Juan Pablo Torres-Martinez
Personal Details
First Name: | Juan Pablo |
Middle Name: | |
Last Name: | Torres-Martinez |
Suffix: | |
RePEc Short-ID: | pto20 |
http://works.bepress.com/juan_pablo_torres_martinez/ | |
Terminal Degree: | 2002 Economia Matemática; Instituto de Matemática Pura e Aplicada (IPEA) (from RePEc Genealogy) |
Affiliation
Departamento de Economía
Facultad de Economía y Negocios
Universidad de Chile
Santiago, Chilehttp://www.econ.uchile.cl/
:
RePEc:edi:deuclcl (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Emma Moreno-García & Juan Pablo Torres-Martínez, 2017.
"Information within coalitions: risk and ambiguity,"
Working Papers
wp438, University of Chile, Department of Economics.
- Moreno-García, Emma & Torres-Martínez, Juan Pablo, 2017. "Information within coalitions: risk and ambiguity," MPRA Paper 76428, University Library of Munich, Germany.
- Marta Faias & Juan Pablo Torres-Martinez, 2016.
"Credit Market Segmentation, Essentiality of Commodities, and Supermodularity,"
Working Papers
wp420, University of Chile, Department of Economics.
- Faias, Marta & Torres-Martínez, Juan Pablo, 2017. "Credit market segmentation, essentiality of commodities, and supermodularity," Journal of Mathematical Economics, Elsevier, vol. 70(C), pages 115-122.
- Sofía Correa & Juan Pablo Torres-Martínez, 2016. "Large Multi-Objective Generalized Games: Existence and Essential Stability of Equilibria," Working Papers wp430, University of Chile, Department of Economics.
- Sebastián Cea-Echenique & Juan Pablo Torres-Martínez, 2014.
"Credit segmentation in general equilibrium,"
Documents de travail du Centre d'Economie de la Sorbonne
14095, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Cea-Echenique, Sebastián & Torres-Martínez, Juan Pablo, 2016. "Credit segmentation in general equilibrium," Journal of Mathematical Economics, Elsevier, vol. 62(C), pages 19-27.
- Sebastián Cea-Echenique & Juan Pablo Torres-Martínez, 2014. "Credit segmentation in general equilibrium," Documents de travail du Centre d'Economie de la Sorbonne 14095r, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Oct 2015.
- Sebastián Cea-Echenique & Juan Pablo Torres-Martínez, 2016. "Credit segmentation in general equilibrium," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01374293, HAL.
- Sebastián Cea-Echenique & Juan Pablo Torres-Martínez, 2015. "Credit segmentation in general equilibrium," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01151576, HAL.
- Cea-Echenique, Sebastián & Torres-Martínez, Juan Pablo, 2014.
"General Equilibrium with Endogenous Trading Constraints,"
MPRA Paper
55359, University Library of Munich, Germany.
- Sebastián Cea-Echenique & Juan Pablo Torres-Martínez, 2016. "General equilibrium with endogenous trading constraints," Documents de travail du Centre d'Economie de la Sorbonne 16050, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Sebastián Cea-Echenique & Juan Pablo Torres-Martínez, 2016. "General Equilibrium with Endogenous Trading Constraints," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01373471, HAL.
- Iraola, Miguel & Torres-Martínez, Juan Pablo, 2013.
"Liquidity Contractions, Incomplete Financial Participation and the Prevalence of Negative Equity Non-recourse Loans,"
MPRA Paper
46838, University Library of Munich, Germany.
- Miguel A. Iraola & Juan Pablo Torres-Martinez, 2013. "Liquidity Contractions, Incomplete Financial Participation and the Prevalence of Negative Equity Non-Recourse Loans," Working Papers 2013-08, University of Miami, Department of Economics.
- Riascos Villegas, Alvaro & Torres-Martínez, Juan Pablo, 2013. "On pure strategy equilibria in large generalized games," MPRA Paper 46840, University Library of Munich, Germany.
- Sebastián Cea-Echenique & Carlos Hervés-Beloso & Juan Pablo Torres-Martínez, 2012. "Endogenous Information: The Role of Sequential Trade and Financial Participation," Working Papers wp361, University of Chile, Department of Economics.
- Miguel A. Iraola & Juan Pablo Torres-Martínez, 2012.
"Liquidity Contractions and Prepayment Risk on Collateralized Asset Markets,"
Working Papers
wp364, University of Chile, Department of Economics.
- Miguel Angel Iraola & Juan Pablo Torres-Martinez, 2012. "Liquidity Contractions and Prepayment Risk on Collateralized Asset Markets," Working Papers 1204, Centro de Investigacion Economica, ITAM.
- Riascos Villegas, Alvaro & Torres-Martínez, Juan Pablo, 2012. "On the existence of pure strategy equilibria in large generalized games with atomic players," MPRA Paper 36626, University Library of Munich, Germany.
- Pérez Fernández, Víctor & Torres-Martínez, Juan Pablo, 2012.
"Incomplete financial participation: exclusive markets, investment clubs and credit risk,"
MPRA Paper
36624, University Library of Munich, Germany.
- Víctor Pérez Fernández & Juan Pablo Torres-Martínez, 2012. "Incomplete Financial Participation: Exclusive Markets, Investment Clubs, and Credit Risk," Working Papers wp363, University of Chile, Department of Economics.
- Correa, Sofía & Torres-Martínez, Juan Pablo, 2012. "Essential stability for large generalized games," MPRA Paper 36625, University Library of Munich, Germany.
- Abdelkrim Seghir & Juan Pablo Torres-Martínez, 2010.
"On equilibrium existence with endogenous restricted financial participation,"
Working Papers
wp316, University of Chile, Department of Economics.
- Seghir, Abdelkrim & Torres-Martínez, Juan Pablo, 2011. "On equilibrium existence with endogenous restricted financial participation," Journal of Mathematical Economics, Elsevier, vol. 47(1), pages 37-42, January.
- Rubén Poblete-Cazenave & Juan Pablo Torres-Martínez, 2010.
"Equilibrium with limited-recourse collateralized loans,"
Working Papers
wp313, University of Chile, Department of Economics.
- Rubén Poblete-Cazenave & Juan Torres-Martínez, 2013. "Equilibrium with limited-recourse collateralized loans," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 53(1), pages 181-211, May.
- Emma Moreno-García & Juan Pablo Torres-Martínez, 2010. "On equilibrium existence in infinite horizon economies," Working Papers wp315, University of Chile, Department of Economics.
- Álvaro Riascos Villegas & Juan Pablo Torres-Martínez, 2010.
"A Direct Proof of the Existence of Pure Strategy Equilibria in Large Generalized Games with Atomic Players,"
DOCUMENTOS CEDE
007091, UNIVERSIDAD DE LOS ANDES-CEDE.
- Alvaro Riascos V. & Juan Pablo Torres-Martínez, 2010. "A direct proof of the existence of pure strategy equilibria in large generalized games with atomic players," Working Papers wp311, University of Chile, Department of Economics.
- Ferreira, Thiago Revil T. & Torres-Martínez, Juan Pablo, 2009.
"The impossibility of effective enforcement mechanisms in collateralized credit markets,"
MPRA Paper
13781, University Library of Munich, Germany.
- Ferreira, Thiago Revil T. & Torres-Martínez, Juan Pablo, 2010. "The impossibility of effective enforcement mechanisms in collateralized credit markets," Journal of Mathematical Economics, Elsevier, vol. 46(3), pages 332-342, May.
- Mário R. Páscoa & Myrian Petrassi & Juan Pablo Torres-Martínez, 2009.
"Fiat Money and the Value of Binding Portfolio Constraints,"
Working Papers Series
176, Central Bank of Brazil, Research Department.
- Mário Páscoa & Myrian Petrassi & Juan Torres-Martínez, 2011. "Fiat money and the value of binding portfolio constraints," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 46(2), pages 189-209, February.
- Mário Páscoa & Myrian Petrassi & Juan Pablo Torres-Martínez, 2008. "Fiat money and the value of binding portfolio constraints," Working Papers wp283, University of Chile, Department of Economics.
- Páscoa, Mário R. & Petrassi, Myrian & Torres-Martínez, Juan Pablo, 2009. "Fiat money and the value of binding portfolio constraints," MPRA Paper 13782, University Library of Munich, Germany.
- MArio Páscoa & Myrian Petrassi & Juan Pablo Torres Martinez, 2008. "Inter-temporal discounting and uniform impatience," Textos para discussão 555, Department of Economics PUC-Rio (Brazil).
- Emma Moreno Garcia & Juan Pablo Torres-Martinez, 2007. "Equilibrium with default-dependent credit constraints," Textos para discussão 540, Department of Economics PUC-Rio (Brazil).
- Thiago Revil & Juan Pablo Torres-Martínez, 2007. "Does Collateral Avoid Ponzi Schemes?," Levine's Bibliography 843644000000000339, UCLA Department of Economics.
- Aloisio Araujo & Mario Rui Pascoa & Juan Pablo Torres-Martinez, 2007.
"Long-lived collateralized assets and bubbles,"
Textos para discussão
542, Department of Economics PUC-Rio (Brazil).
- Araujo, Aloisio & Páscoa, Mário R. & Torres-Martínez, Juan Pablo, 2011. "Long-lived collateralized assets and bubbles," Journal of Mathematical Economics, Elsevier, vol. 47(3), pages 260-271.
- Aloisio Araujo & Mário Páscoa & Juan Pablo Torres-Martínez, 2008. "Long-lived Collateralized Assets and Bubbles," Working Papers wp284, University of Chile, Department of Economics.
- Aloisio Araujo & Mário R. Pascoa & Juan Pablo Torres-Martínez, 2010. "Long-lived collateralized assets and bubbles," Working Papers wp314, University of Chile, Department of Economics.
- Mario R. Páscoa & Myrian Petrassi & Juan Pablo Torres-Martinez, 2007. "Welfare-improving debt constraints," Textos para discussão 541, Department of Economics PUC-Rio (Brazil), revised Dec 2007.
- Myrian Petrassi & Juan Pablo Torres-Martinez, 2007.
"Collateralized Assets And Asymmetric Information,"
Textos para discussão
539, Department of Economics PUC-Rio (Brazil).
- Petrassi, Myrian & Torres-Martinez, Juan Pablo, 2008. "Collateralized assets and asymmetric information," Journal of Mathematical Economics, Elsevier, vol. 44(5-6), pages 530-534, April.
- Thiago Revil & Juan Pablo Torres-Martinez, 2007.
"With additional enforcement mechanisms,does Collateral avoid Ponzi Schemes ?,"
Textos para discussão
545, Department of Economics PUC-Rio (Brazil), revised Apr 2008.
