Mario Rui Pascoa : Citation Profile


Are you Mario Rui Pascoa?

University of Surrey

11

H index

14

i10 index

358

Citations

RESEARCH PRODUCTION:

23

Articles

34

Papers

RESEARCH ACTIVITY:

   25 years (1991 - 2016). See details.
   Cites by year: 14
   Journals where Mario Rui Pascoa has often published
   Relations with other researchers
   Recent citing documents: 44.    Total self citations: 24 (6.28 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ppa907
   Updated: 2020-02-08    RAS profile: 2017-03-13    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Mario Rui Pascoa.

Is cited by:

Pham, Ngoc-Sang (44)

Torres-Martinez, Juan Pablo (34)

Araujo, Aloisio (28)

Cartwright, Edward (22)

Wooders, Myrna (22)

Fajardo, José (21)

LE VAN, CUONG (15)

Orrillo, Jaime (14)

Martins-da-Rocha, V. Filipe (11)

Moreno-García, Emma (10)

Selten, Reinhard (9)

Cites to:

Araujo, Aloisio (19)

Monteiro, Paulo (13)

Mas-Colell, Andreu (9)

Zame, William (9)

Quinzii, Martine (8)

Magill, Michael (8)

Torres-Martinez, Juan Pablo (7)

Debreu, Gerard (6)

Spear, Stephen (5)

Fajardo, José (5)

Schmeidler, David (4)

Main data


Where Mario Rui Pascoa has published?


Journals with more than one article published# docs
Journal of Mathematical Economics8
Economic Theory5
Journal of Economic Theory4
Mathematical 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)6
Textos para discusso / Department of Economics PUC-Rio (Brazil)4
Universit Paris1 Panthon-Sorbonne (Post-Print and Working Papers) / HAL4
Documents de travail du Centre d'Economie de la Sorbonne / Universit Panthon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne3
Working Papers / University of Chile, Department of Economics3
UC3M Working papers. Economics / Universidad Carlos III de Madrid. Departamento de Economía2
School of Economics Discussion Papers / School of Economics, University of Surrey2

Recent works citing Mario Rui Pascoa (2018 and 2017)


YearTitle of citing document
2018Collateral Unchained: Rehypothecation networks, concentration and systemic effects. (2018). Napoletano, Mauro ; Luu, Duc Thi ; Battiston, Stefano ; Barucca, Paolo. In: Papers. RePEc:arx:papers:1802.02127.

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2017Banking Regulation and Market Making. (2017). Garriott, Corey ; Cimon, David. In: Staff Working Papers. RePEc:bca:bocawp:17-7.

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2017Eurosystem’s asset purchases and money market rates. (2017). Vari, Miklos ; Nguyen, Benoît ; Rahmouni-Rousseau, I ; Arrata, W. In: Working papers. RePEc:bfr:banfra:652.

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2017A Theory of Repurchase Agreements, Collateral Re-use, and Repo Intermediation. (2017). Monnet, Cyril ; Gottardi, Piero ; Maurin, Vincent . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6579.

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2018Re-use of collateral: leverage, volatility, and welfare. (2018). Kubler, Felix ; Schmedders, Karl ; Grill, Michael ; Brumm, Johannes. In: Working Paper Series. RePEc:ecb:ecbwps:20182218.

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2019Endogenous discounting, wariness, and efficient capital taxation. (2019). Araujo, Aloisio ; Gama, Juan Pablo ; Pascoa, Mario R ; Novinski, Rodrigo. In: Journal of Economic Theory. RePEc:eee:jetheo:v:183:y:2019:i:c:p:520-545.

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2019Asset shortages, liquidity and speculative bubbles. (2019). Citanna, A ; Bloise, G. In: Journal of Economic Theory. RePEc:eee:jetheo:v:183:y:2019:i:c:p:952-990.

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2019Collateralizing liquidity. (2019). Parlatore, Cecilia. In: Journal of Financial Economics. RePEc:eee:jfinec:v:131:y:2019:i:2:p:299-322.

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2019Collateral, rehypothecation, and efficiency. (2019). Kahn, Charles M ; Park, Hyejin. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:39:y:2019:i:c:p:34-46.

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2017A topological approach to delay aversion. (2017). Bastianello, Lorenzo. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:73:y:2017:i:c:p:1-12.

