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Juan Pablo Torres-Martinez

Personal Details

First Name:Juan Pablo
Middle Name:
Last Name:Torres-Martinez
Suffix:
RePEc Short-ID:pto20
[This author has chosen not to make the email address public]
https://orcid.org/0000-0002-6542-8396
Terminal Degree:2002 Economia Matemática; Instituto de Matemática Pura e Aplicada (IPEA) (from RePEc Genealogy)

Affiliation

Departamento de Economía
Facultad de Economía y Negocios
Universidad de Chile

Santiago, Chile
http://www.econ.uchile.cl/
RePEc:edi:deuclcl (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Jorge Arenas & Juan Pablo Torres-Martinez, 2024. "On Incentives in Three-Sided Markets," Working Papers wp558, University of Chile, Department of Economics.
  2. Camilo J. Sirguiado & Juan Pablo Torres-Martinez, 2024. "Strategic Behavior Without Outside Options," Working Papers wp553, University of Chile, Department of Economics.
  3. Eduardo Duque & Juan S. Pereyra & Juan Pablo Torres-Martinez, 2024. "Local Non-Bossiness and Preferences Over Colleagues," Working Papers wp559, University of Chile, Department of Economics.
  4. Emilio Guaman & Juan Pablo Torres-Martinez, 2023. "Coalitional Stability and Incentives in Housing Markets with Incomplete Preferences," Working Papers wp547, University of Chile, Department of Economics.
  5. Eduardo Duque & Juan Pablo Torres-Martinez, 2022. "The Strong Effects of Weak Externalities on School Choice," Working Papers wp542, University of Chile, Department of Economics.
  6. Jorge Arenas & Juan Pablo Torres-Martinez, 2022. "Incentives in Three-Sided Markets," Working Papers wp538, University of Chile, Department of Economics.
  7. Moreno-García, Emma & Torres-Martínez, Juan Pablo, 2017. "Information within coalitions: risk and ambiguity," MPRA Paper 76428, University Library of Munich, Germany.
  8. Sebastián Cea-Echenique & Juan Pablo Torres-Martínez, 2016. "General Equilibrium with Endogenous Trading Constraints," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01373471, HAL.
  9. Sofía Correa & Juan Pablo Torres-Martínez, 2016. "Large Multi-Objective Generalized Games: Existence and Essential Stability of Equilibria," Working Papers wp430, University of Chile, Department of Economics.
  10. Marta Faias & Juan Pablo Torres-Martinez, 2016. "Credit Market Segmentation, Essentiality of Commodities, and Supermodularity," Working Papers wp420, University of Chile, Department of Economics.
  11. Sebastián Cea-Echenique & Juan Pablo Torres-Martínez, 2015. "Credit segmentation in general equilibrium," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01151576, HAL.
  12. Miguel A. Iraola & Juan Pablo Torres-Martinez, 2013. "Liquidity Contractions, Incomplete Financial Participation and the Prevalence of Negative Equity Non-Recourse Loans," Working Papers 2013-08, University of Miami, Department of Economics.
  13. Riascos Villegas, Alvaro & Torres-Martínez, Juan Pablo, 2013. "On pure strategy equilibria in large generalized games," MPRA Paper 46840, University Library of Munich, Germany.
  14. Miguel Angel Iraola & Juan Pablo Torres-Martinez, 2012. "Liquidity Contractions and Prepayment Risk on Collateralized Asset Markets," Working Papers 1204, Centro de Investigacion Economica, ITAM.
  15. Sebastián Cea-Echenique & Carlos Hervés-Beloso & Juan Pablo Torres-Martínez, 2012. "Endogenous Information: The Role of Sequential Trade and Financial Participation," Working Papers wp361, University of Chile, Department of Economics.
  16. Pérez Fernández, Víctor & Torres-Martínez, Juan Pablo, 2012. "Incomplete financial participation: exclusive markets, investment clubs and credit risk," MPRA Paper 36624, University Library of Munich, Germany.
  17. Sofía Correa & Juan Pablo Torres-Martínez, 2012. "Essential Stability for Large Generalized Games," Working Papers wp362, University of Chile, Department of Economics.
  18. Correa, Sofía & Torres-Martínez, Juan Pablo, 2012. "Essential stability for large generalized games," MPRA Paper 36625, University Library of Munich, Germany.
  19. Riascos Villegas, Alvaro & Torres-Martínez, Juan Pablo, 2012. "On the existence of pure strategy equilibria in large generalized games with atomic players," MPRA Paper 36626, University Library of Munich, Germany.
  20. Abdelkrim Seghir & Juan Pablo Torres-Martínez, 2010. "On equilibrium existence with endogenous restricted financial participation," Working Papers wp316, University of Chile, Department of Economics.
  21. Rubén Poblete-Cazenave & Juan Pablo Torres-Martínez, 2010. "Equilibrium with limited-recourse collateralized loans," Working Papers wp313, University of Chile, Department of Economics.
  22. Álvaro Riascos Villegas & Juan Pablo Torres-Martínez, 2010. "A Direct Proof of the Existence of Pure Strategy Equilibria in Large Generalized Games with Atomic Players," Documentos CEDE 7091, Universidad de los Andes, Facultad de Economía, CEDE.
  23. Emma Moreno-García & Juan Pablo Torres-Martínez, 2010. "On equilibrium existence in infinite horizon economies," Working Papers wp315, University of Chile, Department of Economics.
  24. Ferreira, Thiago Revil T. & Torres-Martínez, Juan Pablo, 2009. "The impossibility of effective enforcement mechanisms in collateralized credit markets," MPRA Paper 13781, University Library of Munich, Germany.
  25. Mário R. Páscoa & Myrian Petrassi & Juan Pablo Torres-Martínez, 2008. "Fiat Money and the Value of Binding Portfolio Constraints," Working Papers Series 176, Central Bank of Brazil, Research Department.
  26. MArio Páscoa & Myrian Petrassi & Juan Pablo Torres Martinez, 2008. "Inter-temporal discounting and uniform impatience," Textos para discussão 555, Department of Economics PUC-Rio (Brazil).
  27. Myrian Petrassi & Juan Pablo Torres-Martinez, 2007. "Collateralized Assets And Asymmetric Information," Textos para discussão 539, Department of Economics PUC-Rio (Brazil).
  28. Emma Moreno Garcia & Juan Pablo Torres-Martinez, 2007. "Equilibrium with default-dependent credit constraints," Textos para discussão 540, Department of Economics PUC-Rio (Brazil).
  29. Thiago Revil & Juan Pablo Torres-Martinez, 2007. "With additional enforcement mechanisms,does Collateral avoid Ponzi Schemes ?," Textos para discussão 545, Department of Economics PUC-Rio (Brazil), revised Apr 2008.
  30. Thiago Revil & Juan Pablo Torres-Martínez, 2007. "Does Collateral Avoid Ponzi Schemes?," Levine's Bibliography 843644000000000339, UCLA Department of Economics.
  31. Aloisio Araujo & Mario Rui Pascoa & Juan Pablo Torres-Martinez, 2007. "Long-lived collateralized assets and bubbles," Textos para discussão 542, Department of Economics PUC-Rio (Brazil).
  32. Mario R. Páscoa & Myrian Petrassi & Juan Pablo Torres-Martinez, 2007. "Welfare-improving debt constraints," Textos para discussão 541, Department of Economics PUC-Rio (Brazil), revised Dec 2007.
  33. Aloisio Araujo & Mário R. Páscoa & Juan Pablo Torres-Martínez, 2006. "Bubbles, Collateral and Monetary Equilibrium," Levine's Working Paper Archive 122247000000001055, David K. Levine.
  34. Abdelkrim Seghir & Juan Pablo Torres-Martinez, 2006. "Wealth transfers and the role of collateral when lifetimes are uncertain," Textos para discussão 527, Department of Economics PUC-Rio (Brazil).
  35. Emma Moreno-García & Juan Pablo Torres-Martinez, 2006. "Infinite horizon economies with borrowing constraints," Textos para discussão 536, Department of Economics PUC-Rio (Brazil).
  36. Guadalupe Fugarolas & Carlos Herves Beloso & Emma Moreno Garcia & Juan Pablo Torres-Martinez, 2005. "A market game approach to differential information economies," Textos para discussão 512, Department of Economics PUC-Rio (Brazil).
  37. Mariano Steinert & Juan Pablo Torres-Martínez, 2004. "General equilibrium existence with asset-backed securitization," Textos para discussão 490, Department of Economics PUC-Rio (Brazil).
  38. Juan Pablo Torres-Martínez, 2002. "Fixed point theorems via Nash Equilibria," Textos para discussão 460, Department of Economics PUC-Rio (Brazil).
  39. Pascoa, Mario Rui & Araújo, Aloísio Pessoa de & Torres-Martínez, Juan Pablo, 2001. "Collateral avoids Ponzi schemes in incomplete markets," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 419, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).

