Equilibrium with limited-recourse collateralized loans
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Publication:2376995
Recommendations
- Equilibrium in collateralized asset markets: credit contractions and negative equity loans
- Equilibrium with default and endogenous collateral.
- Collateral equilibrium. I: A basic framework
- A MODEL OF COLLATERAL: ENDOGENIZING THE BORROWING CONSTRAINT
- 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
- Bancruptcy in a model of unsecured claims.
- Collateral Avoids Ponzi Schemes in Incomplete Markets
- Collateral premia and risk sharing under limited commitment
- Collateralized assets and asymmetric information
- Competitive equilibria for infinite-horizon economies with incomplete markets
- Debt Constrained Asset Markets
- Default and Punishment in General Equilibrium1
- Dept constraints and equilibrium in infinite horizon economies with incomplete markets
- Endogenous collateral
- Endogenous debt constraints in collateralized economies with default penalties
- Equilibrium with default and endogenous collateral.
- General equilibrium in CLO markets
- Harsh default penalties lead to Ponzi schemes
- Harsh default penalties lead to Ponzi schemes: a counterexample
- scientific article; zbMATH DE number 3547015 (Why is no real title available?)
- INCOMPLETE MARKETS IN INFINITE HORIZON: DEBT CONSTRAINTS VERSUS NODE PRICES1
- Incomplete markets over an infinite horizon: Long-lived securities and speculative bubbles
- Incomplete markets, continuum of states and default
- Infinite Horizon Incomplete Markets
- INFINITE HORIZON INCOMPLETE MARKETS WITH A CONTINUUM OF STATES
- Long-lived collateralized assets and bubbles
- On the existence of Cournot-Nash equilibria in continuum games
- Stationary Equilibria in Asset-Pricing Models with Incomplete Markets and Collateral
- The impossibility of effective enforcement mechanisms in collateralized credit markets
- Wealth transfers and the role of collateral when lifetimes are uncertain
Cited in
(19)- The dynamics of competitive equilibrium allocations with borrowing constraints
- Prices and investment with collateral and default
- Loan market equilibrium with difference of opinion and imperfect competition.
- Equilibrium efficiency with secured and unsecured assets
- Recourse loans and Ponzi schemes
- Debt collateralization, capital structure, and maximal leverage
- Collateral premia and risk sharing under limited commitment
- General equilibrium in CLO markets
- Equilibrium with default and endogenous collateral.
- Collateral equilibrium. I: A basic framework
- Consumer default with complete markets: default-based pricing and finite punishment
- Leverage and default in binomial economies: a complete characterization
- Equilibrium in collateralized asset markets: credit contractions and negative equity loans
- Multiple equilibria in open economies with collateral constraints
- Collateralized borrowing and increasing risk
- A MODEL OF COLLATERAL: ENDOGENIZING THE BORROWING CONSTRAINT
- A Theory of Collateral for the Lender of Last Resort*
- Ramsey equilibrium with liberal borrowing
- Wealth transfers and the role of collateral when lifetimes are uncertain
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