- Thiago Revil & Juan Pablo Torres-Martínez, 2008. "With Additional Enforcement Mechanisms, does Collateral Avoid Ponzi Schemes?," Working Papers wp278, University of Chile, Department of Economics.
- Aloisio Araujo & Mário R. Páscoa & Juan Pablo Torres-Martínez, 2006.
"Bubbles, Collateral and Monetary Equilibrium,"
Levine's Working Paper Archive
122247000000001055, David K. Levine.
- Aloisio Araujo & Mario Pascoa & Juan Pablo Torres-Martinez, 2005. "Bubbles, collateral and monetary equilibrium," Textos para discussão 513, Department of Economics PUC-Rio (Brazil).
- Torres-Martínez, Juan Pablo & Araújo, Aloísio Pessoa de & Pascoa, Mario Rui, 2006. "Bubbles, collateral and monetary equilibrium," FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE) 614, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
- Abdelkrim Seghir & Juan Pablo Torres-Martinez, 2006.
"Wealth transfers and the role of collateral when lifetimes are uncertain,"
Textos para discussão
527, Department of Economics PUC-Rio (Brazil).
- Abdelkrim Seghir & Juan Torres-Martínez, 2008. "Wealth transfers and the role of collateral when lifetimes are uncertain," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 36(3), pages 471-502, September.
- Emma Moreno-García & Juan Pablo Torres-Martinez, 2006. "Infinite horizon economies with borrowing constraints," Textos para discussão 536, Department of Economics PUC-Rio (Brazil).
- Guadalupe Fugarolas & Carlos Herves Beloso & Emma Moreno Garcia & Juan Pablo Torres-Martinez, 2005.
"A market game approach to differential information economies,"
Textos para discussão
512, Department of Economics PUC-Rio (Brazil).
- Guadalupe Fugarolas-Alvarez-Ude & Carlos Hervés-Beloso & Emma Moreno-García & Juan Torres-Martínez, 2009. "A market game approach to differential information economies," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 38(2), pages 321-330, February.
- Mariano Steinert & Juan Pablo Torres-Martínez, 2004. "General equilibrium existence with asset-backed securitization," Textos para discussão 490, Department of Economics PUC-Rio (Brazil).
- Juan Pablo Torres-Martínez, 2002. "Fixed point theorems via Nash Equilibria," Textos para discussão 460, Department of Economics PUC-Rio (Brazil).
- Pascoa, Mario Rui & Araújo, Aloísio Pessoa de & Torres-Martínez, Juan Pablo, 2001.
"Collateral avoids Ponzi schemes in incomplete markets,"
FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE)
419, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
- Aloisio Araujo & Mário Rui Páscoa & Juan Pablo Torres-Martínez, 2002. "Collateral Avoids Ponzi Schemes in Incomplete Markets," Econometrica, Econometric Society, vol. 70(4), pages 1613-1638, July.
Articles
- Faias, Marta & Torres-Martínez, Juan Pablo, 2017.
"Credit market segmentation, essentiality of commodities, and supermodularity,"
Journal of Mathematical Economics,
Elsevier, vol. 70(C), pages 115-122.
- Marta Faias & Juan Pablo Torres-Martinez, 2016. "Credit Market Segmentation, Essentiality of Commodities, and Supermodularity," Working Papers wp420, University of Chile, Department of Economics.
- Sebastián Cea-Echenique & Carlos Hervés-Beloso & Juan Pablo Torres-Martínez, 2017. "Endogenous differential information," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 63(1), pages 51-72, January.
- Cea-Echenique, Sebastián & Torres-Martínez, Juan Pablo, 2016.
"Credit segmentation in general equilibrium,"
Journal of Mathematical Economics,
Elsevier, vol. 62(C), pages 19-27.
- Sebastián Cea-Echenique & Juan Pablo Torres-Martínez, 2014. "Credit segmentation in general equilibrium," Documents de travail du Centre d'Economie de la Sorbonne 14095, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Sebastián Cea-Echenique & Juan Pablo Torres-Martínez, 2014. "Credit segmentation in general equilibrium," Documents de travail du Centre d'Economie de la Sorbonne 14095r, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Oct 2015.
- Sebastián Cea-Echenique & Juan Pablo Torres-Martínez, 2016. "Credit segmentation in general equilibrium," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01374293, HAL.
- Sebastián Cea-Echenique & Juan Pablo Torres-Martínez, 2015. "Credit segmentation in general equilibrium," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01151576, HAL.
- Iraola, Miguel A. & Torres-Martínez, Juan Pablo, 2014. "Equilibrium in collateralized asset markets: Credit contractions and negative equity loans," Journal of Mathematical Economics, Elsevier, vol. 55(C), pages 113-122.
- Sofía Correa & Juan Torres-Martínez, 2014. "Essential equilibria of large generalized games," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 57(3), pages 479-513, November.
- Rubén Poblete-Cazenave & Juan Torres-Martínez, 2013.
"Equilibrium with limited-recourse collateralized loans,"
Economic Theory,
Springer;Society for the Advancement of Economic Theory (SAET), vol. 53(1), pages 181-211, May.
- Rubén Poblete-Cazenave & Juan Pablo Torres-Martínez, 2010. "Equilibrium with limited-recourse collateralized loans," Working Papers wp313, University of Chile, Department of Economics.
- Emma Moreno-García & Juan Torres-Martínez, 2012. "Equilibrium existence in infinite horizon economies," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 11(2), pages 127-145, August.
- Araujo, Aloisio & Páscoa, Mário R. & Torres-Martínez, Juan Pablo, 2011.
"Long-lived collateralized assets and bubbles,"
Journal of Mathematical Economics,
Elsevier, vol. 47(3), pages 260-271.
- Aloisio Araujo & Mario Rui Pascoa & Juan Pablo Torres-Martinez, 2007. "Long-lived collateralized assets and bubbles," Textos para discussão 542, Department of Economics PUC-Rio (Brazil).
- Aloisio Araujo & Mário Páscoa & Juan Pablo Torres-Martínez, 2008. "Long-lived Collateralized Assets and Bubbles," Working Papers wp284, University of Chile, Department of Economics.
- Aloisio Araujo & Mário R. Pascoa & Juan Pablo Torres-Martínez, 2010. "Long-lived collateralized assets and bubbles," Working Papers wp314, University of Chile, Department of Economics.
- Mário Páscoa & Myrian Petrassi & Juan Torres-Martínez, 2011.
"Fiat money and the value of binding portfolio constraints,"
Economic Theory,
Springer;Society for the Advancement of Economic Theory (SAET), vol. 46(2), pages 189-209, February.
- Mário R. Páscoa & Myrian Petrassi & Juan Pablo Torres-Martínez, 2009. "Fiat Money and the Value of Binding Portfolio Constraints," Working Papers Series 176, Central Bank of Brazil, Research Department.
- Mário Páscoa & Myrian Petrassi & Juan Pablo Torres-Martínez, 2008. "Fiat money and the value of binding portfolio constraints," Working Papers wp283, University of Chile, Department of Economics.
- Páscoa, Mário R. & Petrassi, Myrian & Torres-Martínez, Juan Pablo, 2009. "Fiat money and the value of binding portfolio constraints," MPRA Paper 13782, University Library of Munich, Germany.
- Seghir, Abdelkrim & Torres-Martínez, Juan Pablo, 2011.
"On equilibrium existence with endogenous restricted financial participation,"
Journal of Mathematical Economics,
Elsevier, vol. 47(1), pages 37-42, January.
- Abdelkrim Seghir & Juan Pablo Torres-Martínez, 2010. "On equilibrium existence with endogenous restricted financial participation," Working Papers wp316, University of Chile, Department of Economics.
- Ferreira, Thiago Revil T. & Torres-Martínez, Juan Pablo, 2010.
"The impossibility of effective enforcement mechanisms in collateralized credit markets,"
Journal of Mathematical Economics,
Elsevier, vol. 46(3), pages 332-342, May.
- Ferreira, Thiago Revil T. & Torres-Martínez, Juan Pablo, 2009. "The impossibility of effective enforcement mechanisms in collateralized credit markets," MPRA Paper 13781, University Library of Munich, Germany.
- Guadalupe Fugarolas-Alvarez-Ude & Carlos Hervés-Beloso & Emma Moreno-García & Juan Torres-Martínez, 2009.
"A market game approach to differential information economies,"
Economic Theory,
Springer;Society for the Advancement of Economic Theory (SAET), vol. 38(2), pages 321-330, February.
- Guadalupe Fugarolas & Carlos Herves Beloso & Emma Moreno Garcia & Juan Pablo Torres-Martinez, 2005. "A market game approach to differential information economies," Textos para discussão 512, Department of Economics PUC-Rio (Brazil).
- Petrassi, Myrian & Torres-Martinez, Juan Pablo, 2008.
"Collateralized assets and asymmetric information,"
Journal of Mathematical Economics,
Elsevier, vol. 44(5-6), pages 530-534, April.
- Myrian Petrassi & Juan Pablo Torres-Martinez, 2007. "Collateralized Assets And Asymmetric Information," Textos para discussão 539, Department of Economics PUC-Rio (Brazil).
- Abdelkrim Seghir & Juan Torres-Martínez, 2008.
"Wealth transfers and the role of collateral when lifetimes are uncertain,"
Economic Theory,
Springer;Society for the Advancement of Economic Theory (SAET), vol. 36(3), pages 471-502, September.
- Abdelkrim Seghir & Juan Pablo Torres-Martinez, 2006. "Wealth transfers and the role of collateral when lifetimes are uncertain," Textos para discussão 527, Department of Economics PUC-Rio (Brazil).
- Steinert, Mariano & Torres-Martinez, Juan Pablo, 2007. "General equilibrium in CLO markets," Journal of Mathematical Economics, Elsevier, vol. 43(6), pages 709-734, August.
- Aloisio Araujo & Mário Rui Páscoa & Juan Pablo Torres-Martínez, 2002.
"Collateral Avoids Ponzi Schemes in Incomplete Markets,"
Econometrica,
Econometric Society, vol. 70(4), pages 1613-1638, July.
- Pascoa, Mario Rui & Araújo, Aloísio Pessoa de & Torres-Martínez, Juan Pablo, 2001. "Collateral avoids Ponzi schemes in incomplete markets," FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE) 419, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Sebastián Cea-Echenique & Juan Pablo Torres-Martínez, 2014.
