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Details about Juan Carlos Hatchondo

Homepage:https://economics.uwo.ca/people/faculty/hatchondo.html
Workplace:Department of Economics, University of Western Ontario, (more information at EDIRC)

Access statistics for papers by Juan Carlos Hatchondo.

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

Short-id: pha599


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Working Papers

2019

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

2018

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

2017

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

2016

  1. International Reserves and Rollover Risk
    Working Papers, Federal Reserve Bank of Minneapolis Downloads View citations (3)
    Also in Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2013) Downloads View citations (19)
    Working Paper, Federal Reserve Bank of Richmond (2013) Downloads View citations (19)
    IMF Working Papers, International Monetary Fund (2013) Downloads View citations (30)
    NBER Working Papers, National Bureau of Economic Research, Inc (2012) Downloads View citations (36)

    See also Journal Article International Reserves and Rollover Risk, American Economic Review, American Economic Association (2018) Downloads View citations (74) (2018)
  2. 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) Downloads View citations (14) (2017)

2015

  1. Debt Dilution and Sovereign Default Risk
    CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington Downloads View citations (2)
    Also in Working Paper, Federal Reserve Bank of Richmond (2012) Downloads View citations (14)
    IMF Working Papers, International Monetary Fund (2011) Downloads View citations (35)
    2012 Meeting Papers, Society for Economic Dynamics (2012) Downloads View citations (9)
    Department of Economics Working Papers, McMaster University (2014) Downloads View citations (7)

    See also Journal Article Debt Dilution and Sovereign Default Risk, Journal of Political Economy, University of Chicago Press (2016) Downloads View citations (105) (2016)
  2. Fiscal rules and the Sovereign Default Premium
    CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington Downloads View citations (30)
    Also in IMF Working Papers, International Monetary Fund (2012) Downloads View citations (31)
    Working Paper, Federal Reserve Bank of Richmond (2012) Downloads View citations (49)
    2015 Meeting Papers, Society for Economic Dynamics (2015) Downloads View citations (30)
  3. Mortgage Defaults
    CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington Downloads View citations (4)
    Also in IMF Working Papers, International Monetary Fund (2012) Downloads View citations (2)
    Working Paper, Federal Reserve Bank of Richmond (2011) Downloads
    Working Papers, Federal Reserve Bank of St. Louis (2011) Downloads View citations (17)

    See also Journal Article Mortgage defaults, Journal of Monetary Economics, Elsevier (2015) Downloads View citations (5) (2015)

2014

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

2013

  1. Sudden stops, time inconsistency, and the duration of sovereign debt
    Working Paper, Federal Reserve Bank of Richmond Downloads View citations (13)
    See also Journal Article Sudden Stops, Time Inconsistency, and the Duration of Sovereign Debt, International Economic Journal, Taylor & Francis Journals (2013) Downloads View citations (17) (2013)
  2. Voluntary Sovereign Debt Exchanges
    Department of Economics Working Papers, McMaster University Downloads
    See also Journal Article Voluntary sovereign debt exchanges, Journal of Monetary Economics, Elsevier (2014) Downloads View citations (44) (2014)

2012

  1. 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 View citations (1)
  2. Online Appendix to "Quantitative properties of sovereign default models: solution methods"
    Online Appendices, Review of Economic Dynamics Downloads View citations (75)
    See also Journal Article Quantitative properties of sovereign default models: solution methods, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2010) Downloads View citations (118) (2010)
  3. Quantitative properties of sovereign default models: solution methods matter
    Working Paper, Federal Reserve Bank of Richmond Downloads View citations (100)

2009

  1. A model of credit risk without commitment
    2009 Meeting Papers, Society for Economic Dynamics Downloads
    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 (264)
    See also Journal Article Long-duration bonds and sovereign defaults, Journal of International Economics, Elsevier (2009) Downloads View citations (272) (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 (3)

2008

  1. Heterogeneous borrowers in quantitative models of sovereign default
    Working Paper, Federal Reserve Bank of Richmond Downloads 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 (59) (2009)

2006

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

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 (7)
  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

2018

  1. International Reserves and Rollover Risk
    American Economic Review, 2018, 108, (9), 2629-70 Downloads View citations (74)
    See also Working Paper International Reserves and Rollover Risk, Working Papers (2016) Downloads View citations (3) (2016)

2017

  1. Non-defaultable debt and sovereign risk
    Journal of International Economics, 2017, 105, (C), 217-229 Downloads View citations (14)
    See also Working Paper Non-Defaultable Debt and Sovereign Risk, 2016 Meeting Papers (2016) (2016)

2016

  1. Debt Dilution and Sovereign Default Risk
    Journal of Political Economy, 2016, 124, (5), 1383 - 1422 Downloads View citations (105)
    See also Working Paper Debt Dilution and Sovereign Default Risk, CAEPR Working Papers (2015) Downloads View citations (2) (2015)

2015

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

2014

  1. Voluntary sovereign debt exchanges
    Journal of Monetary Economics, 2014, 61, (C), 32-50 Downloads View citations (44)
    See also Working Paper Voluntary Sovereign Debt Exchanges, Department of Economics Working Papers (2013) Downloads (2013)

2013

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

2012

  1. On the benefits of GDP-indexed government debt: lessons from a model of sovereign defaults
    Economic Quarterly, 2012, 98, (2Q), 139-157 Downloads View citations (15)

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, 97, (2Q), 175-187 Downloads View citations (3)
  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 View citations (1)
  2. Quantitative properties of sovereign default models: solution methods
    Review of Economic Dynamics, 2010, 13, (4), 919-933 Downloads View citations (118)
    See also Working Paper Online Appendix to "Quantitative properties of sovereign default models: solution methods", Online Appendices (2010) Downloads View citations (75) (2010)
    Software Item Code and data files for "Quantitative properties of sovereign default models: solution methods matter", Computer Codes (2010) Downloads (2010)
  3. The politics of sovereign defaults
    Economic Quarterly, 2010, 96, (3Q), 291-317 Downloads View citations (23)

2009

  1. HETEROGENEOUS BORROWERS IN QUANTITATIVE MODELS OF SOVEREIGN DEFAULT
    International Economic Review, 2009, 50, (4), 1129-1151 View citations (59)
    See also Working Paper Heterogeneous borrowers in quantitative models of sovereign default, Working Paper (2008) Downloads View citations (19) (2008)
  2. Long-duration bonds and sovereign defaults
    Journal of International Economics, 2009, 79, (1), 117-125 Downloads View citations (272)
    See also Working Paper Long-duration bonds and sovereign defaults, Working Paper (2009) Downloads View citations (264) (2009)
  3. The behavior of household and business investment over the business cycle
    Economic Quarterly, 2009, 95, (Sum) Downloads View citations (3)

2008

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

2007

  1. Quantitative models of sovereign default and the threat of financial exclusion
    Economic Quarterly, 2007, 93, (Sum), 251-286 Downloads View citations (16)
  2. The economics of sovereign defaults
    Economic Quarterly, 2007, 93, (Spr), 163-187 Downloads 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 Downloads
    See also Journal Article Quantitative properties of sovereign default models: solution methods, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2010) Downloads View citations (118) (2010)
 
Page updated 2024-07-19