Details about Juan Carlos Hatchondo

Access statistics for papers by Juan Carlos Hatchondo.

Last updated 2020-11-19. Update your information in the RePEc Author Service.

Short-id: pha599

Working Papers

2019

1. Constrained efficient borrowing with sovereign default risk
   2019 Meeting Papers, Society for Economic Dynamics

2018

2. Commitment and sovereign default risk
   2018 Meeting Papers, Society for Economic Dynamics

2017

3. Credit Risk without Commitment
   2017 Meeting Papers, Society for Economic Dynamics View citations (4)
4. Sovereign Cocos and the Reprofiling of Debt Payments
   2017 Meeting Papers, Society for Economic Dynamics View citations (5)

2016

5. International Reserves and Rollover Risk
   Working Papers, Federal Reserve Bank of Minneapolis View citations (3)
   Also in Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2013) View citations (19)
   NBER Working Papers, National Bureau of Economic Research, Inc (2012) View citations (36)
   IMF Working Papers, International Monetary Fund (2013) View citations (30)
   Working Paper, Federal Reserve Bank of Richmond (2013) View citations (19)
   See also Journal Article International Reserves and Rollover Risk, American Economic Review, American Economic Association (2018) View citations (79) (2018)
6. Non-Defaultable Debt and Sovereign Risk
   2016 Meeting Papers, Society for Economic Dynamics
   See also Journal Article Non-defaultable debt and sovereign risk, Journal of International Economics, Elsevier (2017) View citations (16) (2017)

2015

7. Debt Dilution and Sovereign Default Risk
   CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington View citations (2)
   Also in IMF Working Papers, International Monetary Fund (2011) View citations (35)
   Department of Economics Working Papers, McMaster University (2014) View citations (7)
   Working Paper, Federal Reserve Bank of Richmond (2012) View citations (14)
   2012 Meeting Papers, Society for Economic Dynamics (2012) View citations (9)
   See also Journal Article Debt Dilution and Sovereign Default Risk, Journal of Political Economy, University of Chicago Press (2016) View citations (114) (2016)
8. Fiscal rules and the Sovereign Default Premium
   CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington View citations (30)
   Also in Working Paper, Federal Reserve Bank of Richmond (2012) View citations (49)
   IMF Working Papers, International Monetary Fund (2012) View citations (31)
   2015 Meeting Papers, Society for Economic Dynamics (2015) View citations (30)
9. Mortgage Defaults
   CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington View citations (4)
   Also in Working Papers, Federal Reserve Bank of St. Louis (2011) View citations (17)
   Working Paper, Federal Reserve Bank of Richmond (2011)
   IMF Working Papers, International Monetary Fund (2012) View citations (2)
   See also Journal Article Mortgage defaults, Journal of Monetary Economics, Elsevier (2015) View citations (5) (2015)

2014

10. Asset Trading and Valuation with Uncertain Exposure
    Working Paper, Federal Reserve Bank of Richmond
11. Sovereign Bailouts
    2014 Meeting Papers, Society for Economic Dynamics

2013

12. Sudden stops, time inconsistency, and the duration of sovereign debt
    Working Paper, Federal Reserve Bank of Richmond View citations (13)
    See also Journal Article Sudden Stops, Time Inconsistency, and the Duration of Sovereign Debt, International Economic Journal, Taylor & Francis Journals (2013) View citations (17) (2013)
13. Voluntary Sovereign Debt Exchanges
    Department of Economics Working Papers, McMaster University
    See also Journal Article Voluntary sovereign debt exchanges, Journal of Monetary Economics, Elsevier (2014) View citations (45) (2014)

2012

14. Sovereign defaults and optimal reserves management
    2012 Meeting Papers, Society for Economic Dynamics

2010

15. Debt dilution, overborrowing, and sovereign default risk
    2010 Meeting Papers, Society for Economic Dynamics View citations (1)
16. Online Appendix to "Quantitative properties of sovereign default models: solution methods"
    Online Appendices, Review of Economic Dynamics View citations (78)
    See also Journal Article Quantitative properties of sovereign default models: solution methods, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2010) View citations (121) (2010)
17. Quantitative properties of sovereign default models: solution methods matter
    Working Paper, Federal Reserve Bank of Richmond View citations (100)

2009

18. A model of credit risk without commitment
    2009 Meeting Papers, Society for Economic Dynamics
    Also in 2008 Meeting Papers, Society for Economic Dynamics (2008)
19. Long-duration bonds and sovereign defaults
    Working Paper, Federal Reserve Bank of Richmond View citations (274)
    See also Journal Article Long-duration bonds and sovereign defaults, Journal of International Economics, Elsevier (2009) View citations (282) (2009)
20. On the cyclicality of the interest rate in emerging economy models: solution methods matter
    Working Paper, Federal Reserve Bank of Richmond View citations (3)

2008

21. Heterogeneous borrowers in quantitative models of sovereign default
    Working Paper, Federal Reserve Bank of Richmond View citations (19)
    See also Journal Article HETEROGENEOUS BORROWERS IN QUANTITATIVE MODELS OF SOVEREIGN DEFAULT, International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association (2009) View citations (61) (2009)

2006

22. Asymmetric Information and the Lack of International Portfolio
    2006 Meeting Papers, Society for Economic Dynamics
23. Sovereign default risk with heterogenous borrowers
    2006 Meeting Papers, Society for Economic Dynamics