"Credit segmentation in general equilibrium,"
Documents de travail du Centre d'Economie de la Sorbonne
14095, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Cea-Echenique, Sebastián & Torres-Martínez, Juan Pablo, 2016. "Credit segmentation in general equilibrium," Journal of Mathematical Economics, Elsevier, vol. 62(C), pages 19-27.
- Sebastián Cea-Echenique & Juan Pablo Torres-Martínez, 2014. "Credit segmentation in general equilibrium," Documents de travail du Centre d'Economie de la Sorbonne 14095r, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Oct 2015.
- Sebastián Cea-Echenique & Juan Pablo Torres-Martínez, 2016. "Credit segmentation in general equilibrium," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01374293, HAL.
- Sebastián Cea-Echenique & Juan Pablo Torres-Martínez, 2015. "Credit segmentation in general equilibrium," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01151576, HAL.
Cited by:
- Faias, Marta & Torres-Martínez, Juan Pablo, 2017.
"Credit market segmentation, essentiality of commodities, and supermodularity,"
Journal of Mathematical Economics,
Elsevier, vol. 70(C), pages 115-122.
- Marta Faias & Juan Pablo Torres-Martinez, 2016. "Credit Market Segmentation, Essentiality of Commodities, and Supermodularity," Working Papers wp420, University of Chile, Department of Economics.
- Cea-Echenique, Sebastián & Torres-Martínez, Juan Pablo, 2014.
"General Equilibrium with Endogenous Trading Constraints,"
MPRA Paper
55359, University Library of Munich, Germany.
- Sebastián Cea-Echenique & Juan Pablo Torres-Martínez, 2016. "General equilibrium with endogenous trading constraints," Documents de travail du Centre d'Economie de la Sorbonne 16050, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Sebastián Cea-Echenique & Juan Pablo Torres-Martínez, 2016. "General Equilibrium with Endogenous Trading Constraints," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01373471, HAL.
Cited by:
- Faias, Marta & Torres-Martínez, Juan Pablo, 2017.
"Credit market segmentation, essentiality of commodities, and supermodularity,"
Journal of Mathematical Economics,
Elsevier, vol. 70(C), pages 115-122.
- Marta Faias & Juan Pablo Torres-Martinez, 2016. "Credit Market Segmentation, Essentiality of Commodities, and Supermodularity," Working Papers wp420, University of Chile, Department of Economics.
- Sebastián Cea-Echenique & Juan Pablo Torres-Martínez, 2014.
"Credit segmentation in general equilibrium,"
Documents de travail du Centre d'Economie de la Sorbonne
14095, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Cea-Echenique, Sebastián & Torres-Martínez, Juan Pablo, 2016. "Credit segmentation in general equilibrium," Journal of Mathematical Economics, Elsevier, vol. 62(C), pages 19-27.
- Sebastián Cea-Echenique & Juan Pablo Torres-Martínez, 2014. "Credit segmentation in general equilibrium," Documents de travail du Centre d'Economie de la Sorbonne 14095r, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Oct 2015.
- Sebastián Cea-Echenique & Juan Pablo Torres-Martínez, 2016. "Credit segmentation in general equilibrium," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01374293, HAL.
- Sebastián Cea-Echenique & Juan Pablo Torres-Martínez, 2015. "Credit segmentation in general equilibrium," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01151576, HAL.
- Iraola, Miguel A. & Torres-Martínez, Juan Pablo, 2014. "Equilibrium in collateralized asset markets: Credit contractions and negative equity loans," Journal of Mathematical Economics, Elsevier, vol. 55(C), pages 113-122.
- Riascos Villegas, Alvaro & Torres-Martínez, Juan Pablo, 2013.
"On pure strategy equilibria in large generalized games,"
MPRA Paper
46840, University Library of Munich, Germany.
Cited by:
- Sofía Correa & Juan Torres-Martínez, 2014. "Essential equilibria of large generalized games," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 57(3), pages 479-513, November.
- Riascos Villegas, Alvaro & Torres-Martínez, Juan Pablo, 2012.
"On the existence of pure strategy equilibria in large generalized games with atomic players,"
MPRA Paper
36626, University Library of Munich, Germany.
Cited by:
- Correa, Sofía & Torres-Martínez, Juan Pablo, 2012. "Essential stability for large generalized games," MPRA Paper 36625, University Library of Munich, Germany.
- Abdelkrim Seghir & Juan Pablo Torres-Martínez, 2010.
"On equilibrium existence with endogenous restricted financial participation,"
Working Papers
wp316, University of Chile, Department of Economics.
- Seghir, Abdelkrim & Torres-Martínez, Juan Pablo, 2011. "On equilibrium existence with endogenous restricted financial participation," Journal of Mathematical Economics, Elsevier, vol. 47(1), pages 37-42, January.
Cited by:
- Faias, Marta & Torres-Martínez, Juan Pablo, 2017.
"Credit market segmentation, essentiality of commodities, and supermodularity,"
Journal of Mathematical Economics,
Elsevier, vol. 70(C), pages 115-122.
- Marta Faias & Juan Pablo Torres-Martinez, 2016. "Credit Market Segmentation, Essentiality of Commodities, and Supermodularity," Working Papers wp420, University of Chile, Department of Economics.
- Sebastián Cea-Echenique & Carlos Hervés-Beloso & Juan Pablo Torres-Martínez, 2017. "Endogenous differential information," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 63(1), pages 51-72, January.
- Gori, Michele & Pireddu, Marina & Villanacci, Antonio, 2013. "Regularity and Pareto improving on financial equilibria with price-dependent borrowing restrictions," Research in Economics, Elsevier, vol. 67(1), pages 100-110.
- Sebastián Cea-Echenique & Juan Pablo Torres-Martínez, 2014.
"Credit segmentation in general equilibrium,"
Documents de travail du Centre d'Economie de la Sorbonne
14095, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Cea-Echenique, Sebastián & Torres-Martínez, Juan Pablo, 2016. "Credit segmentation in general equilibrium," Journal of Mathematical Economics, Elsevier, vol. 62(C), pages 19-27.
- Sebastián Cea-Echenique & Juan Pablo Torres-Martínez, 2014. "Credit segmentation in general equilibrium," Documents de travail du Centre d'Economie de la Sorbonne 14095r, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Oct 2015.
- Sebastián Cea-Echenique & Juan Pablo Torres-Martínez, 2016. "Credit segmentation in general equilibrium," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01374293, HAL.
- Sebastián Cea-Echenique & Juan Pablo Torres-Martínez, 2015. "Credit segmentation in general equilibrium," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01151576, HAL.
- Michele Gori & Marina Pireddu & Antonio Villanacci, 2010.
"Existence of financial equilibria with endogenous short selling restrictions and real assets,"
Working Papers - Mathematical Economics
2010-07, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa, revised Aug 2012.
- Michele Gori & Marina Pireddu & Antonio Villanacci, 2014. "Existence of financial equilibria with endogenous short selling restrictions and real assets," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 37(2), pages 349-371, October.
- Aouani, Zaier & Cornet, Bernard, 2011.
"Reduced equivalent form of a financial structure,"
Journal of Mathematical Economics,
Elsevier, vol. 47(3), pages 318-327.
- Zaier Aouani & Bernard Cornet, 2011. "Reduced equivalent form of a financial structure," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00629785, HAL.
- Matthew Hoelle & Marina Pireddu & Antonio Villanacci, 2016.
"Incomplete financial markets with real assets and wealth-dependent credit limits,"
Journal of Economics,
Springer, vol. 117(1), pages 1-36, January.
- Matthew Hoelle & Marina Pireddu & Antonio Villanacci, 2016. "Incomplete financial markets with real assets and wealth-dependent credit limits," Journal of Economics, Springer, vol. 117(1), pages 1-36, January.
- Iraola, Miguel A. & Torres-Martínez, Juan Pablo, 2014. "Equilibrium in collateralized asset markets: Credit contractions and negative equity loans," Journal of Mathematical Economics, Elsevier, vol. 55(C), pages 113-122.
- Sebastián Cea-Echenique & Carlos Hervés-Beloso & Juan Pablo Torres-Martínez, 2012. "Endogenous Information: The Role of Sequential Trade and Financial Participation," Working Papers wp361, University of Chile, Department of Economics.
- Matthew Hoelle & Marina Pireddu & Antonio Villanacci, 2012. "Incomplete Financial Markets With Real Assets and Endogenous Credit Limits," Purdue University Economics Working Papers 1271, Purdue University, Department of Economics.
- A. Jofré & R. T. Rockafellar & R. J-B. Wets, 2017. "General economic equilibrium with financial markets and retainability," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 63(1), pages 309-345, January.
- Rubén Poblete-Cazenave & Juan Pablo Torres-Martínez, 2010.
"Equilibrium with limited-recourse collateralized loans,"
Working Papers
wp313, University of Chile, Department of Economics.
- Rubén Poblete-Cazenave & Juan Torres-Martínez, 2013. "Equilibrium with limited-recourse collateralized loans," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 53(1), pages 181-211, May.
Cited by:
- Gregory Phelan, 2017.
"Collateralized borrowing and increasing risk,"
Economic Theory,
Springer;Society for the Advancement of Economic Theory (SAET), vol. 63(2), pages 471-502, February.
- Gregory Phelan, 2015. "Collateralized Borrowing and Increasing Risk," Department of Economics Working Papers 2015-03, Department of Economics, Williams College, revised Jun 2015.
- Xavier Mateos-Planas & Giulio Seccia, 2013. "Consumer Default with Complete Markets: Default-based Pricing and Finite Punishment," Working Papers 711, Queen Mary University of London, School of Economics and Finance.
- Iraola, Miguel A. & Torres-Martínez, Juan Pablo, 2014. "Equilibrium in collateralized asset markets: Credit contractions and negative equity loans," Journal of Mathematical Economics, Elsevier, vol. 55(C), pages 113-122.
- Iraola, Miguel & Torres-Martínez, Juan Pablo, 2013.
"Liquidity Contractions, Incomplete Financial Participation and the Prevalence of Negative Equity Non-recourse Loans,"
MPRA Paper
46838, University Library of Munich, Germany.
- Miguel A. Iraola & Juan Pablo Torres-Martinez, 2013. "Liquidity Contractions, Incomplete Financial Participation and the Prevalence of Negative Equity Non-Recourse Loans," Working Papers 2013-08, University of Miami, Department of Economics.
- Athanasios Geromichalos & Jiwon Lee & Seungduck Lee & Keita Oikawa, 2014. "Over-the-Counter Trade and the Value of Assets as Collateral," Working Papers 143, University of California, Davis, Department of Economics.
- Magill, Michael & Quinzii, Martine, 2015. "Prices and investment with collateral and default," Journal of Economic Dynamics and Control, Elsevier, vol. 51(C), pages 111-132.
