IMF Publications by Author
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Roch, Francisco:
2022
Title: Sovereign Cocos
Series: Working Paper No. 2022/078
Date: April 29, 2022
Subject: Asset and liability management Consumption Contingent convertible capital Debt default Debt Relief External debt Financial sector policy and analysis National accounts Return on investment
2021
Title: Numerical Fiscal Rules for Economic Unions: the Role of Sovereign Spreads
Series: Working Paper No. 2021/196
Date: July 23, 2021
Subject: Asset and liability management Asset prices Debt limits Fiscal policy Fiscal rules Prices
Title: Uncertainty Premia, Sovereign Default Risk, and State-Contingent Debt
Series: Working Paper No. 2021/076
Date: March 12, 2021
Title: Robust Optimal Macroprudential Policy
Series: Working Paper No. 2021/055
Date: February 26, 2021
2020
Title: Constrained Efficient Borrowing with Sovereign Default Risk
Series: Working Paper No. 2020/227
Date: November 8, 2020
Title: A Conceptual Model for the Integrated Policy Framework
Series: Working Paper No. 20/121
Date: July 7, 2020
Subject: Capital controls Central Banks Exchange markets Foreign exchange intervention Foreign exchange reserves
2017
Title: The Adjustment to Commodity Price Shocks in Chile, Colombia, and Peru
Series: Working Paper No. 17/208
Date: September 29, 2017
Subject: Chile Colombia Commodity prices External shocks Fiscal policy Flexible exchange rates Monetary policy Peru Terms of trade
Title: Housing Finance and Real Estate Markets in Colombia
Series: Working Paper No. 17/190
Date: August 18, 2017
Subject: Colombia Cross-country analysis Econometric models External shocks Financial markets Financial stability Housing prices Mortgages
2016
Title: The Dynamics of Sovereign Debt Crises and Bailouts
Series: Working Paper No. 16/136
Date: July 11, 2016
Subject: Debt markets Econometric models Euro Area Financial crises Private sector Sovereign debt defaults
2012
Title: Fiscal Rules and the Sovereign Default Premium
Series: Working Paper No. 12/30
Date: January 1, 2012
Subject: Debt dilution Debt restructuring Default Economic models Fiscal consolidation Fiscal policy Fiscal rules Risk premium Sovereign debt