Details about V. Filipe Martins-da-Rocha

Access statistics for papers by V. Filipe Martins-da-Rocha.

Last updated 2023-03-16. Update your information in the RePEc Author Service.

Short-id: pma153

Working Papers

2023

1. Complete Markets with Bankruptcy Risk and Pecuniary Default Penalties
   Post-Print, HAL

2021

2. Fatou's Lemma for Unbounded Gelfand Integrable Mappings
   Post-Print, HAL

2020

3. Second-Order Beliefs and Second-Order Expected Utility
   Working Papers, HAL

2019

4. Debt Limits and Credit Bubbles in General Equilibrium
   Working Paper, Federal Reserve Bank of Richmond View citations (1)
   Also in Post-Print, HAL (2019) View citations (1)
5. Self-Enforcing Debt and Rational Bubbles
   Post-Print, HAL View citations (4)

2018

6. Output contingent securities and efficient investment by firms
   Post-Print, HAL
   Also in Levine's Working Paper Archive, David K. Levine (2012) View citations (1)

2017

7. Borrowing in Excess of Natural Ability to Repay
   Post-Print, HAL View citations (2)
   See also Journal Article Borrowing in Excess of Natural Ability to Repay, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2017) View citations (2) (2017)
8. On the Sovereign Debt Paradox
   Post-Print, HAL View citations (2)
   See also Journal Article On the sovereign debt paradox, Economic Theory, Springer (2017) View citations (12) (2017)

2016

9. Self-enforcing Debt, Reputation, and the Role of Interest Rates
   2016 Meeting Papers, Society for Economic Dynamics
   Also in Working Papers, HAL (2014) View citations (2)

2015

10. Constrained Efficiency Without Commitment
    Post-Print, HAL View citations (1)
    See also Journal Article Constrained efficiency without commitment, Journal of Mathematical Economics, Elsevier (2015) View citations (2) (2015)

2013

11. Fixed-point for local contractions: applications to recursive utility
    Post-Print, HAL View citations (5)
    See also Journal Article Fixed point for local contractions: Applications to recursive utility, International Journal of Economic Theory, The International Society for Economic Theory (2013) View citations (6) (2013)

2012

12. Endogenous debt constraints in collateralized economies with default penalties
    Post-Print, HAL View citations (3)
    Also in FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) (2011) View citations (2)
    See also Journal Article Endogenous debt constraints in collateralized economies with default penalties, Journal of Mathematical Economics, Elsevier (2012) View citations (3) (2012)
13. Harsh default penalties lead to Ponzi schemes: A counterexample
    Post-Print, HAL View citations (3)
    See also Journal Article Harsh default penalties lead to Ponzi schemes: A counterexample, Games and Economic Behavior, Elsevier (2012) View citations (5) (2012)
14. On Ponzi schemes in infinite horizon collateralized economies with default penalties
    Post-Print, HAL View citations (2)
    Also in FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) (2011) View citations (2)
    See also Journal Article On Ponzi schemes in infinite horizon collateralized economies with default penalties, Annals of Finance, Springer (2012) View citations (2) (2012)

2011

15. Non-emptiness of the alpha-core
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) View citations (3)
    Also in Economics Discussion Paper Series, Economics, The University of Manchester (2011) View citations (5)
16. On equilibrium prices in continuous time
    Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University
    Also in Papers, arXiv.org (2008) View citations (1)
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) (2008)
    See also Journal Article On equilibrium prices in continuous time, Journal of Economic Theory, Elsevier (2010) View citations (8) (2010)

2010

17. Competitive equilibria in infinite-horizon collateralized economies with default penalties
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil)
18. Interim efficiency with MEU-preferences
    Post-Print, HAL View citations (11)
    Also in FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) (2009) View citations (2)
    See also Journal Article Interim efficiency with MEU-preferences, Journal of Economic Theory, Elsevier (2010) View citations (8) (2010)

2008

19. Collateral, default penalties and almost finite-time solvency
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) View citations (1)
    Also in Levine's Working Paper Archive, David K. Levine (2008)
20. Endogenous Transaction Costs
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) View citations (6)
    Also in Discussion Papers, University of Exeter, Department of Economics (2008) View citations (1)
21. Equilibrium theory with asymmetric information and infinitely many states
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) View citations (3)
    See also Journal Article Equilibrium theory with asymmetric information and infinitely many states, Economic Theory, Springer (2009) View citations (16) (2009)
22. Existence and uniqueness of a fixed-point for local contractions
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) View citations (2)
    See also Journal Article Existence and Uniqueness of a Fixed Point for Local Contractions, Econometrica, Econometric Society (2010) View citations (52) (2010)
23. Large economies with differential information but without free disposal
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) View citations (1)
24. Unbounded exchange economies with satiation: how far can we go?
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) View citations (1)
    See also Journal Article Unbounded exchange economies with satiation: How far can we go?, Journal of Mathematical Economics, Elsevier (2009) View citations (11) (2009)

2007

25. Contract enforcement and incentive compatibility in large economies with differential information: the role of exact feasibility
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) View citations (3)

2005

26. Asset market equilibrium with short-selling and differential information
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (1)
    Also in Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1) (2005) View citations (13)
    Post-Print, HAL (2005) View citations (2)
    See also Journal Article Asset market equilibrium with short-selling and differential information, Economic Theory, Springer (2007) View citations (21) (2007)
27. Equilibria in exchange economies with financial constraints: Beyond the Cass Trick
    Microeconomics, University Library of Munich, Germany View citations (14)
28. FATOU¡¯S LEMMA FOR UNBOUNDED GELFAND INTEGRABLE MAPPINGS
    WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics View citations (3)

