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 3 4 8 63
A model of credit risk without commitment 0 0 0 11 1 2 5 69
A theory of political cycles 0 0 0 341 1 11 29 1,382
Commitment and sovereign default risk 0 0 0 29 0 1 9 61
Computing business cycles in emerging economy models 0 0 0 135 3 4 13 367
Constrained Efficient Borrowing with Sovereign Default Risk 0 0 0 8 0 2 6 153
Constrained efficient borrowing with sovereign default risk 0 0 0 35 1 4 19 106
Credit Risk without Commitment 0 0 0 51 5 7 13 127
Debt Dilution and Sovereign Default Risk 0 0 0 45 2 3 19 223
Debt Dilution and Sovereign Default Risk 0 0 0 58 1 6 24 146
Debt Dilution and Sovereign Default Risk 0 0 0 83 2 69 103 212
Debt Maturity and the Use of Short-Term Debt: Evidence form Sovereigns and Firms 0 0 0 33 1 3 16 111
Debt dilution and sovereign default risk 0 0 0 143 0 2 12 530
Debt dilution and sovereign default risk 0 0 0 56 6 7 22 169
Debt dilution, overborrowing, and sovereign default risk 0 0 1 29 4 4 9 139
Fiscal Rules and the Sovereign Default Premium 0 0 0 144 3 9 13 324
Fiscal rules and the Sovereign Default Premium 0 0 0 55 2 5 19 153
Fiscal rules and the sovereign default premium 0 0 1 52 2 4 15 185
Fiscal rules and the sovereign default premium 0 0 0 61 3 5 19 192
Heterogeneous borrowers in quantitative models of sovereign default 0 0 0 215 5 6 17 651
International Reserves and Rollover Risk 0 0 2 98 4 9 23 880
International Reserves and Rollover Risk 0 0 0 79 1 7 19 281
International Reserves and Rollover Risk 0 0 0 100 4 8 24 153
International reserves and rollover risk 0 0 0 53 4 12 34 189
Long-duration bonds and sovereign defaults 0 0 1 334 2 4 19 830
Mortgage Defaults 0 0 0 52 2 4 12 121
Mortgage Defaults 0 0 0 64 1 4 11 228
Mortgage defaults 0 0 0 40 4 7 15 181
Mortgage defaults 0 0 1 140 2 3 13 320
Non-Defaultable Debt and Sovereign Risk 0 0 0 44 0 3 9 129
Non-Defaultable Debt and Sovereign Risk 0 0 0 0 0 4 11 67
On the Design and Effectiveness of Targeted Expenditure Programs 0 0 0 3 4 5 10 63
On the cyclicality of the interest rate in emerging economy models: solution methods matter 0 0 0 55 0 3 6 216
Online Appendix to "Quantitative properties of sovereign default models: solution methods" 0 1 4 197 3 33 61 418
Quantitative properties of sovereign default models: solution methods matter 0 0 0 65 0 0 19 215
Quantitative properties of sovereign default models: solution methods matter 0 0 0 71 2 3 7 180
Reputation and Career Concerns 0 0 1 52 4 15 26 233
Reputation, career concerns, and job assignments 0 0 0 217 3 6 17 885
Sovereign Bailouts 0 0 2 49 0 18 35 114
Sovereign Cocos and the Reprofiling of Debt Payments 0 0 0 54 4 8 19 199
Sovereign Debt Standstills 0 0 0 7 0 3 10 151
Sovereign Debt Standstills 0 0 0 10 1 4 9 54
Sovereign debt standstills 0 0 1 13 2 11 20 37
Sovereign default risk with heterogenous borrowers 0 0 0 52 2 2 7 192
Sovereign defaults and optimal reserves management 0 0 0 113 3 6 14 111
Sudden stops, time inconsistency, and the duration of sovereign debt 0 0 1 37 1 3 9 83
Sudden stops, time inconsistency, and the duration of sovereign debt 0 0 1 71 2 9 25 152
Voluntary Sovereign Debt Exchanges 0 0 0 78 0 4 9 240
Total Working Papers 0 1 16 3,737 100 356 883 12,285


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 1 1 74 3 5 30 244
Are we working too hard or should we be working harder? A simple model of career concerns 0 0 0 28 1 2 12 262
Debt Dilution and Sovereign Default Risk 0 1 4 98 2 15 41 394
Europe may provide lessons on preventing mortgage defaults 0 0 0 12 3 5 12 56
HETEROGENEOUS BORROWERS IN QUANTITATIVE MODELS OF SOVEREIGN DEFAULT 0 0 0 80 4 9 23 282
INTERTEMPORAL COMPETITION AND AID 0 0 0 0 1 4 8 44
International Reserves and Rollover Risk 0 1 1 44 2 5 16 357
Legal protection to foreign investors 0 0 0 6 1 2 12 68
Life cycle patterns and boom-bust dynamics in U.S. housing prices 0 0 0 8 1 6 10 74
Long-duration bonds and sovereign defaults 0 1 8 408 2 8 44 972
Mortgage defaults 0 1 2 57 2 7 26 248
Non-defaultable debt and sovereign risk 0 0 3 46 2 5 21 173
On the benefits of GDP-indexed government debt: lessons from a model of sovereign defaults 0 0 0 15 5 5 10 88
On the evolution of income inequality in the United States 0 0 0 139 2 4 10 585
Quantitative models of sovereign default and the threat of financial exclusion 0 0 0 116 4 6 10 326
Quantitative properties of sovereign default models: solution methods 0 0 4 503 6 7 35 1,406
Reputation, Career Concerns, and Job Assignments 0 1 1 43 2 5 17 208
Sudden Stops, Time Inconsistency, and the Duration of Sovereign Debt 0 0 1 25 2 3 12 92
The economics of sovereign defaults 0 0 0 420 1 4 15 1,029
The politics of sovereign defaults 0 0 1 27 4 4 15 160
Voluntary sovereign debt exchanges 0 0 1 72 0 0 8 241
What income inequality measures can (and cannot) tell us 0 0 0 19 0 0 6 51
Why could political incentives be different during election times? 0 0 0 13 1 3 11 97
Total Journal Articles 0 6 27 2,253 51 114 404 7,457


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" 1 3 20 1,016 3 7 35 1,534
Total Software Items 1 3 20 1,016 3 7 35 1,534


Statistics updated 2026-05-06