Economists

Staff Economists

 

Juan Carlos Hatchondo

headshot of Juan Carlos Hatchondo

My research interests include macroeconomics, international finance and asset pricing.

 

Professional Experience

Juan Carlos Hatchondo is an economist in the Research Department. Before joining the Richmond Fed in 2005, he worked as a consultant in the Economic Research Department of Deloitte & Touche in Montevideo, Uruguay. He is currently on leave, serving as an assistant profesor of economics at Indiana University.

Education

Ph.D., University of Rochester, 2005
M.A., University of Rochester, 2002
B.A. equivalent, Universidad de la República (Uruguay), 1998

Curriculum vitae

"Voluntary Sovereign Debt Exchanges" (with Leonardo Martinez and Cesar Sosa-Padilla). Journal of Monetary Economics (forthcoming).

"Sudden Stops, Time Inconsistency, and the Duration of Sovereign Debt" (with Leonardo Martinez). International Economic Journal 27, no. 2 (2013): 217-228.

"Quantitative Properties of Sovereign Default Models: Solution Methods Matter" (with Leonardo Martinez and Horacio Sapriza). Review of Economic Dynamics 13, no. 4 (October 2010): 919-933.

"Heterogeneous Borrowers in Quantitative Models of Sovereign Default" (with Leonardo Martinez and Horacio Sapriza). International Economic Review 50, no. 4 (November 2009): 1129-1151.

"Long-Duration Bonds and Sovereign Defaults" (with Leonardo Martinez). Journal of International Economics 79, no. 1 (September 2009): 117-125.

"Asymmetric Information and the Lack of Portfolio Diversification." International Economic Review 49, no. 4 (November 2008): 1297-1330.

Paper Title Author(s)
14-05
March 2014
Asset Trading and Valuation with Uncertain Exposure Juan Carlos Hatchondo
Per Krusell
Martin Schneider
13-08
July 2013
Sudden Stops, Time Inconsistency, and the Duration of Sovereign Debt Juan Carlos Hatchondo
Leonardo Martinez
13-01R
February 2013
International Reserves and Rollover Risk Javier Bianchi
Juan Carlos Hatchondo
Leonardo Martinez
12-01
March 2012
Fiscal Rules and the Sovereign Default Premium Juan Carlos Hatchondo
Leonardo Martinez
Francisco Roch
11-05R
September 2011
Mortgage Defaults and Prudential Regulations in a Standard Incomplete Markets Model (Revised February 2014) Juan Carlos Hatchondo
Leonardo Martinez
Juan M. Sanchez
10-08R
May 2010
Debt Dilution and Sovereign Default Risk (Revised February 2012) Juan Carlos Hatchondo
Leonardo Martinez
Cesar Sosa Padilla
10-04
March 2010
Quantitative Properties of Sovereign Default Models: Solution Methods Matter Juan Carlos Hatchondo
Leonardo Martinez
Horacio Sapriza
09-13
October 2009
On the Cyclicality of the Interest Rate in Emerging Economy Models: Solution Methods Matter Juan Carlos Hatchondo
Leonardo Martinez
Horacio Sapriza
08-2R
May 2008
Long-Duration Bonds and Sovereign Defaults (Revised July 2009) Juan Carlos Hatchondo
Leonardo Martinez
07-1R
March 2007
Heterogeneous Borrowers in Quantitative Models of Sovereign Default (Revised: Sep. 2008) Juan Carlos Hatchondo
Leonardo Martinez
Horacio Sapriza
06-11
December 2006
Computing Business Cycles in Emerging Economy Models Juan Carlos Hatchondo
Leonardo Martinez
Horacio Sapriza
05-7
September 2005
Asymmetric Information and the Lack of International Portfolio Diversification Juan Carlos Hatchondo
05-6
August 2005
The Value of Information with Heterogeneous Agents and Partially Revealing Prices Juan Carlos Hatchondo
Contact Us

Richmond

Juan Carlos Hatchondo
(804) 697-8076