Access Statistics for Leonardo Martinez

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 model of credit risk without commitment 0 0 0 11 1 2 4 68
A model of credit risk without commitment 0 0 0 5 0 3 4 59
A theory of political cycles 0 0 0 341 7 19 25 1,378
Commitment and sovereign default risk 0 0 0 29 0 6 8 60
Computing business cycles in emerging economy models 0 0 0 135 1 4 10 364
Constrained Efficient Borrowing with Sovereign Default Risk 0 0 0 8 2 4 6 153
Constrained efficient borrowing with sovereign default risk 0 0 0 35 1 8 17 103
Credit Risk without Commitment 0 0 0 51 0 3 6 120
Debt Dilution and Sovereign Default Risk 0 0 0 45 1 6 17 221
Debt Dilution and Sovereign Default Risk 0 0 0 83 38 62 73 181
Debt Dilution and Sovereign Default Risk 0 0 0 58 2 14 20 142
Debt Maturity and the Use of Short-Term Debt: Evidence form Sovereigns and Firms 0 0 0 33 0 6 14 108
Debt dilution and sovereign default risk 0 0 0 143 1 5 11 529
Debt dilution and sovereign default risk 0 0 1 56 0 6 16 162
Debt dilution, overborrowing, and sovereign default risk 0 0 2 29 0 2 6 135
Fiscal Rules and the Sovereign Default Premium 0 0 0 144 4 8 8 319
Fiscal rules and the Sovereign Default Premium 0 0 0 55 2 13 16 150
Fiscal rules and the sovereign default premium 0 0 2 52 0 5 12 181
Fiscal rules and the sovereign default premium 0 0 0 61 0 9 14 187
Heterogeneous borrowers in quantitative models of sovereign default 0 0 0 215 0 5 12 645
International Reserves and Rollover Risk 0 0 0 79 4 10 16 278
International Reserves and Rollover Risk 0 0 0 100 2 8 18 147
International Reserves and Rollover Risk 0 1 2 98 3 12 17 874
International reserves and rollover risk 0 0 0 53 6 25 28 183
Long-duration bonds and sovereign defaults 0 0 1 334 0 4 16 826
Mortgage Defaults 0 0 0 52 1 8 12 118
Mortgage Defaults 0 0 0 64 3 9 11 227
Mortgage defaults 0 0 0 40 3 9 12 177
Mortgage defaults 0 1 1 140 1 7 12 318
Non-Defaultable Debt and Sovereign Risk 0 0 0 0 2 7 9 65
Non-Defaultable Debt and Sovereign Risk 0 0 0 44 1 4 7 127
On the Design and Effectiveness of Targeted Expenditure Programs 0 0 0 3 1 3 6 59
On the cyclicality of the interest rate in emerging economy models: solution methods matter 0 0 0 55 2 4 5 215
Online Appendix to "Quantitative properties of sovereign default models: solution methods" 1 2 4 197 15 35 43 400
Quantitative properties of sovereign default models: solution methods matter 0 0 0 71 1 3 5 178
Quantitative properties of sovereign default models: solution methods matter 0 0 0 65 0 14 19 215
Reputation and Career Concerns 0 0 1 52 10 16 21 228
Reputation, career concerns, and job assignments 0 0 0 217 3 10 14 882
Sovereign Bailouts 0 0 2 49 11 25 28 107
Sovereign Cocos and the Reprofiling of Debt Payments 0 0 0 54 3 9 14 194
Sovereign Debt Standstills 0 0 0 10 2 4 7 52
Sovereign Debt Standstills 0 0 0 7 3 8 10 151
Sovereign debt standstills 0 1 1 13 5 11 14 31
Sovereign default risk with heterogenous borrowers 0 0 0 52 0 4 5 190
Sovereign defaults and optimal reserves management 0 0 1 113 3 8 13 108
Sudden stops, time inconsistency, and the duration of sovereign debt 0 0 1 37 2 6 8 82
Sudden stops, time inconsistency, and the duration of sovereign debt 0 0 1 71 1 11 17 144
Voluntary Sovereign Debt Exchanges 0 0 0 78 3 5 8 239
Total Working Papers 1 5 20 3,737 151 469 694 12,080

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A theory of political cycles 0 0 0 73 1 18 26 240
Are we working too hard or should we be working harder? A simple model of career concerns 0 0 0 28 1 6 11 261
Debt Dilution and Sovereign Default Risk 0 0 4 97 2 8 32 381
Europe may provide lessons on preventing mortgage defaults 0 0 0 12 2 5 10 53
HETEROGENEOUS BORROWERS IN QUANTITATIVE MODELS OF SOVEREIGN DEFAULT 0 0 0 80 3 11 17 276
INTERTEMPORAL COMPETITION AND AID 0 0 0 0 1 3 5 41
International Reserves and Rollover Risk 1 1 1 44 2 9 13 354
Legal protection to foreign investors 0 0 0 6 1 7 11 67
Life cycle patterns and boom-bust dynamics in U.S. housing prices 0 0 0 8 4 6 10 72
Long-duration bonds and sovereign defaults 1 1 10 408 3 9 42 967
Mortgage defaults 1 1 2 57 4 14 25 245
Non-defaultable debt and sovereign risk 0 1 3 46 1 9 17 169
On the benefits of GDP-indexed government debt: lessons from a model of sovereign defaults 0 0 0 15 0 2 6 83
On the evolution of income inequality in the United States 0 0 0 139 0 4 6 581
Quantitative models of sovereign default and the threat of financial exclusion 0 0 0 116 2 4 6 322
Quantitative properties of sovereign default models: solution methods 0 1 4 503 0 9 29 1,399
Reputation, Career Concerns, and Job Assignments 0 0 0 42 0 7 12 203
Sudden Stops, Time Inconsistency, and the Duration of Sovereign Debt 0 0 1 25 1 6 10 90
The economics of sovereign defaults 0 0 0 420 1 9 12 1,026
The politics of sovereign defaults 0 0 1 27 0 6 12 156
Voluntary sovereign debt exchanges 0 1 1 72 0 4 8 241
What income inequality measures can (and cannot) tell us 0 0 0 19 0 3 6 51
Why could political incentives be different during election times? 0 0 0 13 2 8 10 96
Total Journal Articles 3 6 27 2,250 31 167 336 7,374

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 2 22 1,013 2 8 36 1,529
Total Software Items 0 2 22 1,013 2 8 36 1,529

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-03-04