Articles

  1. Sirguiado, Camilo J. & Torres-Martínez, Juan Pablo, 2024. "Strategic behavior in one-to-one matching markets without outside options," Games and Economic Behavior, Elsevier, vol. 148(C), pages 385-397.
  2. Piazza, Adriana & Torres-Martínez, Juan Pablo, 2024. "Coalitional stability in matching problems with externalities and random preferences," Games and Economic Behavior, Elsevier, vol. 143(C), pages 321-339.
  3. Jorge Arenas & Juan Pablo Torres-Martínez, 2023. "Reconsidering the existence of stable solutions in three-sided matching problems with mixed preferences," Journal of Combinatorial Optimization, Springer, vol. 45(2), pages 1-8, March.
  4. José Luis Contreras & Juan Pablo Torres-Martínez, 2021. "The roommate problem with externalities," International Journal of Game Theory, Springer;Game Theory Society, vol. 50(1), pages 149-165, March.
  5. Braitt, Milton dos Santos & Torres-Martínez, Juan Pablo, 2021. "Matching with externalities: The role of prudence and social connectedness in stability," Journal of Mathematical Economics, Elsevier, vol. 92(C), pages 95-102.
  6. Emma Moreno-García & Juan Pablo Torres-Martínez, 2020. "Information within coalitions: risk and ambiguity," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 69(1), pages 125-147, February.
  7. Iraola, Miguel A. & Sepúlveda, Fabián & Torres-Martínez, Juan Pablo, 2019. "Financial segmentation and collateralized debt in infinite-horizon economies," Journal of Mathematical Economics, Elsevier, vol. 80(C), pages 56-69.
  8. Sebastián Cea-Echenique & Juan Pablo Torres-Martínez, 2018. "General equilibrium with endogenous trading constraints," PLOS ONE, Public Library of Science, vol. 13(9), pages 1-10, September.
  9. Faias, Marta & Torres-Martínez, Juan Pablo, 2017. "Credit market segmentation, essentiality of commodities, and supermodularity," Journal of Mathematical Economics, Elsevier, vol. 70(C), pages 115-122.
  10. Sebastián Cea-Echenique & Carlos Hervés-Beloso & Juan Pablo Torres-Martínez, 2017. "Endogenous differential information," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 63(1), pages 51-72, January.
  11. Cea-Echenique, Sebastián & Torres-Martínez, Juan Pablo, 2016. "Credit segmentation in general equilibrium," Journal of Mathematical Economics, Elsevier, vol. 62(C), pages 19-27.
  12. Iraola, Miguel A. & Torres-Martínez, Juan Pablo, 2014. "Equilibrium in collateralized asset markets: Credit contractions and negative equity loans," Journal of Mathematical Economics, Elsevier, vol. 55(C), pages 113-122.
  13. Sofía Correa & Juan Torres-Martínez, 2014. "Essential equilibria of large generalized games," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 57(3), pages 479-513, November.
  14. Rubén Poblete-Cazenave & Juan Torres-Martínez, 2013. "Equilibrium with limited-recourse collateralized loans," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 53(1), pages 181-211, May.
  15. Emma Moreno-García & Juan Torres-Martínez, 2012. "Equilibrium existence in infinite horizon economies," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 11(2), pages 127-145, August.
  16. Araujo, Aloisio & Páscoa, Mário R. & Torres-Martínez, Juan Pablo, 2011. "Long-lived collateralized assets and bubbles," Journal of Mathematical Economics, Elsevier, vol. 47(3), pages 260-271.
  17. Mário Páscoa & Myrian Petrassi & Juan Torres-Martínez, 2011. "Fiat money and the value of binding portfolio constraints," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 46(2), pages 189-209, February.
  18. Seghir, Abdelkrim & Torres-Martínez, Juan Pablo, 2011. "On equilibrium existence with endogenous restricted financial participation," Journal of Mathematical Economics, Elsevier, vol. 47(1), pages 37-42, January.
  19. Ferreira, Thiago Revil T. & Torres-Martínez, Juan Pablo, 2010. "The impossibility of effective enforcement mechanisms in collateralized credit markets," Journal of Mathematical Economics, Elsevier, vol. 46(3), pages 332-342, May.
  20. Guadalupe Fugarolas-Alvarez-Ude & Carlos Hervés-Beloso & Emma Moreno-García & Juan Torres-Martínez, 2009. "A market game approach to differential information economies," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 38(2), pages 321-330, February.
  21. Petrassi, Myrian & Torres-Marti­nez, Juan Pablo, 2008. "Collateralized assets and asymmetric information," Journal of Mathematical Economics, Elsevier, vol. 44(5-6), pages 530-534, April.
  22. Abdelkrim Seghir & Juan Torres-Martínez, 2008. "Wealth transfers and the role of collateral when lifetimes are uncertain," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 36(3), pages 471-502, September.
  23. Steinert, Mariano & Torres-Martinez, Juan Pablo, 2007. "General equilibrium in CLO markets," Journal of Mathematical Economics, Elsevier, vol. 43(6), pages 709-734, August.
  24. Aloisio Araujo & Mário Rui Páscoa & Juan Pablo Torres-Martínez, 2002. "Collateral Avoids Ponzi Schemes in Incomplete Markets," Econometrica, Econometric Society, vol. 70(4), pages 1613-1638, July.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Moreno-García, Emma & Torres-Martínez, Juan Pablo, 2017. "Information within coalitions: risk and ambiguity," MPRA Paper 76428, University Library of Munich, Germany.

    Cited by:

    1. Johanna Etner & Meglena Jeleva & Natacha Raffin, 2021. "Climate policy: How to deal with ambiguity?," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 72(1), pages 263-301, July.
    2. Zhiwei Liu & Nicholas C. Yannelis, 2021. "Persuasion in an asymmetric information economy: a justification of Wald’s maxmin preferences," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 72(3), pages 801-833, October.
    3. Liu, Zhiwei & Song, Xinxi & Yannelis, Nicholas C., 2020. "Randomization under ambiguity: Efficiency and incentive compatibility," Journal of Mathematical Economics, Elsevier, vol. 90(C), pages 1-11.

  2. Sebastián Cea-Echenique & Juan Pablo Torres-Martínez, 2016. "General Equilibrium with Endogenous Trading Constraints," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01373471, HAL.

