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 1 3 164
A model of credit risk without commitment 0 0 0 5 1 1 1 56
A model of credit risk without commitment 0 0 0 11 2 2 2 66
Asset Trading and Valuation with Uncertain Exposure 0 0 0 57 4 4 5 110
Asymmetric Information and the Lack of International Portfolio 0 0 0 0 1 1 3 145
Asymmetric information and the lack of international portfolio diversification 0 0 0 137 0 3 5 493
Commitment and sovereign default risk 0 0 0 29 2 2 4 54
Constrained efficient borrowing with sovereign default risk 0 0 0 35 6 8 10 95
Credit Risk without Commitment 0 0 3 51 2 2 9 117
Debt Dilution and Sovereign Default Risk 0 0 1 83 8 10 13 119
Debt Dilution and Sovereign Default Risk 0 0 1 58 6 6 8 128
Debt Dilution and Sovereign Default Risk 0 0 0 45 11 11 11 215
Debt dilution and sovereign default risk 0 0 0 143 3 3 6 524
Debt dilution and sovereign default risk 0 0 1 56 5 7 11 156
Debt dilution, overborrowing, and sovereign default risk 0 0 2 29 2 2 5 133
Fiscal Rules and the Sovereign Default Premium 0 0 0 144 0 0 0 311
Fiscal rules and the Sovereign Default Premium 0 0 0 55 3 3 4 137
Fiscal rules and the sovereign default premium 0 0 0 61 2 3 7 178
Fiscal rules and the sovereign default premium 1 1 2 52 3 4 8 176
Heterogeneous borrowers in quantitative models of sovereign default 0 0 0 215 3 3 9 640
Income Redistribution and Disability Insurance 0 0 0 104 1 1 2 215
International Reserves and Rollover Risk 0 0 0 79 4 5 7 268
International Reserves and Rollover Risk 0 0 0 100 2 4 11 139
International Reserves and Rollover Risk 0 0 2 97 2 2 6 862
International reserves and rollover risk 0 0 0 40 1 5 6 114
International reserves and rollover risk 0 0 0 53 2 2 3 158
Long-duration bonds and sovereign defaults 0 0 1 334 1 10 14 822
Mortgage Defaults 0 0 0 52 0 1 5 110
Mortgage Defaults 0 0 0 64 0 1 2 218
Mortgage defaults 0 0 1 139 1 2 7 311
Mortgage defaults 0 0 0 40 1 2 3 168
Non-Defaultable Debt and Sovereign Risk 0 0 0 0 2 2 2 58
On the cyclicality of the interest rate in emerging economy models: solution methods matter 0 0 0 55 1 1 1 211
Online Appendix to "Quantitative properties of sovereign default models: solution methods" 0 1 2 195 3 7 9 365
Quantitative properties of sovereign default models: solution methods matter 0 0 0 65 3 4 5 201
Sovereign Bailouts 0 0 3 49 1 1 5 82
Sovereign Cocos and the Reprofiling of Debt Payments 0 0 0 54 2 3 7 185
Sovereign default risk with heterogenous borrowers 0 0 0 52 1 1 1 186
Sovereign defaults and optimal reserves management 0 0 1 113 3 3 7 100
Sudden stops, time inconsistency, and the duration of sovereign debt 0 0 1 71 3 4 7 133
The value of information with heterogeneous agents and partially revealing prices 0 0 0 26 4 5 6 240
The value of information with heterogeneous agents and partially revealing prices 0 0 0 70 3 6 7 310
Voluntary Sovereign Debt Exchanges 0 0 0 78 2 2 3 234
Total Working Papers 1 2 21 3,196 108 150 250 9,707

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 0 0 110
ASYMMETRIC INFORMATION AND THE LACK OF PORTFOLIO DIVERSIFICATION 0 0 0 39 2 2 5 154
Debt Dilution and Sovereign Default Risk 2 3 5 97 9 12 28 373
Europe may provide lessons on preventing mortgage defaults 0 0 0 12 4 4 5 48
HETEROGENEOUS BORROWERS IN QUANTITATIVE MODELS OF SOVEREIGN DEFAULT 0 0 0 80 3 4 6 265
How might the Fed's large-scale asset purchases lower long-term interest rates? 0 0 0 42 0 1 3 129
International Reserves and Rollover Risk 0 0 0 43 2 2 6 345
Is a new asset bubble emerging in certain markets? 0 0 0 54 1 1 2 115
Legal protection to foreign investors 0 0 0 6 2 3 5 60
Life cycle patterns and boom-bust dynamics in U.S. housing prices 0 0 0 8 2 2 4 66
Long-duration bonds and sovereign defaults 1 2 9 407 6 17 40 958
Mortgage defaults 0 0 1 56 0 3 11 231
Non-defaultable debt and sovereign risk 0 0 2 45 1 3 9 160
On the benefits of GDP-indexed government debt: lessons from a model of sovereign defaults 0 0 0 15 0 1 4 81
Quantitative models of sovereign default and the threat of financial exclusion 0 0 0 116 2 2 4 318
Quantitative properties of sovereign default models: solution methods 0 1 3 502 7 14 26 1,390
Recoveries from recessions associated with banking crises: how does this one compare? 0 0 0 7 1 1 2 71
Sudden Stops, Time Inconsistency, and the Duration of Sovereign Debt 0 0 1 25 2 3 4 84
The behavior of household and business investment over the business cycle 0 0 1 55 1 1 2 177
The economics of sovereign defaults 0 0 0 420 1 2 3 1,017
The politics of sovereign defaults 0 0 1 27 3 4 6 150
Voluntary sovereign debt exchanges 0 0 0 71 2 3 6 237
Total Journal Articles 3 6 23 2,146 51 85 181 6,539

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 8 23 1,011 2 13 32 1,521
Total Software Items 1 8 23 1,011 2 13 32 1,521

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Statistics updated 2025-12-06