Making promises in infinite-horizon economies with default and collateral

DOI10.1016/J.MATCOM.2009.02.003zbMath1189.91093OpenAlexW1983460913MaRDI QIDQ2390403

Jaime Orrillo

Publication date: 22 July 2009

Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.matcom.2009.02.003

zbMATH Keywords

infinite horizonincomplete marketscontinuum of statesexogenous collateral

Mathematics Subject Classification ID

Special types of economic markets (including Cournot, Bertrand) (91B54)

Related Items (1)

Collateral once again

Cites Work

• On the optimality of equilibrium when the market structure is incomplete
• Incomplete markets, continuum of states and default
• Self-fulfilling equilibria: An existence theorem for a general state space
• The existence of security market equilibrium with a non-atomic state space
• A new proof of the existence of equilibrium in incomplete market economies
• Dept constraints and equilibrium in infinite horizon economies with incomplete markets
• Competitive equilibria for infinite-horizon economies with incomplete markets
• INFINITE HORIZON INCOMPLETE MARKETS WITH A CONTINUUM OF STATES
• INCOMPLETE MARKETS IN INFINITE HORIZON: DEBT CONSTRAINTS VERSUS NODE PRICES¹
• Infinite Horizon Incomplete Markets
• Default and Punishment in General Equilibrium1
• Collateral Avoids Ponzi Schemes in Incomplete Markets
• Default and exogenous collateral in incomplete markets with a continuum of states

This page was built for publication: Making promises in infinite-horizon economies with default and collateral