Securities market theory: possession, repo and rehypothecation

DOI10.1016/j.jet.2010.11.004zbMath1258.91063OpenAlexW3093680811WikidataQ29391551 ScholiaQ29391551MaRDI QIDQ413489

Jaime Luque, Jean-Marc Bottazzi, Mario Rui Pascoa

Publication date: 7 May 2012

Published in: Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL: https://economicdynamics.org/meetpapers/2011/paper_1214.pdf

zbMATH Keywords

collateralrepoleverageshort saleissuingre-hypothecationrepo collateral multipliersecurity pricingspecialness

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Financial applications of other theories (91G80) Derivative securities (option pricing, hedging, etc.) (91G20) General equilibrium theory (91B50)

Related Items (2)

Endogenous formation of security exchanges ⋮ Introduction to general equilibrium

Cites Work

• Unnamed Item
• Options and equilibrium
• Equilibrium in incomplete markets. I: A basic model of generic existence
• On the optimality of equilibrium when the market structure is incomplete
• Existence of equilibria with incomplete markets: The case of smooth returns
• Incomplete markets: transverse financial structures
• Endogenous collateral
• Collateral Avoids Ponzi Schemes in Incomplete Markets
• Existence of Equilibrium of Plans, Prices, and Price Expectations in a Sequence of Markets
• Smooth Preferences
• The Structure of Financial Equilibrium with Exogenous Yields: The Case of Incomplete Markets
• A Social Equilibrium Existence Theorem*

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