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 3 98
A direct proof of the existence of pure strategy equilibria in large generalized games with atomic players 0 0 0 42 0 0 0 170
A market game approach to differential information economies 0 0 0 100 1 2 3 294
Bubbles, Collateral and Monetary Equilibrium 0 0 0 144 0 1 3 392
Bubbles, collateral and monetary equilibrium 0 0 0 47 0 0 2 241
Bubbles, collateral and monetary equilibrium 0 0 0 77 1 2 4 361
Collateral avoids Ponzi schemes in incomplete markets 0 0 0 121 0 0 0 339
Collateralized Assets And Asymmetric Information 0 0 0 84 0 0 1 212
Credit Market Segmentation, Essentiality of Commodities, and Supermodularity 0 0 0 23 0 1 2 62
Credit segmentation in general equilibrium 0 0 1 23 0 0 2 61
Credit segmentation in general equilibrium 0 0 0 20 0 0 3 10
Credit segmentation in general equilibrium 0 0 0 0 0 2 3 17
Credit segmentation in general equilibrium 0 0 0 38 0 1 2 57
Credit segmentation in general equilibrium 0 0 1 10 0 0 2 26
Credit segmentation in general equilibrium 0 0 0 0 2 2 2 10
Credit segmentation in general equilibrium 0 0 0 0 0 0 0 8
Does Collateral Avoid Ponzi Schemes? 0 0 0 59 1 1 2 161
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 2 125
Equilibrium with limited-recourse collateralized loans 0 0 0 46 0 1 3 215
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 3 101
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 14 0 0 1 131
Fiat money and the value of binding portfolio constraints 0 0 0 45 0 0 2 253
Fixed point theorems via Nash Equilibria 0 0 0 320 1 1 1 669
General Equilibrium with Endogenous Trading Constraints 0 0 0 13 0 0 0 18
General Equilibrium with Endogenous Trading Constraints 0 0 0 60 0 0 1 94
General Equilibrium with Endogenous Trading Constraints 0 0 0 0 0 1 2 3
General Equilibrium with Endogenous Trading Constraints 0 0 0 0 0 1 1 3
General Equilibrium with Endogenous Trading Constraints 0 0 0 0 0 0 2 3
General Equilibrium with Endogenous Trading Constraints 0 0 0 0 0 0 0 8
General equilibrium existence with asset-backed securitization 0 0 0 332 0 0 2 816
General equilibrium with endogenous trading constraints 0 0 0 59 0 1 2 51
Incentives in Three-Sided Markets 0 0 0 20 0 1 3 38
Incomplete Financial Participation: Exclusive Markets, Investment Clubs, and Credit Risk 0 0 0 22 0 0 1 100
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 25 0 0 0 47
Information within coalitions: risk and ambiguity 0 0 0 13 2 2 3 38
Inter-temporal discounting and uniform impatience 0 0 0 72 0 0 1 279
Large Multi-Objective Generalized Games: Existence and Essential Stability of Equilibria 1 1 1 36 1 1 2 44
Liquidity Contractions and Prepayment Risk on Collateralized Asset Markets 0 0 1 27 0 1 2 91
Liquidity Contractions and Prepayment Risk on Collateralized Asset Markets 0 0 0 25 1 1 1 131
Liquidity Contractions, Incomplete Financial Participation and the Prevalence of Negative Equity Non-Recourse Loans 0 0 0 25 0 0 1 79
Liquidity Contractions, Incomplete Financial Participation and the Prevalence of Negative Equity Non-recourse Loans 0 0 0 38 1 1 2 87
Local Non-Bossiness and Preferences Over Colleagues 0 0 0 2 0 2 8 13
Long-lived Collateralized Assets and Bubbles 0 0 0 32 0 0 1 114
Long-lived collateralized assets and bubbles 0 0 0 75 3 3 4 231
Long-lived collateralized assets and bubbles 0 0 0 29 0 0 1 141
On Housing Markets with Indecisive Agents 1 1 2 9 2 2 5 26
On Incentives in Three-Sided Markets 0 2 3 12 0 3 4 8
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 1 1 91
On pure strategy equilibria in large generalized games 0 0 0 102 2 3 4 107
On the existence of pure strategy equilibria in large generalized games with atomic players 0 0 0 51 0 0 1 102
Strategic Behavior Without Outside Options 0 0 1 3 1 6 13 20
The Strong Effects of Weak Externalities on School Choice 0 0 0 10 0 1 3 33
The impossibility of effective enforcement mechanisms in collateralized credit markets 0 0 0 47 0 0 0 107
Wealth transfers and the role of collateral when lifetimes are uncertain 0 0 0 51 0 0 2 183
Welfare-improving debt constraints 0 0 0 27 1 1 1 111
With Additional Enforcement Mechanisms, does Collateral Avoid Ponzi Schemes? 0 0 0 14 1 2 2 110
With additional enforcement mechanisms,does Collateral avoid Ponzi Schemes ? 0 0 0 55 1 1 2 177
Total Working Papers 2 4 10 2,833 22 50 128 8,045

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 2 3 85
Coalitional stability in matching problems with externalities and random preferences 1 1 2 4 1 1 5 9
Collateral Avoids Ponzi Schemes in Incomplete Markets 0 0 0 219 0 0 2 694
Collateralized assets and asymmetric information 0 0 0 22 0 1 1 68
Credit market segmentation, essentiality of commodities, and supermodularity 0 0 0 5 1 1 1 22
Credit segmentation in general equilibrium 0 0 0 10 3 5 5 42
Endogenous differential information 0 0 0 5 0 1 1 44
Equilibrium existence in infinite horizon economies 0 0 0 5 0 0 1 47
Equilibrium in collateralized asset markets: Credit contractions and negative equity loans 0 0 0 8 0 1 3 35
Equilibrium with limited-recourse collateralized loans 0 0 0 6 0 3 4 58
Essential equilibria of large generalized games 0 0 0 28 3 4 6 124
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 4 5 34
General equilibrium in CLO markets 0 0 0 67 2 2 3 181
General equilibrium with endogenous trading constraints 0 0 0 3 0 0 36 45
Information within coalitions: risk and ambiguity 0 0 0 4 1 3 3 26
Long-lived collateralized assets and bubbles 0 0 0 17 0 1 2 65
Matching with externalities: The role of prudence and social connectedness in stability 0 0 0 2 0 0 2 13
On equilibrium existence with endogenous restricted financial participation 0 0 0 24 0 1 1 75
Reconsidering the existence of stable solutions in three-sided matching problems with mixed preferences 0 0 3 7 0 1 5 14
Strategic behavior in one-to-one matching markets without outside options 0 0 0 0 1 2 2 2
The impossibility of effective enforcement mechanisms in collateralized credit markets 0 0 0 14 0 3 4 72
The roommate problem with externalities 0 0 2 22 0 1 5 48
Wealth transfers and the role of collateral when lifetimes are uncertain 0 0 0 22 1 1 2 77
Total Journal Articles 1 1 8 543 13 38 102 1,997

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-09-05