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 5 168
A model of credit risk without commitment 0 0 0 5 0 0 12 67
A model of credit risk without commitment 0 0 0 11 0 4 12 76
Asset Trading and Valuation with Uncertain Exposure 0 0 0 57 1 2 15 121
Asymmetric Information and the Lack of International Portfolio 0 0 0 0 0 0 17 161
Asymmetric information and the lack of international portfolio diversification 0 0 0 137 0 3 24 514
Commitment and sovereign default risk 0 0 0 29 1 1 10 62
Constrained efficient borrowing with sovereign default risk 0 0 0 35 0 2 21 108
Credit Risk without Commitment 0 0 0 51 0 0 12 127
Debt Dilution and Sovereign Default Risk 0 0 0 45 0 1 24 228
Debt Dilution and Sovereign Default Risk 1 1 1 84 1 3 114 223
Debt Dilution and Sovereign Default Risk 1 1 1 59 1 1 26 148
Debt dilution and sovereign default risk 0 0 0 56 1 2 25 174
Debt dilution and sovereign default risk 1 1 1 144 1 5 16 537
Debt dilution, overborrowing, and sovereign default risk 0 0 0 29 0 2 11 142
Fiscal Rules and the Sovereign Default Premium 0 0 0 144 0 2 16 327
Fiscal rules and the Sovereign Default Premium 0 0 0 55 0 1 21 155
Fiscal rules and the sovereign default premium 2 2 2 63 2 7 27 202
Fiscal rules and the sovereign default premium 0 0 1 52 0 1 14 186
Heterogeneous borrowers in quantitative models of sovereign default 0 0 0 215 0 0 16 653
Income Redistribution and Disability Insurance 0 0 0 104 0 0 11 225
International Reserves and Rollover Risk 0 0 0 100 1 1 22 157
International Reserves and Rollover Risk 0 0 0 79 0 1 19 283
International Reserves and Rollover Risk 0 0 2 99 2 4 26 886
International reserves and rollover risk 0 0 0 53 0 2 37 193
International reserves and rollover risk 0 1 1 41 1 2 13 123
Long-duration bonds and sovereign defaults 0 0 0 334 0 0 19 831
Mortgage Defaults 0 1 1 53 0 2 14 123
Mortgage Defaults 0 0 0 64 0 0 12 229
Mortgage defaults 0 0 1 140 1 3 15 324
Mortgage defaults 0 0 0 40 2 2 19 185
Non-Defaultable Debt and Sovereign Risk 0 0 0 0 0 0 11 67
On the cyclicality of the interest rate in emerging economy models: solution methods matter 0 0 0 55 0 1 8 218
Online Appendix to "Quantitative properties of sovereign default models: solution methods" 1 1 3 198 1 2 65 424
Quantitative properties of sovereign default models: solution methods matter 0 0 0 65 1 1 20 217
Sovereign Bailouts 0 0 0 49 0 0 33 114
Sovereign Cocos and the Reprofiling of Debt Payments 0 0 0 54 0 0 17 199
Sovereign default risk with heterogenous borrowers 0 0 0 52 0 0 7 192
Sovereign defaults and optimal reserves management 0 0 0 113 0 0 14 111
Sudden stops, time inconsistency, and the duration of sovereign debt 0 0 0 71 1 1 25 154
The value of information with heterogeneous agents and partially revealing prices 0 0 0 26 0 1 15 250
The value of information with heterogeneous agents and partially revealing prices 0 0 0 70 0 2 15 320
Voluntary Sovereign Debt Exchanges 0 0 0 78 2 3 13 245
Total Working Papers 6 8 14 3,209 21 66 888 10,449

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 12 122
ASYMMETRIC INFORMATION AND THE LACK OF PORTFOLIO DIVERSIFICATION 0 0 0 39 0 0 13 165
Debt Dilution and Sovereign Default Risk 1 1 5 99 1 4 37 399
Europe may provide lessons on preventing mortgage defaults 0 0 0 12 0 0 13 57
HETEROGENEOUS BORROWERS IN QUANTITATIVE MODELS OF SOVEREIGN DEFAULT 0 0 0 80 0 0 25 286
How might the Fed's large-scale asset purchases lower long-term interest rates? 0 0 0 42 0 0 5 133
International Reserves and Rollover Risk 0 0 1 44 1 1 15 358
Is a new asset bubble emerging in certain markets? 0 0 0 54 0 0 5 119
Legal protection to foreign investors 0 0 0 6 0 1 12 70
Life cycle patterns and boom-bust dynamics in U.S. housing prices 0 0 0 8 0 0 10 74
Long-duration bonds and sovereign defaults 1 3 6 411 2 12 45 987
Mortgage defaults 0 0 3 59 0 1 24 254
Non-defaultable debt and sovereign risk 0 0 1 46 3 5 20 178
On the benefits of GDP-indexed government debt: lessons from a model of sovereign defaults 0 0 0 15 0 0 8 88
Quantitative models of sovereign default and the threat of financial exclusion 0 0 0 116 0 0 11 327
Quantitative properties of sovereign default models: solution methods 1 1 3 504 3 4 32 1,411
Recoveries from recessions associated with banking crises: how does this one compare? 0 0 0 7 0 0 5 75
Sudden Stops, Time Inconsistency, and the Duration of Sovereign Debt 0 0 0 25 1 1 12 93
The behavior of household and business investment over the business cycle 0 0 0 55 0 0 7 183
The economics of sovereign defaults 0 0 1 421 0 1 19 1,034
The politics of sovereign defaults 0 0 0 27 0 0 16 162
Voluntary sovereign debt exchanges 0 0 1 72 1 3 10 244
Total Journal Articles 3 5 21 2,161 12 35 356 6,819

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 0 10 1,016 2 3 25 1,538
Total Software Items 0 0 10 1,016 2 3 25 1,538

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Statistics updated 2026-10-11