General equilibrium in CLO markets
From MaRDI portal
Publication:2642003
DOI10.1016/j.jmateco.2006.10.006zbMath1178.91073MaRDI QIDQ2642003
Mariano Steinert, Juan Pablo Torres-Martínez
Publication date: 20 August 2007
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmateco.2006.10.006
91B26: Auctions, bargaining, bidding and selling, and other market models
91B50: General equilibrium theory
Related Items
Collateral equilibrium. I: A basic framework, Equilibrium in collateralized asset markets: credit contractions and negative equity loans, The impossibility of effective enforcement mechanisms in collateralized credit markets, Financial segmentation and collateralized debt in infinite-horizon economies, Production, bankruptcy, and financial policies under collateral constraints, Equilibrium with limited-recourse collateralized loans
Cites Work