Details about Juan Carlos Hatchondo

Access statistics for papers by Juan Carlos Hatchondo.

Last updated 2012-06-30. Update your information in the RePEc Author Service.

Short-id: pha599

Working Papers

2012

1. Debt dilution and sovereign default risk
   Working Paper, Federal Reserve Bank of Richmond View citations (8)
2. Fiscal Rules and the Sovereign Default Premium
   IMF Working Papers, International Monetary Fund View citations (2)
   Also in Working Paper, Federal Reserve Bank of Richmond (2012) View citations (3)
3. Mortgage Defaults
   IMF Working Papers, International Monetary Fund
   Also in Working Paper, Federal Reserve Bank of Richmond (2011)
   Working Papers, Federal Reserve Bank of St. Louis (2011) View citations (4)

2010

4. Debt dilution, overborrowing, and sovereign default risk
   2010 Meeting Papers, Society for Economic Dynamics
5. Online Appendix to "Quantitative properties of sovereign default models: solution methods"
   Technical Appendices, Review of Economic Dynamics View citations (3)
   See also Journal Article in Review of Economic Dynamics (2010)
6. Quantitative Properties of Sovereign Default Models: Solution Methods Matter
   IMF Working Papers, International Monetary Fund View citations (14)
   Also in Working Paper, Federal Reserve Bank of Richmond (2010) View citations (7)

2009

7. A model of credit risk without commitment
   2009 Meeting Papers, Society for Economic Dynamics View citations (1)
   Also in 2008 Meeting Papers, Society for Economic Dynamics (2008)
8. Long-duration bonds and sovereign defaults
   Working Paper, Federal Reserve Bank of Richmond View citations (25)
   See also Journal Article in Journal of International Economics (2009)
9. On the cyclicality of the interest rate in emerging economy models: solution methods matter
   Working Paper, Federal Reserve Bank of Richmond View citations (5)

2008

10. Heterogeneous borrowers in quantitative models of sovereign default
    Working Paper, Federal Reserve Bank of Richmond View citations (24)
    See also Journal Article in International Economic Review (2009)

2006

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

2005

13. A Quantitative Model of Competitive Asset Pricing Under Private Information
    2005 Meeting Papers, Society for Economic Dynamics View citations (1)
14. Asymmetric information and the lack of international portfolio diversification
    Working Paper, Federal Reserve Bank of Richmond View citations (3)
15. Income Redistribution and Disability Insurance
    2005 Meeting Papers, Society for Economic Dynamics
16. 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

2011

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

2010

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

2009

7. HETEROGENEOUS BORROWERS IN QUANTITATIVE MODELS OF SOVEREIGN DEFAULT
   International Economic Review, 2009, 50, (4), 1129-1151 View citations (4)
   See also Working Paper (2008)
8. Long-duration bonds and sovereign defaults
   Journal of International Economics, 2009, 79, (1), 117-125 View citations (21)
   See also Working Paper (2009)
9. The behavior of household and business investment over the business cycle
   Economic Quarterly, 2009, (Sum)

2008

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

2007

12. Quantitative models of sovereign default and the threat of financial exclusion
    Economic Quarterly, 2007, (Sum), 251-286 View citations (15)
13. The economics of sovereign defaults
    Economic Quarterly, 2007, (Spr), 163-187 View citations (8)

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 in Review of Economic Dynamics (2010)