    Cited by:

    1. Sebastián Cea-Echenique & Juan Pablo Torres-Martínez, 2015. "Credit segmentation in general equilibrium," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01151576, HAL.
    2. Iraola, Miguel A. & Sepúlveda, Fabián & Torres-Martínez, Juan Pablo, 2019. "Financial segmentation and collateralized debt in infinite-horizon economies," Journal of Mathematical Economics, Elsevier, vol. 80(C), pages 56-69.
    3. Iraola, Miguel A. & Torres-Martínez, Juan Pablo, 2014. "Equilibrium in collateralized asset markets: Credit contractions and negative equity loans," Journal of Mathematical Economics, Elsevier, vol. 55(C), pages 113-122.
    4. P'ia Amigo & Sebasti'an Cea-Echenique & Felipe Feijoo, 2020. "An Emissions Trading System to reach NDC targets in the Chilean electric sector," Papers 2005.03843, arXiv.org.
    5. Faias, Marta & Torres-Martínez, Juan Pablo, 2017. "Credit market segmentation, essentiality of commodities, and supermodularity," Journal of Mathematical Economics, Elsevier, vol. 70(C), pages 115-122.
    6. Amigo, Pía & Cea-Echenique, Sebastián & Feijoo, Felipe, 2021. "A two stage cap-and-trade model with allowance re-trading and capacity investment: The case of the Chilean NDC targets," Energy, Elsevier, vol. 224(C).

  3. Sebastián Cea-Echenique & Juan Pablo Torres-Martínez, 2015. "Credit segmentation in general equilibrium," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01151576, HAL.

    Cited by:

    1. Sebastián Cea-Echenique & Juan Pablo Torres-Martínez, 2016. "General equilibrium with endogenous trading constraints," Documents de travail du Centre d'Economie de la Sorbonne 16050, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
    2. Iraola, Miguel A. & Sepúlveda, Fabián & Torres-Martínez, Juan Pablo, 2019. "Financial segmentation and collateralized debt in infinite-horizon economies," Journal of Mathematical Economics, Elsevier, vol. 80(C), pages 56-69.
    3. Faias, Marta & Torres-Martínez, Juan Pablo, 2017. "Credit market segmentation, essentiality of commodities, and supermodularity," Journal of Mathematical Economics, Elsevier, vol. 70(C), pages 115-122.

  4. Riascos Villegas, Alvaro & Torres-Martínez, Juan Pablo, 2013. "On pure strategy equilibria in large generalized games," MPRA Paper 46840, University Library of Munich, Germany.

    Cited by:

    1. Sofía Correa & Juan Torres-Martínez, 2014. "Essential equilibria of large generalized games," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 57(3), pages 479-513, November.

  5. Riascos Villegas, Alvaro & Torres-Martínez, Juan Pablo, 2012. "On the existence of pure strategy equilibria in large generalized games with atomic players," MPRA Paper 36626, University Library of Munich, Germany.

    Cited by:

    1. Sofía Correa & Juan Pablo Torres-Martínez, 2012. "Essential Stability for Large Generalized Games," Working Papers wp362, University of Chile, Department of Economics.
    2. Correa, Sofía & Torres-Martínez, Juan Pablo, 2012. "Essential stability for large generalized games," MPRA Paper 36625, University Library of Munich, Germany.

  6. Abdelkrim Seghir & Juan Pablo Torres-Martínez, 2010. "On equilibrium existence with endogenous restricted financial participation," Working Papers wp316, University of Chile, Department of Economics.

    Cited by:

    1. Gori, Michele & Pireddu, Marina & Villanacci, Antonio, 2013. "Regularity and Pareto improving on financial equilibria with price-dependent borrowing restrictions," Research in Economics, Elsevier, vol. 67(1), pages 100-110.
    2. Sebastián Cea-Echenique & Juan Pablo Torres-Martínez, 2016. "General equilibrium with endogenous trading constraints," Documents de travail du Centre d'Economie de la Sorbonne 16050, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
    3. Sebastián Cea-Echenique & Juan Pablo Torres-Martínez, 2015. "Credit segmentation in general equilibrium," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01151576, HAL.
    4. Iraola, Miguel A. & Sepúlveda, Fabián & Torres-Martínez, Juan Pablo, 2019. "Financial segmentation and collateralized debt in infinite-horizon economies," Journal of Mathematical Economics, Elsevier, vol. 80(C), pages 56-69.
    5. A. Jofré & R. T. Rockafellar & R. J-B. Wets, 2017. "General economic equilibrium with financial markets and retainability," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 63(1), pages 309-345, January.
    6. Iraola, Miguel A. & Torres-Martínez, Juan Pablo, 2014. "Equilibrium in collateralized asset markets: Credit contractions and negative equity loans," Journal of Mathematical Economics, Elsevier, vol. 55(C), pages 113-122.
    7. Michele Gori & Marina Pireddu & Antonio Villanacci, 2010. "Existence of financial equilibria with endogenous short selling restrictions and real assets," Working Papers - Mathematical Economics 2010-07, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa, revised Aug 2012.
    8. Zaier Aouani & Bernard Cornet, 2011. "Reduced equivalent form of a financial structure," Post-Print hal-00629785, HAL.
    9. Matthew Hoelle & Marina Pireddu & Antonio Villanacci, 2016. "Incomplete financial markets with real assets and wealth-dependent credit limits," Journal of Economics, Springer, vol. 117(1), pages 1-36, January.
    10. Sebastián Cea-Echenique & Carlos Hervés-Beloso & Juan Pablo Torres-Martínez, 2012. "Endogenous Information: The Role of Sequential Trade and Financial Participation," Working Papers wp361, University of Chile, Department of Economics.
    11. Daniel Jaar, 2018. "Sequential Equilibrium in Incomplete Markets with Long-Term Debt," Working Papers wp474, University of Chile, Department of Economics.
    12. Faias, Marta & Torres-Martínez, Juan Pablo, 2017. "Credit market segmentation, essentiality of commodities, and supermodularity," Journal of Mathematical Economics, Elsevier, vol. 70(C), pages 115-122.
    13. Maria Bernadette Donato & Monica Milasi & Antonio Villanacci, 2022. "Restricted Participation on Financial Markets: A General Equilibrium Approach Using Variational Inequality Methods," Networks and Spatial Economics, Springer, vol. 22(2), pages 327-359, June.
    14. Matthew Hoelle & Marina Pireddu & Antonio Villanacci, 2012. "Incomplete Financial Markets With Real Assets and Endogenous Credit Limits," Purdue University Economics Working Papers 1271, Purdue University, Department of Economics.
    15. Sebastián Cea-Echenique & Carlos Hervés-Beloso & Juan Pablo Torres-Martínez, 2017. "Endogenous differential information," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 63(1), pages 51-72, January.

  7. Rubén Poblete-Cazenave & Juan Pablo Torres-Martínez, 2010. "Equilibrium with limited-recourse collateralized loans," Working Papers wp313, University of Chile, Department of Economics.

    Cited by:

    1. Mário R. Páscoa & Abdelkrim Seghir, 2020. "Recourse loans and Ponzi schemes," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 70(2), pages 527-550, September.
    2. Gregory Phelan, 2017. "Collateralized borrowing and increasing risk," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 63(2), pages 471-502, February.
    3. Iraola, Miguel & Torres-Martínez, Juan Pablo, 2013. "Liquidity Contractions, Incomplete Financial Participation and the Prevalence of Negative Equity Non-recourse Loans," MPRA Paper 46838, University Library of Munich, Germany.
    4. Iraola, Miguel A. & Torres-Martínez, Juan Pablo, 2014. "Equilibrium in collateralized asset markets: Credit contractions and negative equity loans," Journal of Mathematical Economics, Elsevier, vol. 55(C), pages 113-122.
    5. Magill, Michael & Quinzii, Martine, 2015. "Prices and investment with collateral and default," Journal of Economic Dynamics and Control, Elsevier, vol. 51(C), pages 111-132.
    6. Daga, Sergio, 2017. "Demostración de equilibrio competitivo con short-sale hipotecario," Revista Latinoamericana de Desarrollo Economico, Carrera de Economía de la Universidad Católica Boliviana (UCB) "San Pablo", issue 28, pages 165-202, December.

