Access Statistics for Juan Carlos Hatchondo

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Quantitative Model of Competitive Asset Pricing Under Private Information 0 0 0 0 1 1 1 162
A model of credit risk without commitment 0 0 0 11 0 0 0 64
A model of credit risk without commitment 0 0 1 5 0 0 3 55
Asset Trading and Valuation with Uncertain Exposure 0 0 0 57 0 0 0 105
Asymmetric Information and the Lack of International Portfolio 0 0 0 0 0 1 1 143
Asymmetric information and the lack of international portfolio diversification 0 0 0 137 0 1 3 489
Commitment and sovereign default risk 0 0 1 29 1 2 3 52
Constrained efficient borrowing with sovereign default risk 0 0 3 35 0 1 5 86
Credit Risk without Commitment 1 3 5 51 2 6 10 114
Debt Dilution and Sovereign Default Risk 1 1 3 83 1 2 4 108
Debt Dilution and Sovereign Default Risk 0 0 0 45 0 0 0 204
Debt Dilution and Sovereign Default Risk 1 1 1 58 1 2 2 122
Debt dilution and sovereign default risk 0 0 0 143 0 0 0 518
Debt dilution and sovereign default risk 0 0 0 55 0 1 1 146
Debt dilution, overborrowing, and sovereign default risk 0 0 0 27 0 1 1 129
Fiscal Rules and the Sovereign Default Premium 0 0 0 144 0 0 0 311
Fiscal rules and the Sovereign Default Premium 0 0 0 55 1 1 1 134
Fiscal rules and the sovereign default premium 0 0 3 61 1 2 9 173
Fiscal rules and the sovereign default premium 0 0 1 50 0 1 6 169
Heterogeneous borrowers in quantitative models of sovereign default 0 0 1 215 2 2 4 633
Income Redistribution and Disability Insurance 0 0 0 104 0 0 0 213
International Reserves and Rollover Risk 0 0 0 79 1 1 4 262
International Reserves and Rollover Risk 0 1 4 96 0 1 341 857
International Reserves and Rollover Risk 0 0 1 100 1 1 2 129
International reserves and rollover risk 0 0 0 53 0 0 0 155
International reserves and rollover risk 0 0 0 40 0 0 0 108
Long-duration bonds and sovereign defaults 0 0 2 333 1 2 12 810
Mortgage Defaults 0 0 0 52 0 1 5 106
Mortgage Defaults 0 0 0 64 0 0 1 216
Mortgage defaults 0 0 0 40 0 0 0 165
Mortgage defaults 1 1 4 139 1 2 6 306
Non-Defaultable Debt and Sovereign Risk 0 0 0 0 0 0 3 56
On the cyclicality of the interest rate in emerging economy models: solution methods matter 0 0 0 55 0 0 0 210
Online Appendix to "Quantitative properties of sovereign default models: solution methods" 0 0 2 193 0 1 4 357
Quantitative properties of sovereign default models: solution methods matter 0 0 0 65 0 0 3 196
Sovereign Bailouts 0 1 4 47 0 2 5 79
Sovereign Cocos and the Reprofiling of Debt Payments 0 0 4 54 0 2 8 180
Sovereign default risk with heterogenous borrowers 0 0 0 52 0 0 0 185
Sovereign defaults and optimal reserves management 0 0 2 112 0 2 9 95
Sudden stops, time inconsistency, and the duration of sovereign debt 0 0 0 70 1 1 3 127
The value of information with heterogeneous agents and partially revealing prices 0 0 0 26 0 0 0 234
The value of information with heterogeneous agents and partially revealing prices 0 0 0 70 0 0 0 303
Voluntary Sovereign Debt Exchanges 0 0 1 78 0 0 1 231
Total Working Papers 4 8 43 3,183 15 40 461 9,497

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A quantitative study of the role of wealth inequality on asset prices 0 0 0 19 0 0 2 110
ASYMMETRIC INFORMATION AND THE LACK OF PORTFOLIO DIVERSIFICATION 0 0 0 39 0 0 1 149
Debt Dilution and Sovereign Default Risk 1 1 3 93 3 4 16 349
Europe may provide lessons on preventing mortgage defaults 0 0 0 12 0 0 0 43
HETEROGENEOUS BORROWERS IN QUANTITATIVE MODELS OF SOVEREIGN DEFAULT 0 0 0 80 0 0 2 259
How might the Fed's large-scale asset purchases lower long-term interest rates? 0 0 0 42 0 0 1 126
International Reserves and Rollover Risk 0 0 3 43 2 2 15 341
Is a new asset bubble emerging in certain markets? 0 0 0 54 1 1 3 114
Legal protection to foreign investors 0 0 0 6 0 1 1 56
Life cycle patterns and boom-bust dynamics in U.S. housing prices 0 0 0 8 0 0 0 62
Long-duration bonds and sovereign defaults 0 0 10 398 3 7 30 925
Mortgage defaults 0 0 0 55 0 0 7 220
Non-defaultable debt and sovereign risk 0 0 1 43 0 1 9 152
On the benefits of GDP-indexed government debt: lessons from a model of sovereign defaults 0 0 1 15 0 0 2 77
Quantitative models of sovereign default and the threat of financial exclusion 0 0 0 116 1 2 3 316
Quantitative properties of sovereign default models: solution methods 0 0 12 499 3 6 31 1,370
Recoveries from recessions associated with banking crises: how does this one compare? 0 0 0 7 0 0 0 69
Sudden Stops, Time Inconsistency, and the Duration of Sovereign Debt 0 0 0 24 0 0 0 80
The behavior of household and business investment over the business cycle 0 1 1 55 0 1 2 176
The economics of sovereign defaults 0 0 0 420 0 0 0 1,014
The politics of sovereign defaults 0 0 0 26 0 0 3 144
Voluntary sovereign debt exchanges 0 0 2 71 1 2 7 233
Total Journal Articles 1 2 33 2,125 14 27 135 6,385

Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Code and data files for "Quantitative properties of sovereign default models: solution methods matter" 1 3 28 991 1 4 39 1,493
Total Software Items 1 3 28 991 1 4 39 1,493

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Statistics updated 2025-03-03