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 4 0 0 0 52
A model of credit risk without commitment 0 0 0 11 0 0 1 64
A theory of political cycles 0 0 0 341 0 0 3 1,352
Commitment and sovereign default risk 1 1 1 29 1 1 1 50
Computing business cycles in emerging economy models 0 0 0 135 0 0 0 353
Constrained Efficient Borrowing with Sovereign Default Risk 0 0 0 7 0 0 0 144
Constrained efficient borrowing with sovereign default risk 1 1 2 33 1 1 3 82
Credit Risk without Commitment 0 0 3 46 0 2 8 106
Debt Dilution and Sovereign Default Risk 0 0 0 80 0 0 1 104
Debt Dilution and Sovereign Default Risk 0 0 0 57 0 0 1 120
Debt Dilution and Sovereign Default Risk 0 0 0 45 0 0 2 204
Debt Maturity and the Use of Short-Term Debt: Evidence form Sovereigns and Firms 0 1 4 30 1 3 16 87
Debt dilution and sovereign default risk 0 0 0 143 0 0 3 518
Debt dilution and sovereign default risk 0 0 0 55 0 0 2 145
Debt dilution, overborrowing, and sovereign default risk 0 0 1 27 0 0 4 128
Fiscal Rules and the Sovereign Default Premium 0 0 1 144 0 0 2 311
Fiscal rules and the Sovereign Default Premium 0 0 0 55 0 0 1 133
Fiscal rules and the sovereign default premium 0 0 1 49 1 3 6 167
Fiscal rules and the sovereign default premium 1 1 4 60 2 5 14 170
Heterogeneous borrowers in quantitative models of sovereign default 0 0 3 214 0 1 5 630
International Reserves and Rollover Risk 0 1 3 94 60 148 485 747
International Reserves and Rollover Risk 0 0 1 79 0 2 6 261
International Reserves and Rollover Risk 0 0 0 99 0 0 0 127
International reserves and rollover risk 0 0 1 53 0 0 2 155
Long-duration bonds and sovereign defaults 0 0 3 331 1 2 12 801
Mortgage Defaults 0 0 0 52 0 0 0 101
Mortgage Defaults 0 0 0 64 0 1 2 216
Mortgage defaults 0 1 3 136 0 1 7 301
Mortgage defaults 0 0 0 40 0 0 0 165
Non-Defaultable Debt and Sovereign Risk 0 0 0 0 0 1 3 55
Non-Defaultable Debt and Sovereign Risk 0 0 0 44 0 0 1 120
On the Design and Effectiveness of Targeted Expenditure Programs 0 0 0 3 0 0 1 52
On the cyclicality of the interest rate in emerging economy models: solution methods matter 0 0 0 55 0 0 1 210
Online Appendix to "Quantitative properties of sovereign default models: solution methods" 0 0 4 191 0 1 5 354
Quantitative properties of sovereign default models: solution methods matter 0 0 0 71 0 0 0 172
Quantitative properties of sovereign default models: solution methods matter 0 0 1 65 0 0 2 193
Reputation and Career Concerns 0 0 0 51 0 0 5 207
Reputation, career concerns, and job assignments 0 0 0 217 0 0 0 868
Sovereign Bailouts 0 1 2 45 0 1 3 76
Sovereign Cocos and the Reprofiling of Debt Payments 0 1 2 51 0 1 3 173
Sovereign Debt Standstills 0 0 0 7 0 0 0 141
Sovereign Debt Standstills 0 0 2 10 0 0 5 45
Sovereign debt standstills 0 0 0 12 1 1 2 16
Sovereign default risk with heterogenous borrowers 0 0 0 52 0 0 0 185
Sovereign defaults and optimal reserves management 1 1 2 111 1 1 3 87
Sudden stops, time inconsistency, and the duration of sovereign debt 0 0 1 70 0 0 1 124
Sudden stops, time inconsistency, and the duration of sovereign debt 0 0 0 36 0 0 0 73
Voluntary Sovereign Debt Exchanges 0 0 0 77 0 0 0 230
Total Working Papers 4 9 45 3,681 69 176 622 11,175


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 71 0 0 3 209
Are we working too hard or should we be working harder? A simple model of career concerns 0 0 0 28 0 0 0 249
Debt Dilution and Sovereign Default Risk 0 0 5 92 1 4 17 340
Europe may provide lessons on preventing mortgage defaults 0 0 0 12 0 0 1 43
HETEROGENEOUS BORROWERS IN QUANTITATIVE MODELS OF SOVEREIGN DEFAULT 0 0 0 80 1 1 1 258
INTERTEMPORAL COMPETITION AND AID 0 0 0 0 0 0 1 35
International Reserves and Rollover Risk 0 0 3 42 0 2 21 331
Legal protection to foreign investors 0 0 0 6 0 0 0 55
Life cycle patterns and boom-bust dynamics in U.S. housing prices 0 0 0 8 0 0 0 62
Long-duration bonds and sovereign defaults 3 6 24 396 3 7 47 906
Mortgage defaults 0 0 3 55 0 1 6 214
Non-defaultable debt and sovereign risk 0 0 0 42 0 3 5 148
On the benefits of GDP-indexed government debt: lessons from a model of sovereign defaults 0 1 1 15 0 1 4 76
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 0 313
Quantitative properties of sovereign default models: solution methods 1 10 14 497 2 15 33 1,354
Reputation, Career Concerns, and Job Assignments 0 0 1 42 0 0 2 190
Sudden Stops, Time Inconsistency, and the Duration of Sovereign Debt 0 0 0 24 0 0 0 80
The economics of sovereign defaults 0 0 0 420 0 0 0 1,014
The politics of sovereign defaults 0 0 0 26 0 1 3 142
Voluntary sovereign debt exchanges 0 1 2 70 1 3 8 230
What income inequality measures can (and cannot) tell us 0 0 0 19 0 0 1 45
Why could political incentives be different during election times? 0 0 0 13 0 0 0 85
Total Journal Articles 4 18 54 2,213 8 38 153 6,954


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 7 27 971 2 13 37 1,468
Total Software Items 1 7 27 971 2 13 37 1,468


Statistics updated 2024-07-03