  8. Álvaro Riascos Villegas & Juan Pablo Torres-Martínez, 2010. "A Direct Proof of the Existence of Pure Strategy Equilibria in Large Generalized Games with Atomic Players," Documentos CEDE 7091, Universidad de los Andes, Facultad de Economía, CEDE.

    Cited by:

    1. Rubén Poblete-Cazenave & Juan Pablo Torres-Martínez, 2010. "Equilibrium with limited-recourse collateralized loans," Working Papers wp313, University of Chile, Department of Economics.

  9. Emma Moreno-García & Juan Pablo Torres-Martínez, 2010. "On equilibrium existence in infinite horizon economies," Working Papers wp315, University of Chile, Department of Economics.

    Cited by:

    1. Sebastián Cea-Echenique & Juan Pablo Torres-Martínez, 2016. "General equilibrium with endogenous trading constraints," Documents de travail du Centre d'Economie de la Sorbonne 16050, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
    2. Iraola, Miguel A. & Sepúlveda, Fabián & Torres-Martínez, Juan Pablo, 2019. "Financial segmentation and collateralized debt in infinite-horizon economies," Journal of Mathematical Economics, Elsevier, vol. 80(C), pages 56-69.

  10. Ferreira, Thiago Revil T. & Torres-Martínez, Juan Pablo, 2009. "The impossibility of effective enforcement mechanisms in collateralized credit markets," MPRA Paper 13781, University Library of Munich, Germany.

    Cited by:

    1. Mário R. Páscoa & Abdelkrim Seghir, 2020. "Recourse loans and Ponzi schemes," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 70(2), pages 527-550, September.
    2. Martins-da-Rocha, Victor Filipe & Vailakis, Yiannis, 2010. "Competitive equilibria in infinite-horizon collateralized economies with default penalties," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 703, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).

  11. Mário R. Páscoa & Myrian Petrassi & Juan Pablo Torres-Martínez, 2008. "Fiat Money and the Value of Binding Portfolio Constraints," Working Papers Series 176, Central Bank of Brazil, Research Department.

    Cited by:

    1. Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2015. "Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints," Documents de travail du Centre d'Economie de la Sorbonne 15067rr, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Mar 2018.
    2. Aloisio Araujo & Mario Rui Pascoa & Juan Pablo Torres-Martinez, 2007. "Long-lived collateralized assets and bubbles," Textos para discussão 542, Department of Economics PUC-Rio (Brazil).
    3. Emma Moreno-García & Juan Pablo Torres-Martínez, 2010. "On equilibrium existence in infinite horizon economies," Working Papers wp315, University of Chile, Department of Economics.
    4. Jean-Marc Bottazzi & Jaime Luque & Mário R. Páscoa, 2012. "Trading and rational security pricing bubbles," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00673995, HAL.
    5. Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2022. "Real indeterminacy and dynamics of asset price bubbles in general equilibrium," Post-Print halshs-02993656, HAL.
    6. Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2017. "Asset bubbles and efficiency in a generalized two-sector model," PSE-Ecole d'économie de Paris (Postprint) hal-03260731, HAL.
    7. Mário R. Páscoa & Myrian Petrassi & Juan Pablo Torres-Martínez, 2008. "Fiat Money and the Value of Binding Portfolio Constraints," Working Papers Series 176, Central Bank of Brazil, Research Department.
    8. Aloisio Araujo & Juan Pablo Gamay & Rodrigo Novinskiz & Mario R. Pascoa, 2019. "Endogenous Discounting, Wariness, and Effcient Capital Taxation," School of Economics Discussion Papers 0619, School of Economics, University of Surrey.
    9. Pham, Ngoc-Sang, 2017. "Assets with possibly negative dividends," MPRA Paper 78193, University Library of Munich, Germany.
    10. Bidian, Florin, 2015. "Portfolio constraints, differences in beliefs and bubbles," Journal of Mathematical Economics, Elsevier, vol. 61(C), pages 317-326.

  12. Myrian Petrassi & Juan Pablo Torres-Martinez, 2007. "Collateralized Assets And Asymmetric Information," Textos para discussão 539, Department of Economics PUC-Rio (Brazil).

    Cited by:

    1. Rubén Poblete-Cazenave & Juan Pablo Torres-Martínez, 2010. "Equilibrium with limited-recourse collateralized loans," Working Papers wp313, University of Chile, Department of Economics.

  13. Thiago Revil & Juan Pablo Torres-Martínez, 2007. "Does Collateral Avoid Ponzi Schemes?," Levine's Bibliography 843644000000000339, UCLA Department of Economics.

    Cited by:

    1. Martins-da-Rocha, Victor Filipe & Vailakis, Yiannis, 2008. "Collateral, default penalties and almost finite-time solvency," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 670, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).

  14. Aloisio Araujo & Mario Rui Pascoa & Juan Pablo Torres-Martinez, 2007. "Long-lived collateralized assets and bubbles," Textos para discussão 542, Department of Economics PUC-Rio (Brazil).

    Cited by:

    1. Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2016. "Rational land and housing bubbles in infinite-horizon economies," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01314609, HAL.
    2. Ferreira, Thiago Revil T. & Torres-Martínez, Juan Pablo, 2009. "The impossibility of effective enforcement mechanisms in collateralized credit markets," MPRA Paper 13781, University Library of Munich, Germany.
    3. Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2015. "Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints," Documents de travail du Centre d'Economie de la Sorbonne 15067rr, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Mar 2018.
    4. Tomohiro Hirano & Alexis Akira Toda, 2023. "Bubble Economics," Papers 2311.03638, arXiv.org, revised Dec 2023.
    5. Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2014. "Intertemporal equilibrium with production: bubbles and efficiency," Working Papers 2014-306, Department of Research, Ipag Business School.
    6. Iraola, Miguel & Torres-Martínez, Juan Pablo, 2013. "Liquidity Contractions, Incomplete Financial Participation and the Prevalence of Negative Equity Non-recourse Loans," MPRA Paper 46838, University Library of Munich, Germany.
    7. Miguel A. Iraola & Juan Pablo Torres-Martínez, 2012. "Liquidity Contractions and Prepayment Risk on Collateralized Asset Markets," Working Papers wp364, University of Chile, Department of Economics.
    8. Iraola, Miguel A. & Sepúlveda, Fabián & Torres-Martínez, Juan Pablo, 2019. "Financial segmentation and collateralized debt in infinite-horizon economies," Journal of Mathematical Economics, Elsevier, vol. 80(C), pages 56-69.
    9. Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2022. "Real indeterminacy and dynamics of asset price bubbles in general equilibrium," Post-Print halshs-02993656, HAL.
    10. Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2017. "Asset bubbles and efficiency in a generalized two-sector model," PSE-Ecole d'économie de Paris (Postprint) hal-03260731, HAL.
    11. Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2015. "Intertemporal equilibrium with heterogeneous agents, endogenous dividends, and borrowing constraints," Documents de recherche 15-05, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
    12. Jean-Marc Bonnisseau & Achis Chery, 2023. "Continuity ofmarketable payoffs with re-trading," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-03523222, HAL.
    13. Iraola, Miguel A. & Torres-Martínez, Juan Pablo, 2014. "Equilibrium in collateralized asset markets: Credit contractions and negative equity loans," Journal of Mathematical Economics, Elsevier, vol. 55(C), pages 113-122.
    14. Werner, Jan, 2014. "Rational asset pricing bubbles and debt constraints," Journal of Mathematical Economics, Elsevier, vol. 53(C), pages 145-152.
    15. Bidian, Florin, 2015. "Portfolio constraints, differences in beliefs and bubbles," Journal of Mathematical Economics, Elsevier, vol. 61(C), pages 317-326.

