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Access Statistics for Juan Carlos Hatchondo

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 Quantitative Model of Competitive Asset Pricing Under Private Information 0 0 0 0 0 0 0 161
A model of credit risk without commitment 0 0 0 11 0 0 0 64
A model of credit risk without commitment 0 0 1 5 1 2 3 55
Asset Trading and Valuation with Uncertain Exposure 0 0 0 57 0 0 0 105
Asymmetric Information and the Lack of International Portfolio 0 0 0 0 0 0 0 142
Asymmetric information and the lack of international portfolio diversification 0 0 0 137 1 1 2 488
Commitment and sovereign default risk 0 0 1 29 0 0 1 50
Constrained efficient borrowing with sovereign default risk 0 1 4 35 1 2 5 85
Credit Risk without Commitment 0 0 5 48 0 0 8 108
Debt Dilution and Sovereign Default Risk 0 0 0 57 0 0 0 120
Debt Dilution and Sovereign Default Risk 0 0 0 45 0 0 1 204
Debt Dilution and Sovereign Default Risk 0 0 2 82 0 0 2 106
Debt dilution and sovereign default risk 0 0 0 143 0 0 1 518
Debt dilution and sovereign default risk 0 0 0 55 0 0 0 145
Debt dilution, overborrowing, and sovereign default risk 0 0 1 27 0 0 1 128
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 1 133
Fiscal rules and the sovereign default premium 0 0 1 50 0 0 6 168
Fiscal rules and the sovereign default premium 1 1 4 61 1 1 12 171
Heterogeneous borrowers in quantitative models of sovereign default 1 1 3 215 1 1 4 631
Income Redistribution and Disability Insurance 0 0 0 104 0 0 0 213
International Reserves and Rollover Risk 1 1 1 100 1 1 1 128
International Reserves and Rollover Risk 1 1 3 95 2 2 455 856
International Reserves and Rollover Risk 0 0 1 79 0 0 6 261
International reserves and rollover risk 0 0 1 53 0 0 2 155
International reserves and rollover risk 0 0 2 40 0 0 2 108
Long-duration bonds and sovereign defaults 0 0 4 333 0 4 17 808
Mortgage Defaults 0 0 0 52 2 3 4 105
Mortgage Defaults 0 0 0 64 0 0 1 216
Mortgage defaults 0 0 0 40 0 0 0 165
Mortgage defaults 0 2 3 138 0 2 6 304
Non-Defaultable Debt and Sovereign Risk 0 0 0 0 1 1 3 56
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 2 4 193 0 2 5 356
Quantitative properties of sovereign default models: solution methods matter 0 0 0 65 1 2 3 196
Sovereign Bailouts 0 0 3 46 0 0 3 77
Sovereign Cocos and the Reprofiling of Debt Payments 0 1 4 54 1 3 7 178
Sovereign default risk with heterogenous borrowers 0 0 0 52 0 0 0 185
Sovereign defaults and optimal reserves management 0 0 2 112 0 2 7 93
Sudden stops, time inconsistency, and the duration of sovereign debt 0 0 1 70 0 1 3 126
The value of information with heterogeneous agents and partially revealing prices 0 0 0 26 0 0 0 234
The value of information with heterogeneous agents and partially revealing prices 0 0 0 70 0 0 0 303
Voluntary Sovereign Debt Exchanges 0 0 1 78 0 0 1 231
Total Working Papers 4 10 52 3,175 13 30 574 9,457

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A quantitative study of the role of wealth inequality on asset prices 0 0 0 19 0 1 2 110
ASYMMETRIC INFORMATION AND THE LACK OF PORTFOLIO DIVERSIFICATION 0 0 0 39 0 0 1 149
Debt Dilution and Sovereign Default Risk 0 0 4 92 3 5 18 345
Europe may provide lessons on preventing mortgage defaults 0 0 0 12 0 0 0 43
HETEROGENEOUS BORROWERS IN QUANTITATIVE MODELS OF SOVEREIGN DEFAULT 0 0 0 80 1 1 2 259
How might the Fed's large-scale asset purchases lower long-term interest rates? 0 0 0 42 0 0 1 126
International Reserves and Rollover Risk 0 0 4 43 3 6 20 339
Is a new asset bubble emerging in certain markets? 0 0 0 54 0 1 2 113
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 0 0 14 398 2 7 33 918
Mortgage defaults 0 0 0 55 1 4 8 220
Non-defaultable debt and sovereign risk 1 1 1 43 1 2 8 151
On the benefits of GDP-indexed government debt: lessons from a model of sovereign defaults 0 0 1 15 0 1 5 77
Quantitative models of sovereign default and the threat of financial exclusion 0 0 0 116 0 1 1 314
Quantitative properties of sovereign default models: solution methods 0 1 14 499 2 7 35 1,364
Recoveries from recessions associated with banking crises: how does this one compare? 0 0 0 7 0 0 0 69
Sudden Stops, Time Inconsistency, and the Duration of Sovereign Debt 0 0 0 24 0 0 0 80
The behavior of household and business investment over the business cycle 0 0 0 54 0 1 1 175
The economics of sovereign defaults 0 0 0 420 0 0 0 1,014
The politics of sovereign defaults 0 0 0 26 2 2 4 144
Voluntary sovereign debt exchanges 0 1 3 71 0 1 7 231
Total Journal Articles 1 3 41 2,123 15 40 148 6,358

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 14 36 988 2 18 47 1,489
Total Software Items 1 14 36 988 2 18 47 1,489

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Statistics updated 2024-12-04