- Álvaro Riascos Villegas & Juan Pablo Torres-Martínez, 2010.
"A Direct Proof of the Existence of Pure Strategy Equilibria in Large Generalized Games with Atomic Players,"
DOCUMENTOS CEDE
007091, UNIVERSIDAD DE LOS ANDES-CEDE.
- Alvaro Riascos V. & Juan Pablo Torres-Martínez, 2010. "A direct proof of the existence of pure strategy equilibria in large generalized games with atomic players," Working Papers wp311, University of Chile, Department of Economics.
Cited by:
- Rubén Poblete-Cazenave & Juan Pablo Torres-Martínez, 2010.
"Equilibrium with limited-recourse collateralized loans,"
Working Papers
wp313, University of Chile, Department of Economics.
- Rubén Poblete-Cazenave & Juan Torres-Martínez, 2013. "Equilibrium with limited-recourse collateralized loans," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 53(1), pages 181-211, May.
- Ferreira, Thiago Revil T. & Torres-Martínez, Juan Pablo, 2009.
"The impossibility of effective enforcement mechanisms in collateralized credit markets,"
MPRA Paper
13781, University Library of Munich, Germany.
- Ferreira, Thiago Revil T. & Torres-Martínez, Juan Pablo, 2010. "The impossibility of effective enforcement mechanisms in collateralized credit markets," Journal of Mathematical Economics, Elsevier, vol. 46(3), pages 332-342, May.
Cited by:
- Martins-da-Rocha, Victor Filipe & Vailakis, Yiannis, 2010. "Competitive equilibria in infinite-horizon collateralized economies with default penalties," FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE) 703, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
- Mário R. Páscoa & Myrian Petrassi & Juan Pablo Torres-Martínez, 2009.
"Fiat Money and the Value of Binding Portfolio Constraints,"
Working Papers Series
176, Central Bank of Brazil, Research Department.
- Mário Páscoa & Myrian Petrassi & Juan Torres-Martínez, 2011. "Fiat money and the value of binding portfolio constraints," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 46(2), pages 189-209, February.
- Mário Páscoa & Myrian Petrassi & Juan Pablo Torres-Martínez, 2008. "Fiat money and the value of binding portfolio constraints," Working Papers wp283, University of Chile, Department of Economics.
- Páscoa, Mário R. & Petrassi, Myrian & Torres-Martínez, Juan Pablo, 2009. "Fiat money and the value of binding portfolio constraints," MPRA Paper 13782, University Library of Munich, Germany.
Cited by:
- Pham, Ngoc-Sang & Le Van, Cuong & Bosi, Stefano, 2018.
"Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints,"
MPRA Paper
84905, University Library of Munich, Germany, revised 11 Mar 2018.
- Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2015. "Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints," Documents de travail du Centre d'Economie de la Sorbonne 15067r, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Feb 2017.
- Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2017. "Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01223969, HAL.
- Stefano BOSI & Cuong LE VAN & Ngoc-Sang PHAM, 2016.
"Asset bubbles and efficiency in a generalized two-sector model,"
Documents de recherche
16-04, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
- Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2016. "Asset bubbles and efficiency in a generalized two-sector model," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01316876, HAL.
- Bosi, Stefano & Le Van, Cuong & Pham, Ngoc-Sang, 2017. "Asset bubbles and efficiency in a generalized two-sector model," Mathematical Social Sciences, Elsevier, vol. 88(C), pages 37-48.
- Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2016. "Asset bubbles and efficiency in a generalized two-sector model," Documents de travail du Centre d'Economie de la Sorbonne 16029, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Emma Moreno-García & Juan Torres-Martínez, 2012. "Equilibrium existence in infinite horizon economies," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 11(2), pages 127-145, August.
- Aloisio Araujo & Mario Rui Pascoa & Juan Pablo Torres-Martinez, 2007.
"Long-lived collateralized assets and bubbles,"
Textos para discussão
542, Department of Economics PUC-Rio (Brazil).
- Aloisio Araujo & Mário Páscoa & Juan Pablo Torres-Martínez, 2008. "Long-lived Collateralized Assets and Bubbles," Working Papers wp284, University of Chile, Department of Economics.
- Araujo, Aloisio & Páscoa, Mário R. & Torres-Martínez, Juan Pablo, 2011. "Long-lived collateralized assets and bubbles," Journal of Mathematical Economics, Elsevier, vol. 47(3), pages 260-271.
- Aloisio Araujo & Mário R. Pascoa & Juan Pablo Torres-Martínez, 2010. "Long-lived collateralized assets and bubbles," Working Papers wp314, University of Chile, Department of Economics.
- Jean-Marc Bottazzi & Jaime Luque & Mário R. Páscoa, 2012.
"Trading and rational security pricing bubbles,"
Documents de travail du Centre d'Economie de la Sorbonne
12010, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Jean-Marc Bottazzi & Jaime Luque & Mário R. Páscoa, 2012. "Trading and rational security pricing bubbles," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00673995, HAL.
- Bottazzi, Jean-Marc & Luque, Jaime & Páscoa, Mário R., 2011. "Trading and rational security pricing bubbles," UC3M Working papers. Economics we1119, Universidad Carlos III de Madrid. Departamento de Economía.
- Mário R. Páscoa & Myrian Petrassi & Juan Pablo Torres-Martínez, 2009.
"Fiat Money and the Value of Binding Portfolio Constraints,"
Working Papers Series
176, Central Bank of Brazil, Research Department.
- Mário Páscoa & Myrian Petrassi & Juan Pablo Torres-Martínez, 2008. "Fiat money and the value of binding portfolio constraints," Working Papers wp283, University of Chile, Department of Economics.
- Páscoa, Mário R. & Petrassi, Myrian & Torres-Martínez, Juan Pablo, 2009. "Fiat money and the value of binding portfolio constraints," MPRA Paper 13782, University Library of Munich, Germany.
- Mário Páscoa & Myrian Petrassi & Juan Torres-Martínez, 2011. "Fiat money and the value of binding portfolio constraints," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 46(2), pages 189-209, February.
- Bidian, Florin, 2015. "Portfolio constraints, differences in beliefs and bubbles," Journal of Mathematical Economics, Elsevier, vol. 61(C), pages 317-326.
- Pham, Ngoc-Sang, 2017. "Assets with possibly negative dividends," MPRA Paper 78193, University Library of Munich, Germany.
- Aloisio Araujo & Mario Rui Pascoa & Juan Pablo Torres-Martinez, 2007.
"Long-lived collateralized assets and bubbles,"
Textos para discussão
542, Department of Economics PUC-Rio (Brazil).
- Araujo, Aloisio & Páscoa, Mário R. & Torres-Martínez, Juan Pablo, 2011. "Long-lived collateralized assets and bubbles," Journal of Mathematical Economics, Elsevier, vol. 47(3), pages 260-271.
- Aloisio Araujo & Mário Páscoa & Juan Pablo Torres-Martínez, 2008. "Long-lived Collateralized Assets and Bubbles," Working Papers wp284, University of Chile, Department of Economics.
- Aloisio Araujo & Mário R. Pascoa & Juan Pablo Torres-Martínez, 2010. "Long-lived collateralized assets and bubbles," Working Papers wp314, University of Chile, Department of Economics.
Cited by:
- Ferreira, Thiago Revil T. & Torres-Martínez, Juan Pablo, 2010.
"The impossibility of effective enforcement mechanisms in collateralized credit markets,"
Journal of Mathematical Economics,
Elsevier, vol. 46(3), pages 332-342, May.
- Ferreira, Thiago Revil T. & Torres-Martínez, Juan Pablo, 2009. "The impossibility of effective enforcement mechanisms in collateralized credit markets," MPRA Paper 13781, University Library of Munich, Germany.
- Pham, Ngoc-Sang & Le Van, Cuong & Bosi, Stefano, 2018.
"Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints,"
MPRA Paper
84905, University Library of Munich, Germany, revised 11 Mar 2018.
- Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2015. "Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints," Documents de travail du Centre d'Economie de la Sorbonne 15067r, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Feb 2017.
- Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2017. "Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01223969, HAL.
- Stefano BOSI & Cuong LE VAN & Ngoc-Sang PHAM, 2016.
"Asset bubbles and efficiency in a generalized two-sector model,"
Documents de recherche
16-04, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
- Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2016. "Asset bubbles and efficiency in a generalized two-sector model," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01316876, HAL.
- Bosi, Stefano & Le Van, Cuong & Pham, Ngoc-Sang, 2017. "Asset bubbles and efficiency in a generalized two-sector model," Mathematical Social Sciences, Elsevier, vol. 88(C), pages 37-48.
- Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2016. "Asset bubbles and efficiency in a generalized two-sector model," Documents de travail du Centre d'Economie de la Sorbonne 16029, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Miguel Angel Iraola & Juan Pablo Torres-Martinez, 2012.
"Liquidity Contractions and Prepayment Risk on Collateralized Asset Markets,"
Working Papers
1204, Centro de Investigacion Economica, ITAM.
- Miguel A. Iraola & Juan Pablo Torres-Martínez, 2012. "Liquidity Contractions and Prepayment Risk on Collateralized Asset Markets," Working Papers wp364, University of Chile, Department of Economics.
- Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2016.
"Rational land and housing bubbles in infinite-horizon economies,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
halshs-01314609, HAL.
- Cuong Le Van & Stefano Bosi & Ngoc-Sang Pham, 2017. "Rational land and housing bubbles in infinite-horizon economies," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01397606, HAL.
- Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2016. "Rational land and housing bubbles in infinite-horizon economies," Documents de travail du Centre d'Economie de la Sorbonne 16027, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2015.
"Intertemporal equilibrium with heterogeneous agents, endogenous dividends, and borrowing constraints,"
Documents de recherche
15-05, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
- Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2015. "Intertemporal equilibrium with heterogeneous agents, endogenous dividends and borrowing constraints," Documents de travail du Centre d'Economie de la Sorbonne 15067, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2014.
"Intertemporal equilibrium with production: bubbles and efficiency,"
Documents de recherche
14-09, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
- Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2014. "Intertemporal equilibrium with production: bubbles and efficiency," Working Papers 2014-306, Department of Research, Ipag Business School.
- Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2014. "Intertemporal equilibrium with production: bubbles and efficiency," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01020888, HAL.
- Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2014. "Intertemporal equilibrium with production: bubbles and efficiency," Documents de travail du Centre d'Economie de la Sorbonne 14043, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Iraola, Miguel A. & Torres-Martínez, Juan Pablo, 2014. "Equilibrium in collateralized asset markets: Credit contractions and negative equity loans," Journal of Mathematical Economics, Elsevier, vol. 55(C), pages 113-122.
