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Details about Mario Rui Pascoa

Homepage:http://www.surrey.ac.uk/economics/people/mario_pascoa/index.htm
Workplace:School of Economics, University of Surrey, (more information at EDIRC)

Access statistics for papers by Mario Rui Pascoa.

Last updated 2017-03-13. Update your information in the RePEc Author Service.

Short-id: ppa907


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Working Papers

2016

  1. On the Efficiency of Monetary Equilibrium when Agents are Wary
    School of Economics Discussion Papers, School of Economics, University of Surrey Downloads
  2. Short Sales and Shareholders' Unanimity
    School of Economics Discussion Papers, School of Economics, University of Surrey Downloads

2012

  1. Securities market theory: Possession, repo and rehypothecation
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (14)
    Also in 2011 Meeting Papers, Society for Economic Dynamics (2011) Downloads View citations (8)

    See also Journal Article in Journal of Economic Theory (2012)
  2. The Dollar Squeeze of the Financial Crisis
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL Downloads
    Also in UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía (2011) Downloads View citations (1)
    Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne (2012) Downloads
  3. Trading and rational security pricing bubbles
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL Downloads
    Also in Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne (2012) Downloads
    UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía (2011) Downloads

2010

  1. Long-lived collateralized assets and bubbles
    Working Papers, University of Chile, Department of Economics Downloads
    Also in Textos para discussão, Department of Economics PUC-Rio (Brazil) (2007) Downloads
    Working Papers, University of Chile, Department of Economics (2008) Downloads View citations (1)

    See also Journal Article in Journal of Mathematical Economics (2011)
  2. Re-hypotecation of securities
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL Downloads
    Also in Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne (2010) Downloads

2009

  1. Fiat Money and the Value of Binding Portfolio Constraints
    Working Papers Series, Central Bank of Brazil, Research Department Downloads View citations (3)
    Also in Working Papers, University of Chile, Department of Economics (2008) Downloads View citations (2)
    MPRA Paper, University Library of Munich, Germany (2009) Downloads

    See also Journal Article in Economic Theory (2011)

2008

  1. Inter-temporal discounting and uniform impatience
    Textos para discussão, Department of Economics PUC-Rio (Brazil) Downloads

2007

  1. Welfare-improving debt constraints
    Textos para discussão, Department of Economics PUC-Rio (Brazil) Downloads

2006

  1. Bubbles, Collateral and Monetary Equilibrium
    Levine's Working Paper Archive, David K. Levine Downloads View citations (1)
    Also in FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) (2006) Downloads
    Textos para discussão, Department of Economics PUC-Rio (Brazil) (2005) Downloads

2004

  1. Endogenous Collateral
    Finance Lab Working Papers, Finance Lab, Insper Instituto de Ensino e Pesquisa Downloads View citations (11)
    Also in FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) (2003) Downloads View citations (1)

    See also Journal Article in Journal of Mathematical Economics (2005)

2003

  1. Endogenous Collateral: Arbitrage and Equilibrium without Bounded Short Sales
    Finance Lab Working Papers, Finance Lab, Insper Instituto de Ensino e Pesquisa Downloads
    Also in FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) (2001) Downloads

2001

  1. Collateral avoids Ponzi schemes in incomplete markets
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) Downloads View citations (14)
    See also Journal Article in Econometrica (2002)

1998

  1. Incomplete markets, continuum of states and default
    CORE Discussion Papers RP, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) Downloads
    See also Journal Article in Economic Theory (1997)

1997

  1. Discreteness of equilibria in incomplete markets with a continuum of states
    CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) Downloads
    See also Journal Article in Journal of Mathematical Economics (2000)

1994

  1. Existence of equilibria with infinitely many goods, incomplete markets and bankruptcy
    Working Papers, Instituto de Matematica Pura e Aplicada de Rio de Janeiro Downloads View citations (2)
    Also in GE, Growth, Math methods, University Library of Munich, Germany (1994) Downloads View citations (2)

1993

  1. On the differentiability of the consumer demand function
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) Downloads
    See also Journal Article in Journal of Mathematical Economics (1996)

1991

  1. Local concavifiability of preferences and determinacy of equilibrium
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) Downloads

Journal Articles

2012

  1. Securities market theory: Possession, repo and rehypothecation
    Journal of Economic Theory, 2012, 147, (2), 477-500 Downloads View citations (25)
    See also Working Paper (2012)

