create a website

Credit segmentation in general equilibrium. (2014). Torres-Martinez, Juan Pablo ; Cea, Sebastián ; Cea-Echenique, Sebastian.
In: Documents de travail du Centre d'Economie de la Sorbonne.
RePEc:mse:cesdoc:14095.

Full description at Econpapers || Download paper

Cited: 0

Citations received by this document

Cites: 22

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

    This document has not been cited yet.

References

References cited by this document

  1. Angeloni, L. and B. Cornet (2006): “Existence of financial equilibria in a multi-period stochastic economy,” Advances in Mathematical Economics, 8, 933-955.
    Paper not yet in RePEc: Add citation now
  2. Aouani, Z. and B. Cornet (2009): “Existence of financial equilibria with restricted participation,” Journal of Mathematical Economics, 45, 772-786.

  3. Aouani, Z. and B. Cornet (2011): “Reduced equivalent form of a financial structure,” Journal of Mathematical Economics, 47, 318-327.

  4. Balasko, Y., D. Cass, and P. Siconolfi (1990): “The structure of financial equilibrium with endogenous yields,” Journal of Mathematical Economics, 19, 195-216.
    Paper not yet in RePEc: Add citation now
  5. Border, K. (1985): “Fixed point theorems with applications to economics and game theory,” Cambridge University Press, United Kigdom.
    Paper not yet in RePEc: Add citation now
  6. Carosi, L., M. Gori, and A. Villanacci (2009): “Endogenous restricted participation in general financial equilibrium, ” Journal of Mathematical Economics, 36, 61-76.

  7. Cass, D. (1984): “Competitive equilibrium with incomplete financial markets”, CARESS working paper.
    Paper not yet in RePEc: Add citation now
  8. Cass, D. (2006): “Competitive equilibrium with incomplete financial markets”, Journal of Mathematical Economics, 42, 384-405.
    Paper not yet in RePEc: Add citation now
  9. Cass, D., P. Siconolfi, and A. Villanacci (2001): “Generic regularity of competitive equilibria with restricted participation,” Journal of Mathematical Economics, 45, 787-806. Documents de Travail du Centre d'Economie de la Sorbonne - 2014.95 CREDIT SEGMENTATION IN GENERAL EQUILIBRIUM 15

  10. Cea-Echenique, S., and J.P. Torres-Mart ınez (2014): “General equilibrium with endogenous trading constraints,” SSRN working paper. Available at: http://dx.doi.org/10.2139/ssrn.2428354

  11. Cornet, B., and R. Gopalan (2010): “Arbitrage and equilibrium with portfolio constraints ,” Economic Theory, 45, 227-252.

  12. Geanakoplos, J., and W.R. Zame (2013):“Collateral equilibrium, I: a basic framework,” Economic Theory, doi: 10.1007/s00199-013-0797-4.

  13. Gori, M., M. Pireddu, and A. Villanacci (2013): “Existence of financial equilibria with endogenous short selling restrictions and real assets”, Decisions in Economics and Finance, doi: 10.1007/s10203-013-0144-z.

  14. Hoelle, M., M. Pireddu, and A. Villanacci (2012): “Incomplete financial markets with real assets and wealthdependent credit limits,” Krannert Working Paper Series, Paper No. 1271.

  15. Iraola, M.A., and J.P. Torres-Mart ınez (2014): “Equilibrium in collateralized asset markets: credit contractions and negative equity loans,” Journal of Mathematical Economics, 55, 113-122.
    Paper not yet in RePEc: Add citation now
  16. Martins-da-Rocha, F., L. Triki (2005): “Equilibria in exchange economies with financial constraints: beyond the Cass-trick,” working paper, University Paris 1.

  17. Polemarchakis, H., and P. Siconolfi (1997): “Generic existence of competitive equilibria with restricted participation, ” Journal of Mathematical Economics, 28, 289-311.

  18. Radner, R. (1972): “Existence of equilibrium of plans, prices, and price expectations,” Econometrica, 40, 289303.
    Paper not yet in RePEc: Add citation now
  19. Seghir, A., and J.P. Torres-Mart ınez (2011):“On equilibrium existence with endogenous restricted financial participation, ” Journal of Mathematical Economics, 47, 37-42.

  20. Siconolfi, P. (1989): “Equilibrium with asymmetric constraints on portfolio holdings and incomplete financial markets,” in Non-Linear Dynamics in Economics and Social Sciences, M. Galeotti, L. Geronazzo, F. Gori editors, Societa’ Pitagora, 271-292.
    Paper not yet in RePEc: Add citation now
  21. Won, D.C., and G. Hahn (2007): “Constrained asset markets,” SSRN working paper. Available at: http://ssrn.com/abstract=1021631. Documents de Travail du Centre d'Economie de la Sorbonne - 2014.95
    Paper not yet in RePEc: Add citation now
  22. Won, D.C., and G. Hahn (2012): “Equilibrium theory with link portfolios,” SSRN working paper. Available at: http://ssrn.com/abstract=2140942.
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. Price Impact Under Heterogeneous Beliefs and Restricted Participation. (2023). Anthropelos, Michail ; Kardaras, Constantinos.
    In: Papers.
    RePEc:arx:papers:1802.09954.