  15. Aloisio Araujo & Mário R. Páscoa & Juan Pablo Torres-Martínez, 2006. "Bubbles, Collateral and Monetary Equilibrium," Levine's Working Paper Archive 122247000000001055, David K. Levine.

    Cited by:

    1. Iraola, Miguel & Torres-Martínez, Juan Pablo, 2013. "Liquidity Contractions, Incomplete Financial Participation and the Prevalence of Negative Equity Non-recourse Loans," MPRA Paper 46838, University Library of Munich, Germany.

  16. Abdelkrim Seghir & Juan Pablo Torres-Martinez, 2006. "Wealth transfers and the role of collateral when lifetimes are uncertain," Textos para discussão 527, Department of Economics PUC-Rio (Brazil).

    Cited by:

    1. Ferreira, Thiago Revil T. & Torres-Martínez, Juan Pablo, 2009. "The impossibility of effective enforcement mechanisms in collateralized credit markets," MPRA Paper 13781, University Library of Munich, Germany.
    2. Rubén Poblete-Cazenave & Juan Pablo Torres-Martínez, 2010. "Equilibrium with limited-recourse collateralized loans," Working Papers wp313, University of Chile, Department of Economics.
    3. Seghir, Abdelkrim & Salem, Sherif, 2010. "In nitely-lived agents via two-sided altruism," MPRA Paper 31379, University Library of Munich, Germany.
    4. Iraola, Miguel A. & Sepúlveda, Fabián & Torres-Martínez, Juan Pablo, 2019. "Financial segmentation and collateralized debt in infinite-horizon economies," Journal of Mathematical Economics, Elsevier, vol. 80(C), pages 56-69.
    5. Barnett, Richard C. & Bhattacharya, Joydeep & Bunzel, Helle, 2013. "Deviant generations, Ricardian equivalence, and growth cycles," ISU General Staff Papers 201301010800001267, Iowa State University, Department of Economics.
    6. Magill, Michael & Quinzii, Martine, 2015. "Prices and investment with collateral and default," Journal of Economic Dynamics and Control, Elsevier, vol. 51(C), pages 111-132.

  17. Guadalupe Fugarolas & Carlos Herves Beloso & Emma Moreno Garcia & Juan Pablo Torres-Martinez, 2005. "A market game approach to differential information economies," Textos para discussão 512, Department of Economics PUC-Rio (Brazil).

    Cited by:

    1. Marta Faias & Carlos Hervés-Beloso & Emma Moreno-García, 2011. "Equilibrium price formation in markets with differentially informed agents," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 48(1), pages 205-218, September.
    2. Faias, Marta & Hervés-Beloso, Carlos & Moreno García, Emma, 2009. "A price mechanism in economies with asymmetric information," MPRA Paper 15176, University Library of Munich, Germany.
    3. Leonidas C. Koutsougeras & Claudia Meo, 2018. "An asymptotic analysis of strategic behavior for exchange economies," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 66(2), pages 301-325, August.

  18. Mariano Steinert & Juan Pablo Torres-Martínez, 2004. "General equilibrium existence with asset-backed securitization," Textos para discussão 490, Department of Economics PUC-Rio (Brazil).

    Cited by:

    1. Steinert, Mariano & Torres-Martinez, Juan Pablo, 2007. "General equilibrium in CLO markets," Journal of Mathematical Economics, Elsevier, vol. 43(6), pages 709-734, August.
    2. Mário Páscoa & Aloisio Araujo & José Fajardo, 2004. "Endogenous Collateral," Econometric Society 2004 Latin American Meetings 161, Econometric Society.

  19. Pascoa, Mario Rui & Araújo, Aloísio Pessoa de & Torres-Martínez, Juan Pablo, 2001. "Collateral avoids Ponzi schemes in incomplete markets," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 419, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).

    Cited by:

    1. Mário R. Páscoa & Abdelkrim Seghir, 2020. "Recourse loans and Ponzi schemes," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 70(2), pages 527-550, September.
    2. Bruno Amable & Jean-Bernard Chatelain & Kirsten Ralf, 2010. "Patents as Collateral," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00475854, HAL.
    3. Bottazzi, Jean-Marc & Luque, Jaime & Páscoa, Mário R., 2012. "Securities market theory: Possession, repo and rehypothecation," Journal of Economic Theory, Elsevier, vol. 147(2), pages 477-500.
    4. Ferreira, Thiago Revil T. & Torres-Martínez, Juan Pablo, 2009. "The impossibility of effective enforcement mechanisms in collateralized credit markets," MPRA Paper 13781, University Library of Munich, Germany.
    5. Le Van, Cuong & Pham, Ngoc-Sang, 2021. "Equilibrium with non-convex preferences: some examples," MPRA Paper 106774, University Library of Munich, Germany.
    6. John Geanakoplos & William Zame, 2014. "Collateral equilibrium, I: a basic framework," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 56(3), pages 443-492, August.
    7. Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2015. "Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints," Documents de travail du Centre d'Economie de la Sorbonne 15067rr, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Mar 2018.
    8. Malik, Samreen, 2014. "Ex-ante implications of sovereign default," Journal of Banking & Finance, Elsevier, vol. 49(C), pages 386-397.
    9. Cuong Le Van & Ngoc-Sang Pham, 2015. "Intertemporal equilibrium with financial asset and physical capital," Documents de recherche 15-01, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
    10. Iraola, Miguel & Torres-Martínez, Juan Pablo, 2013. "Liquidity Contractions, Incomplete Financial Participation and the Prevalence of Negative Equity Non-recourse Loans," MPRA Paper 46838, University Library of Munich, Germany.
    11. Seghir, Abdelkrim & Salem, Sherif, 2010. "In nitely-lived agents via two-sided altruism," MPRA Paper 31379, University Library of Munich, Germany.
    12. Woodford, Michael & Araujo, Aloisio & Schommer, Susan, 2014. "Conventional and Unconventional Monetary Policy with Endogenous Collateral Constraints," CEPR Discussion Papers 9995, C.E.P.R. Discussion Papers.
    13. Ngoc-Sang Pham, 2013. "Collateral monetary equilibrium with liquidity constraints in an infinite horizon economy," Documents de travail du Centre d'Economie de la Sorbonne 13055, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
    14. Miguel A. Iraola & Juan Pablo Torres-Martínez, 2012. "Liquidity Contractions and Prepayment Risk on Collateralized Asset Markets," Working Papers wp364, University of Chile, Department of Economics.
    15. Martins-da-Rocha, Victor Filipe & Vailakis, Yiannis, 2010. "Competitive equilibria in infinite-horizon collateralized economies with default penalties," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 703, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
    16. Aloisio Araujo & Mário R. Páscoa & Juan Pablo Torres-Martínez, 2006. "Bubbles, Collateral and Monetary Equilibrium," Levine's Working Paper Archive 122247000000001055, David K. Levine.
    17. Fajardo, José, 2009. "Pricing and optimality with default spreads," The Quarterly Review of Economics and Finance, Elsevier, vol. 49(2), pages 686-692, May.
    18. Timothy J Kehoe & David K Levine, 2006. "Bankruptcy and Collateral in Debt Constrained Models," Levine's Working Paper Archive 784828000000000698, David K. Levine.
    19. Aloisio Araujo & Marcia Leon, 2002. "Speculative Attacks on Debts, Dollarization and Optimum Currency Areas," Working Papers Series 40, Central Bank of Brazil, Research Department.
    20. Aloisio Araujo & Mario Rui Pascoa & Juan Pablo Torres-Martinez, 2007. "Long-lived collateralized assets and bubbles," Textos para discussão 542, Department of Economics PUC-Rio (Brazil).
    21. Nuno Gouveia, 2005. "General equilibrium with asymmetric information and default penalties," Post-Print halshs-00195526, HAL.
    22. Dimitrios P Tsomocos & Lea Zicchino & Bank of England, 2005. "On Modelling Endogenous Default," Economics Series Working Papers 2005-FE-15, University of Oxford, Department of Economics.
    23. Orrillo, Jaime, 2005. "Collateral once again," Economics Letters, Elsevier, vol. 87(1), pages 27-33, April.
    24. Fajardo, J., 2004. "Arbitrage, Collateral and Utility Penalties," Finance Lab Working Papers flwp_69, Finance Lab, Insper Instituto de Ensino e Pesquisa.
    25. Martins-da-Rocha, Victor Filipe & Vailakis, Yiannis, 2008. "Collateral, default penalties and almost finite-time solvency," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 670, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
    26. Iraola, Miguel A. & Sepúlveda, Fabián & Torres-Martínez, Juan Pablo, 2019. "Financial segmentation and collateralized debt in infinite-horizon economies," Journal of Mathematical Economics, Elsevier, vol. 80(C), pages 56-69.
    27. Winfried Koeniger & Thomas Hintermaier, 2007. "Incomplete Markets and the Evolution of US Consumer Debt," 2007 Meeting Papers 256, Society for Economic Dynamics.
    28. Fajardo, José & Lacerda, Ana, 2010. "Statistical arbitrage with default and collateral," Economics Letters, Elsevier, vol. 108(1), pages 81-84, July.
    29. Fajardo, Jose, 2005. "A note on arbitrage and exogenous collateral," Mathematical Social Sciences, Elsevier, vol. 50(3), pages 336-341, November.
    30. Abdelkrim Seghir & Juan Torres-Martínez, 2008. "Wealth transfers and the role of collateral when lifetimes are uncertain," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 36(3), pages 471-502, September.
    31. Brangewitz, Sonja & Giraud, Gael, 2016. "Learning in Infinite Horizon Strategic Market Games with Collateral and Incomplete Information," Center for Mathematical Economics Working Papers 456, Center for Mathematical Economics, Bielefeld University.
    32. Jean-Marc Bonnisseau & Achis Chery, 2023. "Continuity ofmarketable payoffs with re-trading," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-03523222, HAL.
    33. Felix Kubler & Karl Schmedders, 2003. "Stationary Equilibria in Asset-Pricing Models with Incomplete Markets and Collateral," Econometrica, Econometric Society, vol. 71(6), pages 1767-1793, November.
    34. Martins-da-Rocha, Victor Filipe & Vailakis, Yiannis, 2011. "Endogenous debt constraints in collateralized economies with default penalties," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 719, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
    35. Araujo, Aloisio & Leon, Marcia & Santos, Rafael, 2012. "Speculative attacks, openness and crises," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 66(2), June.
    36. Jean-Marc Bottazzi & Mario R. Pascoa & Guillermo Ramirez, 2017. "Do security prices rise or fall when margins are raised?," Nova SBE Working Paper Series wp616, Universidade Nova de Lisboa, Nova School of Business and Economics.
    37. Iraola, Miguel A. & Torres-Martínez, Juan Pablo, 2014. "Equilibrium in collateralized asset markets: Credit contractions and negative equity loans," Journal of Mathematical Economics, Elsevier, vol. 55(C), pages 113-122.
    38. Adriano Campos Menezes & Jaime Orrillo, 2018. "Concerning The Seizure Of Collateral In Collateralized Loan Markets," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 13(03), pages 1-9, September.
    39. Páscoa, Mário Rui & Seghir, Abdelkrim, 2009. "Harsh default penalties lead to Ponzi schemes," Games and Economic Behavior, Elsevier, vol. 65(1), pages 270-286, January.
    40. Cao, Dan, 2020. "Recursive equilibrium in Krusell and Smith (1998)," Journal of Economic Theory, Elsevier, vol. 186(C).
    41. Victor Filipe Martins da Rocha & Rafael Mouallem Rosa, 2023. "Complete Markets with Bankruptcy Risk and Pecuniary Default Penalties," Post-Print hal-02921220, HAL.
    42. Aloisio Araujo, 2002. "As Leis de Falência: uma Abordagem Econômica," Working Papers Series 57, Central Bank of Brazil, Research Department.
    43. Orrillo, Jaime, 2009. "Making promises in infinite-horizon economies with default and collateral," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 79(10), pages 3055-3068.
    44. V. Martins-da-Rocha & Yiannis Vailakis, 2012. "On Ponzi schemes in infinite horizon collateralized economies with default penalties," Annals of Finance, Springer, vol. 8(4), pages 455-488, November.
    45. V. Filipe Martins-da-Rocha & Rafael Mouallem Rosa, 2023. "Complete markets with bankruptcy risk and pecuniary default punishments," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 75(3), pages 625-640, April.
    46. Jean-Marc Bottazzi & Mário Páscoa & Guillermo Ramírez, 2017. "Do Security Prices Rise or Fall When Margins Are Raised?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01648215, HAL.
    47. Thiago Revil & Juan Pablo Torres-Martínez, 2007. "Does Collateral Avoid Ponzi Schemes?," Levine's Bibliography 843644000000000339, UCLA Department of Economics.
    48. Mário Páscoa & Aloisio Araujo & José Fajardo, 2004. "Endogenous Collateral," Econometric Society 2004 Latin American Meetings 161, Econometric Society.
    49. Petrassi, Myrian & Torres-Marti­nez, Juan Pablo, 2008. "Collateralized assets and asymmetric information," Journal of Mathematical Economics, Elsevier, vol. 44(5-6), pages 530-534, April.
    50. Araújo, Aloísio & Kubler, Felix & Schommer, Susan, 2012. "Regulating collateral-requirements when markets are incomplete," Journal of Economic Theory, Elsevier, vol. 147(2), pages 450-476.
    51. Timothy J. Kehoe & David K. Levine, 2006. "Bankruptcy and Collateral in Debt Constrained Markets," NBER Working Papers 12656, National Bureau of Economic Research, Inc.
    52. Magill, Michael & Quinzii, Martine, 2015. "Prices and investment with collateral and default," Journal of Economic Dynamics and Control, Elsevier, vol. 51(C), pages 111-132.
    53. Victor Filipe Martins da Rocha & Yiannis Vailakis, 2012. "Harsh default penalties lead to Ponzi schemes: A counterexample," Post-Print hal-00664552, HAL.
    54. José Manuel Gutiérrez, 2008. "General And Partial Equilibria In A Consumption Economy," Metroeconomica, Wiley Blackwell, vol. 59(1), pages 57-73, February.
    55. Pham, Ngoc-Sang, 2017. "Assets with possibly negative dividends," MPRA Paper 78193, University Library of Munich, Germany.
    56. Daga, Sergio, 2017. "Demostración de equilibrio competitivo con short-sale hipotecario," Revista Latinoamericana de Desarrollo Economico, Carrera de Economía de la Universidad Católica Boliviana (UCB) "San Pablo", issue 28, pages 165-202, December.
    57. Bloise, G. & Citanna, A., 2019. "Asset shortages, liquidity and speculative bubbles," Journal of Economic Theory, Elsevier, vol. 183(C), pages 952-990.
    58. Feijó, Ricardo Luis Chaves, 2013. "The General Equilibrium Framework with Default and Collateral," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 67(3), September.
    59. Wei Ma, 2015. "A Constructive Proof of the Existence of Collateral Equilibrium for a Two-Period Exchange Economy Based on a Smooth Interior-Point Path," Computational Economics, Springer;Society for Computational Economics, vol. 45(1), pages 1-30, January.
    60. Nuno Gouveia & Abdelkrim Seghir, 2009. "Endogenous Default Penalties in Nominal Incomplete Markets," Annals of Economics and Finance, Society for AEF, vol. 10(2), pages 391-418, November.
    61. Nuno Gouveia, 2004. "General equilibrium with asymmetric information and default penalties," Cahiers de la Maison des Sciences Economiques b05051, Université Panthéon-Sorbonne (Paris 1), revised Jan 2005.
    62. Yves Balasko & Enrique Kawamura, 2010. "Pareto-Improving Defaul," Working Papers 102, Universidad de San Andres, Departamento de Economia, revised May 2010.
    63. José Manuel Gutiérrez, 2008. "A Frictionless Economy With Suboptimizing Agents," Vienna Economics Papers vie0811, University of Vienna, Department of Economics.

