V. Filipe Martins-da-Rocha : Citation Profile


Are you V. Filipe Martins-da-Rocha?

Fundação Getúlio Vargas (FGV)

8

H index

7

i10 index

237

Citations

RESEARCH PRODUCTION:

21

Articles

45

Papers

RESEARCH ACTIVITY:

   19 years (2003 - 2022). See details.
   Cites by year: 12
   Journals where V. Filipe Martins-da-Rocha has often published
   Relations with other researchers
   Recent citing documents: 14.    Total self citations: 26 (9.89 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pma153
   Updated: 2023-01-28    RAS profile: 2022-08-02    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Vailakis, Yiannis (3)

Phan, Toan (2)

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:

Torres-Martinez, Juan Pablo (15)

Hervés-Beloso, Carlos (14)

Kamihigashi, Takashi (12)

Bhowmik, Anuj (12)

Correia-da-Silva, Joao (10)

Bloise, Gaetano (9)

Florenzano, Monique (8)

Rincón-Zapatero, Juan Pablo (7)

Cornet, Bernard (7)

Khan, M. (7)

Allouch, Nizar (7)

Cites to:

Levine, David (31)

Florenzano, Monique (29)

Kehoe, Timothy (27)

Zame, William (22)

Tourky, Rabee (21)

Vailakis, Yiannis (18)

Monteiro, Paulo (17)

Schmeidler, David (15)

Hervés-Beloso, Carlos (14)

Araujo, Aloisio (13)

Chateauneuf, Alain (12)

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
Post-Print / HAL16
FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) / EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil)14
Working Papers / HAL2
Universit Paris1 Panthon-Sorbonne (Post-Print and Working Papers) / HAL2

Recent works citing V. Filipe Martins-da-Rocha (2022 and 2021)


YearTitle of citing document
2021Coase Meets Bellman: Dynamic Programming and Production Chains. (2019). Nishimura, Kazuo ; Zhang, Junnan ; Stachurski, John ; Kikuchi, Tomoo. In: Papers. RePEc:arx:papers:1908.10557.

Full description at Econpapers || Download paper

2021Unbounded Dynamic Programming via the Q-Learning Transform. (2020). Stachurski, John ; Ma, Qingyin ; Toda, Alexis Akira. In: Papers. RePEc:arx:papers:2012.00219.

Full description at Econpapers || Download paper

2022Expected multi-utility representations of preferences over lotteries. (2022). Leonetti, Paolo. In: Papers. RePEc:arx:papers:2210.04739.

Full description at Econpapers || Download paper

2022Comparing search and intermediation frictions across markets. (2022). Üslü, Semih ; Pinter, Gabor. In: Bank of England working papers. RePEc:boe:boeewp:0974.

Full description at Econpapers || Download paper

2022Existence and uniqueness of solutions to the Bellman equation in stochastic dynamic programming. (2022). Rincon-Zapatero, Juan Pablo. In: UC3M Working papers. Economics. RePEc:cte:werepe:35342.

Full description at Econpapers || Download paper

2021Coase meets Bellman: Dynamic programming for production networks. (2021). Zhang, Junnan ; Stachurski, John ; Nishimura, Kazuo ; Kikuchi, Tomoo. In: Journal of Economic Theory. RePEc:eee:jetheo:v:196:y:2021:i:c:s0022053121001046.

Full description at Econpapers || Download paper

2022Unbounded dynamic programming via the Q-transform. (2022). Toda, Alexis Akira ; Stachurski, John ; Ma, Qingyin. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:100:y:2022:i:c:s0304406822000143.

Full description at Econpapers || Download paper

2021Thompson aggregators, Scott continuous Koopmans operators, and Least Fixed Point theory. (2021). Becker, Robert ; Rincon-Zapatero, Juan Pablo. In: Mathematical Social Sciences. RePEc:eee:matsoc:v:112:y:2021:i:c:p:84-97.

Full description at Econpapers || Download paper

2022Competitive equilibria and robust efficiency with club goods. (2022). Kaur, Japneet ; Bhowmik, Anuj. In: Indira Gandhi Institute of Development Research, Mumbai Working Papers. RePEc:ind:igiwpp:2022-014.

