Mario Rui Pascoa
Personal Details
First Name: | Mario |
Middle Name: | Rui |
Last Name: | Pascoa |
Suffix: | |
RePEc Short-ID: | ppa907 |
[This author has chosen not to make the email address public] | |
http://www.surrey.ac.uk/economics/people/mario_pascoa/index.htm | |
Terminal Degree: | 1986 Department of Economics; University of California-Los Angeles (UCLA) (from RePEc Genealogy) |
Affiliation
School of Economics
University of Surrey
Guildford, United Kingdomhttp://www.surrey.ac.uk/school-economics
RePEc:edi:desuruk (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Aloisio Araujo & Juan Pablo Gama-Torres & Rodrigo Novinski & Mario Pascoa, 2016. "On the Efficiency of Monetary Equilibrium when Agents are Wary," School of Economics Discussion Papers 0416, School of Economics, University of Surrey.
- Jean-Marc Bottazzi & Mario Pascoa & Guillermo Ramírez, 2016. "Short Sales and Shareholders' Unanimity," School of Economics Discussion Papers 0516, School of Economics, University of Surrey.
- Jean-Marc Bottazzi & Jaime Luque & Mário R. Páscoa & Suresh Sundaresan, 2012.
"The Dollar Squeeze of the Financial Crisis,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
halshs-00673982, HAL.
- Jean-Marc Bottazzi & Jaime Luque & Mário R. Páscoa & Suresh Sundaresan, 2012. "The dollar squeeze of the financial crisis," Documents de travail du Centre d'Economie de la Sorbonne 12009, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Bottazzi, Jean-Marc & Luque, Jaime & Pascoa, Mario R. & Sundaresan, Suresh, 2011. "The dollar squeeze of the financial crisis," UC3M Working papers. Economics we1139, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- 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.
- Jean-Marc Bottazzi & Jaime Luque & Mário R. Páscoa, 2012. "Trading and rational security pricing bubbles," Documents de travail du Centre d'Economie de la Sorbonne 12010, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Bottazzi, Jean-Marc & Luque, Jaime & Páscoa, Mário R., 2011. "Trading and rational security pricing bubbles," UC3M Working papers. Economics we1119, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- Jean Marc Bottazzi & Jaime Luque & Mario Pascoa, 2011.
"Securities market theory: possession, repo and rehypothecation,"
2011 Meeting Papers
1214, Society for Economic Dynamics.
- 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.
- Jean-Marc Bottazzi & Jaime Luque & Mário Páscoa, 2012. "Securities market theory: Possession, repo and rehypothecation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00665629, HAL.
- Jean-Marc Bottazzi & Jaime Luque & Mário Páscoa, 2010.
"Re-hypotecation of securities,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
halshs-00476004, HAL.
- Jean-Marc Bottazzi & Jaime Luque & Mário Páscoa, 2010. "Re-hypothecation of securities," Documents de travail du Centre d'Economie de la Sorbonne 10025, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Páscoa, Mário R. & Petrassi, Myrian & Torres-Martínez, Juan Pablo, 2009.
"Fiat money and the value of binding portfolio constraints,"
MPRA Paper
13782, University Library of Munich, Germany.
- 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.
- 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.
- Mário Páscoa & Myrian Petrassi & Juan Pablo Torres-Martínez, 2008. "Fiat money and the value of binding portfolio constraints," Working Papers wp283, University of Chile, Department of Economics.
- 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).
- 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).
- 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.
- Aloisio Araujo & Mário Páscoa & Juan Pablo Torres-Martínez, 2008. "Long-lived Collateralized Assets and Bubbles," Working Papers wp284, University of Chile, Department of Economics.
- Aloisio Araujo & Mário R. Pascoa & Juan Pablo Torres-Martínez, 2010. "Long-lived collateralized assets and bubbles," Working Papers wp314, University of Chile, Department of Economics.
- 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.
- Aloisio Araujo & Mário R. Páscoa & Juan Pablo Torres-Martínez, 2006.
