Collateral equilibrium. I: A basic framework
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Publication:403702
DOI10.1007/S00199-013-0797-4zbMATH Open1307.91200OpenAlexW3125585754MaRDI QIDQ403702FDOQ403702
John D. Geanakoplos, William R. Zame
Publication date: 29 August 2014
Published in: Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00199-013-0797-4
Microeconomic theory (price theory and economic markets) (91B24) General equilibrium theory (91B50) Actuarial science and mathematical finance (91G99)
Cites Work
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Cited In (30)
- Asymmetric information in frictional markets for liquidity: collateralized credit vs asset sale
- Effects of credit limit on efficiency and welfare in a simple general equilibrium model
- On bankruptcy in general equilibrium with uncertainty
- Entrepreneurs, legal institutions and firm dynamics
- Collateral and reputation in a model of strategic defaults
- Endogenous leverage and asset pricing in double auctions
- Production, bankruptcy, and financial policies under collateral constraints
- Equilibrium efficiency with secured and unsecured assets
- Asset pledgeability and endogenously leveraged bubbles
- Asset shortages, liquidity and speculative bubbles
- A Theory of Collateral for the Lender of Last Resort*
- Over-the-counter trade and the value of assets as collateral
- Partially revealing rational expectations equilibrium with real assets and binding constraints
- The effects of dependent beliefs on endogenous leverage
- Equilibrium with limited-recourse collateralized loans
- Intertemporal equilibrium with financial asset and physical capital
- On default and uniqueness of monetary equilibria
- Debt-deflation versus the liquidity trap: the dilemma of nonconventional monetary policy
- Credit risk in general equilibrium
- Credit segmentation in general equilibrium
- Equilibrium in collateralized asset markets: credit contractions and negative equity loans
- Prices and investment with collateral and default
- Debt collateralization, capital structure, and maximal leverage
- On the Pareto efficiency of term structure targeting policies
- Collateral constraints, tranching, and price bases
- Incomplete financial markets with real assets and wealth-dependent credit limits
- Haircuts, interest rates, and credit cycles
- Collateralized borrowing and increasing risk
- Recourse loans and Ponzi schemes
- Prudential capital controls or bailouts? The impact of different collateral constraint assumptions
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