Security design without verifiable retention
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Publication:2123163
DOI10.1016/J.JET.2021.105381zbMath1484.91483OpenAlexW3214581244MaRDI QIDQ2123163
Publication date: 8 April 2022
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jet.2021.105381
adverse selectionmarket segmentationtransparencycompetitive searchcollateralized debt obligationresidential mortgage-backed security
Cites Work
- Liquid bundles
- Financial market innovation and security design: An introduction
- Equilibria and Pareto optimal of markets with adverse selection
- Leverage dynamics and credit quality
- Nonexclusive Competition in the Market for Lemons
- Adverse Selection in Competitive Search Equilibrium
- Equilibrium Selection in Signaling Games
- Adverse Selection and Liquidity Distortion
- Asset Markets With Heterogeneous Information
- A Liquidity-based Model of Security Design
- Strategic Liquidity Supply and Security Design
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