"Bubbles, Collateral and Monetary Equilibrium,"
Levine's Working Paper Archive
122247000000001055, David K. Levine.
- Aloisio Araujo & Mario Pascoa & Juan Pablo Torres-Martinez, 2005. "Bubbles, collateral and monetary equilibrium," Textos para discussão 513, Department of Economics PUC-Rio (Brazil).
- Torres-Martínez, Juan Pablo & Araújo, Aloísio Pessoa de & Pascoa, Mario Rui, 2006. "Bubbles, collateral and monetary equilibrium," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 614, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- Pascoa, Mario Rui & Araújo, Aloísio Pessoa de & Barbachan, José Santiago Fajardo, 2003.
"Endogenous collateral,"
FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE)
511, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- Araujo, Aloisio & Fajardo, Jose & Pascoa, Mario R., 2005. "Endogenous collateral," Journal of Mathematical Economics, Elsevier, vol. 41(4-5), pages 439-462, August.
- Araujo, Aloisio. & Fajardo, J. & Páscoa. M. R., 2004. "Endogenous Collateral," Finance Lab Working Papers flwp_68, Finance Lab, Insper Instituto de Ensino e Pesquisa.
- Mário Páscoa & Aloisio Araujo & José Fajardo, 2004. "Endogenous Collateral," Econometric Society 2004 Latin American Meetings 161, Econometric Society.
- Pascoa, Mario Rui & Araújo, Aloísio Pessoa de & Barbachan, José Santiago Fajardo, 2001.
"Endogenous collateral: arbitrage and equilibrium without bounded short sales,"
FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE)
418, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- Araujo, A. & Fajardo, J & Páscoa, M. R., 2003. "Endogenous Collateral: Arbitrage and Equilibrium without Bounded Short Sales," Finance Lab Working Papers flwp_52, Finance Lab, Insper Instituto de Ensino e Pesquisa.
- 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).
- 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.
- Araujo, A. & Monteiro, P. K. & Páscoa, M.R., 1998.
"Incomplete markets, continuum of states and default,"
LIDAM Reprints CORE
1297, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- A. Araujo & M. R. Páscoa & P. K. Monteiro, 1997. "Incomplete markets, continuum of states and default," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 11(1), pages 205-213.
- KLINGER MONTEIRO, Paulo & PASCOA, Mario R., 1997.
"Discreteness of equilibria in incomplete markets with a continuum of states,"
LIDAM Discussion Papers CORE
1997043, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Monteiro, Paulo Klinger & Pascoa, Mario R., 2000. "Discreteness of equilibria in incomplete markets with a continuum of states," Journal of Mathematical Economics, Elsevier, vol. 33(2), pages 229-237, March.
- A.Araujo & P.K.Monteiro & M. Pascoa, 1994.
"Existence of equilibria with infinitely many goods, incomplete markets and bankruptcy,"
Working Papers
_001, Instituto de Matematica Pura e Aplicada de Rio de Janeiro.
- A.Araujo & P.K.Monteiro & M.Pascoa, 1994. "Existence of equilibria with infinitely many goods,incomplete markets and bankruptcy," GE, Growth, Math methods 9406001, University Library of Munich, Germany, revised 13 Jun 1994.
- Monteiro, P. K. & Pascoa, Mario Rui & Werlang, Sérgio Ribeiro da Costa, 1993.
"On the differentiability of the consumer demand function,"
FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE)
214, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- Monteiro, Paulo Klinger & Pascoa, Mario Rui & da Costa Werlang, Sergio Ribeiro, 1996. "On the differentiability of the consumer demand function," Journal of Mathematical Economics, Elsevier, vol. 25(2), pages 247-261.
- Pascoa, Mario Rui & Werlang, Sérgio Ribeiro da Costa, 1991. "Local concavifiability of preferences and determinacy of equilibrium," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 174, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
Articles
- 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.
