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 97
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 1 292
Bubbles, Collateral and Monetary Equilibrium 0 0 0 144 1 1 2 391
Bubbles, collateral and monetary equilibrium 0 0 0 77 0 1 2 359
Bubbles, collateral and monetary equilibrium 0 0 0 47 0 1 2 241
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 1 1 212
Credit Market Segmentation, Essentiality of Commodities, and Supermodularity 0 0 0 23 0 0 1 61
Credit segmentation in general equilibrium 0 0 0 0 0 0 0 8
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 1 23 0 0 3 61
Credit segmentation in general equilibrium 0 0 0 20 1 1 3 10
Credit segmentation in general equilibrium 0 0 0 0 0 0 1 15
Credit segmentation in general equilibrium 0 0 0 38 0 0 1 56
Does Collateral Avoid Ponzi Schemes? 0 0 0 59 0 1 2 160
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 2 2 125
Equilibrium with limited-recourse collateralized loans 0 0 1 46 0 0 3 214
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 1 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 2 2 253
Fixed point theorems via Nash Equilibria 0 0 0 320 0 0 0 668
General Equilibrium with Endogenous Trading Constraints 0 0 0 0 0 0 0 8
General Equilibrium with Endogenous Trading Constraints 0 0 0 60 0 1 1 94
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 2
General Equilibrium with Endogenous Trading Constraints 0 0 0 0 0 0 1 2
General Equilibrium with Endogenous Trading Constraints 0 0 0 0 0 2 2 3
General equilibrium existence with asset-backed securitization 0 0 0 332 1 1 2 816
General equilibrium with endogenous trading constraints 0 0 0 59 0 0 2 50
Incentives in Three-Sided Markets 0 0 0 20 1 1 2 37
Incomplete Financial Participation: Exclusive Markets, Investment Clubs, and Credit Risk 0 0 0 22 1 1 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 0 1 2 36
Inter-temporal discounting and uniform impatience 0 0 0 72 0 0 4 279
Large Multi-Objective Generalized Games: Existence and Essential Stability of Equilibria 0 0 1 35 0 1 2 43
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 0 0 1 27 0 0 1 90
Liquidity Contractions, Incomplete Financial Participation and the Prevalence of Negative Equity Non-Recourse Loans 0 0 0 25 1 1 1 79
Liquidity Contractions, Incomplete Financial Participation and the Prevalence of Negative Equity Non-recourse Loans 0 0 0 38 1 1 1 86
Local Non-Bossiness and Preferences Over Colleagues 0 0 2 2 0 0 11 11
Long-lived Collateralized Assets and Bubbles 0 0 0 32 0 1 1 114
Long-lived collateralized assets and bubbles 0 0 0 75 0 1 1 228
Long-lived collateralized assets and bubbles 0 0 0 29 0 1 1 141
On Housing Markets with Indecisive Agents 0 1 1 8 0 1 3 24
On Incentives in Three-Sided Markets 1 1 3 10 1 1 3 5
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 1 2 104
On the existence of pure strategy equilibria in large generalized games with atomic players 0 0 0 51 0 1 2 102
Strategic Behavior Without Outside Options 0 0 1 3 2 4 9 14
The Strong Effects of Weak Externalities on School Choice 0 0 0 10 0 1 2 32
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 0 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 0 1 176
Total Working Papers 1 2 13 2,829 10 34 102 7,995

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 0 1 83
Coalitional stability in matching problems with externalities and random preferences 0 0 3 3 0 0 8 8
Collateral Avoids Ponzi Schemes in Incomplete Markets 0 0 0 219 0 0 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 1 2 47
Equilibrium in collateralized asset markets: Credit contractions and negative equity loans 0 0 0 8 0 0 2 34
Equilibrium with limited-recourse collateralized loans 0 0 0 6 0 0 1 55
Essential equilibria of large generalized games 0 0 0 28 0 1 3 120
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 0 1 179
General equilibrium with endogenous trading constraints 0 0 0 3 0 0 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 0 1 64
Matching with externalities: The role of prudence and social connectedness in stability 0 0 0 2 0 1 2 13
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 0 5 7 0 0 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 1 1 69
The roommate problem with externalities 1 1 3 22 2 2 5 47
Wealth transfers and the role of collateral when lifetimes are uncertain 0 0 0 22 0 0 1 76
Total Journal Articles 1 1 12 542 2 6 75 1,959

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Statistics updated 2025-06-06