Equilibrium with limited-recourse collateralized loans
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Publication:2376995
DOI10.1007/S00199-011-0685-8zbMATH Open1273.91296OpenAlexW2059466434MaRDI QIDQ2376995FDOQ2376995
Authors: Rubén Poblete-Cazenave, Juan Pablo Torres-Martínez 
Publication date: 26 June 2013
Published in: Economic Theory (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10533/127480
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- The dynamics of competitive equilibrium allocations with borrowing constraints
- Collateral amplification under complete markets
- Collateral premia and risk sharing under limited commitment
- New applications of general equilibrium to finance: default and collateral
- Equilibrium efficiency with secured and unsecured assets
Cites Work
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- Debt Constrained Asset Markets
- Title not available (Why is that?)
- Default and Punishment in General Equilibrium1
- Endogenous collateral
- Collateral premia and risk sharing under limited commitment
- Incomplete markets over an infinite horizon: Long-lived securities and speculative bubbles
- INFINITE HORIZON INCOMPLETE MARKETS WITH A CONTINUUM OF STATES
- Infinite Horizon Incomplete Markets
- Stationary Equilibria in Asset-Pricing Models with Incomplete Markets and Collateral
- Collateral Avoids Ponzi Schemes in Incomplete Markets
- Incomplete markets, continuum of states and default
- Dept constraints and equilibrium in infinite horizon economies with incomplete markets
- Bancruptcy in a model of unsecured claims.
- General equilibrium in CLO markets
- Endogenous debt constraints in collateralized economies with default penalties
- Long-lived collateralized assets and bubbles
- Harsh default penalties lead to Ponzi schemes
- Equilibrium with default and endogenous collateral.
- Harsh default penalties lead to Ponzi schemes: a counterexample
- Collateralized assets and asymmetric information
- The impossibility of effective enforcement mechanisms in collateralized credit markets
- On the existence of Cournot-Nash equilibria in continuum games
- Wealth transfers and the role of collateral when lifetimes are uncertain
- INCOMPLETE MARKETS IN INFINITE HORIZON: DEBT CONSTRAINTS VERSUS NODE PRICES1
Cited In (19)
- Loan market equilibrium with difference of opinion and imperfect competition.
- Consumer default with complete markets: default-based pricing and finite punishment
- A MODEL OF COLLATERAL: ENDOGENIZING THE BORROWING CONSTRAINT
- Multiple equilibria in open economies with collateral constraints
- Leverage and default in binomial economies: a complete characterization
- Equilibrium efficiency with secured and unsecured assets
- A Theory of Collateral for the Lender of Last Resort*
- Collateral equilibrium. I: A basic framework
- General equilibrium in CLO markets
- Ramsey equilibrium with liberal borrowing
- Equilibrium in collateralized asset markets: credit contractions and negative equity loans
- Prices and investment with collateral and default
- Debt collateralization, capital structure, and maximal leverage
- Equilibrium with default and endogenous collateral.
- The dynamics of competitive equilibrium allocations with borrowing constraints
- Wealth transfers and the role of collateral when lifetimes are uncertain
- Collateral premia and risk sharing under limited commitment
- Collateralized borrowing and increasing risk
- Recourse loans and Ponzi schemes
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