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 7 12 67
A model of credit risk without commitment 0 0 0 11 2 4 8 72
A theory of political cycles 0 0 0 341 1 2 30 1,383
Commitment and sovereign default risk 0 0 0 29 0 0 9 61
Computing business cycles in emerging economy models 0 0 0 135 0 3 13 367
Constrained Efficient Borrowing with Sovereign Default Risk 0 0 0 8 0 1 7 154
Constrained efficient borrowing with sovereign default risk 0 0 0 35 0 1 19 106
Credit Risk without Commitment 0 0 0 51 0 5 13 127
Debt Dilution and Sovereign Default Risk 0 0 0 45 0 6 23 227
Debt Dilution and Sovereign Default Risk 0 0 0 83 0 10 111 220
Debt Dilution and Sovereign Default Risk 0 0 0 58 0 2 25 147
Debt Maturity and the Use of Short-Term Debt: Evidence form Sovereigns and Firms 0 1 1 34 0 3 15 113
Debt dilution and sovereign default risk 0 0 0 56 2 9 24 172
Debt dilution and sovereign default risk 0 0 0 143 1 2 14 532
Debt dilution, overborrowing, and sovereign default risk 0 0 0 29 0 5 9 140
Fiscal Rules and the Sovereign Default Premium 0 0 0 144 0 4 14 325
Fiscal rules and the Sovereign Default Premium 0 0 0 55 0 3 20 154
Fiscal rules and the sovereign default premium 0 0 0 61 0 6 21 195
Fiscal rules and the sovereign default premium 0 0 1 52 0 2 14 185
Heterogeneous borrowers in quantitative models of sovereign default 0 0 0 215 1 7 18 653
International Reserves and Rollover Risk 0 0 0 79 0 2 20 282
International Reserves and Rollover Risk 1 1 3 99 1 6 25 882
International Reserves and Rollover Risk 0 0 0 100 1 7 23 156
International reserves and rollover risk 0 0 0 53 0 6 36 191
Long-duration bonds and sovereign defaults 0 0 1 334 1 3 20 831
Mortgage Defaults 0 0 0 52 0 2 12 121
Mortgage Defaults 0 0 0 64 1 2 12 229
Mortgage defaults 0 0 1 140 1 3 13 321
Mortgage defaults 0 0 0 40 2 6 17 183
Non-Defaultable Debt and Sovereign Risk 0 0 0 0 0 0 11 67
Non-Defaultable Debt and Sovereign Risk 0 0 0 44 0 0 9 129
On the Design and Effectiveness of Targeted Expenditure Programs 0 0 0 3 0 5 11 64
On the cyclicality of the interest rate in emerging economy models: solution methods matter 0 0 0 55 1 1 7 217
Online Appendix to "Quantitative properties of sovereign default models: solution methods" 0 0 3 197 1 7 64 422
Quantitative properties of sovereign default models: solution methods matter 0 0 0 71 0 2 7 180
Quantitative properties of sovereign default models: solution methods matter 0 0 0 65 1 1 19 216
Reputation and Career Concerns 0 1 2 53 0 5 27 234
Reputation, career concerns, and job assignments 0 0 0 217 0 4 18 886
Sovereign Bailouts 0 0 0 49 0 0 33 114
Sovereign Cocos and the Reprofiling of Debt Payments 0 0 0 54 0 4 18 199
Sovereign Debt Standstills 0 0 0 7 0 0 10 151
Sovereign Debt Standstills 0 0 0 10 0 2 10 55
Sovereign debt standstills 0 0 1 13 1 4 22 39
Sovereign default risk with heterogenous borrowers 0 0 0 52 0 2 7 192
Sovereign defaults and optimal reserves management 0 0 0 113 0 3 14 111
Sudden stops, time inconsistency, and the duration of sovereign debt 0 0 1 37 0 1 9 83
Sudden stops, time inconsistency, and the duration of sovereign debt 0 0 1 71 0 3 26 153
Voluntary Sovereign Debt Exchanges 0 0 0 78 2 2 11 242
Total Working Papers 1 3 15 3,740 20 165 930 12,350

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 1 74 2 5 32 246
Are we working too hard or should we be working harder? A simple model of career concerns 0 0 0 28 1 2 13 263
Debt Dilution and Sovereign Default Risk 0 0 4 98 0 3 39 395
Europe may provide lessons on preventing mortgage defaults 0 0 0 12 1 4 13 57
HETEROGENEOUS BORROWERS IN QUANTITATIVE MODELS OF SOVEREIGN DEFAULT 0 0 0 80 2 8 26 286
INTERTEMPORAL COMPETITION AND AID 0 0 0 0 0 2 9 45
International Reserves and Rollover Risk 0 0 1 44 0 2 14 357
Legal protection to foreign investors 0 0 0 6 1 2 12 69
Life cycle patterns and boom-bust dynamics in U.S. housing prices 0 0 0 8 0 1 10 74
Long-duration bonds and sovereign defaults 0 0 3 408 3 5 41 975
Mortgage defaults 2 2 4 59 2 7 31 253
Non-defaultable debt and sovereign risk 0 0 1 46 0 2 18 173
On the benefits of GDP-indexed government debt: lessons from a model of sovereign defaults 0 0 0 15 0 5 10 88
On the evolution of income inequality in the United States 0 0 0 139 0 2 10 585
Quantitative models of sovereign default and the threat of financial exclusion 0 0 0 116 1 5 11 327
Quantitative properties of sovereign default models: solution methods 0 0 2 503 0 7 31 1,407
Reputation, Career Concerns, and Job Assignments 0 1 2 44 0 3 18 209
Sudden Stops, Time Inconsistency, and the Duration of Sovereign Debt 0 0 1 25 0 2 12 92
The economics of sovereign defaults 1 1 1 421 1 5 19 1,033
The politics of sovereign defaults 0 0 1 27 0 6 17 162
Voluntary sovereign debt exchanges 0 0 1 72 0 0 7 241
What income inequality measures can (and cannot) tell us 0 0 0 19 0 1 6 52
Why could political incentives be different during election times? 0 0 0 13 0 3 13 99
Total Journal Articles 3 4 22 2,257 14 82 412 7,488

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 1 16 1,016 0 4 31 1,535
Total Software Items 0 1 16 1,016 0 4 31 1,535

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Statistics updated 2026-07-10