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 10 16 112
A direct proof of the existence of pure strategy equilibria in large generalized games with atomic players 0 0 0 42 0 3 8 178
A market game approach to differential information economies 0 0 0 100 0 1 7 299
Bubbles, Collateral and Monetary Equilibrium 0 0 0 144 1 2 6 396
Bubbles, collateral and monetary equilibrium 0 0 0 77 0 4 10 369
Bubbles, collateral and monetary equilibrium 0 0 0 47 0 6 7 248
Collateral avoids Ponzi schemes in incomplete markets 0 0 0 121 0 7 11 350
Collateralized Assets And Asymmetric Information 0 0 0 84 0 5 5 217
Credit Market Segmentation, Essentiality of Commodities, and Supermodularity 0 0 0 23 1 7 11 72
Credit segmentation in general equilibrium 0 0 0 10 1 3 5 31
Credit segmentation in general equilibrium 0 0 0 0 0 0 5 13
Credit segmentation in general equilibrium 0 0 0 20 1 5 12 21
Credit segmentation in general equilibrium 0 0 0 38 0 4 8 64
Credit segmentation in general equilibrium 0 0 0 0 0 2 4 12
Credit segmentation in general equilibrium 0 0 0 0 0 5 9 24
Credit segmentation in general equilibrium 0 0 0 23 0 4 6 67
Does Collateral Avoid Ponzi Schemes? 0 0 0 59 0 1 3 163
Endogenous Information: The Role of Sequential Trade and Financial Participation 0 0 0 25 0 5 9 80
Equilibrium with default-dependent credit constraints 0 0 0 46 0 2 5 130
Equilibrium with limited-recourse collateralized loans 0 0 0 46 2 4 6 220
Essential Stability for Large Generalized Games 0 0 0 15 0 3 3 41
Essential stability for large generalized games 0 0 0 45 0 1 2 102
Fiat Money and the Value of Binding Portfolio Constraints 0 0 0 44 1 9 15 185
Fiat money and the value of binding portfolio constraints 0 0 0 45 1 2 5 256
Fiat money and the value of binding portfolio constraints 0 0 0 14 2 7 10 141
Fixed point theorems via Nash Equilibria 0 0 0 320 0 9 11 679
General Equilibrium with Endogenous Trading Constraints 0 0 0 0 1 7 9 11
General Equilibrium with Endogenous Trading Constraints 0 0 0 0 1 4 7 9
General Equilibrium with Endogenous Trading Constraints 0 0 0 0 0 3 5 8
General Equilibrium with Endogenous Trading Constraints 0 0 0 60 0 4 14 107
General Equilibrium with Endogenous Trading Constraints 0 0 0 13 0 1 5 23
General Equilibrium with Endogenous Trading Constraints 0 0 0 0 0 5 8 16
General equilibrium existence with asset-backed securitization 0 0 0 332 0 0 4 819
General equilibrium with endogenous trading constraints 0 0 0 59 0 5 10 60
Incentives in Three-Sided Markets 0 0 0 20 1 5 9 45
Incomplete Financial Participation: Exclusive Markets, Investment Clubs, and Credit Risk 0 0 0 22 1 5 10 109
Incomplete financial participation: exclusive markets, investment clubs and credit risk 0 0 0 31 0 3 7 76
Infinite horizon economies with borrowing constraints 0 0 0 35 0 3 5 101
Information within coalitions: risk and ambiguity 0 0 0 13 3 8 13 48
Information within coalitions: risk and ambiguity 0 0 0 25 0 1 7 54
Inter-temporal discounting and uniform impatience 0 0 0 72 0 6 10 289
Large Multi-Objective Generalized Games: Existence and Essential Stability of Equilibria 0 0 1 36 0 2 5 47
Liquidity Contractions and Prepayment Risk on Collateralized Asset Markets 0 0 0 25 0 2 7 137
Liquidity Contractions and Prepayment Risk on Collateralized Asset Markets 0 0 0 27 2 6 12 102
Liquidity Contractions, Incomplete Financial Participation and the Prevalence of Negative Equity Non-Recourse Loans 0 0 0 25 0 14 21 99
Liquidity Contractions, Incomplete Financial Participation and the Prevalence of Negative Equity Non-recourse Loans 0 0 0 38 2 20 24 109
Local Non-Bossiness and Preferences Over Colleagues 0 0 1 3 0 9 17 28
Long-lived Collateralized Assets and Bubbles 0 0 0 32 0 10 17 131
Long-lived collateralized assets and bubbles 0 0 0 29 0 1 4 145
Long-lived collateralized assets and bubbles 0 0 0 75 0 4 11 238
On Housing Markets with Indecisive Agents 0 0 3 11 2 12 19 43
On Incentives in Three-Sided Markets 0 0 3 12 2 4 14 18
On equilibrium existence in infinite horizon economies 0 0 0 17 1 5 5 89
On equilibrium existence with endogenous restricted financial participation 0 0 0 32 0 7 9 99
On pure strategy equilibria in large generalized games 0 0 0 102 1 4 11 115
On the existence of pure strategy equilibria in large generalized games with atomic players 0 0 0 51 0 2 4 105
Strategic Behavior Without Outside Options 0 0 0 3 3 8 23 34
The Strong Effects of Weak Externalities on School Choice 0 1 1 11 2 9 18 50
The impossibility of effective enforcement mechanisms in collateralized credit markets 0 0 0 47 1 4 8 115
Wealth transfers and the role of collateral when lifetimes are uncertain 0 0 0 51 1 5 5 188
Welfare-improving debt constraints 0 0 0 27 0 3 7 117
With Additional Enforcement Mechanisms, does Collateral Avoid Ponzi Schemes? 0 0 0 14 0 1 3 111
With additional enforcement mechanisms,does Collateral avoid Ponzi Schemes ? 0 0 0 55 1 4 6 182
Total Working Papers 0 1 9 2,837 35 307 572 8,547

