Details about Mario Rui Pascoa
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
- On the Efficiency of Monetary Equilibrium when Agents are Wary
School of Economics Discussion Papers, School of Economics, University of Surrey
- Short Sales and Shareholders' Unanimity
School of Economics Discussion Papers, School of Economics, University of Surrey
2012
- Securities market theory: Possession, repo and rehypothecation
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (47)
Also in 2011 Meeting Papers, Society for Economic Dynamics (2011) View citations (12)
See also Journal Article Securities market theory: Possession, repo and rehypothecation, Journal of Economic Theory, Elsevier (2012) View citations (55) (2012)
- The Dollar Squeeze of the Financial Crisis
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL 
Also in UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de EconomÃa (2011) 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)
- Trading and rational security pricing bubbles
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL 
Also in Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne (2012)  UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de EconomÃa (2011)
2010
- Long-lived collateralized assets and bubbles
Working Papers, University of Chile, Department of Economics 
Also in Working Papers, University of Chile, Department of Economics (2008) View citations (1) Textos para discussão, Department of Economics PUC-Rio (Brazil) (2007) 
See also Journal Article Long-lived collateralized assets and bubbles, Journal of Mathematical Economics, Elsevier (2011) View citations (31) (2011)
- Re-hypotecation of securities
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL 
Also in Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne (2010)
2009
- Fiat money and the value of binding portfolio constraints
MPRA Paper, University Library of Munich, Germany 
Also in Working Papers, University of Chile, Department of Economics (2008) View citations (2) Working Papers Series, Central Bank of Brazil, Research Department (2008) View citations (4)
See also Journal Article Fiat money and the value of binding portfolio constraints, Economic Theory, Springer (2011) View citations (12) (2011)
2008
- Inter-temporal discounting and uniform impatience
Textos para discussão, Department of Economics PUC-Rio (Brazil)
2007
- Welfare-improving debt constraints
Textos para discussão, Department of Economics PUC-Rio (Brazil)
2006
- Bubbles, Collateral and Monetary Equilibrium
Levine's Working Paper Archive, David K. Levine View citations (1)
Also in Textos para discussão, Department of Economics PUC-Rio (Brazil) (2005) View citations (1) FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) (2006)
2004
- Endogenous Collateral
Finance Lab Working Papers, Finance Lab, Insper Instituto de Ensino e Pesquisa 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) View citations (1)
See also Journal Article Endogenous collateral, Journal of Mathematical Economics, Elsevier (2005) View citations (29) (2005)
2003
- Endogenous Collateral: Arbitrage and Equilibrium without Bounded Short Sales
Finance Lab Working Papers, Finance Lab, Insper Instituto de Ensino e Pesquisa 
Also in FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) (2001)
2001
- 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) View citations (14)
See also Journal Article Collateral Avoids Ponzi Schemes in Incomplete Markets, Econometrica, Econometric Society (2002) View citations (85) (2002)
1998
- Incomplete markets, continuum of states and default
LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (6)
See also Journal Article Incomplete markets, continuum of states and default, Economic Theory, Springer (1997) View citations (15) (1997)
1997
- Discreteness of equilibria in incomplete markets with a continuum of states
LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) 
See also Journal Article Discreteness of equilibria in incomplete markets with a continuum of states, Journal of Mathematical Economics, Elsevier (2000) View citations (4) (2000)
1994
- Existence of equilibria with infinitely many goods, incomplete markets and bankruptcy
Working Papers, Instituto de Matematica Pura e Aplicada de Rio de Janeiro View citations (2)
Also in GE, Growth, Math methods, University Library of Munich, Germany (1994) View citations (2)