- Bidian, Florin, 2015. "Portfolio constraints, differences in beliefs and bubbles," Journal of Mathematical Economics, Elsevier, vol. 61(C), pages 317-326.
- Iraola, Miguel & Torres-Martínez, Juan Pablo, 2013.
"Liquidity Contractions, Incomplete Financial Participation and the Prevalence of Negative Equity Non-recourse Loans,"
MPRA Paper
46838, University Library of Munich, Germany.
- Miguel A. Iraola & Juan Pablo Torres-Martinez, 2013. "Liquidity Contractions, Incomplete Financial Participation and the Prevalence of Negative Equity Non-Recourse Loans," Working Papers 2013-08, University of Miami, Department of Economics.
- Werner, Jan, 2014. "Rational asset pricing bubbles and debt constraints," Journal of Mathematical Economics, Elsevier, vol. 53(C), pages 145-152.
- Myrian Petrassi & Juan Pablo Torres-Martinez, 2007.
"Collateralized Assets And Asymmetric Information,"
Textos para discussão
539, Department of Economics PUC-Rio (Brazil).
- Petrassi, Myrian & Torres-Martinez, Juan Pablo, 2008. "Collateralized assets and asymmetric information," Journal of Mathematical Economics, Elsevier, vol. 44(5-6), pages 530-534, April.
Cited by:
- Rubén Poblete-Cazenave & Juan Pablo Torres-Martínez, 2010.
"Equilibrium with limited-recourse collateralized loans,"
Working Papers
wp313, University of Chile, Department of Economics.
- Rubén Poblete-Cazenave & Juan Torres-Martínez, 2013. "Equilibrium with limited-recourse collateralized loans," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 53(1), pages 181-211, May.
- Aloisio Araujo & Mário R. Páscoa & Juan Pablo Torres-Martínez, 2006.
"Bubbles, Collateral and Monetary Equilibrium,"
Levine's Working Paper Archive
122247000000001055, David K. Levine.
- Aloisio Araujo & Mario Pascoa & Juan Pablo Torres-Martinez, 2005. "Bubbles, collateral and monetary equilibrium," Textos para discussão 513, Department of Economics PUC-Rio (Brazil).
- Torres-Martínez, Juan Pablo & Araújo, Aloísio Pessoa de & Pascoa, Mario Rui, 2006. "Bubbles, collateral and monetary equilibrium," FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE) 614, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
Cited by:
- Iraola, Miguel & Torres-Martínez, Juan Pablo, 2013.
"Liquidity Contractions, Incomplete Financial Participation and the Prevalence of Negative Equity Non-recourse Loans,"
MPRA Paper
46838, University Library of Munich, Germany.
- Miguel A. Iraola & Juan Pablo Torres-Martinez, 2013. "Liquidity Contractions, Incomplete Financial Participation and the Prevalence of Negative Equity Non-Recourse Loans," Working Papers 2013-08, University of Miami, Department of Economics.
- Abdelkrim Seghir & Juan Pablo Torres-Martinez, 2006.
"Wealth transfers and the role of collateral when lifetimes are uncertain,"
Textos para discussão
527, Department of Economics PUC-Rio (Brazil).
- Abdelkrim Seghir & Juan Torres-Martínez, 2008. "Wealth transfers and the role of collateral when lifetimes are uncertain," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 36(3), pages 471-502, September.
Cited by:
- Seghir, Abdelkrim & Salem, Sherif, 2010. "In nitely-lived agents via two-sided altruism," MPRA Paper 31379, University Library of Munich, Germany.
- Ferreira, Thiago Revil T. & Torres-Martínez, Juan Pablo, 2010.
"The impossibility of effective enforcement mechanisms in collateralized credit markets,"
Journal of Mathematical Economics,
Elsevier, vol. 46(3), pages 332-342, May.
- Ferreira, Thiago Revil T. & Torres-Martínez, Juan Pablo, 2009. "The impossibility of effective enforcement mechanisms in collateralized credit markets," MPRA Paper 13781, University Library of Munich, Germany.
- Richard Barnett & Joydeep Bhattacharya & Helle Bunzel, 2013.
"Deviant generations, Ricardian equivalence, and growth cycles,"
Economic Theory,
Springer;Society for the Advancement of Economic Theory (SAET), vol. 52(1), pages 367-396, January.
- Barnett, Richard C. & Bhattacharya, Joydeep & Bunzel, Helle, 2013. "Deviant Generations, Ricardian Equivalence, and Growth Cycles," Staff General Research Papers Archive 12939, Iowa State University, Department of Economics.
- Rubén Poblete-Cazenave & Juan Pablo Torres-Martínez, 2010.
"Equilibrium with limited-recourse collateralized loans,"
Working Papers
wp313, University of Chile, Department of Economics.
- Rubén Poblete-Cazenave & Juan Torres-Martínez, 2013. "Equilibrium with limited-recourse collateralized loans," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 53(1), pages 181-211, May.
- Athanasios Geromichalos & Jiwon Lee & Seungduck Lee & Keita Oikawa, 2014. "Over-the-Counter Trade and the Value of Assets as Collateral," Working Papers 143, University of California, Davis, Department of Economics.
- Magill, Michael & Quinzii, Martine, 2015. "Prices and investment with collateral and default," Journal of Economic Dynamics and Control, Elsevier, vol. 51(C), pages 111-132.
- Guadalupe Fugarolas & Carlos Herves Beloso & Emma Moreno Garcia & Juan Pablo Torres-Martinez, 2005.
"A market game approach to differential information economies,"
Textos para discussão
512, Department of Economics PUC-Rio (Brazil).
- Guadalupe Fugarolas-Alvarez-Ude & Carlos Hervés-Beloso & Emma Moreno-García & Juan Torres-Martínez, 2009. "A market game approach to differential information economies," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 38(2), pages 321-330, February.
Cited by:
- Marta Faias & Carlos Hervés-Beloso & Emma Moreno-García, 2011. "Equilibrium price formation in markets with differentially informed agents," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 48(1), pages 205-218, September.
- Mariano Steinert & Juan Pablo Torres-Martínez, 2004.
"General equilibrium existence with asset-backed securitization,"
Textos para discussão
490, Department of Economics PUC-Rio (Brazil).
Cited by:
- Araujo, Aloisio. & Fajardo, J. & Páscoa. M. R., 2004.
"Endogenous Collateral,"
Finance Lab Working Papers
flwp_68, Finance Lab, Insper Instituto de Ensino e Pesquisa.
- Mário Páscoa & Aloisio Araujo & José Fajardo, 2004. "Endogenous Collateral," Econometric Society 2004 Latin American Meetings 161, Econometric Society.
- Araujo, Aloisio & Fajardo, Jose & Pascoa, Mario R., 2005. "Endogenous collateral," Journal of Mathematical Economics, Elsevier, vol. 41(4-5), pages 439-462, August.
- Pascoa, Mario Rui & Araújo, Aloísio Pessoa de & Barbachan, José Santiago Fajardo, 2003. "Endogenous collateral," FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE) 511, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
- Steinert, Mariano & Torres-Martinez, Juan Pablo, 2007. "General equilibrium in CLO markets," Journal of Mathematical Economics, Elsevier, vol. 43(6), pages 709-734, August.
- Araujo, Aloisio. & Fajardo, J. & Páscoa. M. R., 2004.
"Endogenous Collateral,"
Finance Lab Working Papers
flwp_68, Finance Lab, Insper Instituto de Ensino e Pesquisa.
- Pascoa, Mario Rui & Araújo, Aloísio Pessoa de & Torres-Martínez, Juan Pablo, 2001.
"Collateral avoids Ponzi schemes in incomplete markets,"
FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE)
419, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
- Aloisio Araujo & Mário Rui Páscoa & Juan Pablo Torres-Martínez, 2002. "Collateral Avoids Ponzi Schemes in Incomplete Markets," Econometrica, Econometric Society, vol. 70(4), pages 1613-1638, July.
Cited by:
- Bottazzi, Jean-Marc & Luque, Jaime & Páscoa, Mário R., 2012.
"Securities market theory: Possession, repo and rehypothecation,"
Journal of Economic Theory,
Elsevier, vol. 147(2), pages 477-500.
- Jean Marc Bottazzi & Jaime Luque & Mario Pascoa, 2011. "Securities market theory: possession, repo and rehypothecation," 2011 Meeting Papers 1214, Society for Economic Dynamics.
- Jean-Marc Bottazzi & Jaime Luque & Mário Páscoa, 2012. "Securities market theory: Possession, repo and rehypothecation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00665629, HAL.
- Seghir, Abdelkrim & Salem, Sherif, 2010. "In nitely-lived agents via two-sided altruism," MPRA Paper 31379, University Library of Munich, Germany.
- Aloisio Araujo & Mário R. Páscoa & Juan Pablo Torres-Martínez, 2006.
"Bubbles, Collateral and Monetary Equilibrium,"
Levine's Working Paper Archive
122247000000001055, David K. Levine.
- Aloisio Araujo & Mario Pascoa & Juan Pablo Torres-Martinez, 2005. "Bubbles, collateral and monetary equilibrium," Textos para discussão 513, Department of Economics PUC-Rio (Brazil).
- Torres-Martínez, Juan Pablo & Araújo, Aloísio Pessoa de & Pascoa, Mario Rui, 2006. "Bubbles, collateral and monetary equilibrium," FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE) 614, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
- Timothy J Kehoe & David K Levine, 2006. "Bankruptcy and Collateral in Debt Constrained Models," Levine's Working Paper Archive 784828000000000698, David K. Levine.
- Araújo, Aloísio Pessoa de & Leon, Márcia Saraiva, 2002.
"Speculative attacks on debts, dollarization and optimum currency areas,"
FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE)
446, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
- Aloisio Araujo & Marcia Leon, 2002. "Speculative Attacks on Debts, Dollarization and Optimum Currency Areas," Working Papers Series 40, Central Bank of Brazil, Research Department.
- Ferreira, Thiago Revil T. & Torres-Martínez, Juan Pablo, 2010.
"The impossibility of effective enforcement mechanisms in collateralized credit markets,"
Journal of Mathematical Economics,
Elsevier, vol. 46(3), pages 332-342, May.
- Ferreira, Thiago Revil T. & Torres-Martínez, Juan Pablo, 2009. "The impossibility of effective enforcement mechanisms in collateralized credit markets," MPRA Paper 13781, University Library of Munich, Germany.
- Abdelkrim Seghir & Juan Torres-Martínez, 2008.
