Juan Carlos Hatchondo

Heterogeneous borrowers in quantitative models of sovereign default

A quantitative study of the role of wealth inequality on asset prices

Computing business cycles in emerging economy models

Numerical Fiscal Rules for Economic Unions

Sovereign Debt Standstills

Constrained Efficient Borrowing with Sovereign Default Risk

Sovereign Cocos

Mortgage Defaults

International Reserves and Rollover Risk

Sudden Stops, Time Inconsistency, and the Duration of Sovereign Debt

Quantitative Properties of Sovereign Default Models

Non-Defaultable Debt and Sovereign Risk

Fiscal Rules and the Sovereign Default Premium

Debt Dilution and Sovereign Default Risk

Asymmetric information and the lack of international portfolio diversifcation

The value of information with heterogeneous agents and partially revealing prices