V. Filipe Martins-da-Rocha : Citation Profile


Are you V. Filipe Martins-da-Rocha?

Fundação Getúlio Vargas (FGV)

7

H index

5

i10 index

190

Citations

RESEARCH PRODUCTION:

21

Articles

40

Papers

RESEARCH ACTIVITY:

   15 years (2003 - 2018). See details.
   Cites by year: 12
   Journals where V. Filipe Martins-da-Rocha has often published
   Relations with other researchers
   Recent citing documents: 24.    Total self citations: 22 (10.38 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pma153
   Updated: 2019-10-06    RAS profile: 2019-01-23    
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Relations with other researchers


Works with:

Vailakis, Yiannis (6)

Authors registered in RePEc who have co-authored more than one work in the last five years with V. Filipe Martins-da-Rocha.

Is cited by:

Hervés-Beloso, Carlos (14)

Torres-Martinez, Juan Pablo (11)

Kamihigashi, Takashi (11)

Correia-da-Silva, Joao (10)

Florenzano, Monique (8)

Bhowmik, Anuj (8)

Khan, M. (7)

Cao, Jiling (6)

LE VAN, CUONG (5)

Pesce, Marialaura (5)

Graziano, Maria (4)

Cites to:

Florenzano, Monique (23)

Tourky, Rabee (21)

Zame, William (20)

Levine, David (20)

Monteiro, Paulo (16)

Vailakis, Yiannis (15)

Hervés-Beloso, Carlos (14)

Kehoe, Timothy (13)

Araujo, Aloisio (10)

LE VAN, CUONG (9)

Daher, Wassim (8)

Main data


Where V. Filipe Martins-da-Rocha has published?


Journals with more than one article published# docs
Economic Theory7
Journal of Mathematical Economics5
Journal of Economic Theory3
Annals of Finance2

Working Papers Series with more than one paper published# docs
FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) / EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil)14
Post-Print / HAL10
Working Papers / HAL4
Universit Paris1 Panthon-Sorbonne (Post-Print and Working Papers) / HAL2

Recent works citing V. Filipe Martins-da-Rocha (2018 and 2017)


YearTitle of citing document
2017Ex-post core, fine core and rational expectations equilibrium allocations. (2017). Cao, Jiling ; Bhowmik, Anuj. In: Papers. RePEc:arx:papers:1703.08807.

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2019Almost Sure Uniqueness of a Global Minimum Without Convexity. (2018). Cox, Gregory. In: Papers. RePEc:arx:papers:1803.02415.

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2019Discrete Time Dynamic Programming with Recursive Preferences: Optimality and Applications. (2019). Ren, Guanlong ; Stachurski, John. In: Papers. RePEc:arx:papers:1812.05748.

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2019Existence and Uniqueness of Solutions to the Stochastic Bellman Equation with Unbounded Shock. (2019). Rinc, Juan Pablo. In: Papers. RePEc:arx:papers:1907.07343.

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2019Optimal timing of decisions: A general theory based on continuation values. (2019). Stachurski, John ; Ma, Qingyin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:101:y:2019:i:c:p:62-81.

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2017Stable sets for exchange economies with interdependent preferences. (2017). Graziano, Maria ; Meo, Claudia ; Yannelis, Nicholas C. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:140:y:2017:i:c:p:267-286.

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2018Convex dynamic programming with (bounded) recursive utility. (2018). Bloise, Gaetano ; Vailakis, Yiannis. In: Journal of Economic Theory. RePEc:eee:jetheo:v:173:y:2018:i:c:p:118-141.

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2018Stochastic optimal growth model with risk sensitive preferences. (2018). Bauerle, Nicole ; Jakiewicz, Anna. In: Journal of Economic Theory. RePEc:eee:jetheo:v:173:y:2018:i:c:p:181-200.

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2017Existence of equilibrium on asset markets with a countably infinite number of states. (2017). Ha-Huy, Thai ; le Van, Cuong. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:73:y:2017:i:c:p:44-53.

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2017Core equivalence with differentiated commodities. (2017). Greinecker, Michael ; Podczeck, Konrad. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:73:y:2017:i:c:p:54-67.

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2018Ex-post core, fine core and rational expectations equilibrium allocations. (2018). Bhowmik, Anuj ; Cao, Jiling. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:74:y:2018:i:c:p:128-138.

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2018Some generalizations of Kajii’s theorem to games with infinitely many players. (2018). Yang, Zhe. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:76:y:2018:i:c:p:131-135.