"Wealth transfers and the role of collateral when lifetimes are uncertain,"
Economic Theory,
Springer;Society for the Advancement of Economic Theory (SAET), vol. 36(3), pages 471-502, September.
- Abdelkrim Seghir & Juan Pablo Torres-Martinez, 2006. "Wealth transfers and the role of collateral when lifetimes are uncertain," Textos para discussão 527, Department of Economics PUC-Rio (Brazil).
- Brangewitz, Sonja & Giraud, Gael, 2016. "Learning in Infinite Horizon Strategic Market Games with Collateral and Incomplete Information," Center for Mathematical Economics Working Papers 456, Center for Mathematical Economics, Bielefeld University.
- Fajardo, J., 2004.
"A Note On Arbitrage and Exogenus Collateral,"
Finance Lab Working Papers
flwp_62, Finance Lab, Insper Instituto de Ensino e Pesquisa.
- Fajardo, Jose, 2005. "A note on arbitrage and exogenous collateral," Mathematical Social Sciences, Elsevier, vol. 50(3), pages 336-341, November.
- Aloisio Araujo, 2002.
"As Leis de Falência: uma Abordagem Econômica,"
Working Papers Series
57, Central Bank of Brazil, Research Department.
- Araújo, Aloísio Pessoa de, 2003. "As leis de falência: uma abordagem econômica," FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE) 474, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
- Miguel Angel Iraola & Juan Pablo Torres-Martinez, 2012.
"Liquidity Contractions and Prepayment Risk on Collateralized Asset Markets,"
Working Papers
1204, Centro de Investigacion Economica, ITAM.
- Miguel A. Iraola & Juan Pablo Torres-Martínez, 2012. "Liquidity Contractions and Prepayment Risk on Collateralized Asset Markets," Working Papers wp364, University of Chile, Department of Economics.
- Jean-Marc Bottazzi & Mário Páscoa & Guillermo Ramírez, 2017. "Do Security Prices Rise or Fall When Margins Are Raised?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01648215, HAL.
- Victor Filipe Martins da Rocha & Yiannis Vailakis, 2012.
"Endogenous debt constraints in collateralized economies with default penalties,"
Post-Print
hal-00664551, HAL.
- Martins-da-Rocha, V. Filipe & Vailakis, Yiannis, 2012. "Endogenous debt constraints in collateralized economies with default penalties," Journal of Mathematical Economics, Elsevier, vol. 48(1), pages 1-13.
- Martins-da-Rocha, Victor Filipe & Vailakis, Yiannis, 2011. "Endogenous debt constraints in collateralized economies with default penalties," FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE) 719, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
- John Geanakoplos & William R. Zame, 2013.
"Collateral Equilibrium: A Basic Framework,"
Levine's Working Paper Archive
786969000000000741, David K. Levine.
- John Geanakoplos & William Zame, 2013. "Collateral Equilibrium - A Basic Framework," EIEF Working Papers Series 1319, Einaudi Institute for Economics and Finance (EIEF), revised Aug 2013.
- Geanakoplos, John & William R. Zame, 2013. "Collateral Equilibrium: A Basic Framework," Cowles Foundation Discussion Papers 1906, Cowles Foundation for Research in Economics, Yale University.
- John Geanakoplos & William Zame, 2014. "Collateral equilibrium, I: a basic framework," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 56(3), pages 443-492, August.
- Araújo, Aloísio & Kubler, Felix & Schommer, Susan, 2012. "Regulating collateral-requirements when markets are incomplete," Journal of Economic Theory, Elsevier, vol. 147(2), pages 450-476.
- Amable, Bruno & Chatelain, Jean-Bernard & Ralf, Kirsten, 2010.
"Patents as collateral,"
Journal of Economic Dynamics and Control,
Elsevier, vol. 34(6), pages 1092-1104, June.
- Bruno Amable & Jean-Bernard Chatelain & Kirsten Ralf, 2010. "Patents as Collateral," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00475854, HAL.
- Chatelain, Jean-Bernard & Ralf, Kirsten & Amable, Bruno, 2010. "Patents as Collateral," EconStor Open Access Articles, ZBW - German National Library of Economics, pages 1094-1104.
- Chatelain, Jean-Bernard & Ralf, Kirsten & Bruno, Amable, 2010. "Patents as Collateral," MPRA Paper 44698, University Library of Munich, Germany.
- Victor Filipe Martins da Rocha & Yiannis Vailakis, 2012.
"Harsh default penalties lead to Ponzi schemes: A counterexample,"
Post-Print
hal-00664552, HAL.
- Martins-da-Rocha, V. Filipe & Vailakis, Yiannis, 2012. "Harsh default penalties lead to Ponzi schemes: A counterexample," Games and Economic Behavior, Elsevier, vol. 75(1), pages 277-282.
- Araujo, Aloisio. & Fajardo, J. & Páscoa. M. R., 2004.
"Endogenous Collateral,"
Finance Lab Working Papers
flwp_68, Finance Lab, Insper Instituto de Ensino e Pesquisa.
- Mário Páscoa & Aloisio Araujo & José Fajardo, 2004. "Endogenous Collateral," Econometric Society 2004 Latin American Meetings 161, Econometric Society.
- Araujo, Aloisio & Fajardo, Jose & Pascoa, Mario R., 2005. "Endogenous collateral," Journal of Mathematical Economics, Elsevier, vol. 41(4-5), pages 439-462, August.
- Pascoa, Mario Rui & Araújo, Aloísio Pessoa de & Barbachan, José Santiago Fajardo, 2003. "Endogenous collateral," FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE) 511, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
- Ngoc-Sang Pham, 2013.
"Collateral monetary equilibrium with liquidity constraints in an infinite horizon economy,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
halshs-00848057, HAL.
- Ngoc-Sang Pham, 2013. "Collateral monetary equilibrium with liquidity constraints in an infinite horizon economy," Documents de travail du Centre d'Economie de la Sorbonne 13055r, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Sep 2013.
- Ngoc-Sang Pham, 2013. "Collateral monetary equilibrium with liquidity constraints in an infinite horizon economy," Documents de travail du Centre d'Economie de la Sorbonne 13055, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Nuno Gouveia & Abdelkrim Seghir, 2009. "Endogenous Default Penalties in Nominal Incomplete Markets," Annals of Economics and Finance, Society for AEF, vol. 10(2), pages 391-418, November.
- Santos, Rafael Chaves & Araújo, Aloísio Pessoa de & Leon, Márcia Saraiva, 2007.
"Speculative attacks, openness and crises,"
FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE)
654, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
- Araujo, Aloisio & Leon, Marcia & Santos, Rafael, 2012. "Speculative attacks, openness and crises," Revista Brasileira de Economia - RBE, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil), vol. 66(2), June.
- Fajardo, José, 2009. "Pricing and optimality with default spreads," The Quarterly Review of Economics and Finance, Elsevier, vol. 49(2), pages 686-692, May.
- Aloisio Araujo & Mario Rui Pascoa & Juan Pablo Torres-Martinez, 2007.
"Long-lived collateralized assets and bubbles,"
Textos para discussão
542, Department of Economics PUC-Rio (Brazil).
- Aloisio Araujo & Mário Páscoa & Juan Pablo Torres-Martínez, 2008. "Long-lived Collateralized Assets and Bubbles," Working Papers wp284, University of Chile, Department of Economics.
- Araujo, Aloisio & Páscoa, Mário R. & Torres-Martínez, Juan Pablo, 2011. "Long-lived collateralized assets and bubbles," Journal of Mathematical Economics, Elsevier, vol. 47(3), pages 260-271.
- Aloisio Araujo & Mário R. Pascoa & Juan Pablo Torres-Martínez, 2010. "Long-lived collateralized assets and bubbles," Working Papers wp314, University of Chile, Department of Economics.
- Fajardo, J., 2004. "Arbitrage, Collateral and Utility Penalties," Finance Lab Working Papers flwp_69, Finance Lab, Insper Instituto de Ensino e Pesquisa.
- Cuong Le Van & Ngoc-Sang Pham, 2016.
"Intertemporal equilibrium with financial asset and physical capital,"
Economic Theory,
Springer;Society for the Advancement of Economic Theory (SAET), vol. 62(1), pages 155-199, June.
- Cuong Le Van & Ngoc-Sang Pham, 2014. "Intertemporal equilibrium with financial asset and physical capital," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01147470, HAL.
- Cuong Le Van & Ngoc-Sang Pham, 2014. "Intertemporal equilibrium with financial asset and physical capital," Documents de travail du Centre d'Economie de la Sorbonne 14085, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Cuong Le Van & Ngoc-Sang Pham, 2016. "Intertemporal equilibrium with financial asset and physical capital," PSE - Labex "OSE-Ouvrir la Science Economique" hal-01302382, HAL.
- Cuong Le Van & Ngoc-Sang Pham, 2015. "Intertemporal equilibrium with financial asset and physical capital," Documents de recherche 15-01, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
- Cuong Le Van & Ngoc-Sang Pham, 2014. "Intertemporal equilibrium with financial asset and physical capital," Documents de travail du Centre d'Economie de la Sorbonne 14085r, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Feb 2015.
- Felix Kubler & Karl Schmedders, 2003.
"Stationary Equilibria in Asset-Pricing Models with Incomplete Markets and Collateral,"
Econometrica,
Econometric Society, vol. 71(6), pages 1767-1793, November.
- Felix Kubler & Karl Schmedders, 2001. "Stationary Equilibria in Asset-Pricing Models with Incomplete Markets and Collateral," Discussion Papers 1319, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
- Felipe Martins-da-Rocha & Yiannis Vailakis, 2008.
"Collateral, default penalties and almost finite-time solvency,"
Levine's Working Paper Archive
122247000000002049, David K. Levine.
- Martins-da-Rocha, Victor Filipe & Vailakis, Yiannis, 2008. "Collateral, default penalties and almost finite-time solvency," FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE) 670, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
- V. Martins-da-Rocha & Yiannis Vailakis, 2012.
"On Ponzi schemes in infinite horizon collateralized economies with default penalties,"
Annals of Finance,
Springer, vol. 8(4), pages 455-488, November.
- Victor Filipe Martins da Rocha & Yiannis Vailakis, 2012. "On Ponzi schemes in infinite horizon collateralized economies with default penalties," Post-Print hal-00734521, HAL.
- Martins-da-Rocha, Victor Filipe & Vailakis, Yiannis, 2011. "On Ponzi schemes in infinite horizon collateralized economies with default penalties," FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE) 718, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
- Myrian Petrassi & Juan Pablo Torres-Martinez, 2007.