2011

  1. Fiat money and the value of binding portfolio constraints
    Economic Theory, 2011, 46, (2), 189-209 Downloads View citations (8)
    See also Working Paper (2009)
  2. General equilibrium, wariness and efficient bubbles
    Journal of Economic Theory, 2011, 146, (3), 785-811 Downloads View citations (16)
  3. Long-lived collateralized assets and bubbles
    Journal of Mathematical Economics, 2011, 47, (3), 260-271 Downloads View citations (24)
    See also Working Paper (2010)

2009

  1. Harsh default penalties lead to Ponzi schemes
    Games and Economic Behavior, 2009, 65, (1), 270-286 Downloads View citations (26)

2005

  1. Endogenous collateral
    Journal of Mathematical Economics, 2005, 41, (4-5), 439-462 Downloads View citations (27)
    See also Working Paper (2004)

2002

  1. Bancruptcy in a model of unsecured claims
    Economic Theory, 2002, 20, (3), 455-481 Downloads View citations (14)
  2. Collateral Avoids Ponzi Schemes in Incomplete Markets
    Econometrica, 2002, 70, (4), 1613-1638 Downloads View citations (69)
    See also Working Paper (2001)
  3. 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 Lisboa, Portugal (e-mail: mcm@mail.fct.unl.pt; pascoa@fe.unl.pt) (2) Departamento de Economía e Historia Económica, Facultad de Economía y Empresa, Universidad de Salamanca, Edificio F.E.S., Campus Miguel de Unamuno, 37008 Salamanca, Spain (e-mail: emmam@usal.es) Received: 24 December 1999 / Accepted: 18 October 2001 JEL classification: D41, D51 Key words: Perfect competition, monopolistic power, Walrasian equilibrium, thick markets
    Review of Economic Design, 2002, 7, (1), 93-104 Downloads
  4. Real indeterminacy of equilibria and manipulability
    Journal of Mathematical Economics, 2002, 37, (4), 325-340 Downloads View citations (5)

2001

  1. Overlapping generations models with incomplete markets
    Journal of Mathematical Economics, 2001, 36, (3), 201-218 Downloads View citations (8)

2000

  1. Blocking Efficacy of Small Coalitions in Myopic Economies
    Journal of Economic Theory, 2000, 93, (1), 72-86 Downloads View citations (16)
  2. Discreteness of equilibria in incomplete markets with a continuum of states
    Journal of Mathematical Economics, 2000, 33, (2), 229-237 Downloads View citations (4)
    See also Working Paper (1997)
  3. Equilibrium with Default and Endogenous Collateral
    Mathematical Finance, 2000, 10, (1), 1-21 Downloads View citations (34)

1999

  1. Determinacy of equilibria in nonsmooth economies
    Journal of Mathematical Economics, 1999, 32, (3), 289-302 Downloads View citations (5)
  2. Manipulation-proof equilibrium in atomless economies with commodity differentiation
    Economic Theory, 1999, 14, (3), 545-563 Downloads View citations (2)

1998

  1. Nash equilibrium and the law of large numbers
    International Journal of Game Theory, 1998, 27, (1), 83-92 Downloads View citations (7)

1997

  1. Incomplete markets, continuum of states and default
    Economic Theory, 1997, 11, (1), 205-213 Downloads View citations (14)
    See also Working Paper (1998)

1996

  1. INFINITE HORIZON INCOMPLETE MARKETS WITH A CONTINUUM OF STATES
    Mathematical Finance, 1996, 6, (2), 119-132 Downloads View citations (14)
  2. Monopolistic competition and non-neighboring-goods (*)
    Economic Theory, 1996, 9, (1), 129-142
  3. On the differentiability of the consumer demand function
    Journal of Mathematical Economics, 1996, 25, (2), 247-261 Downloads View citations (2)
    See also Working Paper (1993)

1993

  1. Approximate equilibrium in pure strategies for non-atomic games
    Journal of Mathematical Economics, 1993, 22, (3), 223-241 Downloads View citations (18)
  2. Noncooperative Equilibrium and Chamberlinian Monopolistic Competition
    Journal of Economic Theory, 1993, 60, (2), 335-353 Downloads View citations (10)
 
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