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 5 158
A model of credit risk without commitment 0 0 0 4 0 1 3 45
A model of credit risk without commitment 0 0 1 11 0 0 3 59
Asset Trading and Valuation with Uncertain Exposure 0 0 2 53 2 3 11 86
Asymmetric Information and the Lack of International Portfolio 0 0 0 0 0 2 5 135
Asymmetric information and the lack of international portfolio diversification 0 0 1 134 1 1 11 472
Debt dilution and sovereign default risk 0 0 0 138 0 2 16 495
Debt dilution and sovereign default risk 0 0 0 50 0 0 10 119
Debt dilution, overborrowing, and sovereign default risk 0 0 1 25 0 2 7 108
Fiscal rules and the sovereign default premium 1 2 2 42 1 4 10 119
Heterogeneous borrowers in quantitative models of sovereign default 0 0 2 206 0 0 14 592
Income Redistribution and Disability Insurance 0 0 1 102 0 0 8 208
International Reserves and Rollover Risk 0 0 2 88 2 4 17 167
International Reserves and Rollover Risk 2 3 6 89 3 8 22 86
International reserves and rollover risk 0 0 3 36 0 3 16 89
International reserves and rollover risk 0 1 2 51 0 5 15 121
Long-duration bonds and sovereign defaults 0 3 10 309 1 9 28 712
Mortgage defaults 0 0 7 123 0 0 14 264
Mortgage defaults 0 0 0 39 0 1 7 152
On the cyclicality of the interest rate in emerging economy models: solution methods matter 0 0 0 55 0 1 6 196
Online Appendix to "Quantitative properties of sovereign default models: solution methods" 0 0 8 182 0 1 14 330
Quantitative properties of sovereign default models: solution methods matter 0 0 1 64 0 2 7 173
Quantitative properties of sovereign default models; solution methods matter 0 0 1 68 0 1 5 160
Sovereign default risk with heterogenous borrowers 0 0 0 51 0 2 4 181
Sovereign defaults and optimal reserves management 0 0 2 107 0 1 7 63
Sudden stops, time inconsistency, and the duration of sovereign debt 0 0 2 66 0 2 14 114
Sudden stops, time inconsistency, and the duration of sovereign debt 0 0 0 34 0 0 4 63
The value of information with heterogeneous agents and partially revealing prices 0 0 0 26 0 0 8 230
The value of information with heterogeneous agents and partially revealing prices 0 0 0 70 0 0 7 300
Voluntary Sovereign Debt Exchanges 0 0 1 72 0 1 16 206
Total Working Papers 3 9 55 2,295 10 57 314 6,203
3 registered items for which data could not be found


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 1 1 18 0 3 10 99
ASYMMETRIC INFORMATION AND THE LACK OF PORTFOLIO DIVERSIFICATION 0 0 1 39 2 2 7 135
Europe may provide lessons on preventing mortgage defaults 0 1 3 11 0 1 6 33
HETEROGENEOUS BORROWERS IN QUANTITATIVE MODELS OF SOVEREIGN DEFAULT 0 0 3 79 1 1 12 241
How might the Fed's large-scale asset purchases lower long-term interest rates? 0 0 1 38 1 1 6 112
Is a new asset bubble emerging in certain markets? 0 0 0 54 0 0 1 109
Legal protection to foreign investors 0 0 0 6 1 3 7 43
Life cycle patterns and boom-bust dynamics in U.S. housing prices 0 0 0 8 0 0 2 59
Long-duration bonds and sovereign defaults 3 7 24 277 8 20 56 620
On the benefits of GDP-indexed government debt: lessons from a model of sovereign defaults 0 0 1 13 0 1 6 54
Quantitative models of sovereign default and the threat of financial exclusion 0 0 2 114 0 0 10 303
Quantitative properties of sovereign default models: solution methods 1 9 23 451 7 24 77 1,222
Recoveries from recessions associated with banking crises: how does this one compare? 0 0 0 7 0 1 4 60
Sudden Stops, Time Inconsistency, and the Duration of Sovereign Debt 0 0 1 21 0 0 6 65
The behavior of household and business investment over the business cycle 0 0 0 53 0 0 4 163
The economics of sovereign defaults 1 1 1 414 1 1 7 999
The politics of sovereign defaults 1 2 2 24 1 2 54 118
Voluntary sovereign debt exchanges 0 3 6 62 0 5 20 195
Total Journal Articles 6 24 69 1,689 22 65 295 4,630


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 9 46 823 3 18 89 1,256
Total Software Items 1 9 46 823 3 18 89 1,256


Statistics updated 2020-07-04