This repository site contains codes, data and README files that allow for the replication of some of my published and forthcoming papers.
1. Interest Rate Uncertainty and Sovereign Default Risk
with Alok Johri and Shahed K. Khan
Journal of International Economics, Volume 139, November 2022. PDF
- README file here.
- ZIP file with codes to replicate the empirical and quantitative model results here.
2. Does It Matter How Central Banks Accumulate Reserves? Evidence from Sovereign Spreads
with Federico Sturzenegger
R&R at the Journal of International Economics, November 2022. PDF