"Collateralized Assets And Asymmetric Information,"
Textos para discussão
539, Department of Economics PUC-Rio (Brazil).
- Petrassi, Myrian & Torres-Martinez, Juan Pablo, 2008. "Collateralized assets and asymmetric information," Journal of Mathematical Economics, Elsevier, vol. 44(5-6), pages 530-534, April.
- Feijó, Ricardo Luis Chaves, 2013. "The General Equilibrium Framework with Default and Collateral," Revista Brasileira de Economia - RBE, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil), vol. 67(3), September.
- Yves Balasko & Enrique Kawamura, 2010. "Pareto-Improving Defaul," Working Papers 102, Universidad de San Andres, Departamento de Economia, revised May 2010.
- José Fajardo & Ana Lacerda, 2008.
"Statistical Arbitrage with Default and Collateral,"
Working Papers
w200808, Banco de Portugal, Economics and Research Department.
- Fajardo, José & Lacerda, Ana, 2010. "Statistical arbitrage with default and collateral," Economics Letters, Elsevier, vol. 108(1), pages 81-84, July.
- Aloísio Araújo & Susan Schommer & Michael Woodford, 2013.
"Conventional and Unconventional Monetary Policy with Endogenous Collateral Constraints,"
NBER Working Papers
19711, National Bureau of Economic Research, Inc.
- Aloísio Araújo & Susan Schommer & Michael Woodford, 2013. "Conventional and Unconventional Monetary Policy with Endogenous Collateral Constraints," NBER Chapters,in: Lessons from the Financial Crisis for Monetary Policy National Bureau of Economic Research, Inc.
- Aloísio Araújo & Susan Schommer & Michael Woodford, 2015. "Conventional and Unconventional Monetary Policy with Endogenous Collateral Constraints," American Economic Journal: Macroeconomics, American Economic Association, vol. 7(1), pages 1-43, January.
- Araujo, Aloisio & Schommer, Susan & Woodford, Michael, 2014. "Conventional and Unconventional Monetary Policy with Endogenous Collateral Constraints," CEPR Discussion Papers 9995, C.E.P.R. Discussion Papers.
- Martins-da-Rocha, Victor Filipe & Vailakis, Yiannis, 2010. "Competitive equilibria in infinite-horizon collateralized economies with default penalties," FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE) 703, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
- Winfried Koeniger & Thomas Hintermaier, 2007. "Incomplete Markets and the Evolution of US Consumer Debt," 2007 Meeting Papers 256, Society for Economic Dynamics.
- Iraola, Miguel A. & Torres-Martínez, Juan Pablo, 2014. "Equilibrium in collateralized asset markets: Credit contractions and negative equity loans," Journal of Mathematical Economics, Elsevier, vol. 55(C), pages 113-122.
- Páscoa, Mário Rui & Seghir, Abdelkrim, 2009. "Harsh default penalties lead to Ponzi schemes," Games and Economic Behavior, Elsevier, vol. 65(1), pages 270-286, January.
- Orrillo, Jaime, 2009. "Making promises in infinite-horizon economies with default and collateral," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 79(10), pages 3055-3068.
- Thiago Revil & Juan Pablo Torres-Martínez, 2007. "Does Collateral Avoid Ponzi Schemes?," Levine's Bibliography 843644000000000339, UCLA Department of Economics.
- Dimitrios Tsomocos & Lea Zicchino, 2005.
"On Modelling Endogenous Default,"
FMG Discussion Papers
dp548, Financial Markets Group.
- Tsomocos, Dimitrios P. & Zicchino, Lea, 2005. "On modelling endogenous default," LSE Research Online Documents on Economics 24667, London School of Economics and Political Science, LSE Library.
- Dimitrios P. Tsomocos & Lea Zicchino, 2005. "On Modelling Endogenous Default," OFRC Working Papers Series 2005fe15, Oxford Financial Research Centre.
- José Manuel Gutiérrez, 2008. "A Frictionless Economy With Subotimizing Agents," Vienna Economics Papers 0811, University of Vienna, Department of Economics.
- Wei Ma, 2015. "A Constructive Proof of the Existence of Collateral Equilibrium for a Two-Period Exchange Economy Based on a Smooth Interior-Point Path," Computational Economics, Springer;Society for Computational Economics, vol. 45(1), pages 1-30, January.
- Nuno Gouveia, 2004. "General equilibrium with asymmetric information and default penalties," Cahiers de la Maison des Sciences Economiques b05051, Université Panthéon-Sorbonne (Paris 1), revised Jan 2005.
- Malik, Samreen, 2014. "Ex-ante implications of sovereign default," Journal of Banking & Finance, Elsevier, vol. 49(C), pages 386-397.
- Iraola, Miguel & Torres-Martínez, Juan Pablo, 2013.
"Liquidity Contractions, Incomplete Financial Participation and the Prevalence of Negative Equity Non-recourse Loans,"
MPRA Paper
46838, University Library of Munich, Germany.
- Miguel A. Iraola & Juan Pablo Torres-Martinez, 2013. "Liquidity Contractions, Incomplete Financial Participation and the Prevalence of Negative Equity Non-Recourse Loans," Working Papers 2013-08, University of Miami, Department of Economics.
- Orrillo, Jaime, 2005. "Collateral once again," Economics Letters, Elsevier, vol. 87(1), pages 27-33, April.
- Timothy J. Kehoe & David K. Levine, 2006.
"Bankruptcy and Collateral in Debt Constrained Markets,"
NBER Working Papers
12656, National Bureau of Economic Research, Inc.
- Timothy J. Kehoe & David K. Levine, 2006. "Bankruptcy and collateral in debt constrained markets," Staff Report 380, Federal Reserve Bank of Minneapolis.
- Timothy J. Kehoe & David K. Levine, 2008. "Bankruptcy and Collateral in Debt Constrained Markets," Chapters,in: Macroeconomics in the Small and the Large, chapter 5 Edward Elgar Publishing.
- Magill, Michael & Quinzii, Martine, 2015. "Prices and investment with collateral and default," Journal of Economic Dynamics and Control, Elsevier, vol. 51(C), pages 111-132.
- Pham, Ngoc-Sang, 2017. "Assets with possibly negative dividends," MPRA Paper 78193, University Library of Munich, Germany.
Articles
- Sebastián Cea-Echenique & Carlos Hervés-Beloso & Juan Pablo Torres-Martínez, 2017.
"Endogenous differential information,"
Economic Theory,
Springer;Society for the Advancement of Economic Theory (SAET), vol. 63(1), pages 51-72, January.
Cited by:
- Maria Gabriella Graziano & Claudia Meo & Nicholas C. Yannelis, 2016.
"Stable Sets for Exchange Economies with Interdependent Preferences,"
CSEF Working Papers
461, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Graziano, Maria Gabriella & Meo, Claudia & Yannelis, Nicholas C., 2017. "Stable sets for exchange economies with interdependent preferences," Journal of Economic Behavior & Organization, Elsevier, vol. 140(C), pages 267-286.
- Maria Gabriella Graziano & Claudia Meo & Nicholas C. Yannelis, 2016.
"Stable Sets for Exchange Economies with Interdependent Preferences,"
CSEF Working Papers
461, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Cea-Echenique, Sebastián & Torres-Martínez, Juan Pablo, 2016.
"Credit segmentation in general equilibrium,"
Journal of Mathematical Economics,
Elsevier, vol. 62(C), pages 19-27.
See citations under working paper version above.
- Sebastián Cea-Echenique & Juan Pablo Torres-Martínez, 2014. "Credit segmentation in general equilibrium," Documents de travail du Centre d'Economie de la Sorbonne 14095, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Sebastián Cea-Echenique & Juan Pablo Torres-Martínez, 2014. "Credit segmentation in general equilibrium," Documents de travail du Centre d'Economie de la Sorbonne 14095r, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Oct 2015.
- Sebastián Cea-Echenique & Juan Pablo Torres-Martínez, 2016. "Credit segmentation in general equilibrium," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01374293, HAL.
- Sebastián Cea-Echenique & Juan Pablo Torres-Martínez, 2015. "Credit segmentation in general equilibrium," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01151576, HAL.
- Iraola, Miguel A. & Torres-Martínez, Juan Pablo, 2014.
"Equilibrium in collateralized asset markets: Credit contractions and negative equity loans,"
Journal of Mathematical Economics,
Elsevier, vol. 55(C), pages 113-122.
Cited by:
- Sebastián Cea-Echenique & Juan Pablo Torres-Martínez, 2014.
"Credit segmentation in general equilibrium,"
Documents de travail du Centre d'Economie de la Sorbonne
14095, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Cea-Echenique, Sebastián & Torres-Martínez, Juan Pablo, 2016. "Credit segmentation in general equilibrium," Journal of Mathematical Economics, Elsevier, vol. 62(C), pages 19-27.
- Sebastián Cea-Echenique & Juan Pablo Torres-Martínez, 2014. "Credit segmentation in general equilibrium," Documents de travail du Centre d'Economie de la Sorbonne 14095r, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Oct 2015.
- Sebastián Cea-Echenique & Juan Pablo Torres-Martínez, 2016. "Credit segmentation in general equilibrium," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01374293, HAL.
- Sebastián Cea-Echenique & Juan Pablo Torres-Martínez, 2015. "Credit segmentation in general equilibrium," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01151576, HAL.
- Sebastián Cea-Echenique & Juan Pablo Torres-Martínez, 2014.
"Credit segmentation in general equilibrium,"
Documents de travail du Centre d'Economie de la Sorbonne
14095, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Sofía Correa & Juan Torres-Martínez, 2014.
"Essential equilibria of large generalized games,"
Economic Theory,
Springer;Society for the Advancement of Economic Theory (SAET), vol. 57(3), pages 479-513, November.
Cited by:
- Vincenzo Scalzo, 2016. "Remarks on the existence and stability of some relaxed Nash equilibrium in strategic form games," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 61(3), pages 571-586, March.
- Erhan Bayraktar & Alexander Munk, 2016. "High-Roller Impact: A Large Generalized Game Model of Parimutuel Wagering," Papers 1605.03653, arXiv.org, revised Mar 2017.
- Rubén Poblete-Cazenave & Juan Torres-Martínez, 2013.
"Equilibrium with limited-recourse collateralized loans,"
Economic Theory,
Springer;Society for the Advancement of Economic Theory (SAET), vol. 53(1), pages 181-211, May.
See citations under working paper version above.
- Rubén Poblete-Cazenave & Juan Pablo Torres-Martínez, 2010. "Equilibrium with limited-recourse collateralized loans," Working Papers wp313, University of Chile, Department of Economics.
