Juan Carlos Hatchondo

Names

Contact

Affiliations

• Federal Reserve Bank of Richmond → Economic Research Division
  • website
  • location: Richmond, Virginia (United States)

Research profile

author of:

• The value of information with heterogeneous agents and partially revealing prices
  by Juan Hatchondo
• Quantitative models of sovereign default and the threat of financial exclusion
  by Juan Carlos Hatchondo & Leonardo Martinez & Horacio Sapriza
• Long-duration bonds and sovereign defaults
  by Hatchondo, Juan Carlos & Martinez, Leonardo
• The economics of sovereign defaults
  by Juan Carlos Hatchondo & Leonardo Martinez & Horacio Sapriza
• Is a new asset bubble emerging in certain markets?
  by Renee Courtois & Brian Gaines & Juan Carlos Hatchondo
• A Quantitative Model of Competitive Asset Pricing Under Private Information
  by Martin Schneider & Juan Carlos Hatchondo & Per Krusell
• Sovereign default risk with heterogenous borrowers
  by Juan Carlos Hatchondo & Leonardo Martinez & Horacio Sapriza
• On the cyclicality of the interest rate in emerging economy models: solution methods matter
  by Juan Carlos Hatchondo & Leonardo Martinez & Horacio Sapriza
• Long-duration bonds and sovereign defaults
  by Juan Carlos Hatchondo & Leonardo Martinez
• Heterogeneous borrowers in quantitative models of sovereign default
  by Juan Carlos Hatchondo & Leonardo Martinez & Horacio Sapriza
• Income Redistribution and Disability Insurance
  by Juan Carlos Hatchondo & Hugo Hopenhayn
• A quantitative study of the role of wealth inequality on asset prices
  by Juan Carlos Hatchondo
• The value of information with heterogeneous agents and partially revealing prices
  by Juan Carlos Hatchondo
• ASYMMETRIC INFORMATION AND THE LACK OF PORTFOLIO DIVERSIFICATION
  by Juan Carlos Hatchondo
• Asymmetric Information and the Lack of International Portfolio
  by Juan Carlos Hatchondo
• Asymmetric information and the lack of international portfolio diversification
  by Juan Carlos Hatchondo
• The behavior of household and business investment over the business cycle
  by Kausik Gangopadhyay & Juan Carlos Hatchondo
• Mortgage Defaults
  by Leonardo Martinez & Juan Carlos Hatchondo & Juan M. Sanchez
• A model of credit risk without commitment
  by Leonardo Martinez & Juan Carlos Hatchondo
• Mortgage defaults
  by Hatchondo, Juan Carlos & Martinez, Leonardo & Sánchez, Juan M.
• How might the Fed's large-scale asset purchases lower long-term interest rates?
  by Renee Courtois Haltom & Juan Carlos Hatchondo
• Quantitative properties of sovereign default models: solution methods
  by Juan Carlos Hatchondo & Leonardo Martinez & Horacio Sapriza
• Mortgage defaults
  by Juan Carlos Hatchondo & Leonardo Martinez & Juan M. Sanchez
• Quantitative properties of sovereign default models; solution methods matter
  by Leonardo Martinez & Horacio Sapriza & Juan Carlos Hatchondo
• Quantitative properties of sovereign default models: solution methods matter
  by Juan Carlos Hatchondo & Leonardo Martinez & Horacio Sapriza
• Recoveries from recessions associated with banking crises : how does this one compare?
  by Juan Carlos Hatchondo & David A. Price & Jonathan Tompkins
• Online Appendix to "Quantitative properties of sovereign default models: solution methods"
  by Juan Carlos Hatchondo & Leonardo Martinez & Horacio Sapriza
• Fiscal Rules and the Sovereign Default Premium
  by Juan Carlos Hatchondo & Francisco Roch & Leonardo Martinez
• Code and data files for "Quantitative properties of sovereign default models: solution methods matter"
  by Juan Carlos Hatchondo & Leonardo Martinez & Horacio Sapriza
• Debt dilution and sovereign default risk
  by Juan Carlos Hatchondo & Leonardo Martinez
• A model of credit risk without commitment
  by Leonardo Martinez & Juan Carlos Hatchondo
• Fiscal rules and the sovereign default premium
  by Juan Carlos Hatchondo & Leonardo Martinez & Francisco Roch
• HETEROGENEOUS BORROWERS IN QUANTITATIVE MODELS OF SOVEREIGN DEFAULT
  by Juan Carlos Hatchondo & Leonardo Martinez & Horacio Sapriza
• Debt dilution, overborrowing, and sovereign default risk
  by Juan Carlos Hatchondo & Cesar Sosa-Padilla & Leonardo Martinez
• The politics of sovereign defaults
  by Juan Carlos Hatchondo & Leonardo Martinez
• Legal protection to foreign investors
  by Juan Carlos Hatchondo & Leonardo Martinez
• Sudden stops, time inconsistency, and the duration of sovereign debt
  by Juan Carlos Hatchondo & Leonardo Martinez
• Sudden Stops, Time Inconsistency, and the Duration of Sovereign Debt
  by Juan Carlos Hatchondo & Leonardo Martinez
• Sovereign defaults and optimal reserves management
  by Leonardo Martinez & Juan Hatchondo & Javier Bianchi
• International reserves and rollover risk
  by Bianchi, Javier & Hatchondo, Juan Carlos & Martinez, Leonardo
• International reserves and rollover risk
  by Javier Bianchi & Juan Carlos Hatchondo
• Asset Trading and Valuation with Uncertain Exposure
  by Hatchondo, Juan Carlos & Krusell, Per & Schneider, Martin
• Sudden stops, time inconsistency, and the duration of sovereign debt
  by Juan Carlos Hatchondo & Leonardo Martinez
• Life cycle patterns and boom-bust dynamics in U.S. housing prices
  by Juan Carlos Hatchondo & Leonardo Martinez & Juan M. Sánchez
• Voluntary Sovereign Debt Exchanges
  by Juan Carlos Hatchondo & Leonardo Martinez & Cesar Sosa Padilla
• On the benefits of GDP-indexed government debt: lessons from a model of sovereign defaults
  by Juan Carlos Hatchondo & Leonardo Martinez
• International Reserves and Rollover Risk
  by Javier Bianchi & Juan Carlos Hatchondo & Leonardo Martinez
• International Reserves and Rollover Risk
  by Javier Bianchi & Juan Carlos Hatchondo & Leonardo Martinez
• Voluntary sovereign debt exchanges
  by Hatchondo, Juan Carlos & Martinez, Leonardo & Sosa Padilla, César
• Debt dilution and sovereign default risk
  by Leonardo Martinez & Cesar Sosa Padilla & Juan Hatchondo
• Europe may provide lessons on preventing mortgage defaults
  by Juan Carlos Hatchondo & Leonardo Martinez & Juan M. Sánchez