary Fund (IMF), Ghent University - Department of Economics and International Monetary Fund (IMF)
Downloads 39 (789,296)

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Sovereign Cocos, default risk, maturity extensions, reprofiling, haircuts., liquidity shock, default frequency, government issues coco, risk-premium shock, debt payment, Contingent convertible capital, Debt default, Debt relief, Consumption, Return on investment, Global

11.

The Adjustment to Commodity Price Shocks in Chile, Colombia, and Peru

IMF Working Paper No. 17/208
Number of pages: 26 Posted: 25 Oct 2017
Francisco Roch
International Monetary Fund (IMF)
Downloads 37 (804,323)
Citation 2

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Western Hemisphere, Peru, Chile, Colombia, JEL Classification Numbers: E62, F14, H50, O13 Commodity Prices, Fiscal Policy, Flexible Exchange Rates, Commodity Prices, Country and Industry Studies of Trade, General

12.

Revisiting the Case for Debt Mutualization in the Euro Area: A Quantitative Exploration

IMF Working Paper No. 2023/059
Number of pages: 27 Posted: 05 Apr 2023
International Monetary Fund (IMF), International Monetary Fund (IMF) - Research Department, International Monetary Fund (IMF), University of Chicago Booth School of Business, International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 35 (819,835)

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Sovereign Debt, Debt Mutualization, Debt Assumption, Convenience Yield, Safe Assets., debt mutualization equivalent, mutualization proposal, EDMA debt, Debt reduction, Fiscal consolidation, Debt sustainability analysis, Fiscal stance, Europe

13.

Uncertainty Premia, Sovereign Default Risk, and State-Contingent Debt

IMF Working Paper No. 2021/76
Number of pages: 51 Posted: 28 Jun 2022
Francisco Roch and Francisco Roldán
International Monetary Fund (IMF) and International Monetary Fund
Downloads 30 (861,299)
Citation 1

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Sovereign debt, default risk, state-contingent debt instruments, robust control, ambiguity premia

14.

Numerical Fiscal Rules for Economic Unions: The Role of Sovereign Spreads

IMF Working Paper No. 2021/196
Number of pages: 16 Posted: 04 Feb 2022
Juan Hatchondo, Leonardo Martinez and Francisco Roch
University of Western Ontario, International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 30 (861,299)

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limit result, debt level, debt-limit rule, debt intolerance, elasticity function, hight-debt-intolerance economy, Fiscal rules, Debt limits, Asset prices

15.

Robust Optimal Macroprudential Policy

IMF Working Paper No. 2021/055
Number of pages: 62 Posted: 26 May 2021
Giselle Montamat and Francisco Roch
Independent and International Monetary Fund (IMF)
Downloads 27 (887,765)
Citation 1

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