Collateral constraints and the amplification mechanism.
From MaRDI portal
Publication:1406469
DOI10.1016/S0022-0531(03)00098-XzbMath1043.91027MaRDI QIDQ1406469
Publication date: 4 September 2003
Published in: Journal of Economic Theory (Search for Journal in Brave)
Incomplete markets; Insurance; Liquidity; Financial crises; Credit market imperfections; Interest rate swaps
91B26: Auctions, bargaining, bidding and selling, and other market models
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Collateral amplification under complete markets, Resolution of financial crises, Optimal contracts and supply-driven recessions, Bank assets, liquidity and credit cycles, Collateral and the efficiency of monetary policy, Collateral premia and risk sharing under limited commitment
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