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 8 12 95
Coalitional stability in matching problems with externalities and random preferences 0 0 1 4 1 8 16 24
Collateral Avoids Ponzi Schemes in Incomplete Markets 0 0 0 219 0 3 9 703
Collateralized assets and asymmetric information 0 0 0 22 0 1 5 72
Credit market segmentation, essentiality of commodities, and supermodularity 0 0 0 5 0 1 9 30
Credit segmentation in general equilibrium 0 0 0 10 0 3 11 48
Endogenous differential information 0 0 0 5 1 7 14 57
Equilibrium existence in infinite horizon economies 0 0 0 5 0 3 6 53
Equilibrium in collateralized asset markets: Credit contractions and negative equity loans 0 0 0 8 1 2 6 40
Equilibrium with limited-recourse collateralized loans 0 0 0 6 0 7 12 67
Essential equilibria of large generalized games 0 0 0 28 0 3 9 128
Fiat money and the value of binding portfolio constraints 0 0 0 17 0 3 3 120
Financial segmentation and collateralized debt in infinite-horizon economies 0 0 0 4 0 3 9 39
General equilibrium in CLO markets 0 0 0 67 1 4 9 188
General equilibrium with endogenous trading constraints 0 0 0 3 0 5 7 52
Information within coalitions: risk and ambiguity 0 0 0 4 1 7 12 35
Long-lived collateralized assets and bubbles 0 0 0 17 0 6 11 75
Matching with externalities: The role of prudence and social connectedness in stability 0 0 0 2 0 4 4 17
On equilibrium existence with endogenous restricted financial participation 0 0 0 24 2 9 14 88
Reconsidering the existence of stable solutions in three-sided matching problems with mixed preferences 1 2 2 9 1 3 11 24
Strategic behavior in one-to-one matching markets without outside options 0 0 1 1 0 3 11 11
The impossibility of effective enforcement mechanisms in collateralized credit markets 0 0 0 14 0 2 8 77
The roommate problem with externalities 0 0 1 22 0 4 10 55
Wealth transfers and the role of collateral when lifetimes are uncertain 0 0 0 22 3 7 11 87
Total Journal Articles 1 2 5 546 11 106 229 2,185

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

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-04-09