[go: up one dir, main page]
IDEAS home Printed from https://ideas.repec.org/f/pha599.html
   My authors  Follow this author

Juan Carlos Hatchondo

Personal Details

First Name:Juan
Middle Name:Carlos
Last Name:Hatchondo
Suffix:
RePEc Short-ID:pha599
[This author has chosen not to make the email address public]
https://economics.uwo.ca/people/faculty/hatchondo.html
Terminal Degree: Economics Department; University of Rochester (from RePEc Genealogy)

Affiliation

Department of Economics
University of Western Ontario

London, Canada
https://economics.uwo.ca/
RePEc:edi:deuwoca (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Software

Working papers

  1. Juan Hatchondo & Francisco Roch & Leonardo Martinez, 2019. "Constrained efficient borrowing with sovereign default risk," 2019 Meeting Papers 899, Society for Economic Dynamics.
  2. Juan Hatchondo & Francisco Roch & Leonardo Martinez, 2018. "Commitment and sovereign default risk," 2018 Meeting Papers 927, Society for Economic Dynamics.
  3. Leonardo Martinez & Juan Hatchondo, 2017. "Sovereign Cocos and the Reprofiling of Debt Payments," 2017 Meeting Papers 1435, Society for Economic Dynamics.
  4. Leonardo Martinez & Juan Hatchondo, 2017. "Credit Risk without Commitment," 2017 Meeting Papers 1326, Society for Economic Dynamics.
  5. Yasin Kursat Onder & Leonardo Martinez & Juan Hatchondo, 2016. "Non-Defaultable Debt and Sovereign Risk," 2016 Meeting Papers 1297, Society for Economic Dynamics.
  6. Leonardo Martinez & Juan Hatchondo & Burhanettin Kuruscu & Bulent Guler, 2014. "Sovereign Bailouts," 2014 Meeting Papers 1278, Society for Economic Dynamics.
  7. Juan Carlos Hatchondo & Per Krusell & Martin Schneider, 2014. "Asset Trading and Valuation with Uncertain Exposure," Working Paper 14-5, Federal Reserve Bank of Richmond.
  8. Javier Bianchi & Juan Carlos Hatchondo & Leonardo Martinez, 2013. "International reserves and rollover risk," Working Paper 13-01, Federal Reserve Bank of Richmond.
  9. Juan Carlos Hatchondo & Leonardo Martinez & Cesar Sosa Padilla, 2013. "Voluntary Sovereign Debt Exchanges," Department of Economics Working Papers 2013-13, McMaster University.
  10. Juan Carlos Hatchondo & Leonardo Martinez, 2013. "Sudden stops, time inconsistency, and the duration of sovereign debt," Working Paper 13-08, Federal Reserve Bank of Richmond.
  11. Leonardo Martinez & Juan Hatchondo & Javier Bianchi, 2012. "Sovereign defaults and optimal reserves management," 2012 Meeting Papers 1125, Society for Economic Dynamics.
  12. Juan Carlos Hatchondo & Leonardo Martinez, 2012. "Debt dilution and sovereign default risk," Working Paper 10-08, Federal Reserve Bank of Richmond.
  13. Juan Carlos Hatchondo & Leonardo Martinez & Francisco Roch, 2012. "Fiscal rules and the sovereign default premium," Working Paper 12-01, Federal Reserve Bank of Richmond.
  14. Juan Carlos Hatchondo & Leonardo Martinez & Juan M. Sanchez, 2011. "Mortgage defaults," Working Papers 2011-019, Federal Reserve Bank of St. Louis.
