Endogenous debt constraints in collateralized economies with default penalties (Q2427869): Difference between revisions

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+Efficiency, Equilibrium, and Asset Pricing with Risk of Default
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+Incomplete markets, continuum of states and default
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+Collateral Avoids Ponzi Schemes in Incomplete Markets
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+On the Convergence to Homogeneous Expectations when Markets are Complete
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+Competitive equilibria with asymmetric information
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+A Quantitative Theory of Unsecured Consumer Credit with Risk of Default
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+Financial Intermediation and Delegated Monitoring
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+Default and Punishment in General Equilibrium1
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+Bankruptcy and optimality in a closed trading mass economy modelled as a non-cooperative game
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+The impossibility of effective enforcement mechanisms in collateralized credit markets
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+Competitive equilibria for infinite-horizon economies with incomplete markets
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+Debt Constrained Asset Markets
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+Liquidity Constrained Markets Versus Debt Constrained Markets
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+Stationary Equilibria in Asset-Pricing Models with Incomplete Markets and Collateral
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+Dept constraints and equilibrium in infinite horizon economies with incomplete markets
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+Does Market Incompleteness Matter?
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+Infinite Horizon Incomplete Markets
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+Harsh default penalties lead to Ponzi schemes: a counterexample
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+Harsh default penalties lead to Ponzi schemes
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+Competition among Exchanges
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+The optimal bankruptcy rule in a trading economy using fiat money
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