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 5 167
A model of credit risk without commitment 0 0 0 11 1 2 5 69
A model of credit risk without commitment 0 0 0 5 3 4 8 63
Asset Trading and Valuation with Uncertain Exposure 0 0 0 57 3 4 14 119
Asymmetric Information and the Lack of International Portfolio 0 0 0 0 2 7 17 161
Asymmetric information and the lack of international portfolio diversification 0 0 0 137 2 7 20 509
Commitment and sovereign default risk 0 0 0 29 0 1 9 61
Constrained efficient borrowing with sovereign default risk 0 0 0 35 1 4 19 106
Credit Risk without Commitment 0 0 0 51 5 7 13 127
Debt Dilution and Sovereign Default Risk 0 0 0 58 1 6 24 146
Debt Dilution and Sovereign Default Risk 0 0 0 83 2 69 103 212
Debt Dilution and Sovereign Default Risk 0 0 0 45 2 3 19 223
Debt dilution and sovereign default risk 0 0 0 143 0 2 12 530
Debt dilution and sovereign default risk 0 0 0 56 6 7 22 169
Debt dilution, overborrowing, and sovereign default risk 0 0 1 29 4 4 9 139
Fiscal Rules and the Sovereign Default Premium 0 0 0 144 3 9 13 324
Fiscal rules and the Sovereign Default Premium 0 0 0 55 2 5 19 153
Fiscal rules and the sovereign default premium 0 0 0 61 3 5 19 192
Fiscal rules and the sovereign default premium 0 0 1 52 2 4 15 185
Heterogeneous borrowers in quantitative models of sovereign default 0 0 0 215 5 6 17 651
Income Redistribution and Disability Insurance 0 0 0 104 2 6 11 224
International Reserves and Rollover Risk 0 0 0 100 4 8 24 153
International Reserves and Rollover Risk 0 0 2 98 4 9 23 880
International Reserves and Rollover Risk 0 0 0 79 1 7 19 281
International reserves and rollover risk 0 0 0 40 0 0 13 121
International reserves and rollover risk 0 0 0 53 4 12 34 189
Long-duration bonds and sovereign defaults 0 0 1 334 2 4 19 830
Mortgage Defaults 0 0 0 52 2 4 12 121
Mortgage Defaults 0 0 0 64 1 4 11 228
Mortgage defaults 0 0 0 40 4 7 15 181
Mortgage defaults 0 0 1 140 2 3 13 320
Non-Defaultable Debt and Sovereign Risk 0 0 0 0 0 4 11 67
On the cyclicality of the interest rate in emerging economy models: solution methods matter 0 0 0 55 0 3 6 216
Online Appendix to "Quantitative properties of sovereign default models: solution methods" 0 1 4 197 3 33 61 418
Quantitative properties of sovereign default models: solution methods matter 0 0 0 65 0 0 19 215
Sovereign Bailouts 0 0 2 49 0 18 35 114
Sovereign Cocos and the Reprofiling of Debt Payments 0 0 0 54 4 8 19 199
Sovereign default risk with heterogenous borrowers 0 0 0 52 2 2 7 192
Sovereign defaults and optimal reserves management 0 0 0 113 3 6 14 111
Sudden stops, time inconsistency, and the duration of sovereign debt 0 0 1 71 2 9 25 152
The value of information with heterogeneous agents and partially revealing prices 0 0 0 70 1 4 13 316
The value of information with heterogeneous agents and partially revealing prices 0 0 0 26 4 5 15 249
Voluntary Sovereign Debt Exchanges 0 0 0 78 0 4 9 240
Total Working Papers 0 1 13 3,200 93 318 810 10,323

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 4 10 120
ASYMMETRIC INFORMATION AND THE LACK OF PORTFOLIO DIVERSIFICATION 0 0 0 39 1 4 16 165
Debt Dilution and Sovereign Default Risk 0 1 4 98 2 15 41 394
Europe may provide lessons on preventing mortgage defaults 0 0 0 12 3 5 12 56
HETEROGENEOUS BORROWERS IN QUANTITATIVE MODELS OF SOVEREIGN DEFAULT 0 0 0 80 4 9 23 282
How might the Fed's large-scale asset purchases lower long-term interest rates? 0 0 0 42 3 3 7 133
International Reserves and Rollover Risk 0 1 1 44 2 5 16 357
Is a new asset bubble emerging in certain markets? 0 0 0 54 1 4 5 119
Legal protection to foreign investors 0 0 0 6 1 2 12 68
Life cycle patterns and boom-bust dynamics in U.S. housing prices 0 0 0 8 1 6 10 74
Long-duration bonds and sovereign defaults 0 1 8 408 2 8 44 972
Mortgage defaults 0 1 2 57 2 7 26 248
Non-defaultable debt and sovereign risk 0 0 3 46 2 5 21 173
On the benefits of GDP-indexed government debt: lessons from a model of sovereign defaults 0 0 0 15 5 5 10 88
Quantitative models of sovereign default and the threat of financial exclusion 0 0 0 116 4 6 10 326
Quantitative properties of sovereign default models: solution methods 0 0 4 503 6 7 35 1,406
Recoveries from recessions associated with banking crises: how does this one compare? 0 0 0 7 1 1 6 75
Sudden Stops, Time Inconsistency, and the Duration of Sovereign Debt 0 0 1 25 2 3 12 92
The behavior of household and business investment over the business cycle 0 0 0 55 0 1 7 183
The economics of sovereign defaults 0 0 0 420 1 4 15 1,029
The politics of sovereign defaults 0 0 1 27 4 4 15 160
Voluntary sovereign debt exchanges 0 0 1 72 0 0 8 241
Total Journal Articles 0 4 25 2,153 49 108 361 6,761

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 20 1,016 3 7 35 1,534
Total Software Items 1 3 20 1,016 3 7 35 1,534

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Statistics updated 2026-05-06