Articles

  1. Jorge Arenas & Juan Pablo Torres-Martínez, 2023. "Reconsidering the existence of stable solutions in three-sided matching problems with mixed preferences," Journal of Combinatorial Optimization, Springer, vol. 45(2), pages 1-8, March.

    Cited by:

    1. Marcin Anholcer & Maciej Bartkowiak, 2024. "On a many-sided matching problem with mixed preferences," Operations Research and Decisions, Wroclaw University of Science and Technology, Faculty of Management, vol. 34(3), pages 1-13.
    2. Jorge Arenas & Juan Pablo Torres-Martinez, 2024. "On Incentives in Three-Sided Markets," Working Papers wp558, University of Chile, Department of Economics.

  2. José Luis Contreras & Juan Pablo Torres-Martínez, 2021. "The roommate problem with externalities," International Journal of Game Theory, Springer;Game Theory Society, vol. 50(1), pages 149-165, March.

    Cited by:

    1. Hong, Miho & Park, Jaeok, 2022. "Core and top trading cycles in a market with indivisible goods and externalities," Journal of Mathematical Economics, Elsevier, vol. 100(C).
    2. Fonseca-Mairena, María Haydée & Triossi, Matteo, 2023. "Coalition formation problems with externalities," Economics Letters, Elsevier, vol. 226(C).
    3. Fonseca-Mairena, María Haydée & Triossi, Matteo, 2022. "Incentives and implementation in allocation problems with externalities," Journal of Mathematical Economics, Elsevier, vol. 99(C).
    4. Piazza, Adriana & Torres-Martínez, Juan Pablo, 2024. "Coalitional stability in matching problems with externalities and random preferences," Games and Economic Behavior, Elsevier, vol. 143(C), pages 321-339.

  3. Emma Moreno-García & Juan Pablo Torres-Martínez, 2020. "Information within coalitions: risk and ambiguity," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 69(1), pages 125-147, February.
    See citations under working paper version above.
  4. Iraola, Miguel A. & Sepúlveda, Fabián & Torres-Martínez, Juan Pablo, 2019. "Financial segmentation and collateralized debt in infinite-horizon economies," Journal of Mathematical Economics, Elsevier, vol. 80(C), pages 56-69.

    Cited by:

    1. Jean-Marc Bonnisseau & Achis Chery, 2023. "Continuity ofmarketable payoffs with re-trading," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-03523222, HAL.

  5. Sebastián Cea-Echenique & Juan Pablo Torres-Martínez, 2018. "General equilibrium with endogenous trading constraints," PLOS ONE, Public Library of Science, vol. 13(9), pages 1-10, September.
    See citations under working paper version above.
  6. Sebastián Cea-Echenique & Carlos Hervés-Beloso & Juan Pablo Torres-Martínez, 2017. "Endogenous differential information," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 63(1), pages 51-72, January.

    Cited by:

    1. Maria Gabriella Graziano & Claudia Meo & Nicholas C. Yannelis, 2016. "Stable Sets for Exchange Economies with Interdependent Preferences," CSEF Working Papers 461, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
    2. James C. D. Fisher & John Wooders, 2017. "Interacting information cascades: on the movement of conventions between groups," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 63(1), pages 211-231, January.
    3. Daga, Sergio, 2017. "Demostración de equilibrio competitivo con short-sale hipotecario," Revista Latinoamericana de Desarrollo Economico, Carrera de Economía de la Universidad Católica Boliviana (UCB) "San Pablo", issue 28, pages 165-202, December.

  7. Cea-Echenique, Sebastián & Torres-Martínez, Juan Pablo, 2016. "Credit segmentation in general equilibrium," Journal of Mathematical Economics, Elsevier, vol. 62(C), pages 19-27.
    See citations under working paper version above.
  8. Iraola, Miguel A. & Torres-Martínez, Juan Pablo, 2014. "Equilibrium in collateralized asset markets: Credit contractions and negative equity loans," Journal of Mathematical Economics, Elsevier, vol. 55(C), pages 113-122.

    Cited by:

    1. Sebastián Cea-Echenique & Juan Pablo Torres-Martínez, 2016. "General equilibrium with endogenous trading constraints," Documents de travail du Centre d'Economie de la Sorbonne 16050, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
    2. Sebastián Cea-Echenique & Juan Pablo Torres-Martínez, 2015. "Credit segmentation in general equilibrium," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01151576, HAL.
    3. Iraola, Miguel A. & Sepúlveda, Fabián & Torres-Martínez, Juan Pablo, 2019. "Financial segmentation and collateralized debt in infinite-horizon economies," Journal of Mathematical Economics, Elsevier, vol. 80(C), pages 56-69.
    4. Jean-Marc Bonnisseau & Achis Chery, 2023. "Continuity ofmarketable payoffs with re-trading," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-03523222, HAL.

  9. Sofía Correa & Juan Torres-Martínez, 2014. "Essential equilibria of large generalized games," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 57(3), pages 479-513, November.

    Cited by:

    1. Cea-Echenique, Sebastián & Fuentes, Matías, 2024. "On the continuity of the Walras correspondence in distributional economies with an infinite-dimensional commodity space," Mathematical Social Sciences, Elsevier, vol. 129(C), pages 61-69.
    2. Vincenzo Scalzo, 2016. "Remarks on the existence and stability of some relaxed Nash equilibrium in strategic form games," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 61(3), pages 571-586, March.
    3. Sofía Correa & Juan Pablo Torres-Martínez, 2016. "Large Multi-Objective Generalized Games: Existence and Essential Stability of Equilibria," Working Papers wp430, University of Chile, Department of Economics.
    4. Noguchi, Mitsunori, 2021. "Essential stability of the alpha cores of finite games with incomplete information," Mathematical Social Sciences, Elsevier, vol. 110(C), pages 34-43.
    5. Ennio Bilancini & Leonardo Boncinelli, 2016. "Strict Nash equilibria in non-atomic games with strict single crossing in players (or types) and actions," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), vol. 4(1), pages 95-109, April.
    6. Neumann, Berenice Anne, 2022. "Essential stationary equilibria of mean field games with finite state and action space," Mathematical Social Sciences, Elsevier, vol. 120(C), pages 85-91.
    7. Erhan Bayraktar & Alexander Munk, 2016. "High-Roller Impact: A Large Generalized Game Model of Parimutuel Wagering," Papers 1605.03653, arXiv.org, revised Mar 2017.

