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 2 163
A model of credit risk without commitment 0 0 0 11 0 0 0 64
A model of credit risk without commitment 0 0 0 5 0 0 2 55
Asset Trading and Valuation with Uncertain Exposure 0 0 0 57 1 1 1 106
Asymmetric Information and the Lack of International Portfolio 0 0 0 0 0 0 2 144
Asymmetric information and the lack of international portfolio diversification 0 0 0 137 1 1 3 490
Commitment and sovereign default risk 0 0 0 29 0 0 2 52
Constrained efficient borrowing with sovereign default risk 0 0 1 35 0 0 4 87
Credit Risk without Commitment 0 0 3 51 1 1 7 115
Debt Dilution and Sovereign Default Risk 0 0 0 45 0 0 0 204
Debt Dilution and Sovereign Default Risk 0 0 1 83 0 0 3 109
Debt Dilution and Sovereign Default Risk 0 0 1 58 0 0 2 122
Debt dilution and sovereign default risk 0 0 1 56 1 1 4 149
Debt dilution and sovereign default risk 0 0 0 143 3 3 3 521
Debt dilution, overborrowing, and sovereign default risk 0 0 2 29 0 0 3 131
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 0 0 1 134
Fiscal rules and the sovereign default premium 0 0 1 51 1 1 4 172
Fiscal rules and the sovereign default premium 0 0 1 61 1 2 5 175
Heterogeneous borrowers in quantitative models of sovereign default 0 0 1 215 2 2 7 637
Income Redistribution and Disability Insurance 0 0 0 104 0 0 1 214
International Reserves and Rollover Risk 0 0 1 100 1 2 8 135
International Reserves and Rollover Risk 0 1 3 97 2 3 6 860
International Reserves and Rollover Risk 0 0 0 79 1 1 2 263
International reserves and rollover risk 0 0 0 53 0 1 1 156
International reserves and rollover risk 0 0 0 40 1 1 1 109
Long-duration bonds and sovereign defaults 1 1 1 334 1 1 8 812
Mortgage Defaults 0 0 0 64 0 0 1 217
Mortgage Defaults 0 0 0 52 0 0 7 109
Mortgage defaults 0 0 3 139 1 2 7 309
Mortgage defaults 0 0 0 40 0 0 1 166
Non-Defaultable Debt and Sovereign Risk 0 0 0 0 0 0 1 56
On the cyclicality of the interest rate in emerging economy models: solution methods matter 0 0 0 55 0 0 0 210
Online Appendix to "Quantitative properties of sovereign default models: solution methods" 0 1 3 194 0 1 4 358
Quantitative properties of sovereign default models: solution methods matter 0 0 0 65 0 1 3 197
Sovereign Bailouts 0 1 3 49 0 1 4 81
Sovereign Cocos and the Reprofiling of Debt Payments 0 0 1 54 0 1 7 182
Sovereign default risk with heterogenous borrowers 0 0 0 52 0 0 0 185
Sovereign defaults and optimal reserves management 0 0 1 113 0 0 6 97
Sudden stops, time inconsistency, and the duration of sovereign debt 0 1 1 71 1 2 4 129
The value of information with heterogeneous agents and partially revealing prices 0 0 0 70 1 1 1 304
The value of information with heterogeneous agents and partially revealing prices 0 0 0 26 0 0 1 235
Voluntary Sovereign Debt Exchanges 0 0 0 78 1 1 1 232
Total Working Papers 1 5 29 3,194 22 32 130 9,557

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 1 110
ASYMMETRIC INFORMATION AND THE LACK OF PORTFOLIO DIVERSIFICATION 0 0 0 39 1 3 3 152
Debt Dilution and Sovereign Default Risk 0 0 2 94 2 7 21 361
Europe may provide lessons on preventing mortgage defaults 0 0 0 12 0 0 1 44
HETEROGENEOUS BORROWERS IN QUANTITATIVE MODELS OF SOVEREIGN DEFAULT 0 0 0 80 0 1 3 261
How might the Fed's large-scale asset purchases lower long-term interest rates? 0 0 0 42 0 2 2 128
International Reserves and Rollover Risk 0 0 0 43 0 1 10 343
Is a new asset bubble emerging in certain markets? 0 0 0 54 0 0 2 114
Legal protection to foreign investors 0 0 0 6 0 0 2 57
Life cycle patterns and boom-bust dynamics in U.S. housing prices 0 0 0 8 0 0 2 64
Long-duration bonds and sovereign defaults 0 2 7 405 1 9 30 941
Mortgage defaults 0 1 1 56 2 6 12 228
Non-defaultable debt and sovereign risk 0 0 3 45 0 3 8 157
On the benefits of GDP-indexed government debt: lessons from a model of sovereign defaults 0 0 0 15 0 2 4 80
Quantitative models of sovereign default and the threat of financial exclusion 0 0 0 116 0 0 3 316
Quantitative properties of sovereign default models: solution methods 0 0 3 501 0 1 19 1,376
Recoveries from recessions associated with banking crises: how does this one compare? 0 0 0 7 0 0 1 70
Sudden Stops, Time Inconsistency, and the Duration of Sovereign Debt 0 1 1 25 0 1 1 81
The behavior of household and business investment over the business cycle 0 0 1 55 0 0 2 176
The economics of sovereign defaults 0 0 0 420 0 1 1 1,015
The politics of sovereign defaults 1 1 1 27 1 1 4 146
Voluntary sovereign debt exchanges 0 0 1 71 0 0 4 234
Total Journal Articles 1 5 20 2,140 7 38 136 6,454

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 3 29 1,003 1 4 37 1,508
Total Software Items 0 3 29 1,003 1 4 37 1,508

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Statistics updated 2025-09-05