Access Statistics for Juan Pablo Torres-Martinez

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Direct Proof of the Existence of Pure Strategy Equilibria in Large Generalized Games with Atomic Players 0 0 0 44 0 1 2 96
A direct proof of the existence of pure strategy equilibria in large generalized games with atomic players 0 0 0 42 0 0 1 170
A market game approach to differential information economies 0 0 0 100 0 0 2 292
Bubbles, Collateral and Monetary Equilibrium 0 0 0 144 0 1 2 390
Bubbles, collateral and monetary equilibrium 0 0 0 77 0 1 1 358
Bubbles, collateral and monetary equilibrium 0 0 0 47 0 0 1 240
Collateral avoids Ponzi schemes in incomplete markets 0 0 1 121 0 0 1 339
Collateralized Assets And Asymmetric Information 0 0 0 84 0 0 0 211
Credit Market Segmentation, Essentiality of Commodities, and Supermodularity 0 0 0 23 1 1 2 61
Credit segmentation in general equilibrium 0 0 0 38 0 0 1 56
Credit segmentation in general equilibrium 0 0 0 20 1 2 2 9
Credit segmentation in general equilibrium 0 0 1 10 0 0 2 26
Credit segmentation in general equilibrium 0 0 0 0 0 0 0 8
Credit segmentation in general equilibrium 0 0 0 0 0 0 1 8
Credit segmentation in general equilibrium 0 0 0 0 1 1 2 15
Credit segmentation in general equilibrium 0 0 1 23 1 1 3 61
Does Collateral Avoid Ponzi Schemes? 0 0 0 59 0 0 1 159
Endogenous Information: The Role of Sequential Trade and Financial Participation 0 0 0 25 0 0 1 71
Equilibrium with default-dependent credit constraints 0 0 0 46 0 0 0 123
Equilibrium with limited-recourse collateralized loans 0 0 2 46 1 1 6 214
Essential Stability for Large Generalized Games 0 0 0 15 0 0 2 38
Essential stability for large generalized games 0 0 0 45 0 0 2 100
Fiat Money and the Value of Binding Portfolio Constraints 0 0 0 44 0 0 1 170
Fiat money and the value of binding portfolio constraints 0 0 0 45 0 0 1 251
Fiat money and the value of binding portfolio constraints 0 0 0 14 1 1 1 131
Fixed point theorems via Nash Equilibria 0 0 0 320 0 0 0 668
General Equilibrium with Endogenous Trading Constraints 0 0 0 13 0 0 0 18
General Equilibrium with Endogenous Trading Constraints 0 0 0 0 0 0 0 1
General Equilibrium with Endogenous Trading Constraints 0 0 0 0 1 1 1 2
General Equilibrium with Endogenous Trading Constraints 0 0 0 0 0 0 0 8
General Equilibrium with Endogenous Trading Constraints 0 0 0 0 0 0 0 2
General Equilibrium with Endogenous Trading Constraints 0 0 0 60 0 0 0 93
General equilibrium existence with asset-backed securitization 0 0 0 332 0 1 1 815
General equilibrium with endogenous trading constraints 0 0 0 59 1 1 2 50
Incentives in Three-Sided Markets 0 0 4 20 0 0 7 36
Incomplete Financial Participation: Exclusive Markets, Investment Clubs, and Credit Risk 0 0 0 22 0 0 0 99
Incomplete financial participation: exclusive markets, investment clubs and credit risk 0 0 0 31 0 0 0 69
Infinite horizon economies with borrowing constraints 0 0 0 35 0 0 0 96
Information within coalitions: risk and ambiguity 0 0 0 13 0 0 1 35
Information within coalitions: risk and ambiguity 0 0 0 25 0 0 0 47
Inter-temporal discounting and uniform impatience 0 0 2 72 0 1 7 279
Large Multi-Objective Generalized Games: Existence and Essential Stability of Equilibria 0 0 1 35 0 0 1 42
Liquidity Contractions and Prepayment Risk on Collateralized Asset Markets 0 0 0 25 0 0 0 130
Liquidity Contractions and Prepayment Risk on Collateralized Asset Markets 1 1 1 27 1 1 1 90
Liquidity Contractions, Incomplete Financial Participation and the Prevalence of Negative Equity Non-Recourse Loans 0 0 0 25 0 0 0 78
Liquidity Contractions, Incomplete Financial Participation and the Prevalence of Negative Equity Non-recourse Loans 0 0 0 38 0 0 0 85
Local Non-Bossiness and Preferences Over Colleagues 0 0 2 2 1 4 11 11
Long-lived Collateralized Assets and Bubbles 0 0 0 32 0 0 0 113
Long-lived collateralized assets and bubbles 0 0 0 29 0 0 0 140
Long-lived collateralized assets and bubbles 0 0 0 75 0 0 0 227
On Housing Markets with Indecisive Agents 0 0 0 7 1 1 3 23
On Incentives in Three-Sided Markets 0 0 9 9 0 0 4 4
On equilibrium existence in infinite horizon economies 0 0 0 17 0 0 0 84
On equilibrium existence with endogenous restricted financial participation 0 0 0 32 0 0 0 90
On pure strategy equilibria in large generalized games 0 0 0 102 0 0 1 103
On the existence of pure strategy equilibria in large generalized games with atomic players 0 0 0 51 0 0 2 101
Strategic Behavior Without Outside Options 0 1 1 3 0 3 8 10
The Strong Effects of Weak Externalities on School Choice 0 0 1 10 0 1 2 31
The impossibility of effective enforcement mechanisms in collateralized credit markets 0 0 0 47 0 0 1 107
Wealth transfers and the role of collateral when lifetimes are uncertain 0 0 0 51 0 1 2 183
Welfare-improving debt constraints 0 0 0 27 0 0 0 110
With Additional Enforcement Mechanisms, does Collateral Avoid Ponzi Schemes? 0 0 0 14 0 0 0 108
With additional enforcement mechanisms,does Collateral avoid Ponzi Schemes ? 0 0 0 55 0 1 1 176
Total Working Papers 1 2 26 2,827 11 26 94 7,961

