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 2 163
A model of credit risk without commitment 0 0 0 5 0 0 1 55
A model of credit risk without commitment 0 0 0 11 0 0 0 64
Asset Trading and Valuation with Uncertain Exposure 0 0 0 57 0 1 1 106
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 3 4 6 493
Commitment and sovereign default risk 0 0 0 29 0 0 2 52
Constrained efficient borrowing with sovereign default risk 0 0 0 35 2 2 5 89
Credit Risk without Commitment 0 0 3 51 0 1 7 115
Debt Dilution and Sovereign Default Risk 0 0 0 45 0 0 0 204
Debt Dilution and Sovereign Default Risk 0 0 1 58 0 0 2 122
Debt Dilution and Sovereign Default Risk 0 0 1 83 2 2 5 111
Debt dilution and sovereign default risk 0 0 1 56 2 3 6 151
Debt dilution and sovereign default risk 0 0 0 143 0 3 3 521
Debt dilution, overborrowing, and sovereign default risk 0 0 2 29 0 0 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 51 1 2 5 173
Fiscal rules and the sovereign default premium 0 0 1 61 1 2 6 176
Heterogeneous borrowers in quantitative models of sovereign default 0 0 1 215 0 2 7 637
Income Redistribution and Disability Insurance 0 0 0 104 0 0 1 214
International Reserves and Rollover Risk 0 0 0 79 0 2 3 264
International Reserves and Rollover Risk 0 0 1 100 2 3 10 137
International Reserves and Rollover Risk 0 0 3 97 0 2 6 860
International reserves and rollover risk 0 0 0 53 0 0 1 156
International reserves and rollover risk 0 0 0 40 3 5 5 113
Long-duration bonds and sovereign defaults 0 1 1 334 9 10 13 821
Mortgage Defaults 0 0 0 52 1 1 7 110
Mortgage Defaults 0 0 0 64 1 1 2 218
Mortgage defaults 0 0 1 139 1 2 6 310
Mortgage defaults 0 0 0 40 1 1 2 167
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" 0 1 2 195 3 4 6 362
Quantitative properties of sovereign default models: solution methods matter 0 0 0 65 1 1 3 198
Sovereign Bailouts 0 0 3 49 0 0 4 81
Sovereign Cocos and the Reprofiling of Debt Payments 0 0 0 54 1 1 6 183
Sovereign default risk with heterogenous borrowers 0 0 0 52 0 0 0 185
Sovereign defaults and optimal reserves management 0 0 1 113 0 0 4 97
Sudden stops, time inconsistency, and the duration of sovereign debt 0 0 1 71 1 2 4 130
The value of information with heterogeneous agents and partially revealing prices 0 0 0 26 1 1 2 236
The value of information with heterogeneous agents and partially revealing prices 0 0 0 70 2 4 4 307
Voluntary Sovereign Debt Exchanges 0 0 0 78 0 1 1 232
Total Working Papers 0 2 24 3,195 38 64 155 9,599

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 0 110
ASYMMETRIC INFORMATION AND THE LACK OF PORTFOLIO DIVERSIFICATION 0 0 0 39 0 1 3 152
Debt Dilution and Sovereign Default Risk 1 1 3 95 2 5 22 364
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 1 1 4 262
How might the Fed's large-scale asset purchases lower long-term interest rates? 0 0 0 42 1 1 3 129
International Reserves and Rollover Risk 0 0 0 43 0 0 7 343
Is a new asset bubble emerging in certain markets? 0 0 0 54 0 0 1 114
Legal protection to foreign investors 0 0 0 6 0 1 3 58
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 1 1 8 406 10 12 36 952
Mortgage defaults 0 0 1 56 1 5 12 231
Non-defaultable debt and sovereign risk 0 0 3 45 1 2 9 159
On the benefits of GDP-indexed government debt: lessons from a model of sovereign defaults 0 0 0 15 1 1 4 81
Quantitative models of sovereign default and the threat of financial exclusion 0 0 0 116 0 0 2 316
Quantitative properties of sovereign default models: solution methods 1 1 3 502 4 7 21 1,383
Recoveries from recessions associated with banking crises: how does this one compare? 0 0 0 7 0 0 1 70
Sudden Stops, Time Inconsistency, and the Duration of Sovereign Debt 0 0 1 25 1 1 2 82
The behavior of household and business investment over the business cycle 0 0 1 55 0 0 1 176
The economics of sovereign defaults 0 0 0 420 1 1 2 1,016
The politics of sovereign defaults 0 1 1 27 1 2 5 147
Voluntary sovereign debt exchanges 0 0 0 71 1 1 4 235
Total Journal Articles 3 4 21 2,143 25 41 145 6,488

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" 4 7 23 1,010 6 12 32 1,519
Total Software Items 4 7 23 1,010 6 12 32 1,519

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Statistics updated 2025-11-08