    • Juan Carlos Hatchondo & Leonardo Martinez & Juan M. Sanchez, 2011. "Mortgage defaults," Working Paper 11-05, Federal Reserve Bank of Richmond.
    • Juan Carlos Hatchondo & Leonardo Martinez & Juan M. Sanchez, 2015. "Mortgage Defaults," CAEPR Working Papers 2015-011, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
    • Mr. Leonardo Martinez & Juan Carlos Hatchondo & Mr. Juan M. Sanchez, 2012. "Mortgage Defaults," IMF Working Papers 2012/026, International Monetary Fund.
  15. Juan Carlos Hatchondo & Leonardo Martinez & Horacio Sapriza, 2010. "Online Appendix to "Quantitative properties of sovereign default models: solution methods"," Online Appendices 08-133, Review of Economic Dynamics.
  16. Juan Carlos Hatchondo & Leonardo Martinez & Horacio Sapriza, 2010. "Quantitative properties of sovereign default models: solution methods matter," Working Paper 10-04, Federal Reserve Bank of Richmond.
  17. Juan Carlos Hatchondo & Cesar Sosa-Padilla & Leonardo Martinez, 2010. "Debt dilution, overborrowing, and sovereign default risk," 2010 Meeting Papers 481, Society for Economic Dynamics.
  18. Juan Carlos Hatchondo & Leonardo Martinez, 2009. "Long-duration bonds and sovereign defaults," Working Paper 08-02, Federal Reserve Bank of Richmond.
  19. Juan Carlos Hatchondo & Leonardo Martinez & Horacio Sapriza, 2009. "On the cyclicality of the interest rate in emerging economy models: solution methods matter," Working Paper 09-13, Federal Reserve Bank of Richmond.
  20. Leonardo Martinez & Juan Carlos Hatchondo, 2009. "A model of credit risk without commitment," 2009 Meeting Papers 978, Society for Economic Dynamics.
  21. Juan Carlos Hatchondo & Leonardo Martinez & Horacio Sapriza, 2008. "Heterogeneous borrowers in quantitative models of sovereign default," Working Paper 07-01, Federal Reserve Bank of Richmond.
  22. Juan Carlos Hatchondo, 2006. "Asymmetric Information and the Lack of International Portfolio," 2006 Meeting Papers 849, Society for Economic Dynamics.
  23. Juan Carlos Hatchondo & Leonardo Martinez & Horacio Sapriza, 2006. "Sovereign default risk with heterogenous borrowers," 2006 Meeting Papers 845, Society for Economic Dynamics.
  24. Juan Carlos Hatchondo, 2005. "Asymmetric information and the lack of international portfolio diversification," Working Paper 05-07, Federal Reserve Bank of Richmond.
  25. Juan Carlos Hatchondo & Hugo Hopenhayn, 2005. "Income Redistribution and Disability Insurance," 2005 Meeting Papers 129, Society for Economic Dynamics.
  26. Martin Schneider & Juan Carlos Hatchondo & Per Krusell, 2005. "A Quantitative Model of Competitive Asset Pricing Under Private Information," 2005 Meeting Papers 464, Society for Economic Dynamics.
  27. Juan Hatchondo, 2004. "The value of information with heterogeneous agents and partially revealing prices," Econometric Society 2004 North American Summer Meetings 175, Econometric Society.

