Pages that link to "Item:Q5473004"
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The following pages link to Stationary Equilibria in Asset-Pricing Models with Incomplete Markets and Collateral (Q5473004):
Displayed 43 items.
- Intertemporal equilibrium with financial asset and physical capital (Q324350) (← links)
- Computing equilibria in economies with incomplete markets, collateral and default penalties (Q363584) (← links)
- Regulating collateral-requirements when markets are incomplete (Q413485) (← links)
- Long-lived collateralized assets and bubbles (Q433137) (← links)
- On Ponzi schemes in infinite horizon collateralized economies with default penalties (Q470602) (← links)
- A two-period model with portfolio choice: understanding results from different solution methods (Q485593) (← links)
- Indeterminacy in stochastic overlapping generations models: real effects in the long run (Q513602) (← links)
- The method of endogenous gridpoints with occasionally binding constraints among endogenous variables (Q602989) (← links)
- The impact of multiperiod planning horizons on portfolios and asset prices in a dynamic CAPM (Q855321) (← links)
- Loss aversion, survival and asset prices (Q893424) (← links)
- Introduction to financial frictions and debt constraints (Q898695) (← links)
- Wealth transfers and the role of collateral when lifetimes are uncertain (Q934902) (← links)
- The impossibility of effective enforcement mechanisms in collateralized credit markets (Q972376) (← links)
- Statistical arbitrage with default and collateral (Q991350) (← links)
- Harsh default penalties lead to Ponzi schemes (Q1002339) (← links)
- A case for incomplete markets (Q1622448) (← links)
- Prices and investment with collateral and default (Q1623988) (← links)
- Endogenous leverage and asset pricing in double auctions (Q1657588) (← links)
- Financial segmentation and collateralized debt in infinite-horizon economies (Q1736956) (← links)
- Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints (Q1748366) (← links)
- Collateral once again (Q1927781) (← links)
- Computing equilibria in dynamic models with occasionally binding constraints (Q1994308) (← links)
- Determination of general equilibrium with incomplete markets and default penalties (Q1996177) (← links)
- Optimal term structure in a monetary economy with incomplete markets (Q2098922) (← links)
- Recourse loans and Ponzi schemes (Q2205996) (← links)
- Recursive equilibrium in Krusell and Smith (1998) (Q2295820) (← links)
- Comparing recursive equilibrium in economies with dynamic complementarities and indeterminacy (Q2315341) (← links)
- Asset shortages, liquidity and speculative bubbles (Q2324833) (← links)
- The long-run behavior of consumption and wealth dynamics in complete financial market with heterogeneous investors (Q2336455) (← links)
- Existence of financial equilibria with endogenous short selling restrictions and real assets (Q2343104) (← links)
- Equilibrium with limited-recourse collateralized loans (Q2376995) (← links)
- Markovian equilibrium in infinite horizon economies with incomplete markets and public policy (Q2387405) (← links)
- Endogenous debt constraints in collateralized economies with default penalties (Q2427869) (← links)
- Collateral premia and risk sharing under limited commitment (Q2431100) (← links)
- Competitive equilibria of economies with a continuum of consumers and aggregate shocks (Q2496236) (← links)
- Household debt and crises of confidence (Q4625075) (← links)
- High-Dimensional Dynamic Stochastic Model Representation (Q5084508) (← links)
- COLLATERAL REQUIREMENTS AND ASSET PRICES (Q5245730) (← links)
- NUMERICAL SIMULATION OF NONOPTIMAL DYNAMIC EQUILIBRIUM MODELS (Q5406946) (← links)
- DEEP EQUILIBRIUM NETS (Q6067145) (← links)
- Uniformly self-justified equilibria (Q6072253) (← links)
- Complete markets with bankruptcy risk and pecuniary default punishments (Q6107371) (← links)
- Stochastic overlapping generations with non-convex budget sets (Q6170039) (← links)