  10. Rubén Poblete-Cazenave & Juan Torres-Martínez, 2013. "Equilibrium with limited-recourse collateralized loans," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 53(1), pages 181-211, May.
    See citations under working paper version above.
  11. Emma Moreno-García & Juan Torres-Martínez, 2012. "Equilibrium existence in infinite horizon economies," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 11(2), pages 127-145, August.
    See citations under working paper version above.
  12. Araujo, Aloisio & Páscoa, Mário R. & Torres-Martínez, Juan Pablo, 2011. "Long-lived collateralized assets and bubbles," Journal of Mathematical Economics, Elsevier, vol. 47(3), pages 260-271.
    See citations under working paper version above.
  13. Mário Páscoa & Myrian Petrassi & Juan Torres-Martínez, 2011. "Fiat money and the value of binding portfolio constraints," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 46(2), pages 189-209, February.
    See citations under working paper version above.
  14. Seghir, Abdelkrim & Torres-Martínez, Juan Pablo, 2011. "On equilibrium existence with endogenous restricted financial participation," Journal of Mathematical Economics, Elsevier, vol. 47(1), pages 37-42, January.
    See citations under working paper version above.
  15. Ferreira, Thiago Revil T. & Torres-Martínez, Juan Pablo, 2010. "The impossibility of effective enforcement mechanisms in collateralized credit markets," Journal of Mathematical Economics, Elsevier, vol. 46(3), pages 332-342, May.
    See citations under working paper version above.
  16. Guadalupe Fugarolas-Alvarez-Ude & Carlos Hervés-Beloso & Emma Moreno-García & Juan Torres-Martínez, 2009. "A market game approach to differential information economies," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 38(2), pages 321-330, February.
    See citations under working paper version above.
  17. Petrassi, Myrian & Torres-Marti­nez, Juan Pablo, 2008. "Collateralized assets and asymmetric information," Journal of Mathematical Economics, Elsevier, vol. 44(5-6), pages 530-534, April.
    See citations under working paper version above.
  18. Abdelkrim Seghir & Juan Torres-Martínez, 2008. "Wealth transfers and the role of collateral when lifetimes are uncertain," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 36(3), pages 471-502, September.
    See citations under working paper version above.
  19. Steinert, Mariano & Torres-Martinez, Juan Pablo, 2007. "General equilibrium in CLO markets," Journal of Mathematical Economics, Elsevier, vol. 43(6), pages 709-734, August.

    Cited by:

    1. Ferreira, Thiago Revil T. & Torres-Martínez, Juan Pablo, 2009. "The impossibility of effective enforcement mechanisms in collateralized credit markets," MPRA Paper 13781, University Library of Munich, Germany.
    2. John Geanakoplos & William Zame, 2014. "Collateral equilibrium, I: a basic framework," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 56(3), pages 443-492, August.
    3. Rubén Poblete-Cazenave & Juan Pablo Torres-Martínez, 2010. "Equilibrium with limited-recourse collateralized loans," Working Papers wp313, University of Chile, Department of Economics.
    4. Iraola, Miguel & Torres-Martínez, Juan Pablo, 2013. "Liquidity Contractions, Incomplete Financial Participation and the Prevalence of Negative Equity Non-recourse Loans," MPRA Paper 46838, University Library of Munich, Germany.
    5. Seghir, Abdelkrim & Salem, Sherif, 2010. "In nitely-lived agents via two-sided altruism," MPRA Paper 31379, University Library of Munich, Germany.
    6. Miguel A. Iraola & Juan Pablo Torres-Martínez, 2012. "Liquidity Contractions and Prepayment Risk on Collateralized Asset Markets," Working Papers wp364, University of Chile, Department of Economics.
    7. León-Ledesma, Miguel & Orrillo, Jaime, 2021. "Production, bankruptcy, and financial policies under collateral constraints," Mathematical Social Sciences, Elsevier, vol. 112(C), pages 109-119.
    8. Iraola, Miguel A. & Sepúlveda, Fabián & Torres-Martínez, Juan Pablo, 2019. "Financial segmentation and collateralized debt in infinite-horizon economies," Journal of Mathematical Economics, Elsevier, vol. 80(C), pages 56-69.
    9. Thiago Revil & Juan Pablo Torres-Martinez, 2007. "With additional enforcement mechanisms,does Collateral avoid Ponzi Schemes ?," Textos para discussão 545, Department of Economics PUC-Rio (Brazil), revised Apr 2008.
    10. Iraola, Miguel A. & Torres-Martínez, Juan Pablo, 2014. "Equilibrium in collateralized asset markets: Credit contractions and negative equity loans," Journal of Mathematical Economics, Elsevier, vol. 55(C), pages 113-122.
    11. Daga, Sergio, 2017. "Demostración de equilibrio competitivo con short-sale hipotecario," Revista Latinoamericana de Desarrollo Economico, Carrera de Economía de la Universidad Católica Boliviana (UCB) "San Pablo", issue 28, pages 165-202, December.
    12. Feijó, Ricardo Luis Chaves, 2013. "The General Equilibrium Framework with Default and Collateral," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 67(3), September.

  20. Aloisio Araujo & Mário Rui Páscoa & Juan Pablo Torres-Martínez, 2002. "Collateral Avoids Ponzi Schemes in Incomplete Markets," Econometrica, Econometric Society, vol. 70(4), pages 1613-1638, July.
    See citations under working paper version above.

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 41 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-DGE: Dynamic General Equilibrium (15) 2007-04-09 2007-04-09 2007-08-14 2009-01-24 2009-03-07 2012-02-20 2012-10-13 2012-10-13 2013-05-11 2013-06-09 2014-04-29 2015-02-05 2015-11-01 2016-10-02 2016-10-23. Author is listed
  2. NEP-MIC: Microeconomics (14) 2002-08-20 2006-02-05 2012-02-20 2012-02-20 2012-10-13 2013-05-11 2014-04-29 2016-10-09 2016-10-23 2016-10-30 2017-01-29 2022-12-05 2024-02-26 2024-05-13. Author is listed
  3. NEP-GTH: Game Theory (9) 2006-02-05 2010-06-18 2010-07-03 2012-02-20 2012-02-20 2012-10-13 2013-05-11 2016-10-30 2017-01-29. Author is listed
  4. NEP-CBA: Central Banking (6) 2006-01-29 2006-02-05 2006-06-24 2007-04-09 2007-04-21 2009-01-24. Author is listed
  5. NEP-MAC: Macroeconomics (6) 2006-01-29 2006-02-05 2006-06-24 2009-01-24 2009-03-07 2012-10-13. Author is listed
  6. NEP-DES: Economic Design (5) 2022-12-05 2022-12-05 2023-06-26 2024-05-13 2024-06-17. Author is listed
  7. NEP-MON: Monetary Economics (5) 2006-01-29 2006-02-05 2006-06-24 2009-01-24 2009-03-07. Author is listed
  8. NEP-BAN: Banking (4) 2012-10-13 2013-05-11 2013-06-09 2015-06-05
  9. NEP-FMK: Financial Markets (3) 2006-01-29 2006-06-24 2006-08-12
  10. NEP-URE: Urban and Real Estate Economics (3) 2022-12-05 2023-06-26 2024-06-17
  11. NEP-HPE: History and Philosophy of Economics (2) 2013-05-11 2016-10-30
  12. NEP-CTA: Contract Theory and Applications (1) 2012-10-13
  13. NEP-MKT: Marketing (1) 2013-05-11
  14. NEP-RMG: Risk Management (1) 2009-03-07
  15. NEP-UPT: Utility Models and Prospect Theory (1) 2016-04-23

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