Horacio Sapriza

Names

Affiliations

• Rutgers University-Newark → Business → Department of Finance and Economics
  • website
  • location: Newark, New Jersey (United States)

Research profile

author of:

• Indexed Sovereign Debt: An Applied Framework
  by Guido Sandleris & Horacio Sapriza & Filippo Taddei
• Sovereign default, interest rates and political uncertainty in emerging markets
  by Cuadra, Gabriel & Sapriza, Horacio
• Sovereign Default, Terms of Trade and Interest Rates in Emerging Markets
  by Gabriel Cuadra & Horacio Sapriza
• Quantitative properties of sovereign default models: solution methods matter
  by Juan Carlos Hatchondo & Leonardo Martinez & Horacio Sapriza
• Code and data files for "Fiscal Policy and Default Risk in Emerging Markets"
  by Gabriel Cuadra & Juan Sanchez & Horacio Sapriza
• Quantitative models of sovereign default and the threat of financial exclusion
  by Juan Carlos Hatchondo & Leonardo Martinez & Horacio Sapriza
• Financially Constrained Stock Returns
  by Dmitry Livdan & Horacio Sapriza & Lu Zhang
• Code and data files for "Quantitative properties of sovereign default models: solution methods matter"
  by Juan Carlos Hatchondo & Leonardo Martinez & Horacio Sapriza
• Fiscal policy and default risk in emerging markets
  by Gabriel Cuadra & Juan M. Sanchez & Horacio Sapriza
• Online Appendix to "Quantitative properties of sovereign default models: solution methods"
  by Juan Carlos Hatchondo & Leonardo Martinez & Horacio Sapriza
• Heterogeneous borrowers in quantitative models of sovereign default
  by Juan Carlos Hatchondo & Leonardo Martinez & Horacio Sapriza
• The economics of sovereign defaults
  by Juan Carlos Hatchondo & Leonardo Martinez & Horacio Sapriza
• Sovereign default risk with heterogenous borrowers
  by Juan Carlos Hatchondo & Leonardo Martinez & Horacio Sapriza
• Indexed Sovereign Debt: An Applied Framework
  by Guido Sandleris & Horacio Sapriza & Filippo Taddei
• Computing business cycles in emerging economy models
  by Juan Carlos Hatchondo & Leonardo Martinez & Horacio Sapriza
• News and sovereign default risk in small open economies
  by Bora Durdu & Ricardo Nunes & Horacio Sapriza
• Quantitative properties of sovereign default models: solution methods
  by Juan Carlos Hatchondo & Leonardo Martinez & Horacio Sapriza
• On the cyclicality of the interest rate in emerging economy models: solution methods matter
  by Juan Carlos Hatchondo & Leonardo Martinez & Horacio Sapriza
• Sovereign Default, Interest Rates and Political Uncertainty in Emerging Markets
  by Gabriel Cuadra & Horacio Sapriza
• HETEROGENEOUS BORROWERS IN QUANTITATIVE MODELS OF SOVEREIGN DEFAULT
  by Juan Carlos Hatchondo & Leonardo Martinez & Horacio Sapriza
• Financially Constrained Stock Returns
  by DMITRY LIVDAN & HORACIO SAPRIZA & LU ZHANG
• Fiscal Policy and Default Risk in Emerging Markets.
  by Gabriel Cuadra & Horacio Sapriza
• Fiscal Policy, Inflation Tax and Default Risk in Emerging Economies
  by Horacio Sapriza & Gabriel Cuadra
• Fiscal Policy and Default Risk in Emerging Markets
  by Gabriel Cuadra & Juan Sanchez & Horacio Sapriza
• Trade credit and international trade during the 2008-09 global financial crisis
  by Brahima Coulibaly & Horacio Sapriza & Andrei Zlate
• Liquidity shocks, dollar funding costs, and the bank lending channel during the European sovereign crisis
  by Ricardo Correa & Horacio Sapriza & Andrei Zlate
• Sovereign credit risk, banks' government support, and bank stock returns around the world
  by Ricardo Correa & Kuan-Hui Lee & Horacio Sapriza & Gustavo A. Suarez
• Fiscal Policy and Default Risk in Emerging Markets
  by Juan M. Sanchez & Horacio Sapriza & Gabriel Cuadra
• Indexed Sovereign Debt: An Applied Framework
  by Horacio Sapriza & Filippo Taddei & Guido Sandleris
• News and sovereign default risk in small open economies
  by Ricardo Nunes & Horacio Sapriza & Bora Durdu
• News and sovereign default risk in small open economies
  by Ricardo Nunes & Horacio Sapriza & Ceyhun Bora Durdu
• Financial frictions, trade credit, and the 2008–09 global financial crisis
  by Coulibaly, Brahima & Sapriza, Horacio & Zlate, Andrei
• News and Sovereign Default Risk in Small Open Economies
  by C. Bora Durdu & Ricardo Nunes & Horacio Sapriza
• International evidence on government support and risk taking in the banking sector
  by Luis Brandao-Marques & Ricardo Correa & Horacio Sapriza
• Sovereign Credit Risk, Banks' Government Support, and Bank Stock Returns around the World
  by RICARDO CORREA & KUAN‐HUI LEE & HORACIO SAPRIZA & GUSTAVO A. SUAREZ
• News and sovereign default risk in small open economies
  by Durdu, C. Bora & Nunes, Ricardo & Sapriza, Horacio
• Sovereign Debt Crises
  by Ricardo Correa & Horacio Sapriza