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2018Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints. (2018). Pham, Ngoc-Sang ; le Van, Cuong ; Bosi, Stefano. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:76:y:2018:i:c:p:1-20.

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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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2019Crashing of efficient stochastic bubbles. (2019). Araujo, Aloisio ; Pascoa, Mario Rui ; Gama, Juan Pablo. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:84:y:2019:i:c:p:136-143.

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2017Asset bubbles and efficiency in a generalized two-sector model. (2017). Pham, Ngoc-Sang ; Bosi, Stefano ; le Van, Cuong. In: Mathematical Social Sciences. RePEc:eee:matsoc:v:88:y:2017:i:c:p:37-48.

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2017A theory of repurchase agreements, collateral re-use, and repo intermediation. (2017). Monnet, Cyril ; Gottardi, Piero. In: Economics Working Papers. RePEc:eui:euiwps:eco2017/03.

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2017Bond Market Intermediation and the Role of Repo. (2017). Infante, Sebastian ; Huh, Yesol. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-03.

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2019Market selection with differential financial constraints. (2019). Quiggin, John ; Guerdjikova, A. In: Working Papers. RePEc:gbl:wpaper:2019-01.

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2018Collateral Unchained: Rehypothecation Networks, Concentration and Systemic Effects. (2018). Napoletano, Mauro ; battiston, stefano ; Barucca, Paolo ; Luu, Duc Thi. In: GREDEG Working Papers. RePEc:gre:wpaper:2018-05.

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2017Do Security Prices Rise or Fall When Margins Are Raised?. (2017). Ramírez, Guillermo ; Ramirez, Guillermo ; Pascoa, Mario ; Bottazzi, Jean-Marc . In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:hal-01648215.

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2018Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints. (2018). Pham, Ngoc-Sang ; LE VAN, CUONG ; Bosi, Stefano. In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-01223969.

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2019Market Selection with Differential Financial Constraints. (2019). Quiggin, John ; Guerdjikova, Ani. In: Working Papers. RePEc:hal:wpaper:hal-02005501.

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2017The impact of FDI on the performance and entrepreneurship of domestic firms. (2017). Apostolov, Mico. In: Journal of International Entrepreneurship. RePEc:kap:jinten:v:15:y:2017:i:4:d:10.1007_s10843-017-0205-4.

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2017Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints. (2017). Pham, Ngoc-Sang ; le Van, Cuong ; Bosi, Stefano. In: Documents de travail du Centre d'Economie de la Sorbonne. RePEc:mse:cesdoc:15067r.

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2018Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints. (2018). Pham, Ngoc-Sang ; le Van, Cuong ; Bosi, Stefano. In: Documents de travail du Centre d'Economie de la Sorbonne. RePEc:mse:cesdoc:15067rr.

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2018Credit and Bankruptcy in a Temporary Equilibrium Model. (2018). Cheny, Weiye. In: Discussion Papers in Economics and Business. RePEc:osk:wpaper:1823.

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2017Assets with possibly negative dividends. (2017). Pham, Ngoc-Sang. In: MPRA Paper. RePEc:pra:mprapa:78193.

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2018Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints. (2018). Pham, Ngoc-Sang ; Bosi, Stefano ; le Van, Cuong. In: MPRA Paper. RePEc:pra:mprapa:84905.

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2018A convexity result for the range of vector measures with applications to large economies. (2018). Urbinati, Niccolo. In: MPRA Paper. RePEc:pra:mprapa:87185.

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2019Real indeterminacy and dynamics of asset price bubbles in general equilibrium. (2019). Pham, Ngoc-Sang ; Bosi, Stefano ; le Van, Cuong. In: MPRA Paper. RePEc:pra:mprapa:96834.

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2019A theory of repurchase agreements, collateral re-use, and repo intermediation. (2019). Monnet, Cyril ; Gottardi, Piero ; Maurin, Vincent . In: Review of Economic Dynamics. RePEc:red:issued:18-284.

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2017Re-use of Collateral: Leverage, Volatility, and Welfare. (2017). Schmedders, Karl ; Kubler, Felix ; Brumm, Johannes ; Grill, Michael. In: 2017 Meeting Papers. RePEc:red:sed017:697.

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2018Optimal Exclusion. (2018). Quintin, Erwan ; Monnet, Cyril. In: 2018 Meeting Papers. RePEc:red:sed018:181.

