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 1 4 6 102
A direct proof of the existence of pure strategy equilibria in large generalized games with atomic players 0 0 0 42 3 5 5 175
A market game approach to differential information economies 0 0 0 100 3 3 6 298
Bubbles, Collateral and Monetary Equilibrium 0 0 0 144 0 2 5 394
Bubbles, collateral and monetary equilibrium 0 0 0 77 1 4 8 365
Bubbles, collateral and monetary equilibrium 0 0 0 47 0 1 2 242
Collateral avoids Ponzi schemes in incomplete markets 0 0 0 121 3 4 4 343
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 2 3 5 65
Credit segmentation in general equilibrium 0 0 0 0 0 3 5 13
Credit segmentation in general equilibrium 0 0 0 23 0 2 3 63
Credit segmentation in general equilibrium 0 0 0 38 1 3 4 60
Credit segmentation in general equilibrium 0 0 0 0 0 2 5 19
Credit segmentation in general equilibrium 0 0 0 10 1 2 2 28
Credit segmentation in general equilibrium 0 0 0 0 0 2 2 10
Credit segmentation in general equilibrium 0 0 0 20 2 6 9 16
Does Collateral Avoid Ponzi Schemes? 0 0 0 59 0 0 3 162
Endogenous Information: The Role of Sequential Trade and Financial Participation 0 0 0 25 1 4 4 75
Equilibrium with default-dependent credit constraints 0 0 0 46 0 2 5 128
Equilibrium with limited-recourse collateralized loans 0 0 0 46 1 1 3 216
Essential Stability for Large Generalized Games 0 0 0 15 0 0 0 38
Essential stability for large generalized games 0 0 0 45 0 0 1 101
Fiat Money and the Value of Binding Portfolio Constraints 0 0 0 44 3 5 6 176
Fiat money and the value of binding portfolio constraints 0 0 0 45 1 1 3 254
Fiat money and the value of binding portfolio constraints 0 0 0 14 1 3 4 134
Fixed point theorems via Nash Equilibria 0 0 0 320 0 1 2 670
General Equilibrium with Endogenous Trading Constraints 0 0 0 0 1 3 3 11
General Equilibrium with Endogenous Trading Constraints 0 0 0 0 0 2 3 5
General Equilibrium with Endogenous Trading Constraints 0 0 0 0 0 1 3 4
General Equilibrium with Endogenous Trading Constraints 0 0 0 0 0 2 4 5
General Equilibrium with Endogenous Trading Constraints 0 0 0 60 4 8 10 103
General Equilibrium with Endogenous Trading Constraints 0 0 0 13 0 4 4 22
General equilibrium existence with asset-backed securitization 0 0 0 332 2 3 5 819
General equilibrium with endogenous trading constraints 0 0 0 59 1 4 6 55
Incentives in Three-Sided Markets 0 0 0 20 0 2 4 40
Incomplete Financial Participation: Exclusive Markets, Investment Clubs, and Credit Risk 0 0 0 22 1 4 5 104
Incomplete financial participation: exclusive markets, investment clubs and credit risk 0 0 0 31 1 4 4 73
Infinite horizon economies with borrowing constraints 0 0 0 35 1 1 2 98
Information within coalitions: risk and ambiguity 0 0 0 13 1 2 5 40
Information within coalitions: risk and ambiguity 0 0 0 25 3 6 6 53
Inter-temporal discounting and uniform impatience 0 0 0 72 1 4 4 283
Large Multi-Objective Generalized Games: Existence and Essential Stability of Equilibria 0 0 1 36 0 1 3 45
Liquidity Contractions and Prepayment Risk on Collateralized Asset Markets 0 0 0 25 2 4 5 135
Liquidity Contractions and Prepayment Risk on Collateralized Asset Markets 0 0 1 27 4 5 7 96
Liquidity Contractions, Incomplete Financial Participation and the Prevalence of Negative Equity Non-Recourse Loans 0 0 0 25 1 5 7 85
Liquidity Contractions, Incomplete Financial Participation and the Prevalence of Negative Equity Non-recourse Loans 0 0 0 38 1 1 4 89
Local Non-Bossiness and Preferences Over Colleagues 0 0 1 3 4 4 12 19
Long-lived Collateralized Assets and Bubbles 0 0 0 32 2 6 8 121
Long-lived collateralized assets and bubbles 0 0 0 75 3 3 7 234
Long-lived collateralized assets and bubbles 0 0 0 29 1 3 4 144
On Housing Markets with Indecisive Agents 0 2 4 11 2 5 9 31
On Incentives in Three-Sided Markets 0 0 3 12 2 5 10 14
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 1 1 2 92
On pure strategy equilibria in large generalized games 0 0 0 102 4 4 8 111
On the existence of pure strategy equilibria in large generalized games with atomic players 0 0 0 51 1 1 2 103
Strategic Behavior Without Outside Options 0 0 1 3 5 5 17 26
The Strong Effects of Weak Externalities on School Choice 0 0 0 10 3 8 10 41
The impossibility of effective enforcement mechanisms in collateralized credit markets 0 0 0 47 1 4 4 111
Wealth transfers and the role of collateral when lifetimes are uncertain 0 0 0 51 0 0 1 183
Welfare-improving debt constraints 0 0 0 27 2 3 4 114
With Additional Enforcement Mechanisms, does Collateral Avoid Ponzi Schemes? 0 0 0 14 0 0 2 110
With additional enforcement mechanisms,does Collateral avoid Ponzi Schemes ? 0 0 0 55 0 1 3 178
Total Working Papers 0 2 11 2,836 79 182 300 8,240

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 5 87
Coalitional stability in matching problems with externalities and random preferences 0 0 1 4 4 7 9 16
Collateral Avoids Ponzi Schemes in Incomplete Markets 0 0 0 219 0 5 6 700
Collateralized assets and asymmetric information 0 0 0 22 1 3 4 71
Credit market segmentation, essentiality of commodities, and supermodularity 0 0 0 5 1 6 8 29
Credit segmentation in general equilibrium 0 0 0 10 1 3 8 45
Endogenous differential information 0 0 0 5 3 6 7 50
Equilibrium existence in infinite horizon economies 0 0 0 5 2 3 4 50
Equilibrium in collateralized asset markets: Credit contractions and negative equity loans 0 0 0 8 0 3 6 38
Equilibrium with limited-recourse collateralized loans 0 0 0 6 1 2 6 60
Essential equilibria of large generalized games 0 0 0 28 1 1 7 125
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 0 4 0 2 6 36
General equilibrium in CLO markets 0 0 0 67 3 3 6 184
General equilibrium with endogenous trading constraints 0 0 0 3 0 2 37 47
Information within coalitions: risk and ambiguity 0 0 0 4 2 2 5 28
Long-lived collateralized assets and bubbles 0 0 0 17 2 3 5 69
Matching with externalities: The role of prudence and social connectedness in stability 0 0 0 2 0 0 1 13
On equilibrium existence with endogenous restricted financial participation 0 0 0 24 1 3 5 79
Reconsidering the existence of stable solutions in three-sided matching problems with mixed preferences 0 0 0 7 4 7 8 21
Strategic behavior in one-to-one matching markets without outside options 1 1 1 1 2 6 8 8
The impossibility of effective enforcement mechanisms in collateralized credit markets 0 0 0 14 0 3 7 75
The roommate problem with externalities 0 0 1 22 1 3 6 51
Wealth transfers and the role of collateral when lifetimes are uncertain 0 0 0 22 0 3 4 80
Total Journal Articles 1 1 3 544 29 78 168 2,079

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Statistics updated 2026-01-09