13
H index
15
i10 index
442
Citations
Mario Rui Pascoa : Citation Profile
University of Surrey | RESEARCH PRODUCTION: 23 Articles 34 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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25 years (1991 - 2016). 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:
| Cites to:
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Main data
Where Mario Rui Pascoa has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Mathematical Economics | 8 |
| Economic Theory | 5 |
| Journal of Economic Theory | 4 |
| Mathematical Finance | 2 |
Recent works citing Mario Rui Pascoa (2022 and 2021)
| Year | Title of citing document |
|---|---|
| 2021 | Financial Fragility with Collateral Circulation. (2021). Gottardi, Piero ; Monnet, Cyril ; Maurin, Vincent. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15757. Full description at Econpapers || Download paper |
| 2022 | The Eurosystem’s bond market share at an all-time high: what does it mean for repo markets?. (2022). Hudepohl, Tom ; de Souza, Toms Carrera. In: Working Papers. RePEc:dnb:dnbwpp:745. Full description at Econpapers || Download paper |
| 2022 | Monetary policy transmission in segmented markets. (2022). Zhang, Anthony Lee ; Ma, Yiming ; Eisenschmidt, Jens. In: Working Paper Series. RePEc:ecb:ecbwps:20222706. Full description at Econpapers || Download paper |
| 2022 | The repo channel of cross-border lending in the European sovereign debt crisis. (2022). Luque, Jaime . In: Journal of Financial Markets. RePEc:eee:finmar:v:59:y:2022:i:pa:s1386418121000574. Full description at Econpapers || Download paper |
| 2021 | Collateral Unchained: Rehypothecation networks, concentration and systemic effects. (2021). Napoletano, Mauro ; Barucca, Paolo ; Luu, Duc Thi ; Battiston, Stefano. In: Journal of Financial Stability. RePEc:eee:finsta:v:52:y:2021:i:c:s1572308920301145. Full description at Econpapers || Download paper |
| 2021 | Bond market intermediation and the Role of Repo. (2021). Infante, Sebastian ; Huh, Yesol. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:122:y:2021:i:c:s0378426620302612. Full description at Econpapers || Download paper |
| 2022 | Asset scarcity and collateral rehypothecation. (2022). Maurin, Vincent. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:52:y:2022:i:c:s1042957322000456. Full description at Econpapers || Download paper |
| 2022 | Real indeterminacy and dynamics of asset price bubbles in general equilibrium. (2022). Pham, Ngoc-Sang ; le Van, Cuong ; Bosi, Stefano. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:100:y:2022:i:c:s0304406822000131. Full description at Econpapers || Download paper |
| 2021 | Determination of general equilibrium with incomplete markets and default penalties. (2021). Dang, Chuangyin ; Zhan, Yang. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:92:y:2021:i:c:p:49-59. Full description at Econpapers || Download paper |
| 2021 | Production, bankruptcy, and financial policies under collateral constraints. (2021). Leon-Ledesma, Miguel ; Orrillo, Jaime. In: Mathematical Social Sciences. RePEc:eee:matsoc:v:112:y:2021:i:c:p:109-119. Full description at Econpapers || Download paper |
| 2021 | Real indeterminacy and dynamics of asset price bubbles in general equilibrium. (2021). Pham, Ngoc-Sang ; le Van, Cuong ; Bosi, Stefano. In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-02993656. Full description at Econpapers || Download paper |
| 2021 | Equilibrium with non-convex preferences: some examples. (2021). Pham, Ngoc-Sang ; le Van, Cuong. In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-03177843. Full description at Econpapers || Download paper |
| 2021 | Mackey compactness in B(S). (2021). Chateauneuf, Alain ; Bonnisseau, Jean-Marc ; Araujo, Aloisio. In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-03461538. Full description at Econpapers || Download paper |
| 2023 | Complete Markets with Bankruptcy Risk and Pecuniary Default Penalties. (2022). Rosa, Rafael Mouallem ; Martins, Victor Filipe. In: Post-Print. RePEc:hal:journl:hal-02921220. Full description at Econpapers || Download paper |
