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 2 4 165
A model of credit risk without commitment 0 0 0 11 0 3 3 67
A model of credit risk without commitment 0 0 0 5 3 4 4 59
Asset Trading and Valuation with Uncertain Exposure 0 0 0 57 5 9 10 115
Asymmetric Information and the Lack of International Portfolio 0 0 0 0 5 10 11 154
Asymmetric information and the lack of international portfolio diversification 0 0 0 137 6 9 13 502
Commitment and sovereign default risk 0 0 0 29 5 8 9 60
Constrained efficient borrowing with sovereign default risk 0 0 0 35 6 13 16 102
Credit Risk without Commitment 0 0 1 51 1 5 8 120
Debt Dilution and Sovereign Default Risk 0 0 0 45 5 16 16 220
Debt Dilution and Sovereign Default Risk 0 0 1 83 24 32 36 143
Debt Dilution and Sovereign Default Risk 0 0 1 58 12 18 19 140
Debt dilution and sovereign default risk 0 0 0 143 2 7 10 528
Debt dilution and sovereign default risk 0 0 1 56 5 11 16 162
Debt dilution, overborrowing, and sovereign default risk 0 0 2 29 2 4 6 135
Fiscal Rules and the Sovereign Default Premium 0 0 0 144 4 4 4 315
Fiscal rules and the Sovereign Default Premium 0 0 0 55 8 14 15 148
Fiscal rules and the sovereign default premium 0 1 2 52 4 8 12 181
Fiscal rules and the sovereign default premium 0 0 0 61 7 11 15 187
Heterogeneous borrowers in quantitative models of sovereign default 0 0 0 215 4 8 14 645
Income Redistribution and Disability Insurance 0 0 0 104 3 4 5 218
International Reserves and Rollover Risk 0 1 2 98 6 11 14 871
International Reserves and Rollover Risk 0 0 0 100 3 8 17 145
International Reserves and Rollover Risk 0 0 0 79 6 10 13 274
International reserves and rollover risk 0 0 0 53 15 21 22 177
International reserves and rollover risk 0 0 0 40 6 8 13 121
Long-duration bonds and sovereign defaults 0 0 1 334 2 5 17 826
Mortgage Defaults 0 0 0 64 5 6 8 224
Mortgage Defaults 0 0 0 52 6 7 11 117
Mortgage defaults 1 1 2 140 4 7 12 317
Mortgage defaults 0 0 0 40 5 7 9 174
Non-Defaultable Debt and Sovereign Risk 0 0 0 0 2 7 7 63
On the cyclicality of the interest rate in emerging economy models: solution methods matter 0 0 0 55 1 3 3 213
Online Appendix to "Quantitative properties of sovereign default models: solution methods" 0 1 3 196 18 23 28 385
Quantitative properties of sovereign default models: solution methods matter 0 0 0 65 11 17 19 215
Sovereign Bailouts 0 0 2 49 14 15 17 96
Sovereign Cocos and the Reprofiling of Debt Payments 0 0 0 54 5 8 11 191
Sovereign default risk with heterogenous borrowers 0 0 0 52 2 5 5 190
Sovereign defaults and optimal reserves management 0 0 1 113 3 8 10 105
Sudden stops, time inconsistency, and the duration of sovereign debt 0 0 1 71 7 13 17 143
The value of information with heterogeneous agents and partially revealing prices 0 0 0 26 3 8 10 244
The value of information with heterogeneous agents and partially revealing prices 0 0 0 70 2 5 9 312
Voluntary Sovereign Debt Exchanges 0 0 0 78 1 4 5 236
Total Working Papers 1 4 20 3,199 239 406 523 10,005

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 5 6 6 116
ASYMMETRIC INFORMATION AND THE LACK OF PORTFOLIO DIVERSIFICATION 0 0 0 39 1 9 12 161
Debt Dilution and Sovereign Default Risk 0 2 5 97 6 15 33 379
Europe may provide lessons on preventing mortgage defaults 0 0 0 12 3 7 8 51
HETEROGENEOUS BORROWERS IN QUANTITATIVE MODELS OF SOVEREIGN DEFAULT 0 0 0 80 7 11 14 273
How might the Fed's large-scale asset purchases lower long-term interest rates? 0 0 0 42 1 1 4 130
International Reserves and Rollover Risk 0 0 0 43 5 9 13 352
Is a new asset bubble emerging in certain markets? 0 0 0 54 0 1 2 115
Legal protection to foreign investors 0 0 0 6 5 8 10 66
Life cycle patterns and boom-bust dynamics in U.S. housing prices 0 0 0 8 1 4 6 68
Long-duration bonds and sovereign defaults 0 1 9 407 4 12 42 964
Mortgage defaults 0 0 1 56 10 10 21 241
Non-defaultable debt and sovereign risk 1 1 3 46 6 9 16 168
On the benefits of GDP-indexed government debt: lessons from a model of sovereign defaults 0 0 0 15 2 2 6 83
Quantitative models of sovereign default and the threat of financial exclusion 0 0 0 116 1 4 5 320
Quantitative properties of sovereign default models: solution methods 0 1 4 503 4 16 32 1,399
Recoveries from recessions associated with banking crises: how does this one compare? 0 0 0 7 3 4 5 74
Sudden Stops, Time Inconsistency, and the Duration of Sovereign Debt 0 0 1 25 4 7 9 89
The behavior of household and business investment over the business cycle 0 0 0 55 4 6 6 182
The economics of sovereign defaults 0 0 0 420 3 9 11 1,025
The politics of sovereign defaults 0 0 1 27 6 9 12 156
Voluntary sovereign debt exchanges 1 1 1 72 3 6 9 241
Total Journal Articles 2 6 25 2,149 84 165 282 6,653

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 3 23 1,013 0 8 35 1,527
Total Software Items 0 3 23 1,013 0 8 35 1,527

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Statistics updated 2026-02-12