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 16 113
A direct proof of the existence of pure strategy equilibria in large generalized games with atomic players 0 0 0 42 1 1 9 179
A market game approach to differential information economies 0 0 0 100 0 3 10 302
Bubbles, Collateral and Monetary Equilibrium 0 0 0 144 2 7 11 402
Bubbles, collateral and monetary equilibrium 0 0 0 47 1 5 12 253
Bubbles, collateral and monetary equilibrium 0 0 0 77 3 5 15 374
Collateral avoids Ponzi schemes in incomplete markets 0 0 0 121 0 0 11 350
Collateralized Assets And Asymmetric Information 0 0 0 84 2 3 8 220
Credit Market Segmentation, Essentiality of Commodities, and Supermodularity 0 0 0 23 1 2 12 73
Credit segmentation in general equilibrium 0 0 0 0 0 1 10 25
Credit segmentation in general equilibrium 0 0 0 20 1 2 12 22
Credit segmentation in general equilibrium 0 0 0 0 0 1 5 13
Credit segmentation in general equilibrium 0 0 0 10 2 3 7 33
Credit segmentation in general equilibrium 0 0 0 38 0 1 9 65
Credit segmentation in general equilibrium 0 0 0 0 0 0 5 13
Credit segmentation in general equilibrium 0 0 0 23 1 3 9 70
Does Collateral Avoid Ponzi Schemes? 0 0 0 59 0 1 4 164
Endogenous Information: The Role of Sequential Trade and Financial Participation 0 0 0 25 1 2 11 82
Equilibrium with default-dependent credit constraints 0 0 0 46 0 8 13 138
Equilibrium with limited-recourse collateralized loans 0 0 0 46 0 4 8 222
Essential Stability for Large Generalized Games 0 0 0 15 0 3 6 44
Essential stability for large generalized games 0 0 0 45 0 2 3 104
Fiat Money and the Value of Binding Portfolio Constraints 0 0 0 44 0 3 17 187
Fiat money and the value of binding portfolio constraints 0 0 0 45 0 4 6 259
Fiat money and the value of binding portfolio constraints 0 0 0 14 0 2 10 141
Fixed point theorems via Nash Equilibria 0 0 0 320 0 2 13 681
General Equilibrium with Endogenous Trading Constraints 0 0 0 0 0 0 5 8
General Equilibrium with Endogenous Trading Constraints 0 0 0 13 0 0 5 23
General Equilibrium with Endogenous Trading Constraints 0 0 0 0 1 1 9 17
General Equilibrium with Endogenous Trading Constraints 0 0 0 0 0 2 8 10
General Equilibrium with Endogenous Trading Constraints 0 0 0 60 0 2 15 109
General Equilibrium with Endogenous Trading Constraints 0 0 0 0 0 2 10 12
General equilibrium existence with asset-backed securitization 0 0 0 332 0 3 6 822
General equilibrium with endogenous trading constraints 0 0 0 59 1 3 13 63
Incentives in Three-Sided Markets 0 1 1 21 0 4 11 48
Incomplete Financial Participation: Exclusive Markets, Investment Clubs, and Credit Risk 0 0 0 22 2 6 14 114
Incomplete financial participation: exclusive markets, investment clubs and credit risk 0 0 0 31 0 2 9 78
Infinite horizon economies with borrowing constraints 0 0 0 35 0 2 7 103
Information within coalitions: risk and ambiguity 0 0 0 13 1 7 16 52
Information within coalitions: risk and ambiguity 0 0 0 25 0 1 8 55
Inter-temporal discounting and uniform impatience 0 0 0 72 0 1 11 290
Large Multi-Objective Generalized Games: Existence and Essential Stability of Equilibria 0 0 1 36 1 2 6 49
Liquidity Contractions and Prepayment Risk on Collateralized Asset Markets 0 0 0 27 0 5 15 105
Liquidity Contractions and Prepayment Risk on Collateralized Asset Markets 0 0 0 25 1 4 11 141
Liquidity Contractions, Incomplete Financial Participation and the Prevalence of Negative Equity Non-Recourse Loans 0 0 0 25 0 2 22 101
Liquidity Contractions, Incomplete Financial Participation and the Prevalence of Negative Equity Non-recourse Loans 0 0 0 38 0 6 27 113
