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 0 1 162
A model of credit risk without commitment 0 0 0 11 0 0 0 64
A model of credit risk without commitment 0 0 1 5 0 0 3 55
Asset Trading and Valuation with Uncertain Exposure 0 0 0 57 0 0 0 105
Asymmetric Information and the Lack of International Portfolio 0 0 0 0 0 1 2 144
Asymmetric information and the lack of international portfolio diversification 0 0 0 137 0 0 2 489
Commitment and sovereign default risk 0 0 1 29 0 0 3 52
Constrained efficient borrowing with sovereign default risk 0 0 3 35 0 1 6 87
Credit Risk without Commitment 0 0 5 51 0 0 8 114
Debt Dilution and Sovereign Default Risk 0 0 1 58 0 0 2 122
Debt Dilution and Sovereign Default Risk 0 0 0 45 0 0 0 204
Debt Dilution and Sovereign Default Risk 0 0 3 83 0 1 5 109
Debt dilution and sovereign default risk 0 0 0 143 0 0 0 518
Debt dilution and sovereign default risk 0 1 1 56 1 2 3 148
Debt dilution, overborrowing, and sovereign default risk 1 2 2 29 1 2 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 2 61 0 0 5 173
Fiscal rules and the sovereign default premium 0 1 2 51 1 2 5 171
Heterogeneous borrowers in quantitative models of sovereign default 0 0 1 215 1 2 5 635
Income Redistribution and Disability Insurance 0 0 0 104 1 1 1 214
International Reserves and Rollover Risk 0 0 1 100 4 4 6 133
International Reserves and Rollover Risk 0 0 2 96 0 0 170 857
International Reserves and Rollover Risk 0 0 0 79 0 0 1 262
International reserves and rollover risk 0 0 0 53 0 0 0 155
International reserves and rollover risk 0 0 0 40 0 0 0 108
Long-duration bonds and sovereign defaults 0 0 2 333 0 1 11 811
Mortgage Defaults 0 0 0 52 0 3 8 109
Mortgage Defaults 0 0 0 64 0 1 1 217
Mortgage defaults 0 0 0 40 0 1 1 166
Mortgage defaults 0 0 3 139 0 1 6 307
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 0 2 193 0 0 3 357
Quantitative properties of sovereign default models: solution methods matter 0 0 0 65 0 0 3 196
Sovereign Bailouts 1 1 3 48 1 1 4 80
Sovereign Cocos and the Reprofiling of Debt Payments 0 0 3 54 1 1 8 181
Sovereign default risk with heterogenous borrowers 0 0 0 52 0 0 0 185
Sovereign defaults and optimal reserves management 0 1 3 113 0 2 11 97
Sudden stops, time inconsistency, and the duration of sovereign debt 0 0 0 70 0 0 3 127
The value of information with heterogeneous agents and partially revealing prices 0 0 0 26 1 1 1 235
The value of information with heterogeneous agents and partially revealing prices 0 0 0 70 0 0 0 303
Voluntary Sovereign Debt Exchanges 0 0 1 78 0 0 1 231
Total Working Papers 2 6 42 3,189 12 28 294 9,525

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 0 0 0 149
Debt Dilution and Sovereign Default Risk 0 1 2 94 1 5 15 354
Europe may provide lessons on preventing mortgage defaults 0 0 0 12 0 1 1 44
HETEROGENEOUS BORROWERS IN QUANTITATIVE MODELS OF SOVEREIGN DEFAULT 0 0 0 80 1 1 3 260
How might the Fed's large-scale asset purchases lower long-term interest rates? 0 0 0 42 0 0 0 126
International Reserves and Rollover Risk 0 0 1 43 1 1 11 342
Is a new asset bubble emerging in certain markets? 0 0 0 54 0 0 3 114
Legal protection to foreign investors 0 0 0 6 1 1 2 57
Life cycle patterns and boom-bust dynamics in U.S. housing prices 0 0 0 8 0 2 2 64
Long-duration bonds and sovereign defaults 3 5 10 403 4 7 29 932
Mortgage defaults 0 0 0 55 0 2 8 222
Non-defaultable debt and sovereign risk 2 2 3 45 2 2 6 154
On the benefits of GDP-indexed government debt: lessons from a model of sovereign defaults 0 0 0 15 0 1 2 78
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 2 2 5 501 4 5 23 1,375
Recoveries from recessions associated with banking crises: how does this one compare? 0 0 0 7 1 1 1 70
Sudden Stops, Time Inconsistency, and the Duration of Sovereign Debt 0 0 0 24 0 0 0 80
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 0 0 1,014
The politics of sovereign defaults 0 0 0 26 0 1 3 145
Voluntary sovereign debt exchanges 0 0 1 71 1 1 5 234
Total Journal Articles 7 10 23 2,135 16 31 120 6,416

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" 4 9 30 1,000 5 11 38 1,504
Total Software Items 4 9 30 1,000 5 11 38 1,504

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Statistics updated 2025-06-06