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 0 15 113
A direct proof of the existence of pure strategy equilibria in large generalized games with atomic players 0 0 0 42 0 0 9 179
A market game approach to differential information economies 0 1 1 101 1 2 10 304
Bubbles, Collateral and Monetary Equilibrium 0 0 0 144 1 2 12 404
Bubbles, collateral and monetary equilibrium 0 0 0 47 0 2 14 255
Bubbles, collateral and monetary equilibrium 0 0 0 77 0 0 13 374
Collateral avoids Ponzi schemes in incomplete markets 0 0 0 121 2 3 14 353
Collateralized Assets And Asymmetric Information 0 0 0 84 0 1 9 221
Credit Market Segmentation, Essentiality of Commodities, and Supermodularity 0 0 0 23 0 0 11 73
Credit segmentation in general equilibrium 0 0 0 38 1 1 9 66
Credit segmentation in general equilibrium 0 0 0 0 0 1 9 26
Credit segmentation in general equilibrium 0 0 0 0 0 0 5 13
Credit segmentation in general equilibrium 0 0 0 10 0 2 9 35
Credit segmentation in general equilibrium 0 0 0 20 0 2 14 24
Credit segmentation in general equilibrium 0 0 0 23 1 1 10 71
Credit segmentation in general equilibrium 0 0 0 0 0 1 4 14
Does Collateral Avoid Ponzi Schemes? 0 0 0 59 0 0 3 164
Endogenous Information: The Role of Sequential Trade and Financial Participation 0 0 0 25 1 1 12 83
Equilibrium with default-dependent credit constraints 0 0 0 46 1 1 14 139
Equilibrium with limited-recourse collateralized loans 0 0 0 46 0 1 8 223
Essential Stability for Large Generalized Games 0 0 0 15 0 0 6 44
Essential stability for large generalized games 0 0 0 45 1 2 5 106
Fiat Money and the Value of Binding Portfolio Constraints 0 0 0 44 0 4 21 191
Fiat money and the value of binding portfolio constraints 0 0 0 14 0 0 10 141
Fiat money and the value of binding portfolio constraints 0 0 0 45 0 1 7 260
Fixed point theorems via Nash Equilibria 0 0 0 320 0 0 12 681
General Equilibrium with Endogenous Trading Constraints 0 0 0 0 0 1 8 11
General Equilibrium with Endogenous Trading Constraints 0 0 0 0 0 1 10 18
General Equilibrium with Endogenous Trading Constraints 0 0 0 60 2 2 17 111
General Equilibrium with Endogenous Trading Constraints 0 0 0 0 0 1 6 9
General Equilibrium with Endogenous Trading Constraints 0 0 0 0 0 0 9 12
General Equilibrium with Endogenous Trading Constraints 0 0 0 13 0 0 5 23
General equilibrium existence with asset-backed securitization 0 0 0 332 0 0 6 822
General equilibrium with endogenous trading constraints 0 0 0 59 1 1 13 64
Incentives in Three-Sided Markets 0 0 1 21 1 1 11 49
Incomplete Financial Participation: Exclusive Markets, Investment Clubs, and Credit Risk 0 0 0 22 1 1 15 115
Incomplete financial participation: exclusive markets, investment clubs and credit risk 0 0 0 31 0 1 10 79
Infinite horizon economies with borrowing constraints 0 0 0 35 0 0 7 103
Information within coalitions: risk and ambiguity 0 0 0 13 0 1 15 53
Information within coalitions: risk and ambiguity 0 0 0 25 0 0 8 55
Inter-temporal discounting and uniform impatience 0 0 0 72 0 0 11 290
Large Multi-Objective Generalized Games: Existence and Essential Stability of Equilibria 0 0 0 36 2 2 7 51
Liquidity Contractions and Prepayment Risk on Collateralized Asset Markets 0 0 0 27 0 0 14 105
Liquidity Contractions and Prepayment Risk on Collateralized Asset Markets 0 0 0 25 0 0 10 141
Liquidity Contractions, Incomplete Financial Participation and the Prevalence of Negative Equity Non-Recourse Loans 0 0 0 25 0 1 23 102