Articles

  1. Javier Bianchi & Juan Carlos Hatchondo & Leonardo Martinez, 2018. "International Reserves and Rollover Risk," American Economic Review, American Economic Association, vol. 108(9), pages 2629-2670, September.
  2. Hatchondo, Juan Carlos & Martinez, Leonardo & Onder, Yasin Kursat, 2017. "Non-defaultable debt and sovereign risk," Journal of International Economics, Elsevier, vol. 105(C), pages 217-229.
  3. Juan Carlos Hatchondo & Leonardo Martinez & César Sosa-Padilla, 2016. "Debt Dilution and Sovereign Default Risk," Journal of Political Economy, University of Chicago Press, vol. 124(5), pages 1383-1422.
  4. Carlos Hatchondo, Juan & Martinez, Leonardo & Sánchez, Juan M., 2015. "Mortgage defaults," Journal of Monetary Economics, Elsevier, vol. 76(C), pages 173-190.
    • Juan Carlos Hatchondo & Leonardo Martinez & Juan M. Sanchez, 2011. "Mortgage defaults," Working Paper 11-05, Federal Reserve Bank of Richmond.
    • Juan Carlos Hatchondo & Leonardo Martinez & Juan M. Sanchez, 2015. "Mortgage Defaults," CAEPR Working Papers 2015-011, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
    • Juan Carlos Hatchondo & Leonardo Martinez & Juan M. Sanchez, 2011. "Mortgage defaults," Working Papers 2011-019, Federal Reserve Bank of St. Louis.
    • Mr. Leonardo Martinez & Juan Carlos Hatchondo & Mr. Juan M. Sanchez, 2012. "Mortgage Defaults," IMF Working Papers 2012/026, International Monetary Fund.
  5. Hatchondo, Juan Carlos & Martinez, Leonardo & Sosa Padilla, César, 2014. "Voluntary sovereign debt exchanges," Journal of Monetary Economics, Elsevier, vol. 61(C), pages 32-50.
  6. Juan Carlos Hatchondo & Leonardo Martinez & Juan M. Sanchez, 2013. "Life cycle patterns and boom-bust dynamics in U.S. housing prices," Economic Synopses, Federal Reserve Bank of St. Louis.
  7. Juan Carlos Hatchondo & Leonardo Martinez & Juan M. Sanchez, 2013. "Europe may provide lessons on preventing mortgage defaults," The Regional Economist, Federal Reserve Bank of St. Louis, issue July.
  8. Juan Carlos Hatchondo & Leonardo Martinez, 2013. "Sudden Stops, Time Inconsistency, and the Duration of Sovereign Debt," International Economic Journal, Taylor & Francis Journals, vol. 27(2), pages 217-228, June.
  9. Juan Carlos Hatchondo & Leonardo Martinez, 2012. "On the benefits of GDP-indexed government debt: lessons from a model of sovereign defaults," Economic Quarterly, Federal Reserve Bank of Richmond, vol. 98(2Q), pages 139-157.
  10. Juan Carlos Hatchondo & David A. Price & Jonathan Tompkins, 2011. "Recoveries from recessions associated with banking crises : how does this one compare?," Richmond Fed Economic Brief, Federal Reserve Bank of Richmond, issue Nov.
  11. Juan Carlos Hatchondo & Leonardo Martinez, 2011. "Legal protection to foreign investors," Economic Quarterly, Federal Reserve Bank of Richmond, vol. 97(2Q), pages 175-187.
  12. Renee Courtois Haltom & Juan Carlos Hatchondo, 2011. "How might the Fed's large-scale asset purchases lower long-term interest rates?," Richmond Fed Economic Brief, Federal Reserve Bank of Richmond, issue Jan.
  13. Juan Carlos Hatchondo & Leonardo Martinez & Horacio Sapriza, 2010. "Quantitative properties of sovereign default models: solution methods," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 13(4), pages 919-933, October.
  14. Renee Courtois & Brian Gaines & Juan Carlos Hatchondo, 2010. "Is a new asset bubble emerging in certain markets?," Richmond Fed Economic Brief, Federal Reserve Bank of Richmond, issue Feb.
  15. Juan Carlos Hatchondo & Leonardo Martinez, 2010. "The politics of sovereign defaults," Economic Quarterly, Federal Reserve Bank of Richmond, vol. 96(3Q), pages 291-317.
  16. Juan Carlos Hatchondo & Leonardo Martinez & Horacio Sapriza, 2009. "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, vol. 50(4), pages 1129-1151, November.
  17. Kausik Gangopadhyay & Juan Carlos Hatchondo, 2009. "The behavior of household and business investment over the business cycle," Economic Quarterly, Federal Reserve Bank of Richmond, vol. 95(Sum).
  18. Hatchondo, Juan Carlos & Martinez, Leonardo, 2009. "Long-duration bonds and sovereign defaults," Journal of International Economics, Elsevier, vol. 79(1), pages 117-125, September.
  19. Juan Carlos Hatchondo, 2008. "A quantitative study of the role of wealth inequality on asset prices," Economic Quarterly, Federal Reserve Bank of Richmond, vol. 94(Win), pages 73-96.
  20. Juan Carlos Hatchondo, 2008. "Asymmetric Information And The Lack Of Portfolio Diversification," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 49(4), pages 1297-1330, November.
  21. Juan Carlos Hatchondo & Leonardo Martinez & Horacio Sapriza, 2007. "Quantitative models of sovereign default and the threat of financial exclusion," Economic Quarterly, Federal Reserve Bank of Richmond, vol. 93(Sum), pages 251-286.
  22. Juan Carlos Hatchondo & Leonardo Martinez & Horacio Sapriza, 2007. "The economics of sovereign defaults," Economic Quarterly, Federal Reserve Bank of Richmond, vol. 93(Spr), pages 163-187.