    Full description at Econpapers || Download paper

  2. Financial segmentation and collateralized debt in infinite-horizon economies. (2019). Torres-Martinez, Juan Pablo ; Iraola, Miguel ; Sepulveda, Fabian.
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:80:y:2019:i:c:p:56-69.

    Full description at Econpapers || Download paper

  3. General equilibrium with endogenous trading constraints. (2018). Torres-Martinez, Juan Pablo ; Cea, Sebastián ; Cea-Echenique, Sebastian.
    In: PLOS ONE.
    RePEc:plo:pone00:0203814.

    Full description at Econpapers || Download paper

  4. Stability of marketable payoffs with re-trading. (2018). BONNISSEAU, Jean-Marc ; Chery, Achis.
    In: Documents de travail du Centre d'Economie de la Sorbonne.
    RePEc:mse:cesdoc:18024.

    Full description at Econpapers || Download paper

  5. General Equilibrium with Endogenous Trading Constraints. (2018). Torres-Martinez, Juan Pablo ; Cea, Sebastián ; Cea-Echenique, Sebastian.
    In: PSE-Ecole d'économie de Paris (Postprint).
    RePEc:hal:pseptp:halshs-03326792.

    Full description at Econpapers || Download paper

  6. General Equilibrium with Endogenous Trading Constraints. (2018). Torres-Martinez, Juan Pablo ; Cea, Sebastián ; Cea-Echenique, Sebastian.
    In: Post-Print.
    RePEc:hal:journl:halshs-03326792.

    Full description at Econpapers || Download paper

  7. Stability of marketable payoffs with re-trading. (2018). BONNISSEAU, Jean-Marc ; Chery, Achis.
    In: Post-Print.
    RePEc:hal:journl:halshs-01896592.

    Full description at Econpapers || Download paper

  8. General Equilibrium with Endogenous Trading Constraints. (2018). Torres-Martinez, Juan Pablo ; Cea, Sebastián ; Cea-Echenique, Sebastian.
    In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
    RePEc:hal:cesptp:halshs-03326792.

    Full description at Econpapers || Download paper

  9. Stability of marketable payoffs with re-trading. (2018). BONNISSEAU, Jean-Marc ; Chery, Achis.
    In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
    RePEc:hal:cesptp:halshs-01896592.

    Full description at Econpapers || Download paper

  10. General economic equilibrium with financial markets and retainability. (2017). Rockafellar, R T ; Jofre, A.
    In: Economic Theory.
    RePEc:spr:joecth:v:63:y:2017:i:1:d:10.1007_s00199-016-1031-y.

    Full description at Econpapers || Download paper

  11. Eliminating useless portfolios in constrained financial economies. (2017). Cornet, Bernard ; Aouani, Zaier.
    In: Economic Theory.
    RePEc:spr:joecth:v:63:y:2017:i:1:d:10.1007_s00199-016-1000-5.

    Full description at Econpapers || Download paper

  12. Endogenous differential information. (2017). Torres-Martinez, Juan Pablo ; Hervés-Beloso, Carlos ; Cea, Sebastián ; Cea-Echenique, Sebastian ; Herves-Beloso, Carlos.
    In: Economic Theory.
    RePEc:spr:joecth:v:63:y:2017:i:1:d:10.1007_s00199-015-0924-5.

    Full description at Econpapers || Download paper

  13. Credit market segmentation, essentiality of commodities, and supermodularity. (2017). Torres-Martinez, Juan Pablo ; Faias, Marta.
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:70:y:2017:i:c:p:115-122.

    Full description at Econpapers || Download paper

  14. General Equilibrium with Endogenous Trading Constraints. (2016). Torres-Martinez, Juan Pablo ; Cea, Sebastián ; Cea-Echenique, Sebastian.
    In: Post-Print.
    RePEc:hal:journl:halshs-01373471.

    Full description at Econpapers || Download paper

  15. Credit segmentation in general equilibrium. (2016). Torres-Martinez, Juan Pablo ; Cea, Sebastián ; Cea-Echenique, Sebastian.
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:62:y:2016:i:c:p:19-27.

    Full description at Econpapers || Download paper

  16. Credit segmentation in general equilibrium. (2015). Torres-Martinez, Juan Pablo ; Cea, Sebastián ; Cea-Echenique, Sebastian.
    In: Documents de travail du Centre d'Economie de la Sorbonne.
    RePEc:mse:cesdoc:14095r.

