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 1 3 165
A model of credit risk without commitment 0 0 0 11 1 2 4 68
A model of credit risk without commitment 0 0 0 5 0 3 4 59
Asset Trading and Valuation with Uncertain Exposure 0 0 0 57 1 6 11 116
Asymmetric Information and the Lack of International Portfolio 0 0 0 0 5 14 16 159
Asymmetric information and the lack of international portfolio diversification 0 0 0 137 4 13 17 506
Commitment and sovereign default risk 0 0 0 29 0 6 8 60
Constrained efficient borrowing with sovereign default risk 0 0 0 35 1 8 17 103
Credit Risk without Commitment 0 0 0 51 0 3 6 120
Debt Dilution and Sovereign Default Risk 0 0 0 83 38 62 73 181
Debt Dilution and Sovereign Default Risk 0 0 0 58 2 14 20 142
Debt Dilution and Sovereign Default Risk 0 0 0 45 1 6 17 221
Debt dilution and sovereign default risk 0 0 0 143 1 5 11 529
Debt dilution and sovereign default risk 0 0 1 56 0 6 16 162
Debt dilution, overborrowing, and sovereign default risk 0 0 2 29 0 2 6 135
Fiscal Rules and the Sovereign Default Premium 0 0 0 144 4 8 8 319
Fiscal rules and the Sovereign Default Premium 0 0 0 55 2 13 16 150
Fiscal rules and the sovereign default premium 0 0 2 52 0 5 12 181
Fiscal rules and the sovereign default premium 0 0 0 61 0 9 14 187
Heterogeneous borrowers in quantitative models of sovereign default 0 0 0 215 0 5 12 645
Income Redistribution and Disability Insurance 0 0 0 104 4 7 9 222
International Reserves and Rollover Risk 0 0 0 79 4 10 16 278
International Reserves and Rollover Risk 0 1 2 98 3 12 17 874
International Reserves and Rollover Risk 0 0 0 100 2 8 18 147
International reserves and rollover risk 0 0 0 53 6 25 28 183
International reserves and rollover risk 0 0 0 40 0 7 13 121
Long-duration bonds and sovereign defaults 0 0 1 334 0 4 16 826
Mortgage Defaults 0 0 0 52 1 8 12 118
Mortgage Defaults 0 0 0 64 3 9 11 227
Mortgage defaults 0 0 0 40 3 9 12 177
Mortgage defaults 0 1 1 140 1 7 12 318
Non-Defaultable Debt and Sovereign Risk 0 0 0 0 2 7 9 65
On the cyclicality of the interest rate in emerging economy models: solution methods matter 0 0 0 55 2 4 5 215
Online Appendix to "Quantitative properties of sovereign default models: solution methods" 1 2 4 197 15 35 43 400
Quantitative properties of sovereign default models: solution methods matter 0 0 0 65 0 14 19 215
Sovereign Bailouts 0 0 2 49 11 25 28 107
Sovereign Cocos and the Reprofiling of Debt Payments 0 0 0 54 3 9 14 194
Sovereign default risk with heterogenous borrowers 0 0 0 52 0 4 5 190
Sovereign defaults and optimal reserves management 0 0 1 113 3 8 13 108
Sudden stops, time inconsistency, and the duration of sovereign debt 0 0 1 71 1 11 17 144
The value of information with heterogeneous agents and partially revealing prices 0 0 0 70 1 3 10 313
The value of information with heterogeneous agents and partially revealing prices 0 0 0 26 0 4 10 244
Voluntary Sovereign Debt Exchanges 0 0 0 78 3 5 8 239
Total Working Papers 1 4 17 3,200 128 426 636 10,133

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 2 8 8 118
ASYMMETRIC INFORMATION AND THE LACK OF PORTFOLIO DIVERSIFICATION 0 0 0 39 3 10 15 164
Debt Dilution and Sovereign Default Risk 0 0 4 97 2 8 32 381
Europe may provide lessons on preventing mortgage defaults 0 0 0 12 2 5 10 53
HETEROGENEOUS BORROWERS IN QUANTITATIVE MODELS OF SOVEREIGN DEFAULT 0 0 0 80 3 11 17 276
How might the Fed's large-scale asset purchases lower long-term interest rates? 0 0 0 42 0 1 4 130
International Reserves and Rollover Risk 1 1 1 44 2 9 13 354
Is a new asset bubble emerging in certain markets? 0 0 0 54 2 2 3 117
Legal protection to foreign investors 0 0 0 6 1 7 11 67
Life cycle patterns and boom-bust dynamics in U.S. housing prices 0 0 0 8 4 6 10 72
Long-duration bonds and sovereign defaults 1 1 10 408 3 9 42 967
Mortgage defaults 1 1 2 57 4 14 25 245
Non-defaultable debt and sovereign risk 0 1 3 46 1 9 17 169
On the benefits of GDP-indexed government debt: lessons from a model of sovereign defaults 0 0 0 15 0 2 6 83
Quantitative models of sovereign default and the threat of financial exclusion 0 0 0 116 2 4 6 322
Quantitative properties of sovereign default models: solution methods 0 1 4 503 0 9 29 1,399
Recoveries from recessions associated with banking crises: how does this one compare? 0 0 0 7 0 3 5 74
Sudden Stops, Time Inconsistency, and the Duration of Sovereign Debt 0 0 1 25 1 6 10 90
The behavior of household and business investment over the business cycle 0 0 0 55 0 5 6 182
The economics of sovereign defaults 0 0 0 420 1 9 12 1,026
The politics of sovereign defaults 0 0 1 27 0 6 12 156
Voluntary sovereign debt exchanges 0 1 1 72 0 4 8 241
Total Journal Articles 3 6 27 2,152 33 147 301 6,686

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 2 22 1,013 2 8 36 1,529
Total Software Items 0 2 22 1,013 2 8 36 1,529

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Statistics updated 2026-03-04