Divergent risk-attitudes and endogenous collateral constraints

DOI10.1016/J.JET.2020.105175zbMATH Open1458.91218OpenAlexW3121701354MaRDI QIDQ1995320FDOQ1995320

Giuliano Curatola, Ester Faia

Publication date: 23 February 2021

Published in: Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jet.2020.105175

zbMATH Keywords

occasionally binding constraintsrisk-toleranceendogenous debt marginsleverage cycleloss averse borrowers

Mathematics Subject Classification ID

Financial networks (including contagion, systemic risk, regulation) (91G45)

Cites Work

• Title not available (Why is that?)
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