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2017Demostración de equilibrio competitivo con short-sale hipotecario. (2017). Daga, Sergio. In: Revista Latinoamericana de Desarrollo Economico. RePEc:ris:revlde:1953.

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2018Blocking Coalitions and Fairness in Asset Markets and Asymmetric Information Economies. (2018). Graziano, Maria ; Bhowmik, Anuj. In: CSEF Working Papers. RePEc:sef:csefwp:510.

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2018Collateral Unchained : Rehypothecation networkd, concentration and systemic effects. (2018). Napoletano, Mauro ; Battiston, Stefano ; Barucca, Paolo ; Luu, Duc Thi. In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/2b7q60gmqo82aqr0p34bieidke.

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2017Endogenous interval games in oligopolies and the cores. (2017). Lardon, Aymeric. In: Annals of Operations Research. RePEc:spr:annopr:v:248:y:2017:i:1:d:10.1007_s10479-016-2211-7.

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2017Optimal sharing with an infinite number of commodities in the presence of optimistic and pessimistic agents. (2017). Chateauneuf, Alain ; BONNISSEAU, Jean-Marc ; Araujo, Aloisio ; Novinski, Rodrigo. In: Economic Theory. RePEc:spr:joecth:v:63:y:2017:i:1:d:10.1007_s00199-016-0985-0.

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2017Endogenous formation of security exchanges. (2017). Faias, Marta ; Luque, Jaime . In: Economic Theory. RePEc:spr:joecth:v:64:y:2017:i:2:d:10.1007_s00199-016-0989-9.

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2017Collateral scarcity premia in euro area repo markets. (2017). Ferrari, Massimo ; Mazzacurati, Julien ; Guagliano, Claudia. In: ESRB Working Paper Series. RePEc:srk:srkwps:201755.

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2018Collateral Unchained: Rehypothecation networks, concentration and systemic effects. (2018). Napoletano, Mauro ; Battiston, Stefano ; Barucca, Paolo ; Luu, Duc Thi. In: LEM Papers Series. RePEc:ssa:lemwps:2018/05.

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2018Optimal Exclusion. (2018). Cyril, Erwan Quintin. In: Diskussionsschriften. RePEc:ube:dpvwib:dp1814.

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2017Determinants of Repo Haircuts and Bankruptcy. (2017). Ramírez, Guillermo ; Ramirez, Guillermo ; Pascoa, Mario R ; Bottazzi, Jean-Marc . In: FEUNL Working Paper Series. RePEc:unl:unlfep:wp615.

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2017Do Security Prices Rise or Fall When Margins Are Raised?. (2017). Ramírez, Guillermo ; Ramirez, Guillermo ; Pascoa, Mario R ; Bottazzi, Jean-Marc . In: FEUNL Working Paper Series. RePEc:unl:unlfep:wp616.

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2018CONCERNING THE SEIZURE OF COLLATERAL IN COLLATERALIZED LOAN MARKETS. (2018). Orrillo, Jaime ; Menezes, Adriano Campos. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:13:y:2018:i:03:n:s2010495218500136.

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Works by Mario Rui Pascoa:


