General equilibrium with endogenous uncertainty and default

DOI10.1016/J.JMATECO.2006.06.001MaRDI QIDQ855315zbMATH OpenOpenAlexFDO

Authors Graciela Chichilnisky, Ho-Mou Wu

Publication date 7 December 2006

Published in Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmateco.2006.06.001

zbMATH Keywords

defaultendogenous uncertaintyfinancial innovationindividual riskcollective risk

Mathematics Subject Classification ID

General equilibrium theory (91B50)

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Cites work

• scientific article; zbMATH DE number 3561058 (Why is no real title available?)
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• scientific article; zbMATH DE number 3307201 (Why is no real title available?)
• Asset price volatility and trading volume with rational beliefs
• Bank Runs, Deposit Insurance, and Liquidity
• Default and Punishment in General Equilibrium1
• Efficiency and Speculation in a Model with Price-Contingent Contracts
• Endogenous uncertainty in a general equilibrium model with price contingent contracts
• Existence of an optimal growth path with endogenous technical change
• Global analysis and economics. II: Extension of a theorem of Debreu
• Individual Risk and Mutual Insurance
• Markets for an Exchange Economy with Individual Risks
• Markets with endogenous uncertainty theory and policy
• On an approximation theorem of Kupka and Smale
• On the structure and diversity of rational beliefs
• Speculative trading with rational beliefs and endogenous uncertainty
• Unemployment equilibrium in a random economy

Cited in

(14)

• Determination of general equilibrium with incomplete markets and default penalties
• Default and systemic risk in equilibrium
• Defaults and infinite prices in a stochastic pure exchange model
• The foundations of probability with black swans
• New applications of general equilibrium to finance: default and collateral
• Default and Punishment in General Equilibrium1
• Surprise and default in general equilibrium
• On existence in equilibrium models with endogenous default
• The foundations of statistics with black swans
• Equilibrium with default and endogenous collateral.
• General equilibrium with endogenous securities and moral hazard
• The topology of fear
• The topology of change: foundations of probability with black swans
• Efficiency, Equilibrium, and Asset Pricing with Risk of Default

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