EconPapers    
Economics at your fingertips  
 

Details about Juan Carlos Hatchondo

Homepage:http://www.richmondfed.org/research/economists/bios/hatchondo_bio.cfm#tabview=tab0
Workplace:Economic Research Division, Federal Reserve Bank of Richmond, (more information at EDIRC)

Access statistics for papers by Juan Carlos Hatchondo.

Last updated 2014-05-19. Update your information in the RePEc Author Service.

Short-id: pha599


Jump to Journal Articles Software Items

Working Papers

2014

  1. Asset Trading and Valuation with Uncertain Exposure
    Working Paper, Federal Reserve Bank of Richmond Downloads

2013

  1. International Reserves and Rollover Risk
    IMF Working Papers, International Monetary Fund Downloads View citations (3)
    Also in Globalization and Monetary Policy Institute Working Paper, Federal Reserve Bank of Dallas (2013) Downloads View citations (2)
    NBER Working Papers, National Bureau of Economic Research, Inc (2012) Downloads View citations (7)
    Working Paper, Federal Reserve Bank of Richmond (2013) Downloads View citations (2)
  2. Sudden stops, time inconsistency, and the duration of sovereign debt
    IMF Working Papers, International Monetary Fund Downloads View citations (3)
    Also in Working Paper, Federal Reserve Bank of Richmond (2013) Downloads View citations (3)

    See also Journal Article in International Economic Journal (2013)
  3. Voluntary Sovereign Debt Exchanges
    Department of Economics Working Papers, McMaster University Downloads
    See also Journal Article in Journal of Monetary Economics (2014)

2012

  1. Debt dilution and sovereign default risk
    2012 Meeting Papers, Society for Economic Dynamics Downloads View citations (4)
    Also in Working Paper, Federal Reserve Bank of Richmond (2012) Downloads View citations (10)
  2. Fiscal Rules and the Sovereign Default Premium
    IMF Working Papers, International Monetary Fund Downloads View citations (12)
    Also in Working Paper, Federal Reserve Bank of Richmond (2012) Downloads View citations (14)
  3. Mortgage Defaults
    IMF Working Papers, International Monetary Fund Downloads View citations (1)
    Also in Working Paper, Federal Reserve Bank of Richmond (2011) Downloads
    Working Papers, Federal Reserve Bank of St. Louis (2011) Downloads View citations (6)
  4. Sovereign defaults and optimal reserves management
    2012 Meeting Papers, Society for Economic Dynamics Downloads

2010

  1. Debt dilution, overborrowing, and sovereign default risk
    2010 Meeting Papers, Society for Economic Dynamics Downloads
  2. Online Appendix to "Quantitative properties of sovereign default models: solution methods"
    Technical Appendices, Review of Economic Dynamics Downloads View citations (7)
    See also Journal Article in Review of Economic Dynamics (2010)
  3. Quantitative Properties of Sovereign Default Models; Solution Methods Matter
    IMF Working Papers, International Monetary Fund Downloads View citations (30)
    Also in Working Paper, Federal Reserve Bank of Richmond (2010) Downloads View citations (24)

2009

  1. A model of credit risk without commitment
    2009 Meeting Papers, Society for Economic Dynamics Downloads View citations (1)
    Also in 2008 Meeting Papers, Society for Economic Dynamics (2008) Downloads
  2. Long-duration bonds and sovereign defaults
    Working Paper, Federal Reserve Bank of Richmond Downloads View citations (58)
    See also Journal Article in Journal of International Economics (2009)
  3. On the cyclicality of the interest rate in emerging economy models: solution methods matter
    Working Paper, Federal Reserve Bank of Richmond Downloads View citations (5)

2008

  1. Heterogeneous borrowers in quantitative models of sovereign default
    Working Paper, Federal Reserve Bank of Richmond Downloads View citations (22)
    See also Journal Article in International Economic Review (2009)

2006

  1. Asymmetric Information and the Lack of International Portfolio
    2006 Meeting Papers, Society for Economic Dynamics View citations (4)
  2. Sovereign default risk with heterogenous borrowers
    2006 Meeting Papers, Society for Economic Dynamics Downloads View citations (1)

2005

  1. A Quantitative Model of Competitive Asset Pricing Under Private Information
    2005 Meeting Papers, Society for Economic Dynamics View citations (1)
  2. Asymmetric information and the lack of international portfolio diversification
    Working Paper, Federal Reserve Bank of Richmond Downloads View citations (3)
  3. Income Redistribution and Disability Insurance
    2005 Meeting Papers, Society for Economic Dynamics Downloads
  4. The value of information with heterogeneous agents and partially revealing prices
    Working Paper, Federal Reserve Bank of Richmond Downloads View citations (1)
    Also in Econometric Society 2004 North American Summer Meetings, Econometric Society (2004) Downloads

Journal Articles

2014

  1. Voluntary sovereign debt exchanges
    Journal of Monetary Economics, 2014, 61, (C), 32-50 Downloads View citations (1)
    See also Working Paper (2013)

2013

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

2012

  1. On the benefits of GDP-indexed government debt: lessons from a model of sovereign defaults
    Economic Quarterly, 2012, (2Q), 139-157 Downloads

2011

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

2010

  1. Is a new asset bubble emerging in certain markets?
    Richmond Fed Economic Brief, 2010, (Feb) Downloads
  2. Quantitative properties of sovereign default models: solution methods
    Review of Economic Dynamics, 2010, 13, (4), 919-933 Downloads View citations (20)
    See also Working Paper (2010)
    Software Item (2010)
  3. The politics of sovereign defaults
    Economic Quarterly, 2010, (3Q), 291-317 Downloads View citations (1)

2009

  1. HETEROGENEOUS BORROWERS IN QUANTITATIVE MODELS OF SOVEREIGN DEFAULT
    International Economic Review, 2009, 50, (4), 1129-1151 Downloads View citations (12)
    See also Working Paper (2008)
  2. Long-duration bonds and sovereign defaults
    Journal of International Economics, 2009, 79, (1), 117-125 Downloads View citations (52)
    See also Working Paper (2009)
  3. The behavior of household and business investment over the business cycle
    Economic Quarterly, 2009, (Sum) Downloads

2008

  1. A quantitative study of the role of wealth inequality on asset prices
    Economic Quarterly, 2008, (Win), 73-96 Downloads View citations (2)
  2. ASYMMETRIC INFORMATION AND THE LACK OF PORTFOLIO DIVERSIFICATION
    International Economic Review, 2008, 49, (4), 1297-1330 Downloads View citations (1)

2007

  1. Quantitative models of sovereign default and the threat of financial exclusion
    Economic Quarterly, 2007, (Sum), 251-286 Downloads View citations (15)
  2. The economics of sovereign defaults
    Economic Quarterly, 2007, (Spr), 163-187 Downloads View citations (7)

Software Items

2010

  1. Code and data files for "Quantitative properties of sovereign default models: solution methods matter"
    Computer Codes, Review of Economic Dynamics Downloads
    See also Journal Article in Review of Economic Dynamics (2010)
 
Page updated 2014-11-27