YearTitleTypeCited
2009Fiat Money and the Value of Binding Portfolio Constraints In: Working Papers Series.
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2009Fiat money and the value of binding portfolio constraints.(2009) In: MPRA Paper.
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2011Fiat money and the value of binding portfolio constraints.(2011) In: Economic Theory.
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article
2008Fiat money and the value of binding portfolio constraints..(2008) In: Working Papers.
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This paper has another version. Agregated cites: 10
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2000Equilibrium with Default and Endogenous Collateral In: Mathematical Finance.
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article34
1996INFINITE HORIZON INCOMPLETE MARKETS WITH A CONTINUUM OF STATES In: Mathematical Finance.
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article10
2006Bubbles, Collateral and Monetary Equilibrium In: Levine's Working Paper Archive.
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paper1
2006Bubbles, collateral and monetary equilibrium.(2006) 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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2005Bubbles, collateral and monetary equilibrium.(2005) In: Textos para discussão.
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This paper has another version. Agregated cites: 1
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1997Discreteness of equilibria in incomplete markets with a continuum of states. In: CORE Discussion Papers.
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paper4
2000Discreteness of equilibria in incomplete markets with a continuum of states.(2000) In: Journal of Mathematical Economics.
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This paper has another version. Agregated cites: 4
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1998Incomplete markets, continuum of states and default In: CORE Discussion Papers RP.
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paper13
1997Incomplete markets, continuum of states and default.(1997) In: Economic Theory.
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This paper has another version. Agregated cites: 13
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2011Trading and rational security pricing bubbles In: UC3M Working papers. Economics.
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2012Trading and rational security pricing bubbles.(2012) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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This paper has another version. Agregated cites: 0
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2012Trading and rational security pricing bubbles.(2012) In: Documents de travail du Centre d'Economie de la Sorbonne.
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2011The dollar squeeze of the financial crisis In: UC3M Working papers. Economics.
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2012The Dollar Squeeze of the Financial Crisis.(2012) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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This paper has another version. Agregated cites: 1
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2012The dollar squeeze of the financial crisis.(2012) In: Documents de travail du Centre d'Economie de la Sorbonne.
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This paper has another version. Agregated cites: 1
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2002Collateral Avoids Ponzi Schemes in Incomplete Markets In: Econometrica.
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2001Collateral avoids Ponzi schemes in incomplete markets.(2001) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2009Harsh default penalties lead to Ponzi schemes In: Games and Economic Behavior.
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article20
2011General equilibrium, wariness and efficient bubbles In: Journal of Economic Theory.
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article18
2012Securities market theory: Possession, repo and rehypothecation In: Journal of Economic Theory.
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article28
2012Securities market theory: Possession, repo and rehypothecation.(2012) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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2011Securities market theory: possession, repo and rehypothecation.(2011) In: 2011 Meeting Papers.
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1993Noncooperative Equilibrium and Chamberlinian Monopolistic Competition In: Journal of Economic Theory.
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article10
2000Blocking Efficacy of Small Coalitions in Myopic Economies In: Journal of Economic Theory.
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article19
1993Approximate equilibrium in pure strategies for non-atomic games In: Journal of Mathematical Economics.
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article18
1996On the differentiability of the consumer demand function In: Journal of Mathematical Economics.
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article1
1993On the differentiability of the consumer demand function.(1993) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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1999Determinacy of equilibria in nonsmooth economies In: Journal of Mathematical Economics.
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article6
2001Overlapping generations models with incomplete markets In: Journal of Mathematical Economics.
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article8
2002Real indeterminacy of equilibria and manipulability In: Journal of Mathematical Economics.
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article5
2005Endogenous collateral In: Journal of Mathematical Economics.
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article29
2003Endogenous collateral.(2003) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2004Endogenous Collateral.(2004) In: Finance Lab Working Papers.
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2011Long-lived collateralized assets and bubbles In: Journal of Mathematical Economics.
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article25
2007Long-lived collateralized assets and bubbles.(2007) In: Textos para discussão.
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This paper has another version. Agregated cites: 25
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2008Long-lived Collateralized Assets and Bubbles..(2008) In: Working Papers.
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2010Long-lived collateralized assets and bubbles.(2010) In: Working Papers.
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1991Local concavifiability of preferences and determinacy of equilibrium In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2001Endogenous collateral: arbitrage and equilibrium without bounded short sales In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2003Endogenous Collateral: Arbitrage and Equilibrium without Bounded Short Sales.(2003) In: Finance Lab Working Papers.
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2010Re-hypotecation of securities In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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2010Re-hypothecation of securities.(2010) In: Documents de travail du Centre d'Economie de la Sorbonne.
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2007Welfare-improving debt constraints In: Textos para discussão.
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2008Inter-temporal discounting and uniform impatience In: Textos para discussão.
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1999Manipulation-proof equilibrium in atomless economies with commodity differentiation In: Economic Theory.
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2002Bancruptcy in a model of unsecured claims In: Economic Theory.
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1996Monopolistic competition and non-neighboring-goods (*) In: Economic Theory.
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1998Nash equilibrium and the law of large numbers In: International Journal of Game Theory.
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article7
2002Non-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 In: Review of Economic Design.
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2016On the Efficiency of Monetary Equilibrium when Agents are Wary In: School of Economics Discussion Papers.
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2016Short Sales and Shareholders Unanimity In: School of Economics Discussion Papers.
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1994Existence of equilibria with infinitely many goods, incomplete markets and bankruptcy In: Working Papers.
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1994Existence of equilibria with infinitely many goods,incomplete markets and bankruptcy.(1994) In: GE, Growth, Math methods.
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This paper has another version. Agregated cites: 1
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