| 2022 | Complete Markets with Bankruptcy Risk and Pecuniary Default Penalties. (2022). Rosa, Rafael Mouallem ; Martins, Victor Filipe. In: Post-Print. RePEc:hal:journl:hal-03511570. Full description at Econpapers || Download paper |
| 2021 | Collateral Unchained: Rehypothecation networks, concentration and systemic effects. (2021). Napoletano, Mauro ; Luu, Duc Thi ; Battiston, Stefano ; Barucca, Paolo. In: Post-Print. RePEc:hal:journl:halshs-03046219. Full description at Econpapers || Download paper |
| 2021 | Mackey compactness in B(S). (2021). Chateauneuf, Alain ; Bonnisseau, Jean-Marc ; Araujo, Aloisio. In: Post-Print. RePEc:hal:journl:halshs-03461538. Full description at Econpapers || Download paper |
| 2021 | . Full description at Econpapers || Download paper |
| 2021 | Complete Markets with Bankruptcy Risk and Pecuniary Default Penalties. (2020). Rosa, Rafael Mouallem ; Martins, Victor Filipe. In: Working Papers. RePEc:hal:wpaper:hal-02921220. Full description at Econpapers || Download paper |
| 2021 | Real indeterminacy and dynamics of asset price bubbles in general equilibrium. (2021). Pham, Ngoc-Sang ; le Van, Cuong ; Bosi, Stefano. In: Working Papers. RePEc:hal:wpaper:halshs-02993656. Full description at Econpapers || Download paper |
| 2021 | Equilibrium with non-convex preferences: some examples. (2021). Pham, Ngoc-Sang ; le Van, Cuong. In: Working Papers. RePEc:hal:wpaper:halshs-03177843. Full description at Econpapers || Download paper |
| 2022 | Robust effects of a debt-financed tax cut in an economy with incomplete markets. (2022). Divino, Jose Angelo ; Orrillo, Jaime. In: International Tax and Public Finance. RePEc:kap:itaxpf:v:29:y:2022:i:1:d:10.1007_s10797-021-09660-7. Full description at Econpapers || Download paper |
| 2021 | Optimal interventions on strategic fails in repo markets. (2021). Fukai, Hiroki. In: MPRA Paper. RePEc:pra:mprapa:106090. Full description at Econpapers || Download paper |
| 2021 | Equilibrium with non-convex preferences: some examples. (2021). Pham, Ngoc-Sang ; le Van, Cuong. In: MPRA Paper. RePEc:pra:mprapa:106774. Full description at Econpapers || Download paper |
| 2022 | ON THE CORE OF AN ECONOMY WITH ARBITRARY CONSUMPTION SETS AND ASYMMETRIC INFORMATION. (2022). Bhowmik, Anuj. In: MPRA Paper. RePEc:pra:mprapa:115795. Full description at Econpapers || Download paper |
| 2023 | Re-use of collateral: Leverage, volatility, and welfare. (). Brumm, Johannes. In: Review of Economic Dynamics. RePEc:red:issued:20-480. Full description at Econpapers || Download paper |
| 2021 | A Concept of Envy towards Coalitions. (2021). Donnini, Chiara ; Pesce, Marialaura. In: CSEF Working Papers. RePEc:sef:csefwp:624. Full description at Econpapers || Download paper |
| 2021 | The Core of economies with collective goods and a social division of labour. (2021). Pesce, Marialaura ; Graziano, Maria ; Basile, Achille ; Gilles, Robert P. In: Economic Theory. RePEc:spr:joecth:v:71:y:2021:i:3:d:10.1007_s00199-020-01258-0. Full description at Econpapers || Download paper |
| 2023 | Fragility of Secured Credit Chains. (2023). Monnet, Cyril ; Maurin, Vincent ; Gottardi, Piero. In: Working Papers. RePEc:szg:worpap:2301. Full description at Econpapers || Download paper |
| 2021 | A MODEL OF COLLATERAL: ENDOGENIZING THE BORROWING CONSTRAINT. (2021). Fukai, Hiroki ; Awaya, YU ; Watanabe, Makoto. In: International Economic Review. RePEc:wly:iecrev:v:62:y:2021:i:3:p:1131-1151. Full description at Econpapers || Download paper |
| 2021 | Safe asset shortage and collateral reuse. (2021). Schneider, Michael ; Monch, Emanuel ; Jank, Stephan. In: Discussion Papers. RePEc:zbw:bubdps:392021. Full description at Econpapers || Download paper |
Works by Mario Rui Pascoa:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2008 | Fiat Money and the Value of Binding Portfolio Constraints In: Working Papers Series. [Full Text][Citation analysis] | paper | 13 |
