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 3 164
A model of credit risk without commitment 0 0 0 11 1 3 3 67
A model of credit risk without commitment 0 0 0 5 0 1 1 56
Asset Trading and Valuation with Uncertain Exposure 0 0 0 57 0 4 5 110
Asymmetric Information and the Lack of International Portfolio 0 0 0 0 4 5 6 149
Asymmetric information and the lack of international portfolio diversification 0 0 0 137 3 6 8 496
Commitment and sovereign default risk 0 0 0 29 1 3 5 55
Constrained efficient borrowing with sovereign default risk 0 0 0 35 1 9 11 96
Credit Risk without Commitment 0 0 3 51 2 4 11 119
Debt Dilution and Sovereign Default Risk 0 0 0 45 0 11 11 215
Debt Dilution and Sovereign Default Risk 0 0 1 58 0 6 7 128
Debt Dilution and Sovereign Default Risk 0 0 1 83 0 10 12 119
Debt dilution and sovereign default risk 0 0 1 56 1 8 12 157
Debt dilution and sovereign default risk 0 0 0 143 2 5 8 526
Debt dilution, overborrowing, and sovereign default risk 0 0 2 29 0 2 4 133
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 6 7 140
Fiscal rules and the sovereign default premium 0 0 0 61 2 5 9 180
Fiscal rules and the sovereign default premium 0 1 2 52 1 5 9 177
Heterogeneous borrowers in quantitative models of sovereign default 0 0 0 215 1 4 10 641
Income Redistribution and Disability Insurance 0 0 0 104 0 1 2 215
International Reserves and Rollover Risk 0 0 0 79 0 4 7 268
International Reserves and Rollover Risk 0 0 0 100 3 7 14 142
International Reserves and Rollover Risk 1 1 2 98 3 5 8 865
International reserves and rollover risk 0 0 0 40 1 5 7 115
International reserves and rollover risk 0 0 0 53 4 6 7 162
Long-duration bonds and sovereign defaults 0 0 1 334 2 12 16 824
Mortgage Defaults 0 0 0 64 1 2 3 219
Mortgage Defaults 0 0 0 52 1 2 6 111
Mortgage defaults 0 0 0 40 1 3 4 169
Mortgage defaults 0 0 1 139 2 4 9 313
Non-Defaultable Debt and Sovereign Risk 0 0 0 0 3 5 5 61
On the cyclicality of the interest rate in emerging economy models: solution methods matter 0 0 0 55 1 2 2 212
Online Appendix to "Quantitative properties of sovereign default models: solution methods" 1 1 3 196 2 8 10 367
Quantitative properties of sovereign default models: solution methods matter 0 0 0 65 3 7 8 204
Sovereign Bailouts 0 0 3 49 0 1 4 82
Sovereign Cocos and the Reprofiling of Debt Payments 0 0 0 54 1 4 7 186
Sovereign default risk with heterogenous borrowers 0 0 0 52 2 3 3 188
Sovereign defaults and optimal reserves management 0 0 1 113 2 5 9 102
Sudden stops, time inconsistency, and the duration of sovereign debt 0 0 1 71 3 7 10 136
The value of information with heterogeneous agents and partially revealing prices 0 0 0 26 1 6 7 241
The value of information with heterogeneous agents and partially revealing prices 0 0 0 70 0 5 7 310
Voluntary Sovereign Debt Exchanges 0 0 0 78 1 3 4 235
Total Working Papers 2 3 22 3,198 59 205 301 9,766

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 1 1 1 111
ASYMMETRIC INFORMATION AND THE LACK OF PORTFOLIO DIVERSIFICATION 0 0 0 39 6 8 11 160
Debt Dilution and Sovereign Default Risk 0 3 5 97 0 11 28 373
Europe may provide lessons on preventing mortgage defaults 0 0 0 12 0 4 5 48
HETEROGENEOUS BORROWERS IN QUANTITATIVE MODELS OF SOVEREIGN DEFAULT 0 0 0 80 1 5 7 266
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 4 8 347
Is a new asset bubble emerging in certain markets? 0 0 0 54 0 1 2 115
Legal protection to foreign investors 0 0 0 6 1 3 5 61
Life cycle patterns and boom-bust dynamics in U.S. housing prices 0 0 0 8 1 3 5 67
Long-duration bonds and sovereign defaults 0 2 9 407 2 18 40 960
Mortgage defaults 0 0 1 56 0 1 11 231
Non-defaultable debt and sovereign risk 0 0 2 45 2 4 10 162
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 1 3 5 319
Quantitative properties of sovereign default models: solution methods 1 2 4 503 5 16 28 1,395
Recoveries from recessions associated with banking crises: how does this one compare? 0 0 0 7 0 1 2 71
Sudden Stops, Time Inconsistency, and the Duration of Sovereign Debt 0 0 1 25 1 4 5 85
The behavior of household and business investment over the business cycle 0 0 0 55 1 2 2 178
The economics of sovereign defaults 0 0 0 420 5 7 8 1,022
The politics of sovereign defaults 0 0 1 27 0 4 6 150
Voluntary sovereign debt exchanges 0 0 0 71 1 4 7 238
Total Journal Articles 1 7 23 2,147 30 106 203 6,569

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" 2 7 25 1,013 6 14 37 1,527
Total Software Items 2 7 25 1,013 6 14 37 1,527

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Statistics updated 2026-01-09