Local Non-Bossiness and Preferences Over Colleagues 0 0 1 3 0 2 19 30
Long-lived Collateralized Assets and Bubbles 0 0 0 32 0 3 20 134
Long-lived collateralized assets and bubbles 0 0 0 29 0 2 6 147
Long-lived collateralized assets and bubbles 0 0 0 75 1 4 14 242
On Housing Markets with Indecisive Agents 1 1 4 12 2 4 21 45
On Incentives in Three-Sided Markets 0 0 2 12 1 7 18 23
On equilibrium existence in infinite horizon economies 0 0 0 17 1 4 8 92
On equilibrium existence with endogenous restricted financial participation 0 0 0 32 0 1 10 100
On pure strategy equilibria in large generalized games 0 0 0 102 0 6 16 120
On the existence of pure strategy equilibria in large generalized games with atomic players 0 0 0 51 1 3 6 108
Strategic Behavior Without Outside Options 0 0 0 3 0 3 20 34
The Strong Effects of Weak Externalities on School Choice 0 0 1 11 0 4 20 52
The impossibility of effective enforcement mechanisms in collateralized credit markets 0 0 0 47 0 2 9 116
Wealth transfers and the role of collateral when lifetimes are uncertain 0 0 0 51 1 5 9 192
Welfare-improving debt constraints 0 0 0 27 1 4 11 121
With Additional Enforcement Mechanisms, does Collateral Avoid Ponzi Schemes? 0 0 0 14 0 1 4 112
With additional enforcement mechanisms,does Collateral avoid Ponzi Schemes ? 0 0 0 55 0 6 11 187
Total Working Papers 1 2 10 2,839 30 185 702 8,697

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 1 4 16 99
Coalitional stability in matching problems with externalities and random preferences 0 0 1 4 0 1 16 24
Collateral Avoids Ponzi Schemes in Incomplete Markets 0 0 0 219 0 2 11 705
Collateralized assets and asymmetric information 0 0 0 22 1 2 7 74
Credit market segmentation, essentiality of commodities, and supermodularity 0 0 0 5 1 3 12 33
Credit segmentation in general equilibrium 0 0 0 10 0 2 13 50
Endogenous differential information 0 0 0 5 0 2 15 58
Equilibrium existence in infinite horizon economies 0 0 0 5 0 3 9 56
Equilibrium in collateralized asset markets: Credit contractions and negative equity loans 0 0 0 8 0 2 7 41
Equilibrium with limited-recourse collateralized loans 0 0 0 6 0 1 13 68
Essential equilibria of large generalized games 0 0 0 28 0 1 9 129
Fiat money and the value of binding portfolio constraints 0 0 0 17 2 6 9 126
Financial segmentation and collateralized debt in infinite-horizon economies 0 0 0 4 1 9 18 48
General equilibrium in CLO markets 0 0 0 67 0 3 11 190
General equilibrium with endogenous trading constraints 0 0 0 3 0 1 8 53
Information within coalitions: risk and ambiguity 0 0 0 4 1 4 15 38
Long-lived collateralized assets and bubbles 0 0 0 17 1 3 14 78
Matching with externalities: The role of prudence and social connectedness in stability 0 0 0 2 1 3 7 20
On equilibrium existence with endogenous restricted financial participation 0 0 0 24 1 4 16 90
Reconsidering the existence of stable solutions in three-sided matching problems with mixed preferences 0 1 2 9 0 5 15 28
Strategic behavior in one-to-one matching markets without outside options 0 0 1 1 1 1 12 12
The impossibility of effective enforcement mechanisms in collateralized credit markets 0 0 0 14 0 2 10 79
The roommate problem with externalities 1 1 1 23 2 5 13 60
Wealth transfers and the role of collateral when lifetimes are uncertain 0 0 0 22 3 9 17 93
Total Journal Articles 1 2 5 547 16 78 293 2,252

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Statistics updated 2026-06-04