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A market game approach to differential information economies 0 0 0 28 0 1 1 83
Coalitional stability in matching problems with externalities and random preferences 0 1 3 3 1 2 8 8
Collateral Avoids Ponzi Schemes in Incomplete Markets 0 0 0 219 0 1 4 694
Collateralized assets and asymmetric information 0 0 0 22 0 0 0 67
Credit market segmentation, essentiality of commodities, and supermodularity 0 0 0 5 0 0 0 21
Credit segmentation in general equilibrium 0 0 0 10 0 0 0 37
Endogenous differential information 0 0 0 5 0 0 0 43
Equilibrium existence in infinite horizon economies 0 0 0 5 0 0 1 46
Equilibrium in collateralized asset markets: Credit contractions and negative equity loans 0 0 0 8 2 2 2 34
Equilibrium with limited-recourse collateralized loans 0 0 0 6 1 1 1 55
Essential equilibria of large generalized games 0 0 0 28 0 1 2 119
Fiat money and the value of binding portfolio constraints 0 0 0 17 0 0 0 117
Financial segmentation and collateralized debt in infinite-horizon economies 0 0 1 4 0 0 1 30
General equilibrium in CLO markets 0 0 0 67 0 1 1 179
General equilibrium with endogenous trading constraints 0 0 0 3 35 35 36 45
Information within coalitions: risk and ambiguity 0 0 0 4 0 0 0 23
Long-lived collateralized assets and bubbles 0 0 0 17 0 1 1 64
Matching with externalities: The role of prudence and social connectedness in stability 0 0 0 2 0 0 2 12
On equilibrium existence with endogenous restricted financial participation 0 0 0 24 0 0 0 74
Reconsidering the existence of stable solutions in three-sided matching problems with mixed preferences 0 1 5 7 0 1 6 13
Strategic behavior in one-to-one matching markets without outside options 0 0 0 0 0 0 0 0
The impossibility of effective enforcement mechanisms in collateralized credit markets 0 0 0 14 0 0 0 68
The roommate problem with externalities 0 0 4 21 0 0 10 45
Wealth transfers and the role of collateral when lifetimes are uncertain 0 0 0 22 0 0 1 76
Total Journal Articles 0 2 13 541 39 46 77 1,953

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Statistics updated 2025-03-03