• U.S. Unconventional Monetary Policy and Transmission to Emerging Market Economies
  by David Bowman & Juan M. Londono & Horacio Sapriza
• Sovereign Default and the Choice of Maturity
  by Juan M. Sanchez & Horacio Sapriza & Emircan Yurdagul
• Sovereign default and the choice of maturity
  by Horacio Sapriza & Emircan Yurdagul & Juan Sanchez
• Sovereign Default and Government’s Bailouts
  by Sandra Lizarazo & Horacio Sapriza & Javier Bianchi
• U.S. unconventional monetary policy and transmission to emerging market economies
  by Bowman, David & Londono, Juan M. & Sapriza, Horacio
• Sovereign debt ratings and stock liquidity around the World
  by Lee, Kuan-Hui & Sapriza, Horacio & Wu, Yangru
• Unconventional Monetary and Exchange Rate Policies
  by Tamim Bayoumi & Joseph E. Gagnon & Juan M. Londono & Christian Saborowski & Horacio Sapriza
• Liquidity Shocks, Dollar Funding Costs, and the Bank Lending Channel during the European Sovereign Crisis
  by Ricardo Correa & Horacio Sapriza & Andrei Zlate
• Cross-border Flows and Monetary Policy
  by Teodora Paligorova & Horacio Sapriza & Andrei Zlate & Ricardo Correa
• Cross-Border Bank Flows and Monetary Policy: Implications for Canada
  by Ricardo Correa & Teodora Paligorova & Horacio Sapriza & Andrei Zlate
• Direct and Spillover Effects of Unconventional Monetary and Exchange Rate Policies
  by Joseph E. Gagnon & Tamim Bayoumi & Juan M. Londono & Christian Saborowski & Horacio Sapriza
• Sovereign Debt Restructurings
  by Maximiliano Dvorkin & Juan M. Sanchez & Horacio Sapriza & Emircan Yurdagul
• News, sovereign debt maturity, and default risk
  by Maximiliano Dvorkin & Juan M. Sanchez & Horacio Sapriza & Emircan Yurdagul
• Improving Sovereign Debt Restructurings
  by Maximiliano Dvorkin & Juan M. Sanchez & Horacio Sapriza & Emircan Yurdagul
• How Does the Strength of Monetary Policy Transmission Depend on Real Economic Activity?
  by Horacio Sapriza & Judit Temesvary
• Bottom-up Leading Macroeconomic Indicators: An Application to Non-Financial Corporate Defaults using Machine Learning
  by Tyler Pike & Horacio Sapriza & Tom Zimmermann
• Cross-Border Bank Flows and Monetary Policy
  by Ricardo Correa & Teodora Paligorova & Horacio Sapriza & Andrei Zlate
• Government support, regulation, and risk taking in the banking sector
  by Brandao-Marques, Luis & Correa, Ricardo & Sapriza, Horacio
• International Evidence on Government Support and Risk-Taking in the Banking Sector
  by Brandao-Marques, L. & Correa, R. & Sapriza, H.
• Sovereign Debt Restructurings
  by Maximiliano Dvorkin & Juan M. Sánchez & Horacio Sapriza & Emircan Yurdagul
• Sovereign Debt Restructuring: A Dynamic Discrete Choice Approach
  by Maximiliano Dvorkin & Emircan Yurdagul & Horacio Sapriza & Juan Sanchez
• Asymmetries in the bank lending channel of monetary policy in the United States
  by Sapriza, Horacio & Temesvary, Judit
• International Evidence on Government Support and Risk Taking in the Banking Sector
  by Horacio Sapriza & Mr. Luis Brandao Marques & Mr. Ricardo Correa
• Quantitative properties of sovereign default models: solution methods matter
  by Mr. Leonardo Martinez & Juan Carlos Hatchondo & Horacio Sapriza
• Whatever it takes: what’s the impact of a major nonconventional monetary policy intervention?
  by Alcaraz, Carlo & Claessens, Stijn & Cuadra, Gabriel & Marqués-Ibáñez, David & Sapriza, Horacio
• News, sovereign debt maturity, and default risk
  by Dvorkin, Maximiliano & Sánchez, Juan M. & Sapriza, Horacio & Yurdagul, Emircan
• Sovereign default and maturity choice
  by Sánchez, Juan M. & Sapriza, Horacio & Yurdagul, Emircan
• News, sovereign debt maturity, and default risk
  by Maximiliano Dvorkin & Emircan Yurdagul & Horacio Sapriza & Juan Sanchez
• Whatever it takes. What's the impact of a major nonconventional monetary policy intervention?
  by Carlo Alcaraz & Stijn Claessens & Gabriel Cuadra & David Marques-Ibanez & Horacio Sapriza
• Direct and Spillover Effects of Unconventional Monetary and Exchange Rate Policies
  by Christian Saborowski & Horacio Sapriza & Juan M. Londono & Mr. Tamim Bayoumi & Mr. Joseph E. Gagnon
• Wholesale funding runs, global banks' supply of liquidity insurance, and corporate investment
  by Correa, Ricardo & Sapriza, Horacio & Zlate, Andrei
• The Collateral Channel and Bank Credit
  by Arun Gupta & Horacio Sapriza & Vladimir Yankov
• Cross-Border Bank Flows and Monetary Policy
  by Ricardo Correa & Teodora Paligorova & Horacio Sapriza & Andrei Zlate
• The Collateral Channel and Bank Credit
  by Arun Gupta & Horacio Sapriza & Vladimir Yankov
• Improving Sovereign Debt Restructurings
  by Maximiliano Dvorkin & Juan M. Sanchez & Horacio Sapriza & Emircan Yurdagul
• Introducing the Credit Market Sentiment Index
  by Danilo Leiva-León & Gabriel Perez-Quiros & Horacio Sapriza & Egon Zakrajšek