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 1 3 98
A direct proof of the existence of pure strategy equilibria in large generalized games with atomic players 0 0 0 42 0 0 0 170
A market game approach to differential information economies 0 0 0 100 1 1 2 293
Bubbles, Collateral and Monetary Equilibrium 0 0 0 144 0 2 3 392
Bubbles, collateral and monetary equilibrium 0 0 0 77 1 1 3 360
Bubbles, collateral and monetary equilibrium 0 0 0 47 0 0 2 241
Collateral avoids Ponzi schemes in incomplete markets 0 0 0 121 0 0 0 339
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 0 1 2 62
Credit segmentation in general equilibrium 0 0 0 20 0 1 3 10
Credit segmentation in general equilibrium 0 0 0 0 1 2 3 17
Credit segmentation in general equilibrium 0 0 0 0 0 0 0 8
Credit segmentation in general equilibrium 0 0 1 23 0 0 2 61
Credit segmentation in general equilibrium 0 0 1 10 0 0 2 26
Credit segmentation in general equilibrium 0 0 0 38 0 1 2 57
Credit segmentation in general equilibrium 0 0 0 0 0 0 0 8
Does Collateral Avoid Ponzi Schemes? 0 0 0 59 0 0 1 160
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 0 2 125
Equilibrium with limited-recourse collateralized loans 0 0 1 46 0 1 4 215
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 0 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 45 0 0 2 253
Fiat money and the value of binding portfolio constraints 0 0 0 14 0 0 1 131
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 2 3
General Equilibrium with Endogenous Trading Constraints 0 0 0 0 1 1 1 3
General Equilibrium with Endogenous Trading Constraints 0 0 0 60 0 0 1 94
General Equilibrium with Endogenous Trading Constraints 0 0 0 0 1 1 2 3
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 8
General equilibrium existence with asset-backed securitization 0 0 0 332 0 1 2 816
General equilibrium with endogenous trading constraints 0 0 0 59 1 1 2 51
Incentives in Three-Sided Markets 0 0 0 20 1 2 3 38
Incomplete Financial Participation: Exclusive Markets, Investment Clubs, and Credit Risk 0 0 0 22 0 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 0 2 36
Inter-temporal discounting and uniform impatience 0 0 0 72 0 0 3 279
Large Multi-Objective Generalized Games: Existence and Essential Stability of Equilibria 0 0 1 35 0 0 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 1 1 2 91
Liquidity Contractions, Incomplete Financial Participation and the Prevalence of Negative Equity Non-Recourse Loans 0 0 0 25 0 1 1 79
Liquidity Contractions, Incomplete Financial Participation and the Prevalence of Negative Equity Non-recourse Loans 0 0 0 38 0 1 1 86
Local Non-Bossiness and Preferences Over Colleagues 0 0 0 2 2 2 9 13
Long-lived Collateralized Assets and Bubbles 0 0 0 32 0 0 1 114
Long-lived collateralized assets and bubbles 0 0 0 29 0 0 1 141
Long-lived collateralized assets and bubbles 0 0 0 75 0 0 1 228
On Housing Markets with Indecisive Agents 0 0 1 8 0 0 3 24
On Incentives in Three-Sided Markets 2 3 3 12 3 4 4 8
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 1 91
On pure strategy equilibria in large generalized games 0 0 0 102 0 1 2 105
On the existence of pure strategy equilibria in large generalized games with atomic players 0 0 0 51 0 0 1 102
Strategic Behavior Without Outside Options 0 0 1 3 2 7 13 19
The Strong Effects of Weak Externalities on School Choice 0 0 0 10 1 1 3 33
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 1 1 1 109
With additional enforcement mechanisms,does Collateral avoid Ponzi Schemes ? 0 0 0 55 0 0 1 176
Total Working Papers 2 3 10 2,831 19 38 114 8,023

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 2 2 3 85
Coalitional stability in matching problems with externalities and random preferences 0 0 2 3 0 0 5 8
Collateral Avoids Ponzi Schemes in Incomplete Markets 0 0 0 219 0 0 3 694
Collateralized assets and asymmetric information 0 0 0 22 1 1 1 68
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 2 2 2 39
Endogenous differential information 0 0 0 5 1 1 1 44
Equilibrium existence in infinite horizon economies 0 0 0 5 0 0 1 47
Equilibrium in collateralized asset markets: Credit contractions and negative equity loans 0 0 0 8 1 1 3 35
Equilibrium with limited-recourse collateralized loans 0 0 0 6 1 3 4 58
Essential equilibria of large generalized games 0 0 0 28 1 1 4 121
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 3 4 5 34
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 2 2 2 25
Long-lived collateralized assets and bubbles 0 0 0 17 1 1 2 65
Matching with externalities: The role of prudence and social connectedness in stability 0 0 0 2 0 0 2 13
On equilibrium existence with endogenous restricted financial participation 0 0 0 24 1 1 1 75
Reconsidering the existence of stable solutions in three-sided matching problems with mixed preferences 0 0 3 7 1 1 5 14
Strategic behavior in one-to-one matching markets without outside options 0 0 0 0 0 1 1 1
The impossibility of effective enforcement mechanisms in collateralized credit markets 0 0 0 14 3 3 4 72
The roommate problem with externalities 0 1 2 22 1 3 5 48
Wealth transfers and the role of collateral when lifetimes are uncertain 0 0 0 22 0 0 1 76
Total Journal Articles 0 1 8 542 21 27 92 1,984

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Statistics updated 2025-08-05