Wealth, endogenous collateral quality, and financial crises

DOI10.1016/J.JET.2022.105526MaRDI QIDQ2675428zbMATH OpenOpenAlexFDO

Authors Zehao Liu, Andrew J. Sinclair

Publication date 23 September 2022

Published in Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jet.2022.105526

zbMATH Keywords

collateral qualitycrisis severityfinancial crisesinformation acquisitionwealth

Mathematics Subject Classification ID

Financial networks (including contagion, systemic risk, regulation) (91G45)

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Cites work

• Financial intermediary capital

Cited in

(4)

• Divergent risk-attitudes and endogenous collateral constraints
• A model of collateral, investment, and adverse selection
• Multiple equilibria in open economies with collateral constraints
• A fiscal theory of money and bank liquidity provision

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