- Jean Marc Bottazzi & Jaime Luque & Mario Pascoa, 2011. "Securities market theory: possession, repo and rehypothecation," 2011 Meeting Papers 1214, Society for Economic Dynamics.
- Jean-Marc Bottazzi & Jaime Luque & Mário Páscoa, 2012. "Securities market theory: Possession, repo and rehypothecation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00665629, HAL.
- 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.
- 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).
- Aloisio Araujo & Mário Páscoa & Juan Pablo Torres-Martínez, 2008. "Long-lived Collateralized Assets and Bubbles," Working Papers wp284, University of Chile, Department of Economics.
- Aloisio Araujo & Mário R. Pascoa & Juan Pablo Torres-Martínez, 2010. "Long-lived collateralized assets and bubbles," Working Papers wp314, University of Chile, Department of Economics.
- 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.
- 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.
- Mário Páscoa & Myrian Petrassi & Juan Pablo Torres-Martínez, 2008. "Fiat money and the value of binding portfolio constraints," Working Papers wp283, University of Chile, Department of Economics.
- Páscoa, Mário R. & Petrassi, Myrian & Torres-Martínez, Juan Pablo, 2009. "Fiat money and the value of binding portfolio constraints," MPRA Paper 13782, University Library of Munich, Germany.
- Araujo, Aloisio & Novinski, Rodrigo & Páscoa, Mário R., 2011. "General equilibrium, wariness and efficient bubbles," Journal of Economic Theory, Elsevier, vol. 146(3), pages 785-811, May.
- 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.
- Araujo, Aloisio & Fajardo, Jose & Pascoa, Mario R., 2005.
"Endogenous collateral,"
Journal of Mathematical Economics, Elsevier, vol. 41(4-5), pages 439-462, August.
- Araujo, Aloisio. & Fajardo, J. & Páscoa. M. R., 2004. "Endogenous Collateral," Finance Lab Working Papers flwp_68, Finance Lab, Insper Instituto de Ensino e Pesquisa.
- Mário Páscoa & Aloisio Araujo & José Fajardo, 2004. "Endogenous Collateral," Econometric Society 2004 Latin American Meetings 161, Econometric Society.
- Pascoa, Mario Rui & Araújo, Aloísio Pessoa de & Barbachan, José Santiago Fajardo, 2003. "Endogenous collateral," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 511, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- Faias, Marta & Moreno-Garcia, Emma & Pascoa, Mario Rui, 2002. "Real indeterminacy of equilibria and manipulability," Journal of Mathematical Economics, Elsevier, vol. 37(4), pages 325-340, July.
- Mário R. Páscoa & Aloisio P. Araujo, 2002. "Bancruptcy in a model of unsecured claims," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 20(3), pages 455-481.
- Mário Rui Páscoa & Emma Moreno-García & Marta Faias, 2002. "Non-manipulability in Walrasian cost games Marta Faias (1), Emma Moreno-García (1)(2), Mário Rui Páscoa (2) (1) Faculdade de Economia, Universidade Nova de Lisboa, Travessa Estevao Pinto, 1099-032 Lis," Review of Economic Design, Springer;Society for Economic Design, vol. 7(1), pages 93-104.
- 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.
- 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).
- Florenzano, Monique & Gourdel, Pascal & Pascoa, Mario Rui, 2001. "Overlapping generations models with incomplete markets," Journal of Mathematical Economics, Elsevier, vol. 36(3), pages 201-218, December.
- Aloisio Araújo & Jaime Orrillo & Mario R. Páscoa, 2000. "Equilibrium with Default and Endogenous Collateral," Mathematical Finance, Wiley Blackwell, vol. 10(1), pages 1-21, January.
- Herves-Beloso, Carlos & Moreno-Garcia, Emma & Nunez-Sanz, Carmelo & Rui Pascoa, Mario, 2000. "Blocking Efficacy of Small Coalitions in Myopic Economies," Journal of Economic Theory, Elsevier, vol. 93(1), pages 72-86, July.
