V. Filipe Martins-da-Rocha : Citation Profile


Are you V. Filipe Martins-da-Rocha?

Fundação Getúlio Vargas (FGV)

7

H index

5

i10 index

203

Citations

RESEARCH PRODUCTION:

21

Articles

43

Papers

RESEARCH ACTIVITY:

   17 years (2003 - 2020). See details.
   Cites by year: 11
   Journals where V. Filipe Martins-da-Rocha has often published
   Relations with other researchers
   Recent citing documents: 8.    Total self citations: 25 (10.96 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pma153
   Updated: 2021-02-20    RAS profile: 2020-11-01    
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Relations with other researchers


Works with:

Vailakis, Yiannis (4)

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)

Bhowmik, Anuj (8)

Bloise, Gaetano (8)

Florenzano, Monique (8)

Allouch, Nizar (7)

Khan, M. (7)

Cao, Jiling (6)

Pesce, Marialaura (6)

Cites to:

Levine, David (24)

Florenzano, Monique (23)

Zame, William (21)

Tourky, Rabee (21)

Kehoe, Timothy (19)

Vailakis, Yiannis (18)

Monteiro, Paulo (17)

Hervés-Beloso, Carlos (15)

Araujo, Aloisio (13)

Schmeidler, David (9)

LE VAN, CUONG (9)

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 / HAL13
Working Papers / HAL3
Universit Paris1 Panthon-Sorbonne (Post-Print and Working Papers) / HAL2

Recent works citing V. Filipe Martins-da-Rocha (2021 and 2020)


YearTitle of citing document
2020Discrete Time Dynamic Programming with Recursive Preferences: Optimality and Applications. (2019). Stachurski, John ; Ren, Guanlong. In: Papers. RePEc:arx:papers:1812.05748.

Full description at Econpapers || Download paper

2020Dynamic Programming with State-Dependent Discounting. (2019). Zhang, Junnan ; Stachurski, John. In: Papers. RePEc:arx:papers:1908.08800.

Full description at Econpapers || Download paper

2020Coase Meets Bellman: Dynamic Programming and Production Chains. (2019). Nishimura, Kazuo ; Zhang, Junnan ; Stachurski, John ; Kikuchi, Tomoo. In: Papers. RePEc:arx:papers:1908.10557.

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2020A new approach to the rational expectations equilibrium: existence, optimality and incentive compatibility. (2020). Pesce, Marialaura ; Yannelis, Nicholas C ; Castro, Luciano I. In: Annals of Finance. RePEc:kap:annfin:v:16:y:2020:i:1:d:10.1007_s10436-019-00349-w.

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2020Defaulting firms and systemic risks in financial networks: a normative approach. (2020). Houy, Nicolas ; le Grand, Franois ; Legrand, Franois ; Jouneau, Frederic. In: Economic Theory. RePEc:spr:joecth:v:70:y:2020:i:2:d:10.1007_s00199-019-01217-4.

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2020On recursive utilities with non-affine aggregator and conditional certainty equivalent. (2020). Balbus, Ukasz. In: Economic Theory. RePEc:spr:joecth:v:70:y:2020:i:2:d:10.1007_s00199-019-01221-8.

Full description at Econpapers || Download paper

2020Optimality in an OLG model with nonsmooth preferences. (2020). Ohtaki, Eisei. In: Working Papers. RePEc:tcr:wpaper:e145.

Full description at Econpapers || Download paper

2020UNIQUE MARKOV EQUILIBRIUM UNDER LIMITED COMMITMENT. (2020). Bloise, Gaetano. In: International Economic Review. RePEc:wly:iecrev:v:61:y:2020:i:2:p:721-751.

Full description at Econpapers || Download paper

Works by V. Filipe Martins-da-Rocha:


YearTitleTypeCited
2008On Equilibrium Prices in Continuous Time In: Papers.
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paper7
2011On equilibrium prices in continuous time.(2011) In: Center for Mathematical Economics Working Papers.
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This paper has another version. Agregated cites: 7
paper
2010On equilibrium prices in continuous time.(2010) In: Journal of Economic Theory.
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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).
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This paper has another version. Agregated cites: 7
paper
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
paper
2012Output contingent securities and efficient investment by firms In: Levine's Working Paper Archive.
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paper0
2018Output contingent securities and efficient investment by firms.(2018) In: Post-Print.
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This paper has another version. Agregated cites: 0
paper
2010Existence and Uniqueness of a Fixed Point for Local Contractions In: Econometrica.
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article43
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: 43
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.
[Citation analysis]
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
2004Equilibrium analysis in financial markets with countably many securities.(2004) In: Post-Print.
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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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article5
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
paper
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
paper
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
paper
2008Endogenous Transaction Costs In: Discussion Papers.
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paper5
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
paper
2003Equilibria in security markets with a continuum of agents In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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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).
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paper1
2008Large economies with differential information but without free disposal In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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paper1
2008Equilibrium theory with asymmetric information and infinitely many states In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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paper14
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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paper0
2011Non-emptiness of the alpha-core In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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paper6
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: 6
paper
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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paper2
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
paper
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
article
2019Debt Limits and Credit Bubbles in General Equilibrium In: Working Paper.
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paper0
2019Debt Limits and Credit Bubbles in General Equilibrium.(2019) In: Post-Print.
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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).
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paper16
2005Asset market equilibrium with short-selling and differential information.(2005) In: Post-Print.
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This paper has another version. Agregated cites: 16
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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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This paper has another version. Agregated cites: 16
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2007Asset market equilibrium with short-selling and differential information.(2007) In: Economic Theory.
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This paper has another version. Agregated cites: 16
article
2017On the Sovereign Debt Paradox In: Post-Print.
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paper8
2017On the sovereign debt paradox.(2017) In: Economic Theory.
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This paper has another version. Agregated cites: 8
article
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: Review of Economic Dynamics.
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This paper has another version. Agregated cites: 0
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2019Self-Enforcing Debt and Rational Bubbles In: Post-Print.
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2014Self-enforcing Debt, Reputation, and the Role of Interest Rates In: Working Papers.
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paper1
2016Self-enforcing Debt, Reputation, and the Role of Interest Rates.(2016) In: 2016 Meeting Papers.
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This paper has another version. Agregated cites: 1
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2020Complete Markets with Bankruptcy Risk and Pecuniary Default Penalties In: Working Papers.
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paper0
2020Second-Order Beliefs and Second-Order Expected Utility 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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paper2
2006Stochastic equilibria for economies under uncertainty with intertemporal substitution In: Annals of Finance.
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article2
2004Equilibria in large economies with differentiated commodities and non-ordered preferences In: Economic Theory.
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article2
2004Equilibria in reflexive Banach lattices with a continuum of agents In: Economic Theory.
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article4
2009Large economies with differential information and without free disposal In: Economic Theory.
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article26
2010Financial markets with endogenous transaction costs In: Economic Theory.
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article4
2005Equilibria in exchange economies with financial constraints: Beyond the Cass Trick In: Microeconomics.
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