    Full description at Econpapers || Download paper

  17. Credit segmentation in general equilibrium. (2015). Torres-Martinez, Juan Pablo ; Cea, Sebastián ; Cea-Echenique, Sebastian.
    In: Post-Print.
    RePEc:hal:journl:hal-01151576.

    Full description at Econpapers || Download paper

  18. Credit segmentation in general equilibrium. (2015). Torres-Martinez, Juan Pablo ; Cea, Sebastián ; Cea-Echenique, Sebastian.
    In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
    RePEc:hal:cesptp:hal-01151576.

    Full description at Econpapers || Download paper

  19. General Equilibrium with Endogenous Trading Constraints. (2014). Torres-Martinez, Juan Pablo ; Cea, Sebastián ; Cea-Echenique, Sebastian.
    In: MPRA Paper.
    RePEc:pra:mprapa:55359.

    Full description at Econpapers || Download paper

  20. Credit segmentation in general equilibrium. (2014). Torres-Martinez, Juan Pablo ; Cea, Sebastián ; Cea-Echenique, Sebastian.
    In: Documents de travail du Centre d'Economie de la Sorbonne.
    RePEc:mse:cesdoc:14095.

    Full description at Econpapers || Download paper

  21. On the equivalence of financial structures with long-term assets. (2014). BONNISSEAU, Jean-Marc ; Chery, Achis.
    In: Documents de travail du Centre d'Economie de la Sorbonne.
    RePEc:mse:cesdoc:14081.

    Full description at Econpapers || Download paper

  22. Stability of marketable payoffs with long-term assets. (2014). BONNISSEAU, Jean-Marc ; Chery, Achis.
    In: Annals of Finance.
    RePEc:kap:annfin:v:10:y:2014:i:4:p:523-552.

    Full description at Econpapers || Download paper

  23. On the equivalence of financial structures with long-term assets. (2014). BONNISSEAU, Jean-Marc ; Chery, Achis.
    In: Post-Print.
    RePEc:hal:journl:hal-01130785.

    Full description at Econpapers || Download paper

  24. On the equivalence of financial structures with long-term assets. (2014). BONNISSEAU, Jean-Marc ; Chery, Achis.
    In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
    RePEc:hal:cesptp:hal-01130785.

    Full description at Econpapers || Download paper

  25. Equilibrium in collateralized asset markets: Credit contractions and negative equity loans. (2014). Torres-Martinez, Juan Pablo ; Iraola, Miguel.
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:55:y:2014:i:c:p:113-122.

    Full description at Econpapers || Download paper

  26. Liquidity Contractions, Incomplete Financial Participation and the Prevalence of Negative Equity Non-recourse Loans. (2013). Torres-Martinez, Juan Pablo ; Iraola, Miguel.
    In: MPRA Paper.
    RePEc:pra:mprapa:46838.

    Full description at Econpapers || Download paper

  27. On the equivalence of financial structures with short-term assets. (2013). BONNISSEAU, Jean-Marc ; Chery, Achis.
    In: Documents de travail du Centre d'Economie de la Sorbonne.
    RePEc:mse:cesdoc:13079.

    Full description at Econpapers || Download paper

  28. Stability of marketable payoffs with long-term assets. (2013). BONNISSEAU, Jean-Marc ; Chery, Achis.
    In: Documents de travail du Centre d'Economie de la Sorbonne.
    RePEc:mse:cesdoc:13078.

    Full description at Econpapers || Download paper

  29. Tackling the instability of growth: A Kaleckian model with autonomous demand expenditures. (2013). Bonnisseau, Jean-Marc ; Chery, Achis.
    In: Documents de travail du Centre d'Economie de la Sorbonne.
    RePEc:mse:cesdoc:13029.

    Full description at Econpapers || Download paper

  30. Existence of equilibria via quasi-equilibria. (2013). Ranjan, Abhishek ; Cornet, Bernard.
    In: Documents de travail du Centre d'Economie de la Sorbonne.
    RePEc:mse:cesdoc:13020.

    Full description at Econpapers || Download paper

  31. Stability of marketable payoffs with long-term assets. (2013). BONNISSEAU, Jean-Marc ; Chery, Achis.
    In: PSE - Labex OSE-Ouvrir la Science Economique.
    RePEc:hal:pseose:halshs-00917638.

    Full description at Econpapers || Download paper

  32. On the equivalence of financial structures with short-term assets. (2013). BONNISSEAU, Jean-Marc ; Chery, Achis.
    In: Post-Print.
    RePEc:hal:journl:halshs-00917644.

    Full description at Econpapers || Download paper

  33. Stability of marketable payoffs with long-term assets. (2013). BONNISSEAU, Jean-Marc ; Chery, Achis.
    In: Post-Print.
    RePEc:hal:journl:halshs-00917638.