2004

29. Equilibrium analysis in financial markets with countably many securities
    Post-Print, HAL View citations (8)
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2004) View citations (8)
    See also Journal Article Equilibrium analysis in financial markets with countably many securities, Journal of Mathematical Economics, Elsevier (2004) View citations (8) (2004)

2003

30. Equilibria in security markets with a continuum of agents
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) View citations (2)

Journal Articles

2017

1. Borrowing in Excess of Natural Ability to Repay
   Review of Economic Dynamics, 2017, 23, 42-59 View citations (2)
   See also Working Paper Borrowing in Excess of Natural Ability to Repay, Post-Print (2017) View citations (2) (2017)
2. On the sovereign debt paradox
   Economic Theory, 2017, 64, (4), 825-846 View citations (12)
   See also Working Paper On the Sovereign Debt Paradox, Post-Print (2017) View citations (2) (2017)

2015

3. Constrained efficiency without commitment
   Journal of Mathematical Economics, 2015, 61, (C), 276-286 View citations (2)
   See also Working Paper Constrained Efficiency Without Commitment, Post-Print (2015) View citations (1) (2015)

2013

4. Fixed point for local contractions: Applications to recursive utility
   International Journal of Economic Theory, 2013, 9, (1), 23-33 View citations (6)
   See also Working Paper Fixed-point for local contractions: applications to recursive utility, Post-Print (2013) View citations (5) (2013)

2012

5. Endogenous debt constraints in collateralized economies with default penalties
   Journal of Mathematical Economics, 2012, 48, (1), 1-13 View citations (3)
   See also Working Paper Endogenous debt constraints in collateralized economies with default penalties, Post-Print (2012) View citations (3) (2012)
6. Harsh default penalties lead to Ponzi schemes: A counterexample
   Games and Economic Behavior, 2012, 75, (1), 277-282 View citations (5)
   See also Working Paper Harsh default penalties lead to Ponzi schemes: A counterexample, Post-Print (2012) View citations (3) (2012)
7. On Ponzi schemes in infinite horizon collateralized economies with default penalties
   Annals of Finance, 2012, 8, (4), 455-488 View citations (2)
   See also Working Paper On Ponzi schemes in infinite horizon collateralized economies with default penalties, Post-Print (2012) View citations (2) (2012)

2010

8. Existence and Uniqueness of a Fixed Point for Local Contractions
   Econometrica, 2010, 78, (3), 1127-1141 View citations (52)
   See also Working Paper Existence and uniqueness of a fixed-point for local contractions, FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) (2008) View citations (2) (2008)
9. Financial markets with endogenous transaction costs
   Economic Theory, 2010, 45, (1), 65-97 View citations (5)
10. Interim efficiency with MEU-preferences
    Journal of Economic Theory, 2010, 145, (5), 1987-2017 View citations (8)
    See also Working Paper Interim efficiency with MEU-preferences, Post-Print (2010) View citations (11) (2010)
11. On equilibrium prices in continuous time
    Journal of Economic Theory, 2010, 145, (3), 1086-1112 View citations (8)
    See also Working Paper On equilibrium prices in continuous time, Center for Mathematical Economics Working Papers (2011) (2011)

2009

12. Equilibrium theory with asymmetric information and infinitely many states
    Economic Theory, 2009, 38, (2), 295-320 View citations (16)
    See also Working Paper Equilibrium theory with asymmetric information and infinitely many states, FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) (2008) View citations (3) (2008)
13. Large economies with differential information and without free disposal
    Economic Theory, 2009, 38, (2), 263-286 View citations (28)
14. Unbounded exchange economies with satiation: How far can we go?
    Journal of Mathematical Economics, 2009, 45, (7-8), 465-478 View citations (11)
    See also Working Paper Unbounded exchange economies with satiation: how far can we go?, FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) (2008) View citations (1) (2008)

2008

15. Cournot-Nash equilibria in continuum games with non-ordered preferences
    Journal of Economic Theory, 2008, 140, (1), 314-327 View citations (8)

2007

16. Asset market equilibrium with short-selling and differential information
    Economic Theory, 2007, 32, (3), 425-446 View citations (21)
    See also Working Paper Asset market equilibrium with short-selling and differential information, Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) (2005) View citations (1) (2005)

2006

17. Stochastic equilibria for economies under uncertainty with intertemporal substitution
    Annals of Finance, 2006, 2, (1), 101-122 View citations (6)

2004

18. Equilibria in large economies with differentiated commodities and non-ordered preferences
    Economic Theory, 2004, 23, (3), 529-552 View citations (4)
19. Equilibria in reflexive Banach lattices with a continuum of agents
    Economic Theory, 2004, 24, (3), 469-492 View citations (5)
20. Equilibrium analysis in financial markets with countably many securities
    Journal of Mathematical Economics, 2004, 40, (6), 683-699 View citations (8)
    See also Working Paper Equilibrium analysis in financial markets with countably many securities, Post-Print (2004) View citations (8) (2004)

2003

21. Equilibria in large economies with a separable Banach commodity space and non-ordered preferences
    Journal of Mathematical Economics, 2003, 39, (8), 863-889 View citations (9)