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 2 2 5 156
A model of credit risk without commitment 0 0 0 4 0 0 1 43
A model of credit risk without commitment 0 1 1 11 0 1 1 57
Asset Trading and Valuation with Uncertain Exposure 0 0 1 51 1 3 7 78
Asymmetric Information and the Lack of International Portfolio 0 0 0 0 1 1 2 131
Asymmetric information and the lack of international portfolio diversification 0 1 1 134 1 2 5 463
Debt dilution and sovereign default risk 0 0 3 138 1 7 16 486
Debt dilution and sovereign default risk 0 0 0 50 0 2 11 112
Debt dilution, overborrowing, and sovereign default risk 0 0 0 24 0 1 4 103
Fiscal Rules and the Sovereign Default Premium 1 1 4 139 3 5 12 265
Fiscal rules and the sovereign default premium 0 0 0 40 3 3 6 112
Heterogeneous borrowers in quantitative models of sovereign default 0 0 1 204 0 8 11 586
Income Redistribution and Disability Insurance 0 1 1 102 2 4 6 204
International Reserves and Rollover Risk 2 2 3 88 5 8 14 158
International Reserves and Rollover Risk 0 0 1 72 0 2 8 211
International reserves and rollover risk 0 0 2 49 1 4 12 110
International reserves and rollover risk 0 0 0 33 2 5 7 78
Long-duration bonds and sovereign defaults 2 2 6 302 2 6 18 693
Mortgage Defaults 0 0 1 64 0 3 10 192
Mortgage defaults 0 0 0 39 2 4 8 149
Mortgage defaults 1 4 6 121 1 7 19 259
On the cyclicality of the interest rate in emerging economy models: solution methods matter 0 0 0 55 0 1 5 193
Online Appendix to "Quantitative properties of sovereign default models: solution methods" 1 2 9 177 2 5 15 322
Quantitative properties of sovereign default models: solution methods matter 0 1 1 64 1 3 6 169
Quantitative properties of sovereign default models; solution methods matter 0 0 0 67 0 2 3 157
Sovereign default risk with heterogenous borrowers 0 0 0 51 1 1 4 178
Sovereign defaults and optimal reserves management 0 0 1 105 0 0 3 56
Sudden stops, time inconsistency, and the duration of sovereign debt 0 0 3 65 2 7 14 108
Sudden stops, time inconsistency, and the duration of sovereign debt 0 0 0 34 1 2 5 61
The value of information with heterogeneous agents and partially revealing prices 0 0 0 26 0 3 5 226
The value of information with heterogeneous agents and partially revealing prices 0 0 1 70 1 3 7 297
Voluntary Sovereign Debt Exchanges 1 1 6 72 2 3 22 193
Total Working Papers 8 16 52 2,451 37 108 272 6,606

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 17 3 5 7 94
ASYMMETRIC INFORMATION AND THE LACK OF PORTFOLIO DIVERSIFICATION 0 0 0 38 1 3 9 131
Europe may provide lessons on preventing mortgage defaults 0 0 0 8 1 1 3 28
HETEROGENEOUS BORROWERS IN QUANTITATIVE MODELS OF SOVEREIGN DEFAULT 0 0 0 76 2 4 14 234
How might the Fed's large-scale asset purchases lower long-term interest rates? 0 1 1 38 0 3 4 109
Is a new asset bubble emerging in certain markets? 0 0 0 54 0 0 2 109
Legal protection to foreign investors 0 0 0 6 0 2 2 38
Life cycle patterns and boom-bust dynamics in U.S. housing prices 0 0 0 8 1 1 4 58
Long-duration bonds and sovereign defaults 1 2 12 256 4 6 41 574
On the benefits of GDP-indexed government debt: lessons from a model of sovereign defaults 0 1 1 13 1 2 2 50
Quantitative models of sovereign default and the threat of financial exclusion 0 0 1 113 0 7 8 301
Quantitative properties of sovereign default models: solution methods 2 6 26 435 9 29 80 1,180
Recoveries from recessions associated with banking crises: how does this one compare? 0 0 0 7 1 3 5 59
Sudden Stops, Time Inconsistency, and the Duration of Sovereign Debt 1 1 4 21 2 3 12 63
The behavior of household and business investment over the business cycle 0 0 2 53 0 2 6 161
The economics of sovereign defaults 0 0 2 413 1 3 6 995
The politics of sovereign defaults 0 0 0 22 0 2 3 66
Voluntary sovereign debt exchanges 0 0 6 56 1 5 26 182
Total Journal Articles 4 11 55 1,634 27 81 234 4,432

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" 8 15 72 798 11 37 109 1,213
Total Software Items 8 15 72 798 11 37 109 1,213

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 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

Statistics updated 2019-11-03