Prices and investment with collateral and default
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Publication:1623988
DOI10.1016/J.JEDC.2014.10.002zbMATH Open1402.91158OpenAlexW3121672891MaRDI QIDQ1623988FDOQ1623988
Authors: Martine Quinzii, Michael J. P. Magill 
Publication date: 15 November 2018
Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)
Full work available at URL: https://escholarship.org/uc/item/9s20220c
Recommendations
collateraldefaultdurable goodoverlapping generationsasymmetric impulse response functionsgolden rule steady state
Cites Work
- Endogenous collateral
- Collateral equilibrium. I: A basic framework
- Regulating collateral-requirements when markets are incomplete
- Stationary Equilibria in Asset-Pricing Models with Incomplete Markets and Collateral
- Collateral Avoids Ponzi Schemes in Incomplete Markets
- Equilibrium with limited-recourse collateralized loans
- Harsh default penalties lead to Ponzi schemes
- Equilibrium with default and endogenous collateral.
- Junior Can't Borrow: A New Perspective on the Equity Premium Puzzle
- Gross substitutability in large-square economies
- Wealth transfers and the role of collateral when lifetimes are uncertain
Cited In (5)
- Investment decisions with finite-lived collars
- Production, bankruptcy, and financial policies under collateral constraints
- Collateral quality and house prices
- Pricing home mortgages and bank collateral: a rational expectations approach
- Should I default on my mortgage even if I can pay? Experimental evidence
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