Collateral equilibrium. I: A basic framework
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Cites work
- Belief disagreements and collateral constraints
- Collateral Avoids Ponzi Schemes in Incomplete Markets
- Collateral premia and risk sharing under limited commitment
- Collateral requirements and asset prices
- Competitive equilibria for infinite-horizon economies with incomplete markets
- Debt Constrained Asset Markets
- Default and Punishment in General Equilibrium1
- Default Probabilities for Mortgages
- Dept constraints and equilibrium in infinite horizon economies with incomplete markets
- Effectively complete equilibria -- A note
- Endogenous collateral
- Equilibrium in incomplete markets. I: A basic model of generic existence
- Equilibrium in incomplete markets. II: Generic existence in stochastic economies
- General equilibrium in CLO markets
- scientific article; zbMATH DE number 3307201 (Why is no real title available?)
- Infinite Horizon Incomplete Markets
- On the optimality of equilibrium when the market structure is incomplete
- Options and equilibrium
- Regulating collateral-requirements when markets are incomplete
- Viable prices in financial markets with solvency constraints
- Why does bad news increase volatility and decrease leverage?
Cited in
(44)- Asset pledgeability and endogenously leveraged bubbles
- Prices and investment with collateral and default
- Incomplete financial markets with real assets and wealth-dependent credit limits
- Endogenous leverage and asset pricing in double auctions
- The effects of dependent beliefs on endogenous leverage
- Equilibrium efficiency with secured and unsecured assets
- Recourse loans and Ponzi schemes
- Debt collateralization, capital structure, and maximal leverage
- Production, bankruptcy, and financial policies under collateral constraints
- Asset shortages, liquidity and speculative bubbles
- Collateral and the efficiency of monetary policy
- Equilibrium with limited-recourse collateralized loans
- Endogenous collateral
- Collateral constraints and rental markets
- General equilibrium in CLO markets
- Over-the-counter trade and the value of assets as collateral
- Partially revealing rational expectations equilibrium with real assets and binding constraints
- 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
- Regulating collateral-requirements when markets are incomplete
- Leverage and default in binomial economies: a complete characterization
- Deposit Collateral and the Role of Banks *
- Optimal loan-to-value ratio and the efficiency gains of default
- Credit risk in general equilibrium
- Equilibrium in collateralized asset markets: credit contractions and negative equity loans
- Collateralized borrowing and increasing risk
- Entrepreneurs, legal institutions and firm dynamics
- A Theory of Collateral for the Lender of Last Resort*
- Prudential capital controls or bailouts? The impact of different collateral constraint assumptions
- Collateral requirements and asset prices
- Effects of credit limit on efficiency and welfare in a simple general equilibrium model
- Collateral and bank screening as complements: a spillover effect
- Collateral and reputation in a model of strategic defaults
- Collateral constraints, tranching, and price bases
- Haircuts, interest rates, and credit cycles
- Asymmetric information in frictional markets for liquidity: collateralized credit vs asset sale
- On bankruptcy in general equilibrium with uncertainty
- Collateral-based monetary policy: evidence from China
- Credit segmentation in general equilibrium
- On the Pareto efficiency of term structure targeting policies
- Collateralized assets and asymmetric information
- Collateral secured loans in a monetary economy
- The impossibility of effective enforcement mechanisms in collateralized credit markets
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