1993
- 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) 
See also Journal Article On the differentiability of the consumer demand function, Journal of Mathematical Economics, Elsevier (1996) View citations (9) (1996)
1991
- 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)
Journal Articles
2012
- Securities market theory: Possession, repo and rehypothecation
Journal of Economic Theory, 2012, 147, (2), 477-500 View citations (55)
See also Working Paper Securities market theory: Possession, repo and rehypothecation, Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) (2012) View citations (47) (2012)
2011
- Fiat money and the value of binding portfolio constraints
Economic Theory, 2011, 46, (2), 189-209 View citations (12)
See also Working Paper Fiat money and the value of binding portfolio constraints, MPRA Paper (2009) (2009)
- General equilibrium, wariness and efficient bubbles
Journal of Economic Theory, 2011, 146, (3), 785-811 View citations (28)
- Long-lived collateralized assets and bubbles
Journal of Mathematical Economics, 2011, 47, (3), 260-271 View citations (31)
See also Working Paper Long-lived collateralized assets and bubbles, Working Papers (2010) (2010)
2009
- Harsh default penalties lead to Ponzi schemes
Games and Economic Behavior, 2009, 65, (1), 270-286 View citations (30)
2005
- Endogenous collateral
Journal of Mathematical Economics, 2005, 41, (4-5), 439-462 View citations (29)
See also Working Paper Endogenous Collateral, Finance Lab Working Papers (2004) View citations (11) (2004)
2002
- Bancruptcy in a model of unsecured claims
Economic Theory, 2002, 20, (3), 455-481 View citations (21)
- Collateral Avoids Ponzi Schemes in Incomplete Markets
Econometrica, 2002, 70, (4), 1613-1638 View citations (85)
See also Working Paper Collateral avoids Ponzi schemes in incomplete markets, FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) (2001) View citations (14) (2001)
- 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
- Real indeterminacy of equilibria and manipulability
Journal of Mathematical Economics, 2002, 37, (4), 325-340 View citations (5)
2001
- Overlapping generations models with incomplete markets
Journal of Mathematical Economics, 2001, 36, (3), 201-218 View citations (8)
2000
- Blocking Efficacy of Small Coalitions in Myopic Economies
Journal of Economic Theory, 2000, 93, (1), 72-86 View citations (23)
- Discreteness of equilibria in incomplete markets with a continuum of states
Journal of Mathematical Economics, 2000, 33, (2), 229-237 View citations (4)
See also Working Paper Discreteness of equilibria in incomplete markets with a continuum of states, LIDAM Discussion Papers CORE (1997) (1997)
- Equilibrium with Default and Endogenous Collateral
Mathematical Finance, 2000, 10, (1), 1-21 View citations (31)
1999
- Determinacy of equilibria in nonsmooth economies
Journal of Mathematical Economics, 1999, 32, (3), 289-302 View citations (5)
- Manipulation-proof equilibrium in atomless economies with commodity differentiation
Economic Theory, 1999, 14, (3), 545-563 View citations (2)
1998
- Nash equilibrium and the law of large numbers
International Journal of Game Theory, 1998, 27, (1), 83-92 View citations (10)
1997
- Incomplete markets, continuum of states and default
Economic Theory, 1997, 11, (1), 205-213 View citations (15)
See also Working Paper Incomplete markets, continuum of states and default, LIDAM Reprints CORE (1998) View citations (6) (1998)
1996
- INFINITE HORIZON INCOMPLETE MARKETS WITH A CONTINUUM OF STATES
Mathematical Finance, 1996, 6, (2), 119-132 View citations (18)
- Monopolistic competition and non-neighboring-goods (*)
Economic Theory, 1996, 9, (1), 129-142 View citations (1)
- On the differentiability of the consumer demand function
Journal of Mathematical Economics, 1996, 25, (2), 247-261 View citations (9)
See also Working Paper On the differentiability of the consumer demand function, FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) (1993) (1993)
1993
- Approximate equilibrium in pure strategies for non-atomic games
Journal of Mathematical Economics, 1993, 22, (3), 223-241 View citations (19)
- Noncooperative Equilibrium and Chamberlinian Monopolistic Competition
Journal of Economic Theory, 1993, 60, (2), 335-353 View citations (13)
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