8
H index
7
i10 index
237
Citations
V. Filipe Martins-da-Rocha : Citation Profile
Fundação Getúlio Vargas (FGV) | RESEARCH PRODUCTION: 21 Articles 45 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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19 years (2003 - 2022). 
Relations with other researchers
Works with:
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:
| Cites to:
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Main data
Where V. Filipe Martins-da-Rocha has published?
| Journals with more than one article published | # docs |
|---|---|
| Economic Theory | 7 |
| Journal of Mathematical Economics | 5 |
| Journal of Economic Theory | 3 |
| Annals of Finance | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Post-Print / HAL | 16 |
| FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) / EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) | 14 |
| Working Papers / HAL | 2 |
| Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) / HAL | 2 |
Recent works citing V. Filipe Martins-da-Rocha (2022 and 2021)
| Year | Title of citing document |
|---|---|
| 2021 | Coase 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 |
| 2021 | Unbounded 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 |
| 2022 | Expected multi-utility representations of preferences over lotteries. (2022). Leonetti, Paolo. In: Papers. RePEc:arx:papers:2210.04739. Full description at Econpapers || Download paper |
| 2022 | Comparing 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 |
| 2022 | Existence 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 |
| 2021 | Coase 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 |
| 2022 | Unbounded 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 |
| 2021 | Thompson 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 |
| 2022 | Competitive 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 |
| 2021 | Birds 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 |
| 2021 | Participation 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 |
| 2022 | Neoclassical 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 |
| 2022 | Submodular 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 |
| 2021 | The 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:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2008 | On Equilibrium Prices in Continuous Time In: Papers. [Full Text][Citation analysis] | paper | 7 |
| 2011 | On 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 | |
| 2010 | On equilibrium prices in continuous time.(2010) In: Journal of Economic Theory. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | article | |
| 2008 | On 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 | |
| 2013 | Fixed point for local contractions: Applications to recursive utility In: International Journal of Economic Theory. [Full Text][Citation analysis] | article | 7 |
| 2013 | Fixed-point for local contractions: applications to recursive utility.(2013) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2008 | Collateral, default penalties and almost finite-time solvency In: Levine's Working Paper Archive. [Full Text][Citation analysis] | paper | 1 |
| 2008 | Collateral, 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 | |
| 2012 | Output contingent securities and efficient investment by firms In: Levine's Working Paper Archive. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Output contingent securities and efficient investment by firms.(2018) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2010 | Existence and Uniqueness of a Fixed Point for Local Contractions In: Econometrica. [Full Text][Citation analysis] | article | 51 |
| 2008 | Existence 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 | |
| 2012 | Harsh default penalties lead to Ponzi schemes: A counterexample In: Games and Economic Behavior. [Full Text][Citation analysis] | article | 4 |
| 2012 | Harsh default penalties lead to Ponzi schemes: A counterexample.(2012) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2008 | Cournot-Nash equilibria in continuum games with non-ordered preferences In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 7 |
| 2010 | Interim efficiency with MEU-preferences In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 10 |
| 2009 | Interim 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 | |
| 2010 | Interim efficiency with MEU-preferences.(2010) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
| 2003 | Equilibria in large economies with a separable Banach commodity space and non-ordered preferences In: Journal of Mathematical Economics. [Full Text][Citation analysis] | article | 7 |
| 2004 | Equilibrium analysis in financial markets with countably many securities In: Journal of Mathematical Economics. [Full Text][Citation analysis] | article | 8 |
| 2004 | Equilibrium 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 | |
| 2004 | Equilibrium 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 | |
| 2009 | Unbounded exchange economies with satiation: How far can we go? In: Journal of Mathematical Economics. [Full Text][Citation analysis] | article | 12 |
| 2008 | Unbounded 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 | |
| 2012 | Endogenous debt constraints in collateralized economies with default penalties In: Journal of Mathematical Economics. [Full Text][Citation analysis] | article | 5 |
| 2011 | Endogenous 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 | |
| 2012 | Endogenous debt constraints in collateralized economies with default penalties.(2012) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2015 | Constrained efficiency without commitment In: Journal of Mathematical Economics. [Full Text][Citation analysis] | article | 1 |
| 2015 | Constrained Efficiency Without Commitment.(2015) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2008 | Endogenous Transaction Costs In: Discussion Papers. [Full Text][Citation analysis] | paper | 5 |
| 2008 | Endogenous 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 | |
| 2003 | Equilibria in security markets with a continuum of agents In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] | paper | 2 |
| 2007 | Contract 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] | paper | 1 |
| 2008 | Large economies with differential information but without free disposal In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] | paper | 1 |
| 2008 | Equilibrium theory with asymmetric information and infinitely many states In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] | paper | 15 |
| 2009 | Equilibrium 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 | |
| 2010 | Competitive equilibria in infinite-horizon collateralized economies with default penalties In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] | paper | 0 |
| 2011 | Non-emptiness of the alpha-core In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] | paper | 7 |
| 2011 | Nonemptiness of the alpha-core.(2011) In: Economics Discussion Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2011 | On Ponzi schemes in infinite horizon collateralized economies with default penalties In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] | paper | 3 |
| 2012 | On 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 | |
| 2012 | On 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 | |
| 2019 | Debt Limits and Credit Bubbles in General Equilibrium In: Working Paper. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Debt Limits and Credit Bubbles in General Equilibrium.(2019) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2005 | Asset market equilibrium with short-selling and differential information In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). [Full Text][Citation analysis] | paper | 16 |
| 2005 | Asset 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 | |
| 2005 | Asset 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 | |
| 2007 | Asset 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 | |
| 2017 | On the Sovereign Debt Paradox In: Post-Print. [Full Text][Citation analysis] | paper | 7 |
| 2017 | On the sovereign debt paradox.(2017) In: Economic Theory. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | article | |
| 2017 | Borrowing in Excess of Natural Ability to Repay In: Post-Print. [Full Text][Citation analysis] | paper | 1 |
| 2017 | Borrowing 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 | |
| 2019 | Self-Enforcing Debt and Rational Bubbles In: Post-Print. [Citation analysis] | paper | 1 |
| 2022 | Complete Markets with Bankruptcy Risk and Pecuniary Default Penalties In: Post-Print. [Full Text][Citation analysis] | paper | 0 |
| 2022 | Complete 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 | |
| 2021 | Fatous Lemma for Unbounded Gelfand Integrable Mappings In: Post-Print. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Self-enforcing Debt, Reputation, and the Role of Interest Rates In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2016 | Self-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 | |
| 2020 | Second-Order Beliefs and Second-Order Expected Utility In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2005 | FATOU¡¯S LEMMA FOR UNBOUNDED GELFAND INTEGRABLE MAPPINGS In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. [Full Text][Citation analysis] | paper | 2 |
| 2006 | Stochastic equilibria for economies under uncertainty with intertemporal substitution In: Annals of Finance. [Full Text][Citation analysis] | article | 2 |
| 2004 | Equilibria in large economies with differentiated commodities and non-ordered preferences In: Economic Theory. [Full Text][Citation analysis] | article | 2 |
| 2004 | Equilibria in reflexive Banach lattices with a continuum of agents In: Economic Theory. [Full Text][Citation analysis] | article | 4 |
| 2009 | Large economies with differential information and without free disposal In: Economic Theory. [Full Text][Citation analysis] | article | 27 |
| 2010 | Financial markets with endogenous transaction costs In: Economic Theory. [Full Text][Citation analysis] | article | 5 |
| 2005 | Equilibria in exchange economies with financial constraints: Beyond the Cass Trick In: Microeconomics. [Full Text][Citation analysis] | paper | 14 |
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