- Monteiro, Paulo Klinger & Pascoa, Mario R., 2000.
"Discreteness of equilibria in incomplete markets with a continuum of states,"
Journal of Mathematical Economics, Elsevier, vol. 33(2), pages 229-237, March.
- KLINGER MONTEIRO, Paulo & PASCOA, Mario R., 1997. "Discreteness of equilibria in incomplete markets with a continuum of states," LIDAM Discussion Papers CORE 1997043, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Mário Rui Páscoa & Carlos Hervés-Beloso & Emma Moreno-García, 1999. "Manipulation-proof equilibrium in atomless economies with commodity differentiation," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 14(3), pages 545-563.
- Rui Pascoa, Mario & Ribeiro da Costa Werlang, Sergio, 1999. "Determinacy of equilibria in nonsmooth economies," Journal of Mathematical Economics, Elsevier, vol. 32(3), pages 289-302, November.
- Mario Rui Pascoa, 1998. "Nash equilibrium and the law of large numbers," International Journal of Game Theory, Springer;Game Theory Society, vol. 27(1), pages 83-92.
- A. Araujo & M. R. Páscoa & P. K. Monteiro, 1997.
"Incomplete markets, continuum of states and default,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 11(1), pages 205-213.
- Araujo, A. & Monteiro, P. K. & Páscoa, M.R., 1998. "Incomplete markets, continuum of states and default," LIDAM Reprints CORE 1297, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Aloisio Araujo & Paulo K. Monteiro & M´rio Rui P´ascoa, 1996. "Infinite Horizon Incomplete Markets With A Continuum Of States," Mathematical Finance, Wiley Blackwell, vol. 6(2), pages 119-132, April.
- MÂrio Rui PÂscoa, 1996. "Monopolistic competition and non-neighboring-goods (*)," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 9(1), pages 129-142.
- Monteiro, Paulo Klinger & Pascoa, Mario Rui & da Costa Werlang, Sergio Ribeiro, 1996.
"On the differentiability of the consumer demand function,"
Journal of Mathematical Economics, Elsevier, vol. 25(2), pages 247-261.
- Monteiro, P. K. & Pascoa, Mario Rui & Werlang, Sérgio Ribeiro da Costa, 1993. "On the differentiability of the consumer demand function," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 214, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- Pascoa Mario Rui, 1993. "Noncooperative Equilibrium and Chamberlinian Monopolistic Competition," Journal of Economic Theory, Elsevier, vol. 60(2), pages 335-353, August.
- Rui Pascoa, Mario, 1993. "Approximate equilibrium in pure strategies for non-atomic games," Journal of Mathematical Economics, Elsevier, vol. 22(3), pages 223-241.
More information
Research fields, statistics, top rankings, if available.Statistics
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Rankings
This author is among the top 5% authors according to these criteria: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 15 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.- NEP-MON: Monetary Economics (9) 2006-01-29 2006-02-05 2006-06-24 2009-01-24 2009-03-07 2012-01-25 2012-02-27 2012-03-08 2016-09-18. Author is listed
- 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
- NEP-MAC: Macroeconomics (6) 2006-01-29 2006-02-05 2006-06-24 2009-01-24 2009-03-07 2016-09-18. Author is listed
- NEP-DGE: Dynamic General Equilibrium (4) 2007-04-09 2009-01-24 2009-03-07 2016-09-18
- NEP-FMK: Financial Markets (4) 2003-10-20 2006-01-29 2006-06-24 2012-03-08
- NEP-IFN: International Finance (3) 2012-01-25 2012-02-27 2012-03-08
- NEP-SOG: Sociology of Economics (2) 2016-09-18 2016-09-18
- NEP-CWA: Central and Western Asia (1) 2012-01-25
- NEP-FIN: Finance (1) 2003-10-20
- NEP-MST: Market Microstructure (1) 2011-08-02
- NEP-RMG: Risk Management (1) 2003-10-20
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