| 2009 | Fiat money and the value of binding portfolio constraints.(2009) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
| 2011 | Fiat money and the value of binding portfolio constraints.(2011) In: Economic Theory. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | article | |
| 2008 | Fiat money and the value of binding portfolio constraints..(2008) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
| 2000 | Equilibrium with Default and Endogenous Collateral In: Mathematical Finance. [Full Text][Citation analysis] | article | 31 |
| 1996 | INFINITE HORIZON INCOMPLETE MARKETS WITH A CONTINUUM OF STATES In: Mathematical Finance. [Full Text][Citation analysis] | article | 13 |
| 2006 | Bubbles, Collateral and Monetary Equilibrium In: Levine's Working Paper Archive. [Full Text][Citation analysis] | paper | 1 |
| 2006 | Bubbles, collateral and monetary equilibrium.(2006) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2005 | Bubbles, collateral and monetary equilibrium.(2005) In: Textos para discussão. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 1997 | Discreteness of equilibria in incomplete markets with a continuum of states. In: LIDAM Discussion Papers CORE. [Full Text][Citation analysis] | paper | 4 |
| 2000 | Discreteness of equilibria in incomplete markets with a continuum of states.(2000) In: Journal of Mathematical Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | article | |
| 1998 | Incomplete markets, continuum of states and default In: LIDAM Reprints CORE. [Full Text][Citation analysis] | paper | 21 |
| 1997 | Incomplete markets, continuum of states and default.(1997) In: Economic Theory. [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | article | |
| 2011 | Trading and rational security pricing bubbles In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Trading and rational security pricing bubbles.(2012) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2012 | Trading and rational security pricing bubbles.(2012) In: Documents de travail du Centre d'Economie de la Sorbonne. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2011 | The dollar squeeze of the financial crisis In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 1 |
| 2012 | The Dollar Squeeze of the Financial Crisis.(2012) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2012 | The dollar squeeze of the financial crisis.(2012) In: Documents de travail du Centre d'Economie de la Sorbonne. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2002 | Collateral Avoids Ponzi Schemes in Incomplete Markets In: Econometrica. [Citation analysis] | article | 86 |
| 2001 | Collateral avoids Ponzi schemes in incomplete markets.(2001) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] This paper has another version. Agregated cites: 86 | paper | |
| 2009 | Harsh default penalties lead to Ponzi schemes In: Games and Economic Behavior. [Full Text][Citation analysis] | article | 24 |
| 2011 | General equilibrium, wariness and efficient bubbles In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 26 |
| 2012 | Securities market theory: Possession, repo and rehypothecation In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 52 |
| 2012 | Securities market theory: Possession, repo and rehypothecation.(2012) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). [Citation analysis] This paper has another version. Agregated cites: 52 | paper | |
| 2011 | Securities market theory: possession, repo and rehypothecation.(2011) In: 2011 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 52 | paper | |
| 1993 | Noncooperative Equilibrium and Chamberlinian Monopolistic Competition In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 13 |
| 2000 | Blocking Efficacy of Small Coalitions in Myopic Economies In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 23 |
| 1993 | Approximate equilibrium in pure strategies for non-atomic games In: Journal of Mathematical Economics. [Full Text][Citation analysis] | article | 18 |
| 1996 | On the differentiability of the consumer demand function In: Journal of Mathematical Economics. [Full Text][Citation analysis] | article | 8 |
