Credit market segmentation, essentiality of commodities, and supermodularity

DOI10.1016/J.JMATECO.2017.02.006MaRDI QIDQ2358573zbMATH OpenOpenAlexFDO

Authors Marta Faias, Juan Pablo Torres-Martínez

Publication date 15 June 2017

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

Full work available at URL http://www.econ.uchile.cl/uploads/publicacion/56161bdc05bbe6923905797985c4ee11bb1f80ee.pdf

zbMATH Keywords

credit market segmentationessential commoditiessupermodularity

Mathematics Subject Classification ID

General equilibrium theory (91B50)

Recommendations

• Credit segmentation in general equilibrium
• Competitive Equilibrium for Incomplete Market Structures
• Financial segmentation and collateralized debt in infinite-horizon economies
• Existence of equilibria in incomplete markets with non-ordered preferences
• Indeterminacy in credit economies

Cites work

• Agreeable bets with multiple priors
• Arbitrage and equilibrium with portfolio constraints
• Common priors and separation of convex sets
• Competitive equilibrium with incomplete financial markets
• Credit segmentation in general equilibrium
• Endogenous restricted participation in general financial equilibrium
• Existence of financial equilibria with endogenous short selling restrictions and real assets
• Existence of financial equilibria with restricted participation
• Generic existence of competitive equilibria with restricted participation
• Incomplete financial markets with real assets and wealth-dependent credit limits
• On equilibrium existence with endogenous restricted financial participation
• Reduced equivalent form of a financial structure
• Sharing Beliefs: Between Agreeing and Disagreeing
• Subjective Beliefs and ex ante Trade
• The structure of financial equilibrium with exogenous yields. The case of restricted participation

Cited in

(1)

• Credit segmentation in general equilibrium

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