Software components

  1. Juan Carlos Hatchondo & Leonardo Martinez & Horacio Sapriza, 2010. "Code and data files for "Quantitative properties of sovereign default models: solution methods matter"," Computer Codes 08-133, Review of Economic Dynamics.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Distinct Works, Weighted by Recursive Impact Factor
  2. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  3. Number of Citations, Weighted by Simple Impact Factor
  4. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  5. Number of Citations, Weighted by Recursive Impact Factor
  6. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  7. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  8. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  9. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  10. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  11. Number of Journal Pages, Weighted by Recursive Impact Factor
  12. Number of Abstract Views in RePEc Services over the past 12 months
  13. Wu-Index

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 30 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-DGE: Dynamic General Equilibrium (26) 2005-12-01 2007-01-13 2008-07-14 2010-05-02 2011-09-22 2011-10-09 2012-04-17 2013-01-26 2013-03-23 2013-07-05 2013-07-28 2013-08-05 2013-08-16 2013-09-13 2014-04-29 2014-08-25 2015-03-05 2015-07-04 2015-07-04 2015-07-04 2015-11-15 2016-11-13 2018-01-22 2018-03-26 2018-09-24 2019-09-23. Author is listed
  2. NEP-CBA: Central Banking (9) 2013-01-26 2013-03-23 2013-07-05 2013-07-28 2013-08-05 2013-08-16 2015-03-05 2015-07-04 2016-11-13. Author is listed
  3. NEP-OPM: Open Economy Macroeconomics (9) 2013-01-26 2013-03-23 2013-07-05 2013-07-28 2013-08-05 2013-09-13 2014-08-25 2015-07-04 2016-11-13. Author is listed
  4. NEP-BAN: Banking (4) 2011-09-22 2011-10-09 2015-07-04 2018-01-22
  5. NEP-PBE: Public Economics (3) 2005-12-01 2007-01-13 2015-07-04
  6. NEP-RMG: Risk Management (3) 2010-03-20 2010-06-04 2013-07-05
  7. NEP-URE: Urban and Real Estate Economics (3) 2011-09-22 2011-10-09 2015-07-04
  8. NEP-IFN: International Finance (2) 2014-04-29 2016-11-13
  9. NEP-CMP: Computational Economics (1) 2010-06-04
  10. NEP-CTA: Contract Theory and Applications (1) 2014-04-29
  11. NEP-CWA: Central and Western Asia (1) 2013-07-28
  12. NEP-FIN: Finance (1) 2005-12-01
  13. NEP-IAS: Insurance Economics (1) 2005-12-01
  14. NEP-LTV: Unemployment, Inequality and Poverty (1) 2005-12-01
  15. NEP-MAC: Macroeconomics (1) 2013-08-05
  16. NEP-MFD: Microfinance (1) 2015-03-05
  17. NEP-MIC: Microeconomics (1) 2004-10-30
  18. NEP-SPO: Sports and Economics (1) 2013-08-16

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Juan Carlos Hatchondo should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.