Juan Carlos Hatchondo · 16 obras en el catálogoObrasAA quantitative study of the role of wealth inequality on assA quantitative study of the role of wealth inequality on asset pricesCComputing business cycles in emerging economy modelsComputing business cycles in emerging economy modelsHHeterogeneous borrowers in quantitative models of sovereign Heterogeneous borrowers in quantitative models of sovereign defaultNNumerical Fiscal Rules for Economic UnionsNumerical Fiscal Rules for Economic UnionsSSovereign Debt StandstillsSovereign Debt StandstillsCConstrained Efficient Borrowing with Sovereign Default RiskConstrained Efficient Borrowing with Sovereign Default RiskSSovereign CocosSovereign CocosDDebt Dilution and Sovereign Default RiskDebt Dilution and Sovereign Default RiskFFiscal Rules and the Sovereign Default PremiumFiscal Rules and the Sovereign Default PremiumMMortgage DefaultsMortgage DefaultsIInternational Reserves and Rollover RiskInternational Reserves and Rollover RiskQQuantitative Properties of Sovereign Default ModelsQuantitative Properties of Sovereign Default ModelsNNon-Defaultable Debt and Sovereign RiskNon-Defaultable Debt and Sovereign RiskSSudden Stops, Time Inconsistency, and the Duration of SovereSudden Stops, Time Inconsistency, and the Duration of Sovereign DebtAAsymmetric information and the lack of international portfolAsymmetric information and the lack of international portfolio diversifcationTThe value of information with heterogeneous agents and partiThe value of information with heterogeneous agents and partially revealing prices
AA quantitative study of the role of wealth inequality on assA quantitative study of the role of wealth inequality on asset prices
CComputing business cycles in emerging economy modelsComputing business cycles in emerging economy models
HHeterogeneous borrowers in quantitative models of sovereign Heterogeneous borrowers in quantitative models of sovereign default
CConstrained Efficient Borrowing with Sovereign Default RiskConstrained Efficient Borrowing with Sovereign Default Risk
QQuantitative Properties of Sovereign Default ModelsQuantitative Properties of Sovereign Default Models
SSudden Stops, Time Inconsistency, and the Duration of SovereSudden Stops, Time Inconsistency, and the Duration of Sovereign Debt
AAsymmetric information and the lack of international portfolAsymmetric information and the lack of international portfolio diversifcation
TThe value of information with heterogeneous agents and partiThe value of information with heterogeneous agents and partially revealing prices