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 0 3 3 67
A model of credit risk without commitment 0 0 0 5 3 4 4 59
A theory of political cycles 0 0 0 341 11 14 19 1,371
Commitment and sovereign default risk 0 0 0 29 5 8 9 60
Computing business cycles in emerging economy models 0 0 0 135 2 5 10 363
Constrained Efficient Borrowing with Sovereign Default Risk 0 0 0 8 2 2 5 151
Constrained efficient borrowing with sovereign default risk 0 0 0 35 6 13 16 102
Credit Risk without Commitment 0 0 1 51 1 5 8 120
Debt Dilution and Sovereign Default Risk 0 0 0 45 5 16 16 220
Debt Dilution and Sovereign Default Risk 0 0 1 83 24 32 36 143
Debt Dilution and Sovereign Default Risk 0 0 1 58 12 18 19 140
Debt Maturity and the Use of Short-Term Debt: Evidence form Sovereigns and Firms 0 0 0 33 4 8 16 108
Debt dilution and sovereign default risk 0 0 0 143 2 7 10 528
Debt dilution and sovereign default risk 0 0 1 56 5 11 16 162
Debt dilution, overborrowing, and sovereign default risk 0 0 2 29 2 4 6 135
Fiscal Rules and the Sovereign Default Premium 0 0 0 144 4 4 4 315
Fiscal rules and the Sovereign Default Premium 0 0 0 55 8 14 15 148
Fiscal rules and the sovereign default premium 0 1 2 52 4 8 12 181
Fiscal rules and the sovereign default premium 0 0 0 61 7 11 15 187
Heterogeneous borrowers in quantitative models of sovereign default 0 0 0 215 4 8 14 645
International Reserves and Rollover Risk 0 1 2 98 6 11 14 871
International Reserves and Rollover Risk 0 0 0 100 3 8 17 145
International Reserves and Rollover Risk 0 0 0 79 6 10 13 274
International reserves and rollover risk 0 0 0 53 15 21 22 177
Long-duration bonds and sovereign defaults 0 0 1 334 2 5 17 826
Mortgage Defaults 0 0 0 64 5 6 8 224
Mortgage Defaults 0 0 0 52 6 7 11 117
Mortgage defaults 1 1 2 140 4 7 12 317
Mortgage defaults 0 0 0 40 5 7 9 174
Non-Defaultable Debt and Sovereign Risk 0 0 0 0 2 7 7 63
Non-Defaultable Debt and Sovereign Risk 0 0 0 44 2 4 6 126
On the Design and Effectiveness of Targeted Expenditure Programs 0 0 0 3 0 5 6 58
On the cyclicality of the interest rate in emerging economy models: solution methods matter 0 0 0 55 1 3 3 213
Online Appendix to "Quantitative properties of sovereign default models: solution methods" 0 1 3 196 18 23 28 385
Quantitative properties of sovereign default models: solution methods matter 0 0 0 71 2 3 4 177
Quantitative properties of sovereign default models: solution methods matter 0 0 0 65 11 17 19 215
Reputation and Career Concerns 0 0 1 52 5 8 11 218
Reputation, career concerns, and job assignments 0 0 0 217 3 9 11 879
Sovereign Bailouts 0 0 2 49 14 15 17 96
Sovereign Cocos and the Reprofiling of Debt Payments 0 0 0 54 5 8 11 191
Sovereign Debt Standstills 0 0 0 7 4 6 7 148
Sovereign Debt Standstills 0 0 0 10 2 5 5 50
Sovereign debt standstills 1 1 1 13 3 7 10 26
Sovereign default risk with heterogenous borrowers 0 0 0 52 2 5 5 190
Sovereign defaults and optimal reserves management 0 0 1 113 3 8 10 105
Sudden stops, time inconsistency, and the duration of sovereign debt 0 0 1 71 7 13 17 143
Sudden stops, time inconsistency, and the duration of sovereign debt 0 0 1 37 3 4 7 80
Voluntary Sovereign Debt Exchanges 0 0 0 78 1 4 5 236
Total Working Papers 2 5 23 3,736 251 431 565 11,929

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 16 22 25 239
Are we working too hard or should we be working harder? A simple model of career concerns 0 0 0 28 4 8 10 260
Debt Dilution and Sovereign Default Risk 0 2 5 97 6 15 33 379
Europe may provide lessons on preventing mortgage defaults 0 0 0 12 3 7 8 51
HETEROGENEOUS BORROWERS IN QUANTITATIVE MODELS OF SOVEREIGN DEFAULT 0 0 0 80 7 11 14 273
INTERTEMPORAL COMPETITION AND AID 0 0 0 0 2 4 5 40
International Reserves and Rollover Risk 0 0 0 43 5 9 13 352
Legal protection to foreign investors 0 0 0 6 5 8 10 66
Life cycle patterns and boom-bust dynamics in U.S. housing prices 0 0 0 8 1 4 6 68
Long-duration bonds and sovereign defaults 0 1 9 407 4 12 42 964
Mortgage defaults 0 0 1 56 10 10 21 241
Non-defaultable debt and sovereign risk 1 1 3 46 6 9 16 168
On the benefits of GDP-indexed government debt: lessons from a model of sovereign defaults 0 0 0 15 2 2 6 83
On the evolution of income inequality in the United States 0 0 0 139 2 5 6 581
Quantitative models of sovereign default and the threat of financial exclusion 0 0 0 116 1 4 5 320
Quantitative properties of sovereign default models: solution methods 0 1 4 503 4 16 32 1,399
Reputation, Career Concerns, and Job Assignments 0 0 0 42 5 10 12 203
Sudden Stops, Time Inconsistency, and the Duration of Sovereign Debt 0 0 1 25 4 7 9 89
The economics of sovereign defaults 0 0 0 420 3 9 11 1,025
The politics of sovereign defaults 0 0 1 27 6 9 12 156
Voluntary sovereign debt exchanges 1 1 1 72 3 6 9 241
What income inequality measures can (and cannot) tell us 0 0 0 19 2 4 6 51
Why could political incentives be different during election times? 0 0 0 13 6 7 8 94
Total Journal Articles 2 6 25 2,247 107 198 319 7,343

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 23 1,013 0 8 35 1,527
Total Software Items 0 3 23 1,013 0 8 35 1,527

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

Statistics updated 2026-02-12