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 0 0 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 0 2 144
Asymmetric information and the lack of international portfolio diversification 0 0 0 137 0 0 2 489
Commitment and sovereign default risk 0 0 0 29 0 0 2 52
Constrained efficient borrowing with sovereign default risk 0 0 2 35 0 1 5 87
Credit Risk without Commitment 0 0 5 51 0 0 8 114
Debt Dilution and Sovereign Default Risk 0 0 1 58 0 0 2 122
Debt Dilution and Sovereign Default Risk 0 0 0 45 0 0 0 204
Debt Dilution and Sovereign Default Risk 0 0 3 83 0 0 5 109
Debt dilution and sovereign default risk 0 0 0 143 0 0 0 518
Debt dilution and sovereign default risk 0 0 1 56 0 1 3 148
Debt dilution, overborrowing, and sovereign default risk 0 2 2 29 0 2 3 131
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 0 0 1 134
Fiscal rules and the sovereign default premium 0 0 1 61 1 1 4 174
Fiscal rules and the sovereign default premium 0 1 2 51 0 2 4 171
Heterogeneous borrowers in quantitative models of sovereign default 0 0 1 215 0 1 5 635
Income Redistribution and Disability Insurance 0 0 0 104 0 1 1 214
International Reserves and Rollover Risk 0 0 1 100 0 4 6 133
International Reserves and Rollover Risk 0 0 0 79 0 0 1 262
International Reserves and Rollover Risk 0 0 2 96 0 0 110 857
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 0 1 10 811
Mortgage Defaults 0 0 0 52 0 0 8 109
Mortgage Defaults 0 0 0 64 0 0 1 217
Mortgage defaults 0 0 3 139 1 1 7 308
Mortgage defaults 0 0 0 40 0 0 1 166
Non-Defaultable Debt and Sovereign Risk 0 0 0 0 0 0 1 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" 1 1 3 194 1 1 4 358
Quantitative properties of sovereign default models: solution methods matter 0 0 0 65 1 1 4 197
Sovereign Bailouts 1 2 4 49 1 2 5 81
Sovereign Cocos and the Reprofiling of Debt Payments 0 0 3 54 0 1 8 181
Sovereign default risk with heterogenous borrowers 0 0 0 52 0 0 0 185
Sovereign defaults and optimal reserves management 0 1 2 113 0 1 10 97
Sudden stops, time inconsistency, and the duration of sovereign debt 0 0 0 70 0 0 3 127
The value of information with heterogeneous agents and partially revealing prices 0 0 0 70 0 0 0 303
The value of information with heterogeneous agents and partially revealing prices 0 0 0 26 0 1 1 235
Voluntary Sovereign Debt Exchanges 0 0 1 78 0 0 1 231
Total Working Papers 2 7 40 3,191 5 22 232 9,530

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 1 110
ASYMMETRIC INFORMATION AND THE LACK OF PORTFOLIO DIVERSIFICATION 0 0 0 39 0 0 0 149
Debt Dilution and Sovereign Default Risk 0 1 2 94 2 5 16 356
Europe may provide lessons on preventing mortgage defaults 0 0 0 12 0 0 1 44
HETEROGENEOUS BORROWERS IN QUANTITATIVE MODELS OF SOVEREIGN DEFAULT 0 0 0 80 0 1 2 260
How might the Fed's large-scale asset purchases lower long-term interest rates? 0 0 0 42 1 1 1 127
International Reserves and Rollover Risk 0 0 1 43 1 2 12 343
Is a new asset bubble emerging in certain markets? 0 0 0 54 0 0 3 114
Legal protection to foreign investors 0 0 0 6 0 1 2 57
Life cycle patterns and boom-bust dynamics in U.S. housing prices 0 0 0 8 0 0 2 64
Long-duration bonds and sovereign defaults 2 6 9 405 2 7 28 934
Mortgage defaults 0 0 0 55 0 0 8 222
Non-defaultable debt and sovereign risk 0 2 3 45 1 3 7 155
On the benefits of GDP-indexed government debt: lessons from a model of sovereign defaults 0 0 0 15 0 0 2 78
Quantitative models of sovereign default and the threat of financial exclusion 0 0 0 116 0 0 3 316
Quantitative properties of sovereign default models: solution methods 0 2 4 501 1 6 22 1,376
Recoveries from recessions associated with banking crises: how does this one compare? 0 0 0 7 0 1 1 70
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 0 1 55 0 0 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 3 145
Voluntary sovereign debt exchanges 0 0 1 71 0 1 4 234
Total Journal Articles 2 11 21 2,137 8 28 120 6,424

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" 0 7 29 1,000 0 9 36 1,504
Total Software Items 0 7 29 1,000 0 9 36 1,504

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-07-04