Full description at Econpapers || Download paper

2021Birds of a feather: separating spillovers from shocks in sovereign default. (2021). Rudderham, Ryan. In: Annals of Finance. RePEc:kap:annfin:v:17:y:2021:i:3:d:10.1007_s10436-021-00392-6.

Full description at Econpapers || Download paper

2021Participation in risk sharing under ambiguity. (2021). Werner, Jan. In: Theory and Decision. RePEc:kap:theord:v:90:y:2021:i:3:d:10.1007_s11238-020-09787-9.

Full description at Econpapers || Download paper

2022Neoclassical Growth with Long-Term One-Sided Commitment Contracts. (2022). Uhlig, Harald ; Krueger, Dirk. In: PIER Working Paper Archive. RePEc:pen:papers:22-023.

Full description at Econpapers || Download paper

2022Submodular financial markets with frictions. (2022). Chateauneuf, Alain ; Cornet, Bernard. In: Economic Theory. RePEc:spr:joecth:v:73:y:2022:i:2:d:10.1007_s00199-022-01415-7.

Full description at Econpapers || Download paper

2021The consensus equilibria of mining gap games related to the stability of Blockchain Ecosystems. (2021). Zeng, TU ; Yuan, George X ; Di, Lan. In: The European Journal of Finance. RePEc:taf:eurjfi:v:27:y:2021:i:4-5:p:419-440.

Full description at Econpapers || Download paper

Works by V. Filipe Martins-da-Rocha:


YearTitleTypeCited
2008On Equilibrium Prices in Continuous Time In: Papers.
[Full Text][Citation analysis]
paper7
2011On equilibrium prices in continuous time.(2011) In: Center for Mathematical Economics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper
2010On equilibrium prices in continuous time.(2010) In: Journal of Economic Theory.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
article
2008On equilibrium prices in continuous time.(2008) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper
2013Fixed point for local contractions: Applications to recursive utility In: International Journal of Economic Theory.
[Full Text][Citation analysis]
article7
2013Fixed-point for local contractions: applications to recursive utility.(2013) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 7
paper
2008Collateral, default penalties and almost finite-time solvency In: Levine's Working Paper Archive.
[Full Text][Citation analysis]
paper1
2008Collateral, default penalties and almost finite-time solvency.(2008) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2012Output contingent securities and efficient investment by firms In: Levine's Working Paper Archive.
[Full Text][Citation analysis]
paper0
2018Output contingent securities and efficient investment by firms.(2018) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2010Existence and Uniqueness of a Fixed Point for Local Contractions In: Econometrica.
[Full Text][Citation analysis]
article51
2008Existence and uniqueness of a fixed-point for local contractions.(2008) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 51
paper
2012Harsh default penalties lead to Ponzi schemes: A counterexample In: Games and Economic Behavior.
[Full Text][Citation analysis]
article4
2012Harsh default penalties lead to Ponzi schemes: A counterexample.(2012) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 4
paper
2008Cournot-Nash equilibria in continuum games with non-ordered preferences In: Journal of Economic Theory.
[Full Text][Citation analysis]
article7
2010Interim efficiency with MEU-preferences In: Journal of Economic Theory.
[Full Text][Citation analysis]
article10
2009Interim efficiency with MEU-preferences.(2009) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10
paper
2010Interim efficiency with MEU-preferences.(2010) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 10
paper
2003Equilibria in large economies with a separable Banach commodity space and non-ordered preferences In: Journal of Mathematical Economics.
[Full Text][Citation analysis]
article7
2004Equilibrium analysis in financial markets with countably many securities In: Journal of Mathematical Economics.
[Full Text][Citation analysis]
article8
2004Equilibrium analysis in financial markets with countably many securities.(2004) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
paper
2004Equilibrium analysis in financial markets with countably many securities.(2004) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
paper
2009Unbounded exchange economies with satiation: How far can we go? In: Journal of Mathematical Economics.
[Full Text][Citation analysis]
article12
2008Unbounded exchange economies with satiation: how far can we go?.(2008) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12
paper
2012Endogenous debt constraints in collateralized economies with default penalties In: Journal of Mathematical Economics.
[Full Text][Citation analysis]
article5
2011Endogenous debt constraints in collateralized economies with default penalties.(2011) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
paper
2012Endogenous debt constraints in collateralized economies with default penalties.(2012) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 5
paper
2015Constrained efficiency without commitment In: Journal of Mathematical Economics.
[Full Text][Citation analysis]
article1
2015Constrained Efficiency Without Commitment.(2015) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2008Endogenous Transaction Costs In: Discussion Papers.
[Full Text][Citation analysis]
paper5
2008Endogenous Transaction Costs.(2008) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
paper
2003Equilibria in security markets with a continuum of agents In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
[Full Text][Citation analysis]
paper2
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).
[Full Text][Citation analysis]
paper1
2008Large economies with differential information but without free disposal In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
[Full Text][Citation analysis]
paper1
2008Equilibrium theory with asymmetric information and infinitely many states In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
[Full Text][Citation analysis]
paper15
2009Equilibrium theory with asymmetric information and infinitely many states.(2009) In: Economic Theory.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15
article
2010Competitive equilibria in infinite-horizon collateralized economies with default penalties In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
[Full Text][Citation analysis]
paper0
2011Non-emptiness of the alpha-core In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
[Full Text][Citation analysis]
paper7
2011Nonemptiness of the alpha-core.(2011) In: Economics Discussion Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper
2011On Ponzi schemes in infinite horizon collateralized economies with default penalties In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
[Full Text][Citation analysis]
paper3
2012On Ponzi schemes in infinite horizon collateralized economies with default penalties.(2012) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 3
paper
2012On Ponzi schemes in infinite horizon collateralized economies with default penalties.(2012) In: Annals of Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
article
2019Debt Limits and Credit Bubbles in General Equilibrium In: Working Paper.
[Full Text][Citation analysis]
paper0
2019Debt Limits and Credit Bubbles in General Equilibrium.(2019) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 0
paper
2005Asset market equilibrium with short-selling and differential information In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
[Full Text][Citation analysis]
paper16
2005Asset market equilibrium with short-selling and differential information.(2005) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 16
paper
2005Asset market equilibrium with short-selling and differential information.(2005) In: Cahiers de la Maison des Sciences Economiques.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 16
paper
2007Asset market equilibrium with short-selling and differential information.(2007) In: Economic Theory.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 16
article
2017On the Sovereign Debt Paradox In: Post-Print.
[Full Text][Citation analysis]
paper7
2017On the sovereign debt paradox.(2017) In: Economic Theory.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
article
2017Borrowing in Excess of Natural Ability to Repay In: Post-Print.
[Full Text][Citation analysis]
paper1
2017Borrowing in Excess of Natural Ability to Repay.(2017) In: Review of Economic Dynamics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
article
2019Self-Enforcing Debt and Rational Bubbles In: Post-Print.
[Citation analysis]
paper1
2022Complete Markets with Bankruptcy Risk and Pecuniary Default Penalties In: Post-Print.
[Full Text][Citation analysis]
paper0
2022Complete Markets with Bankruptcy Risk and Pecuniary Default Penalties.(2022) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2021Fatous Lemma for Unbounded Gelfand Integrable Mappings In: Post-Print.
[Full Text][Citation analysis]
paper0
2014Self-enforcing Debt, Reputation, and the Role of Interest Rates In: Working Papers.
[Full Text][Citation analysis]
paper2
2016Self-enforcing Debt, Reputation, and the Role of Interest Rates.(2016) In: 2016 Meeting Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2020Second-Order Beliefs and Second-Order Expected Utility In: Working Papers.
[Full Text][Citation analysis]
paper0
2005FATOU¡¯S LEMMA FOR UNBOUNDED GELFAND INTEGRABLE MAPPINGS In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS.
[Full Text][Citation analysis]
paper2
2006Stochastic equilibria for economies under uncertainty with intertemporal substitution In: Annals of Finance.
[Full Text][Citation analysis]
article2
2004Equilibria in large economies with differentiated commodities and non-ordered preferences In: Economic Theory.
[Full Text][Citation analysis]
article2
2004Equilibria in reflexive Banach lattices with a continuum of agents In: Economic Theory.
[Full Text][Citation analysis]
article4
2009Large economies with differential information and without free disposal In: Economic Theory.
[Full Text][Citation analysis]
article27
2010Financial markets with endogenous transaction costs In: Economic Theory.
[Full Text][Citation analysis]
article5
2005Equilibria in exchange economies with financial constraints: Beyond the Cass Trick In: Microeconomics.
[Full Text][Citation analysis]
paper14

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated January, 6 2023. Contact: CitEc Team