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 5 0 0 1 55
A model of credit risk without commitment 0 0 0 11 0 0 0 64
A theory of political cycles 0 0 0 341 0 1 2 1,354
Commitment and sovereign default risk 0 0 0 29 0 0 2 52
Computing business cycles in emerging economy models 0 0 0 135 0 0 1 354
Constrained Efficient Borrowing with Sovereign Default Risk 0 0 0 8 0 0 1 147
Constrained efficient borrowing with sovereign default risk 0 0 0 35 0 0 3 87
Credit Risk without Commitment 0 0 3 51 0 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 Maturity and the Use of Short-Term Debt: Evidence form Sovereigns and Firms 0 0 2 33 0 2 12 100
Debt dilution and sovereign default risk 0 0 1 56 0 1 4 149
Debt dilution and sovereign default risk 0 0 0 143 0 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 0 1 4 172
Fiscal rules and the sovereign default premium 0 0 1 61 0 1 5 175
Heterogeneous borrowers in quantitative models of sovereign default 0 0 1 215 0 2 7 637
International Reserves and Rollover Risk 0 1 3 97 0 3 6 860
International Reserves and Rollover Risk 0 0 0 79 1 2 3 264
International Reserves and Rollover Risk 0 0 1 100 0 2 8 135
International reserves and rollover risk 0 0 0 53 0 1 1 156
Long-duration bonds and sovereign defaults 0 1 1 334 0 1 5 812
Mortgage Defaults 0 0 0 64 0 0 1 217
Mortgage Defaults 0 0 0 52 0 0 6 109
Mortgage defaults 0 0 2 139 0 1 6 309
Mortgage defaults 0 0 0 40 0 0 1 166
Non-Defaultable Debt and Sovereign Risk 0 0 0 0 0 0 1 56
Non-Defaultable Debt and Sovereign Risk 0 0 0 44 0 2 2 122
On the Design and Effectiveness of Targeted Expenditure Programs 0 0 0 3 0 0 1 53
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" 1 1 3 195 1 1 4 359
Quantitative properties of sovereign default models: solution methods matter 0 0 0 71 0 0 1 173
Quantitative properties of sovereign default models: solution methods matter 0 0 0 65 0 0 2 197
Reputation and Career Concerns 0 0 0 51 0 1 1 208
Reputation, career concerns, and job assignments 0 0 0 217 0 2 2 870
Sovereign Bailouts 0 0 3 49 0 0 4 81
Sovereign Cocos and the Reprofiling of Debt Payments 0 0 1 54 0 1 6 182
Sovereign Debt Standstills 0 0 0 7 0 0 0 141
Sovereign Debt Standstills 0 0 0 10 0 0 0 45
Sovereign debt standstills 0 0 0 12 0 1 2 18
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 5 97
Sudden stops, time inconsistency, and the duration of sovereign debt 0 1 1 71 0 2 4 129
Sudden stops, time inconsistency, and the duration of sovereign debt 0 1 1 37 0 1 2 75
Voluntary Sovereign Debt Exchanges 0 0 0 78 0 1 1 232
Total Working Papers 1 5 30 3,730 2 34 136 11,454

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 0 1 4 215
Are we working too hard or should we be working harder? A simple model of career concerns 0 0 0 28 0 1 2 251
Debt Dilution and Sovereign Default Risk 0 0 2 94 1 6 21 362
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
INTERTEMPORAL COMPETITION AND AID 0 0 0 0 0 0 1 36
International Reserves and Rollover Risk 0 0 0 43 0 0 8 343
Legal protection to foreign investors 0 0 0 6 1 1 3 58
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 0 7 405 1 8 30 942
Mortgage defaults 0 1 1 56 2 8 11 230
Non-defaultable debt and sovereign risk 0 0 3 45 1 3 9 158
On the benefits of GDP-indexed government debt: lessons from a model of sovereign defaults 0 0 0 15 0 2 4 80
On the evolution of income inequality in the United States 0 0 0 139 0 0 0 575
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 3 3 20 1,379
Reputation, Career Concerns, and Job Assignments 0 0 0 42 0 1 2 192
Sudden Stops, Time Inconsistency, and the Duration of Sovereign Debt 0 1 1 25 0 1 1 81
The economics of sovereign defaults 0 0 0 420 0 1 1 1,015
The politics of sovereign defaults 0 1 1 27 0 1 4 146
Voluntary sovereign debt exchanges 0 0 1 71 0 0 4 234
What income inequality measures can (and cannot) tell us 0 0 0 19 0 1 2 47
Why could political incentives be different during election times? 0 0 0 13 0 1 2 87
Total Journal Articles 0 3 19 2,238 9 40 138 7,116

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" 3 6 28 1,006 5 9 36 1,513
Total Software Items 3 6 28 1,006 5 9 36 1,513

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Statistics updated 2025-10-06