    Full description at Econpapers || Download paper

  34. Sensitivity of marketable payoffs with long-term assets. (2013). BONNISSEAU, Jean-Marc ; Chery, Achis.
    In: Post-Print.
    RePEc:hal:journl:halshs-00821094.

    Full description at Econpapers || Download paper

  35. Existence of equilibria via quasi-equilibria. (2013). Ranjan, Abhishek ; Cornet, Bernard.
    In: Post-Print.
    RePEc:hal:journl:halshs-00801399.

    Full description at Econpapers || Download paper

  36. On the equivalence of financial structures with short-term assets. (2013). BONNISSEAU, Jean-Marc ; Chery, Achis.
    In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
    RePEc:hal:cesptp:halshs-00917644.

    Full description at Econpapers || Download paper

  37. Stability of marketable payoffs with long-term assets. (2013). BONNISSEAU, Jean-Marc ; Chery, Achis.
    In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
    RePEc:hal:cesptp:halshs-00917638.

    Full description at Econpapers || Download paper

  38. Sensitivity of marketable payoffs with long-term assets. (2013). BONNISSEAU, Jean-Marc ; Chery, Achis.
    In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
    RePEc:hal:cesptp:halshs-00821094.

    Full description at Econpapers || Download paper

  39. Existence of equilibria via quasi-equilibria. (2013). Ranjan, Abhishek ; Cornet, Bernard.
    In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
    RePEc:hal:cesptp:halshs-00801399.

    Full description at Econpapers || Download paper

  40. Regularity and Pareto improving on financial equilibria with price-dependent borrowing restrictions. (2013). Gori, Michele ; Pireddu, Marina ; Villanacci, Antonio.
    In: Research in Economics.
    RePEc:eee:reecon:v:67:y:2013:i:1:p:100-110.

    Full description at Econpapers || Download paper

  41. A remark on the set of arbitrage-free prices in a multi-period model. (2013). Ranjan, Abhishek ; Cornet, Bernard.
    In: International Journal of Economic Theory.
    RePEc:bla:ijethy:v:9:y:2013:i:1:p:35-43.

    Full description at Econpapers || Download paper

  42. Incomplete Financial Participation: Exclusive Markets, Investment Clubs, and Credit Risk. (2012). Torres-Martinez, Juan Pablo ; Fernandez, Victor Perez .
    In: Working Papers.
    RePEc:udc:wpaper:wp363.

    Full description at Econpapers || Download paper

  43. Endogenous Information: The Role of Sequential Trade and Financial Participation. (2012). Torres-Martinez, Juan Pablo ; Hervés-Beloso, Carlos ; Cea, Sebastián ; Cea-Echenique, Sebastian ; Herves-Beloso, Carlos.
    In: Working Papers.
    RePEc:udc:wpaper:wp361.

    Full description at Econpapers || Download paper

  44. Incomplete financial participation: exclusive markets, investment clubs and credit risk. (2012). Torres-Martinez, Juan Pablo ; Fernandez, Victor Perez .
    In: MPRA Paper.
    RePEc:pra:mprapa:36624.

    Full description at Econpapers || Download paper

  45. A remark on arbitrage free prices in multi-period economy. (2012). Ranjan, Abhishek ; Cornet, Bernard.
    In: Documents de travail du Centre d'Economie de la Sorbonne.
    RePEc:mse:cesdoc:12035.

    Full description at Econpapers || Download paper

  46. A remark on arbitrage free prices in multi-period economy. (2012). Ranjan, Abhishek ; Cornet, Bernard.
    In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
    RePEc:hal:cesptp:halshs-00707401.

    Full description at Econpapers || Download paper

  47. Regularity and Pareto Improving on financial equilibria with endogenous borrowing restrictions. (2012). Gori, Michele ; Pireddu, Marina ; Villanacci, Antonio.
    In: Working Papers - Mathematical Economics.
    RePEc:flo:wpaper:2010-08.

    Full description at Econpapers || Download paper

  48. Reduced equivalent form of a financial structure. (2011). Cornet, Bernard ; Aouani, Zaier.
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:47:y:2011:i:3:p:318-327.

    Full description at Econpapers || Download paper

  49. On equilibrium existence with endogenous restricted financial participation. (2011). Torres-Martinez, Juan Pablo ; SEGHIR, Abdelkrim.
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:47:y:2011:i:1:p:37-42.

    Full description at Econpapers || Download paper

  50. Arbitrage and equilibrium with portfolio constraints. (2010). Gopalan, Ramu ; Cornet, Bernard.
    In: Economic Theory.
    RePEc:spr:joecth:v:45:y:2010:i:1:p:227-252.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-10-01 12:28:21 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 3 2024. Contact: Jose Manuel Barrueco.