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2019Financial segmentation and collateralized debt in infinite-horizon economies. (2019). Torres-Martinez, Juan Pablo ; Sepulveda, Fabian ; Iraola, Miguel A. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:80:y:2019:i:c:p:56-69.

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2017On Temporal Aggregators and Dynamic Programming. (2017). Drugeon, Jean-Pierre ; Bich, Philippe ; Morhaim, Lisa . In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-01437496.

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2017On Temporal Aggregators and Dynamic Programming. (2017). Morhaim, Lisa ; Drugeon, Jean-Pierre ; Bich, Philippe. In: Post-Print. RePEc:hal:journl:halshs-01437496.

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2017Arbitration and Renegotiation in Trade Agreements. (2017). Becker, Robert A ; Rincon-Zapatero, Juan Pablo. In: Caepr Working Papers. RePEc:inu:caeprp:2017007.

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2018Recursive Utility and Thompson Aggregators, II: Uniqueness of the Recursive Utility Representation. (2018). Becker, Robert ; Rincon-Zapatero, Juan Pablo. In: Caepr Working Papers. RePEc:inu:caeprp:2018008.

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2017Existence and uniqueness of equilibrium in Lucas’ asset pricing model when utility is unbounded. (2017). Schuetze, Fabian ; Schutze, Fabian ; Brogueira, Joo. In: Economic Theory Bulletin. RePEc:spr:etbull:v:5:y:2017:i:2:d:10.1007_s40505-016-0112-1.

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2017Equilibrium prices and trade under ambiguous volatility. (2017). Beissner, Patrick. In: Economic Theory. RePEc:spr:joecth:v:64:y:2017:i:2:d:10.1007_s00199-016-0979-y.

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2017Asset pricing in an imperfect world. (2017). Cassese, Gianluca. In: Economic Theory. RePEc:spr:joecth:v:64:y:2017:i:3:d:10.1007_s00199-016-0999-7.

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2017Introduction to the Special Issue on Models of Debt and Debt Crises. (2017). Kehoe, Timothy ; Polemarchakis, Herakles ; Arellano, Cristina. In: Economic Theory. RePEc:spr:joecth:v:64:y:2017:i:4:d:10.1007_s00199-017-1088-2.

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2018Conditional expectation of correspondences and economic applications. (2018). He, Wei ; Sun, Yeneng. In: Economic Theory. RePEc:spr:joecth:v:66:y:2018:i:2:d:10.1007_s00199-017-1067-7.

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2018On temporal aggregators and dynamic programming. (2018). Bich, Philippe ; Morhaim, Lisa ; Drugeon, Jean-Pierre. In: Economic Theory. RePEc:spr:joecth:v:66:y:2018:i:3:d:10.1007_s00199-017-1045-0.

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2017Sovereign debt and incentives to default with uninsurable risks. (2017). Bloise, Gaetano ; Polemarchakis, Herakles ; Vailakis, Yiannis. In: Theoretical Economics. RePEc:the:publsh:2146.

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Works by V. Filipe Martins-da-Rocha:


YearTitleTypeCited
2008On Equilibrium Prices in Continuous Time In: Papers.
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2011On equilibrium prices in continuous time.(2011) In: Center for Mathematical Economics Working Papers.
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2010On equilibrium prices in continuous time.(2010) In: Journal of Economic Theory.
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2008On equilibrium prices in continuous time.(2008) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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This paper has another version. Agregated cites: 7
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2013Fixed point for local contractions: Applications to recursive utility In: International Journal of Economic Theory.
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article3
2013Fixed-point for local contractions: applications to recursive utility.(2013) In: Post-Print.
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This paper has another version. Agregated cites: 3
paper
2008Collateral, default penalties and almost finite-time solvency In: Levine's Working Paper Archive.
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paper1
2008Collateral, default penalties and almost finite-time solvency.(2008) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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This paper has another version. Agregated cites: 1
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2012Output contingent securities and efficient investment by firms In: Levine's Working Paper Archive.
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2018Output contingent securities and efficient investment by firms.(2018) In: Post-Print.
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This paper has another version. Agregated cites: 0
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2010Existence and Uniqueness of a Fixed Point for Local Contractions In: Econometrica.
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article36
2008Existence and uniqueness of a fixed-point for local contractions.(2008) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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This paper has another version. Agregated cites: 36
paper
2012Harsh default penalties lead to Ponzi schemes: A counterexample In: Games and Economic Behavior.
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article4
2012Harsh default penalties lead to Ponzi schemes: A counterexample.(2012) In: Post-Print.
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This paper has another version. Agregated cites: 4
paper
2008Cournot-Nash equilibria in continuum games with non-ordered preferences In: Journal of Economic Theory.
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article7
2010Interim efficiency with MEU-preferences In: Journal of Economic Theory.
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article6
2009Interim efficiency with MEU-preferences.(2009) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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This paper has another version. Agregated cites: 6
paper
2010Interim efficiency with MEU-preferences.(2010) In: Post-Print.
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This paper has another version. Agregated cites: 6
paper
2003Equilibria in large economies with a separable Banach commodity space and non-ordered preferences In: Journal of Mathematical Economics.
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article6
2004Equilibrium analysis in financial markets with countably many securities In: Journal of Mathematical Economics.
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article7
2004Equilibrium analysis in financial markets with countably many securities.(2004) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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This paper has another version. Agregated cites: 7
paper
2009Unbounded exchange economies with satiation: How far can we go? In: Journal of Mathematical Economics.
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article11
2008Unbounded exchange economies with satiation: how far can we go?.(2008) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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This paper has another version. Agregated cites: 11
paper
2012Endogenous debt constraints in collateralized economies with default penalties In: Journal of Mathematical Economics.
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2011Endogenous debt constraints in collateralized economies with default penalties.(2011) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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This paper has another version. Agregated cites: 5
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2012Endogenous debt constraints in collateralized economies with default penalties.(2012) In: Post-Print.
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This paper has another version. Agregated cites: 5
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2015Constrained efficiency without commitment In: Journal of Mathematical Economics.
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article1
2015Constrained efficiency without commitment.(2015) In: Post-Print.
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This paper has another version. Agregated cites: 1
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2015Constrained Efficiency Without Commitment.(2015) In: Working Papers.
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2008Endogenous Transaction Costs In: Discussion Papers.
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2008Endogenous Transaction Costs.(2008) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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This paper has another version. Agregated cites: 5
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2003Equilibria in security markets with a continuum of agents In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2007Contract enforcement and incentive compatibility in large economies with differential information: the role of exact feasibility In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2008Large economies with differential information but without free disposal In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2008Equilibrium theory with asymmetric information and infinitely many states In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2009Equilibrium theory with asymmetric information and infinitely many states.(2009) In: Economic Theory.
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This paper has another version. Agregated cites: 14
article
2010Competitive equilibria in infinite-horizon collateralized economies with default penalties In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2011Non-emptiness of the alpha-core In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2011Nonemptiness of the alpha-core.(2011) In: The School of Economics Discussion Paper Series.
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This paper has another version. Agregated cites: 5
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2011On Ponzi schemes in infinite horizon collateralized economies with default penalties In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2012On Ponzi schemes in infinite horizon collateralized economies with default penalties.(2012) In: Post-Print.
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This paper has another version. Agregated cites: 2
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2012On Ponzi schemes in infinite horizon collateralized economies with default penalties.(2012) In: Annals of Finance.
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This paper has another version. Agregated cites: 2
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2005Asset market equilibrium with short-selling and differential information In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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2005Asset market equilibrium with short-selling and differential information..(2005) In: Cahiers de la Maison des Sciences Economiques.
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2007Asset market equilibrium with short-selling and differential information.(2007) In: Economic Theory.
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2017Borrowing in Excess of Natural Ability to Repay In: Post-Print.
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2017Borrowing in excess of natural ability to repay.(2017) In: Post-Print.
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2017Borrowing in Excess of Natural Ability to Repay.(2017) In: Review of Economic Dynamics.
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2016On the sovereign debt paradox In: Post-Print.
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2015On the Sovereign Debt Paradox.(2015) In: Working Papers.
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This paper has another version. Agregated cites: 6
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2017On the sovereign debt paradox.(2017) In: Economic Theory.
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2014Self-enforcing Debt, Reputation, and the Role of Interest Rates In: Working Papers.
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2016Self-enforcing Debt, Reputation, and the Role of Interest Rates.(2016) In: 2016 Meeting Papers.
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2018Self-enforced debt and rational Ponzi games In: Working Papers.
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2005FATOU¡¯S LEMMA FOR UNBOUNDED GELFAND INTEGRABLE MAPPINGS In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS.
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2006Stochastic equilibria for economies under uncertainty with intertemporal substitution In: Annals of Finance.
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2004Equilibria in large economies with differentiated commodities and non-ordered preferences In: Economic Theory.
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2004Equilibria in reflexive Banach lattices with a continuum of agents In: Economic Theory.
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2009Large economies with differential information and without free disposal In: Economic Theory.
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2010Financial markets with endogenous transaction costs In: Economic Theory.
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2005Equilibria in exchange economies with financial constraints: Beyond the Cass Trick In: Microeconomics.
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