Equilibrium with Default and Endogenous Collateral (Q2707133)

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scientific article
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English
Equilibrium with Default and Endogenous Collateral
scientific article

    Statements

    title
    Equilibrium with Default and Endogenous Collateral (English)
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    author
    Jaime Orrillo
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    Mario Rui Pascoa
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    publication date
    29 March 2001
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    zbMATH Keywords
    incomplete markets
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    collateral
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    default insurance
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    spread
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    Identifiers

    zbMATH DE Number
    1582842
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    OpenAlex ID
    W2112166821
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