- Araujo, Aloisio & Páscoa, Mário R. & Torres-Martínez, Juan Pablo, 2011.
"Long-lived collateralized assets and bubbles,"
Journal of Mathematical Economics,
Elsevier, vol. 47(3), pages 260-271.
See citations under working paper version above.
- Aloisio Araujo & Mario Rui Pascoa & Juan Pablo Torres-Martinez, 2007. "Long-lived collateralized assets and bubbles," Textos para discussão 542, Department of Economics PUC-Rio (Brazil).
- Aloisio Araujo & Mário Páscoa & Juan Pablo Torres-Martínez, 2008. "Long-lived Collateralized Assets and Bubbles," Working Papers wp284, University of Chile, Department of Economics.
- Aloisio Araujo & Mário R. Pascoa & Juan Pablo Torres-Martínez, 2010. "Long-lived collateralized assets and bubbles," Working Papers wp314, University of Chile, Department of Economics.
- Mário Páscoa & Myrian Petrassi & Juan Torres-Martínez, 2011.
"Fiat money and the value of binding portfolio constraints,"
Economic Theory,
Springer;Society for the Advancement of Economic Theory (SAET), vol. 46(2), pages 189-209, February.
See citations under working paper version above.
- Mário R. Páscoa & Myrian Petrassi & Juan Pablo Torres-Martínez, 2009. "Fiat Money and the Value of Binding Portfolio Constraints," Working Papers Series 176, Central Bank of Brazil, Research Department.
- Mário Páscoa & Myrian Petrassi & Juan Pablo Torres-Martínez, 2008. "Fiat money and the value of binding portfolio constraints," Working Papers wp283, University of Chile, Department of Economics.
- Páscoa, Mário R. & Petrassi, Myrian & Torres-Martínez, Juan Pablo, 2009. "Fiat money and the value of binding portfolio constraints," MPRA Paper 13782, University Library of Munich, Germany.
- Seghir, Abdelkrim & Torres-Martínez, Juan Pablo, 2011.
"On equilibrium existence with endogenous restricted financial participation,"
Journal of Mathematical Economics,
Elsevier, vol. 47(1), pages 37-42, January.
See citations under working paper version above.
- Abdelkrim Seghir & Juan Pablo Torres-Martínez, 2010. "On equilibrium existence with endogenous restricted financial participation," Working Papers wp316, University of Chile, Department of Economics.
- Ferreira, Thiago Revil T. & Torres-Martínez, Juan Pablo, 2010.
"The impossibility of effective enforcement mechanisms in collateralized credit markets,"
Journal of Mathematical Economics,
Elsevier, vol. 46(3), pages 332-342, May.
See citations under working paper version above.
- Ferreira, Thiago Revil T. & Torres-Martínez, Juan Pablo, 2009. "The impossibility of effective enforcement mechanisms in collateralized credit markets," MPRA Paper 13781, University Library of Munich, Germany.
- Guadalupe Fugarolas-Alvarez-Ude & Carlos Hervés-Beloso & Emma Moreno-García & Juan Torres-Martínez, 2009.
"A market game approach to differential information economies,"
Economic Theory,
Springer;Society for the Advancement of Economic Theory (SAET), vol. 38(2), pages 321-330, February.
See citations under working paper version above.
- Guadalupe Fugarolas & Carlos Herves Beloso & Emma Moreno Garcia & Juan Pablo Torres-Martinez, 2005. "A market game approach to differential information economies," Textos para discussão 512, Department of Economics PUC-Rio (Brazil).
- Petrassi, Myrian & Torres-Martinez, Juan Pablo, 2008.
"Collateralized assets and asymmetric information,"
Journal of Mathematical Economics,
Elsevier, vol. 44(5-6), pages 530-534, April.
See citations under working paper version above.
- Myrian Petrassi & Juan Pablo Torres-Martinez, 2007. "Collateralized Assets And Asymmetric Information," Textos para discussão 539, Department of Economics PUC-Rio (Brazil).
- Abdelkrim Seghir & Juan Torres-Martínez, 2008.
"Wealth transfers and the role of collateral when lifetimes are uncertain,"
Economic Theory,
Springer;Society for the Advancement of Economic Theory (SAET), vol. 36(3), pages 471-502, September.
See citations under working paper version above.
- Abdelkrim Seghir & Juan Pablo Torres-Martinez, 2006. "Wealth transfers and the role of collateral when lifetimes are uncertain," Textos para discussão 527, Department of Economics PUC-Rio (Brazil).
- Steinert, Mariano & Torres-Martinez, Juan Pablo, 2007.
"General equilibrium in CLO markets,"
Journal of Mathematical Economics,
Elsevier, vol. 43(6), pages 709-734, August.
Cited by:
- Seghir, Abdelkrim & Salem, Sherif, 2010. "In nitely-lived agents via two-sided altruism," MPRA Paper 31379, University Library of Munich, Germany.
- Ferreira, Thiago Revil T. & Torres-Martínez, Juan Pablo, 2010.
"The impossibility of effective enforcement mechanisms in collateralized credit markets,"
Journal of Mathematical Economics,
Elsevier, vol. 46(3), pages 332-342, May.
- Ferreira, Thiago Revil T. & Torres-Martínez, Juan Pablo, 2009. "The impossibility of effective enforcement mechanisms in collateralized credit markets," MPRA Paper 13781, University Library of Munich, Germany.
- Miguel Angel Iraola & Juan Pablo Torres-Martinez, 2012.
"Liquidity Contractions and Prepayment Risk on Collateralized Asset Markets,"
Working Papers
1204, Centro de Investigacion Economica, ITAM.
- Miguel A. Iraola & Juan Pablo Torres-Martínez, 2012. "Liquidity Contractions and Prepayment Risk on Collateralized Asset Markets," Working Papers wp364, University of Chile, Department of Economics.
- John Geanakoplos & William R. Zame, 2013.
"Collateral Equilibrium: A Basic Framework,"
Levine's Working Paper Archive
786969000000000741, David K. Levine.
- John Geanakoplos & William Zame, 2013. "Collateral Equilibrium - A Basic Framework," EIEF Working Papers Series 1319, Einaudi Institute for Economics and Finance (EIEF), revised Aug 2013.
- Geanakoplos, John & William R. Zame, 2013. "Collateral Equilibrium: A Basic Framework," Cowles Foundation Discussion Papers 1906, Cowles Foundation for Research in Economics, Yale University.
- John Geanakoplos & William Zame, 2014. "Collateral equilibrium, I: a basic framework," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 56(3), pages 443-492, August.
- Thiago Revil & Juan Pablo Torres-Martínez, 2008.
"With Additional Enforcement Mechanisms, does Collateral Avoid Ponzi Schemes?,"
Working Papers
wp278, University of Chile, Department of Economics.
- Thiago Revil & Juan Pablo Torres-Martinez, 2007. "With additional enforcement mechanisms,does Collateral avoid Ponzi Schemes ?," Textos para discussão 545, Department of Economics PUC-Rio (Brazil), revised Apr 2008.
- Feijó, Ricardo Luis Chaves, 2013. "The General Equilibrium Framework with Default and Collateral," Revista Brasileira de Economia - RBE, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil), vol. 67(3), September.
- Iraola, Miguel A. & Torres-Martínez, Juan Pablo, 2014. "Equilibrium in collateralized asset markets: Credit contractions and negative equity loans," Journal of Mathematical Economics, Elsevier, vol. 55(C), pages 113-122.
- Rubén Poblete-Cazenave & Juan Pablo Torres-Martínez, 2010.
"Equilibrium with limited-recourse collateralized loans,"
Working Papers
wp313, University of Chile, Department of Economics.
- Rubén Poblete-Cazenave & Juan Torres-Martínez, 2013. "Equilibrium with limited-recourse collateralized loans," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 53(1), pages 181-211, May.
- Iraola, Miguel & Torres-Martínez, Juan Pablo, 2013.
"Liquidity Contractions, Incomplete Financial Participation and the Prevalence of Negative Equity Non-recourse Loans,"
MPRA Paper
46838, University Library of Munich, Germany.
- Miguel A. Iraola & Juan Pablo Torres-Martinez, 2013. "Liquidity Contractions, Incomplete Financial Participation and the Prevalence of Negative Equity Non-Recourse Loans," Working Papers 2013-08, University of Miami, Department of Economics.
- Aloisio Araujo & Mário Rui Páscoa & Juan Pablo Torres-Martínez, 2002.
"Collateral Avoids Ponzi Schemes in Incomplete Markets,"
Econometrica,
Econometric Society, vol. 70(4), pages 1613-1638, July.
See citations under working paper version above.
- Pascoa, Mario Rui & Araújo, Aloísio Pessoa de & Torres-Martínez, Juan Pablo, 2001. "Collateral avoids Ponzi schemes in incomplete markets," FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE) 419, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
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NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 42 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-DGE: Dynamic General Equilibrium (14) 2007-04-09 2007-04-09 2007-08-14 2009-01-24 2009-03-07 2012-02-20 2012-10-13 2012-10-13 2013-05-11 2013-06-09 2014-04-29 2015-02-05 2015-11-01 2016-10-23. Author is listed
- NEP-MIC: Microeconomics (10) 2002-08-20 2006-02-05 2012-02-20 2012-02-20 2013-05-11 2014-04-29 2016-10-09 2016-10-23 2016-10-30 2017-01-29. Author is listed
- NEP-GTH: Game Theory (8) 2006-02-05 2010-06-18 2010-07-03 2012-02-20 2012-02-20 2013-05-11 2016-10-30 2017-01-29. Author is listed
- NEP-CBA: Central Banking (6) 2006-01-29 2006-02-05 2006-06-24 2007-04-09 2007-04-21 2009-01-24. Author is listed
- NEP-MAC: Macroeconomics (6) 2006-01-29 2006-02-05 2006-06-24 2009-01-24 2009-03-07 2012-10-13. Author is listed
- NEP-MON: Monetary Economics (5) 2006-01-29 2006-02-05 2006-06-24 2009-01-24 2009-03-07. Author is listed
- NEP-BAN: Banking (4) 2012-10-13 2013-05-11 2013-06-09 2015-06-05
- NEP-FMK: Financial Markets (3) 2006-01-29 2006-06-24 2006-08-12
- NEP-HPE: History & Philosophy of Economics (2) 2013-05-11 2016-10-30
- NEP-CTA: Contract Theory & Applications (1) 2012-10-13
- NEP-MKT: Marketing (1) 2013-05-11
- NEP-RMG: Risk Management (1) 2009-03-07
- NEP-UPT: Utility Models & Prospect Theory (1) 2016-04-23
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