Liquidity Contractions, Incomplete Financial Participation and the Prevalence of Negative Equity Non-recourse Loans 0 0 0 38 0 1 27 114
Local Non-Bossiness and Preferences Over Colleagues 0 0 1 3 1 2 19 32
Long-lived Collateralized Assets and Bubbles 0 0 0 32 0 0 20 134
Long-lived collateralized assets and bubbles 0 0 0 29 0 0 6 147
Long-lived collateralized assets and bubbles 0 0 0 75 0 0 11 242
On Housing Markets with Indecisive Agents 1 1 4 13 3 3 22 48
On Incentives in Three-Sided Markets 1 1 1 13 1 1 16 24
On equilibrium existence in infinite horizon economies 0 0 0 17 0 0 8 92
On equilibrium existence with endogenous restricted financial participation 0 0 0 32 1 1 10 101
On pure strategy equilibria in large generalized games 0 0 0 102 0 3 16 123
On the existence of pure strategy equilibria in large generalized games with atomic players 0 0 0 51 1 1 7 109
Strategic Behavior Without Outside Options 1 2 2 5 2 5 19 39
The Strong Effects of Weak Externalities on School Choice 0 0 1 11 0 0 19 52
The impossibility of effective enforcement mechanisms in collateralized credit markets 0 0 0 47 1 3 12 119
Wealth transfers and the role of collateral when lifetimes are uncertain 0 1 1 52 1 3 12 195
Welfare-improving debt constraints 0 0 0 27 1 1 11 122
With Additional Enforcement Mechanisms, does Collateral Avoid Ponzi Schemes? 0 0 0 14 0 0 2 112
With additional enforcement mechanisms,does Collateral avoid Ponzi Schemes ? 0 0 0 55 2 3 13 190
Total Working Papers 3 6 12 2,845 30 68 720 8,765

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 16 101
Coalitional stability in matching problems with externalities and random preferences 0 0 0 4 0 1 16 25
Collateral Avoids Ponzi Schemes in Incomplete Markets 0 0 0 219 0 0 11 705
Collateralized assets and asymmetric information 0 0 0 22 0 1 7 75
Credit market segmentation, essentiality of commodities, and supermodularity 0 0 0 5 0 1 12 34
Credit segmentation in general equilibrium 0 0 0 10 0 0 8 50
Endogenous differential information 0 1 1 6 0 1 15 59
Equilibrium existence in infinite horizon economies 0 0 0 5 0 0 9 56
Equilibrium in collateralized asset markets: Credit contractions and negative equity loans 0 0 0 8 2 2 8 43
Equilibrium with limited-recourse collateralized loans 0 1 1 7 0 1 11 69
Essential equilibria of large generalized games 0 0 0 28 1 1 6 130
Fiat money and the value of binding portfolio constraints 0 0 0 17 1 2 11 128
Financial segmentation and collateralized debt in infinite-horizon economies 0 0 0 4 1 1 15 49
General equilibrium in CLO markets 0 0 0 67 0 0 9 190
General equilibrium with endogenous trading constraints 0 0 0 3 0 0 8 53
Information within coalitions: risk and ambiguity 0 0 0 4 0 0 12 38
Long-lived collateralized assets and bubbles 0 0 0 17 0 1 14 79
Matching with externalities: The role of prudence and social connectedness in stability 0 0 0 2 0 3 10 23
On equilibrium existence with endogenous restricted financial participation 0 1 1 25 0 1 16 91
Reconsidering the existence of stable solutions in three-sided matching problems with mixed preferences 0 0 2 9 0 0 14 28
Strategic behavior in one-to-one matching markets without outside options 1 1 2 2 2 2 12 14
The impossibility of effective enforcement mechanisms in collateralized credit markets 0 0 0 14 0 0 7 79
The roommate problem with externalities 0 0 1 23 0 1 13 61
Wealth transfers and the role of collateral when lifetimes are uncertain 0 0 0 22 1 2 18 95
Total Journal Articles 1 4 8 551 8 23 278 2,275

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Statistics updated 2026-09-10