2005

24. A Quantitative Model of Competitive Asset Pricing Under Private Information
    2005 Meeting Papers, Society for Economic Dynamics View citations (1)
25. Asymmetric information and the lack of international portfolio diversification
    Working Paper, Federal Reserve Bank of Richmond View citations (7)
26. Income Redistribution and Disability Insurance
    2005 Meeting Papers, Society for Economic Dynamics
27. The value of information with heterogeneous agents and partially revealing prices
    Working Paper, Federal Reserve Bank of Richmond View citations (1)
    Also in Econometric Society 2004 North American Summer Meetings, Econometric Society (2004)

Journal Articles

2018

1. International Reserves and Rollover Risk
   American Economic Review, 2018, 108, (9), 2629-70 View citations (79)
   See also Working Paper International Reserves and Rollover Risk, Working Papers (2016) View citations (3) (2016)

2017

2. Non-defaultable debt and sovereign risk
   Journal of International Economics, 2017, 105, (C), 217-229 View citations (16)
   See also Working Paper Non-Defaultable Debt and Sovereign Risk, 2016 Meeting Papers (2016) (2016)

2016

3. Debt Dilution and Sovereign Default Risk
   Journal of Political Economy, 2016, 124, (5), 1383 - 1422 View citations (114)
   See also Working Paper Debt Dilution and Sovereign Default Risk, CAEPR Working Papers (2015) View citations (2) (2015)

2015

4. Mortgage defaults
   Journal of Monetary Economics, 2015, 76, (C), 173-190 View citations (5)
   See also Working Paper Mortgage Defaults, CAEPR Working Papers (2015) View citations (4) (2015)

2014

5. Voluntary sovereign debt exchanges
   Journal of Monetary Economics, 2014, 61, (C), 32-50 View citations (45)
   See also Working Paper Voluntary Sovereign Debt Exchanges, Department of Economics Working Papers (2013) (2013)

2013

6. Europe may provide lessons on preventing mortgage defaults
   The Regional Economist, 2013, (July) View citations (6)
7. Life cycle patterns and boom-bust dynamics in U.S. housing prices
   Economic Synopses, 2013 View citations (1)
8. Sudden Stops, Time Inconsistency, and the Duration of Sovereign Debt
   International Economic Journal, 2013, 27, (2), 217-228 View citations (17)
   See also Working Paper Sudden stops, time inconsistency, and the duration of sovereign debt, Working Paper (2013) View citations (13) (2013)

2012

9. On the benefits of GDP-indexed government debt: lessons from a model of sovereign defaults
   Economic Quarterly, 2012, 98, (2Q), 139-157 View citations (18)

2011

10. How might the Fed's large-scale asset purchases lower long-term interest rates?
    Richmond Fed Economic Brief, 2011, (Jan) View citations (1)
11. Legal protection to foreign investors
    Economic Quarterly, 2011, 97, (2Q), 175-187 View citations (3)
12. Recoveries from recessions associated with banking crises: how does this one compare?
    Richmond Fed Economic Brief, 2011, (Nov)

2010

13. Is a new asset bubble emerging in certain markets?
    Richmond Fed Economic Brief, 2010, (Feb) View citations (1)
14. Quantitative properties of sovereign default models: solution methods
    Review of Economic Dynamics, 2010, 13, (4), 919-933 View citations (121)
    See also Software Item Code and data files for "Quantitative properties of sovereign default models: solution methods matter", Computer Codes (2010) (2010)
    Working Paper Online Appendix to "Quantitative properties of sovereign default models: solution methods", Online Appendices (2010) View citations (78) (2010)
15. The politics of sovereign defaults
    Economic Quarterly, 2010, 96, (3Q), 291-317 View citations (23)

2009

16. HETEROGENEOUS BORROWERS IN QUANTITATIVE MODELS OF SOVEREIGN DEFAULT
    International Economic Review, 2009, 50, (4), 1129-1151 View citations (61)
    See also Working Paper Heterogeneous borrowers in quantitative models of sovereign default, Working Paper (2008) View citations (19) (2008)
17. Long-duration bonds and sovereign defaults
    Journal of International Economics, 2009, 79, (1), 117-125 View citations (282)
    See also Working Paper Long-duration bonds and sovereign defaults, Working Paper (2009) View citations (274) (2009)
18. The behavior of household and business investment over the business cycle
    Economic Quarterly, 2009, 95, (Sum) View citations (3)

2008

19. A quantitative study of the role of wealth inequality on asset prices
    Economic Quarterly, 2008, 94, (Win), 73-96 View citations (4)
20. ASYMMETRIC INFORMATION AND THE LACK OF PORTFOLIO DIVERSIFICATION
    International Economic Review, 2008, 49, (4), 1297-1330 View citations (19)

2007

21. Quantitative models of sovereign default and the threat of financial exclusion
    Economic Quarterly, 2007, 93, (Sum), 251-286 View citations (16)
22. The economics of sovereign defaults
    Economic Quarterly, 2007, 93, (Spr), 163-187 View citations (14)

Software Items

2010

1. Code and data files for "Quantitative properties of sovereign default models: solution methods matter"
   Computer Codes, Review of Economic Dynamics
   See also Journal Article Quantitative properties of sovereign default models: solution methods, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2010) View citations (121) (2010)