On existence in equilibrium models with endogenous default

DOI10.1016/J.JMATECO.2013.06.005MaRDI QIDQ392668zbMATH OpenOpenAlexFDO

Authors Erwan Quintin

Publication date 15 January 2014

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

Full work available at URL https://doi.org/10.1016/j.jmateco.2013.06.005

zbMATH Keywords

defaultcredit rationingexistencegeneral equilibrium

Mathematics Subject Classification ID

General equilibrium theory (91B50)

Recommendations

• General equilibrium with endogenous uncertainty and default
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Cites work

• Default and Punishment in General Equilibrium1
• Markets and contracts
• More punishment, less default?

Cited in

(4)

• ON THE EXISTENCE OF THE ENDOGENOUS MORTGAGE RATE PROCESS
• Defaults and infinite prices in a stochastic pure exchange model
• General equilibrium with endogenous uncertainty and default
• On default and uniqueness of monetary equilibria

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