| 1993 | On the differentiability of the consumer demand function.(1993) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
| 1999 | Determinacy of equilibria in nonsmooth economies In: Journal of Mathematical Economics. [Full Text][Citation analysis] | article | 5 |
| 2001 | Overlapping generations models with incomplete markets In: Journal of Mathematical Economics. [Full Text][Citation analysis] | article | 8 |
| 2002 | Real indeterminacy of equilibria and manipulability In: Journal of Mathematical Economics. [Full Text][Citation analysis] | article | 5 |
| 2005 | Endogenous collateral In: Journal of Mathematical Economics. [Full Text][Citation analysis] | article | 30 |
| 2003 | Endogenous collateral.(2003) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] This paper has another version. Agregated cites: 30 | paper | |
| 2004 | Endogenous Collateral.(2004) In: Finance Lab Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 30 | paper | |
| 2011 | Long-lived collateralized assets and bubbles In: Journal of Mathematical Economics. [Full Text][Citation analysis] | article | 29 |
| 2007 | Long-lived collateralized assets and bubbles.(2007) In: Textos para discussão. [Full Text][Citation analysis] This paper has another version. Agregated cites: 29 | paper | |
| 2008 | Long-lived Collateralized Assets and Bubbles..(2008) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 29 | paper | |
| 2010 | Long-lived collateralized assets and bubbles.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 29 | paper | |
| 1991 | Local concavifiability of preferences and determinacy of equilibrium In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] | paper | 0 |
| 2001 | Endogenous collateral: arbitrage and equilibrium without bounded short sales In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] | paper | 0 |
| 2003 | Endogenous Collateral: Arbitrage and Equilibrium without Bounded Short Sales.(2003) In: Finance Lab Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2010 | Re-hypotecation of securities In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). [Full Text][Citation analysis] | paper | 0 |
| 2010 | Re-hypothecation of securities.(2010) In: Documents de travail du Centre d'Economie de la Sorbonne. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2007 | Welfare-improving debt constraints In: Textos para discussão. [Full Text][Citation analysis] | paper | 0 |
| 2008 | Inter-temporal discounting and uniform impatience In: Textos para discussão. [Full Text][Citation analysis] | paper | 0 |
| 1999 | Manipulation-proof equilibrium in atomless economies with commodity differentiation In: Economic Theory. [Full Text][Citation analysis] | article | 1 |
| 2002 | Bancruptcy in a model of unsecured claims In: Economic Theory. [Full Text][Citation analysis] | article | 19 |
| 1996 | Monopolistic competition and non-neighboring-goods (*) In: Economic Theory. [Citation analysis] | article | 0 |
| 1998 | Nash equilibrium and the law of large numbers In: International Journal of Game Theory. [Full Text][Citation analysis] | article | 10 |
| 2002 | Non-manipulability in Walrasian cost games Marta Faias (1), Emma Moreno-GarcÃa (1)(2), Mário Rui Páscoa (2) (1) Faculdade de Economia, Universidade Nova de Lisboa, Travessa Estevao Pinto, 1099-032 Lis In: Review of Economic Design. [Full Text][Citation analysis] | article | 0 |
| 2016 | On the Efficiency of Monetary Equilibrium when Agents are Wary In: School of Economics Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Short Sales and Shareholders Unanimity In: School of Economics Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 1994 | Existence of equilibria with infinitely many goods, incomplete markets and bankruptcy In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 1994 | Existence of equilibria with infinitely many goods,incomplete markets and bankruptcy.(1994) In: GE, Growth, Math methods. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper |
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