Endogenous debt constraints in collateralized economies with default penalties
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Publication:2427869
DOI10.1016/j.jmateco.2011.09.006zbMath1236.91138WikidataQ57937403 ScholiaQ57937403MaRDI QIDQ2427869
V. Filipe Martins-da-Rocha, Yiannis Vailakis
Publication date: 18 April 2012
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10438/8431
collateral; default; incomplete markets; limited commitment; debt constraints; infinite horizon economies; Ponzi schemes
Related Items
Rational asset pricing bubbles and debt constraints, Equilibrium in collateralized asset markets: credit contractions and negative equity loans, Financial segmentation and collateralized debt in infinite-horizon economies, Equilibrium with limited-recourse collateralized loans
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