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 5 167
A model of credit risk without commitment 0 0 0 11 2 4 8 72
A model of credit risk without commitment 0 0 0 5 0 7 12 67
Asset Trading and Valuation with Uncertain Exposure 0 0 0 57 0 3 14 119
Asymmetric Information and the Lack of International Portfolio 0 0 0 0 0 2 17 161
Asymmetric information and the lack of international portfolio diversification 0 0 0 137 1 4 22 511
Commitment and sovereign default risk 0 0 0 29 0 0 9 61
Constrained efficient borrowing with sovereign default risk 0 0 0 35 0 1 19 106
Credit Risk without Commitment 0 0 0 51 0 5 13 127
Debt Dilution and Sovereign Default Risk 0 0 0 58 0 2 25 147
Debt Dilution and Sovereign Default Risk 0 0 0 83 0 10 111 220
Debt Dilution and Sovereign Default Risk 0 0 0 45 0 6 23 227
Debt dilution and sovereign default risk 0 0 0 143 1 2 14 532
Debt dilution and sovereign default risk 0 0 0 56 2 9 24 172
Debt dilution, overborrowing, and sovereign default risk 0 0 0 29 0 5 9 140
Fiscal Rules and the Sovereign Default Premium 0 0 0 144 0 4 14 325
Fiscal rules and the Sovereign Default Premium 0 0 0 55 0 3 20 154
Fiscal rules and the sovereign default premium 0 0 1 52 0 2 14 185
Fiscal rules and the sovereign default premium 0 0 0 61 0 6 21 195
Heterogeneous borrowers in quantitative models of sovereign default 0 0 0 215 1 7 18 653
Income Redistribution and Disability Insurance 0 0 0 104 0 3 11 225
International Reserves and Rollover Risk 0 0 0 100 1 7 23 156
International Reserves and Rollover Risk 1 1 3 99 1 6 25 882
International Reserves and Rollover Risk 0 0 0 79 0 2 20 282
International reserves and rollover risk 0 0 0 53 0 6 36 191
International reserves and rollover risk 0 0 0 40 0 0 13 121
Long-duration bonds and sovereign defaults 0 0 1 334 1 3 20 831
Mortgage Defaults 0 0 0 64 1 2 12 229
Mortgage Defaults 0 0 0 52 0 2 12 121
Mortgage defaults 0 0 0 40 2 6 17 183
Mortgage defaults 0 0 1 140 1 3 13 321
Non-Defaultable Debt and Sovereign Risk 0 0 0 0 0 0 11 67
On the cyclicality of the interest rate in emerging economy models: solution methods matter 0 0 0 55 1 1 7 217
Online Appendix to "Quantitative properties of sovereign default models: solution methods" 0 0 3 197 1 7 64 422
Quantitative properties of sovereign default models: solution methods matter 0 0 0 65 1 1 19 216
Sovereign Bailouts 0 0 0 49 0 0 33 114
Sovereign Cocos and the Reprofiling of Debt Payments 0 0 0 54 0 4 18 199
Sovereign default risk with heterogenous borrowers 0 0 0 52 0 2 7 192
Sovereign defaults and optimal reserves management 0 0 0 113 0 3 14 111
Sudden stops, time inconsistency, and the duration of sovereign debt 0 0 1 71 0 3 26 153
The value of information with heterogeneous agents and partially revealing prices 0 0 0 70 1 3 15 318
The value of information with heterogeneous agents and partially revealing prices 0 0 0 26 0 4 14 249
Voluntary Sovereign Debt Exchanges 0 0 0 78 2 2 11 242
Total Working Papers 1 1 10 3,201 20 153 853 10,383

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 2 10 120
ASYMMETRIC INFORMATION AND THE LACK OF PORTFOLIO DIVERSIFICATION 0 0 0 39 0 1 16 165
Debt Dilution and Sovereign Default Risk 0 0 4 98 0 3 39 395
Europe may provide lessons on preventing mortgage defaults 0 0 0 12 1 4 13 57
HETEROGENEOUS BORROWERS IN QUANTITATIVE MODELS OF SOVEREIGN DEFAULT 0 0 0 80 2 8 26 286
How might the Fed's large-scale asset purchases lower long-term interest rates? 0 0 0 42 0 3 6 133
International Reserves and Rollover Risk 0 0 1 44 0 2 14 357
Is a new asset bubble emerging in certain markets? 0 0 0 54 0 1 5 119
Legal protection to foreign investors 0 0 0 6 1 2 12 69
Life cycle patterns and boom-bust dynamics in U.S. housing prices 0 0 0 8 0 1 10 74
Long-duration bonds and sovereign defaults 0 0 3 408 3 5 41 975
Mortgage defaults 2 2 4 59 2 7 31 253
Non-defaultable debt and sovereign risk 0 0 1 46 0 2 18 173
On the benefits of GDP-indexed government debt: lessons from a model of sovereign defaults 0 0 0 15 0 5 10 88
Quantitative models of sovereign default and the threat of financial exclusion 0 0 0 116 1 5 11 327
Quantitative properties of sovereign default models: solution methods 0 0 2 503 0 7 31 1,407
Recoveries from recessions associated with banking crises: how does this one compare? 0 0 0 7 0 1 5 75
Sudden Stops, Time Inconsistency, and the Duration of Sovereign Debt 0 0 1 25 0 2 12 92
The behavior of household and business investment over the business cycle 0 0 0 55 0 0 7 183
The economics of sovereign defaults 1 1 1 421 1 5 19 1,033
The politics of sovereign defaults 0 0 1 27 0 6 17 162
Voluntary sovereign debt exchanges 0 0 1 72 0 0 7 241
Total Journal Articles 3 3 19 2,156 11 72 360 6,784

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 1 16 1,016 0 4 31 1,535
Total Software Items 0 1 16 1,016 0 4 31 1,535

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Statistics updated 2026-07-10