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 2 5 167
A model of credit risk without commitment 0 0 0 11 1 2 6 70
A model of credit risk without commitment 0 0 0 5 4 8 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 21 510
Commitment and sovereign default risk 0 0 0 29 0 1 9 61
Constrained efficient borrowing with sovereign default risk 0 0 0 35 0 3 19 106
Credit Risk without Commitment 0 0 0 51 0 7 13 127
Debt Dilution and Sovereign Default Risk 0 0 0 45 4 6 23 227
Debt Dilution and Sovereign Default Risk 0 0 0 83 8 39 111 220
Debt Dilution and Sovereign Default Risk 0 0 0 58 1 5 25 147
Debt dilution and sovereign default risk 0 0 0 56 1 8 22 170
Debt dilution and sovereign default risk 0 0 0 143 1 2 13 531
Debt dilution, overborrowing, and sovereign default risk 0 0 0 29 1 5 9 140
Fiscal Rules and the Sovereign Default Premium 0 0 0 144 1 6 14 325
Fiscal rules and the Sovereign Default Premium 0 0 0 55 1 4 20 154
Fiscal rules and the sovereign default premium 0 0 0 61 3 8 22 195
Fiscal rules and the sovereign default premium 0 0 1 52 0 4 14 185
Heterogeneous borrowers in quantitative models of sovereign default 0 0 0 215 1 7 17 652
Income Redistribution and Disability Insurance 0 0 0 104 1 3 11 225
International Reserves and Rollover Risk 0 0 0 100 2 8 22 155
International Reserves and Rollover Risk 0 0 0 79 1 4 20 282
International Reserves and Rollover Risk 0 0 2 98 1 7 24 881
International reserves and rollover risk 0 0 0 53 2 8 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 0 4 19 830
Mortgage Defaults 0 0 0 64 0 1 11 228
Mortgage Defaults 0 0 0 52 0 3 12 121
Mortgage defaults 0 0 0 40 0 4 15 181
Mortgage defaults 0 0 1 140 0 2 13 320
Non-Defaultable Debt and Sovereign Risk 0 0 0 0 0 2 11 67
On the cyclicality of the interest rate in emerging economy models: solution methods matter 0 0 0 55 0 1 6 216
Online Appendix to "Quantitative properties of sovereign default models: solution methods" 0 0 4 197 3 21 64 421
Quantitative properties of sovereign default models: solution methods matter 0 0 0 65 0 0 19 215
Sovereign Bailouts 0 0 1 49 0 7 34 114
Sovereign Cocos and the Reprofiling of Debt Payments 0 0 0 54 0 5 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 1 9 26 153
The value of information with heterogeneous agents and partially revealing prices 0 0 0 26 0 5 14 249
The value of information with heterogeneous agents and partially revealing prices 0 0 0 70 1 4 14 317
Voluntary Sovereign Debt Exchanges 0 0 0 78 0 1 9 240
Total Working Papers 0 0 11 3,200 40 230 838 10,363

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 1 4 98 1 14 41 395
Europe may provide lessons on preventing mortgage defaults 0 0 0 12 0 3 12 56
HETEROGENEOUS BORROWERS IN QUANTITATIVE MODELS OF SOVEREIGN DEFAULT 0 0 0 80 2 8 24 284
How might the Fed's large-scale asset purchases lower long-term interest rates? 0 0 0 42 0 3 7 133
International Reserves and Rollover Risk 0 0 1 44 0 3 15 357
Is a new asset bubble emerging in certain markets? 0 0 0 54 0 2 5 119
Legal protection to foreign investors 0 0 0 6 0 1 11 68
Life cycle patterns and boom-bust dynamics in U.S. housing prices 0 0 0 8 0 2 10 74
Long-duration bonds and sovereign defaults 0 0 5 408 0 5 40 972
Mortgage defaults 0 0 2 57 3 6 29 251
Non-defaultable debt and sovereign risk 0 0 1 46 0 4 19 173
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 0 4 10 326
Quantitative properties of sovereign default models: solution methods 0 0 2 503 1 8 32 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 1 7 183
The economics of sovereign defaults 0 0 0 420 3 6 18 1,032
The politics of sovereign defaults 0 0 1 27 2 6 17 162
Voluntary sovereign debt exchanges 0 0 1 72 0 0 7 241
Total Journal Articles 0 1 18 2,153 12 87 357 6,773

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 16 1,016 1 6 31 1,535
Total Software Items 0 3 16 1,016 1 6 31 1,535

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-06-04