Robust bubbles with mild penalties for default

DOI10.1016/J.JMATECO.2015.04.002zbMATH Open1368.91153OpenAlexW3125149972MaRDI QIDQ306754FDOQ306754

Florin Bidian

Publication date: 1 September 2016

Published in: Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmateco.2015.04.002

zbMATH Keywords

risk-sharingbubblesendogenous debt limitsinside liquidityoutside liquidityself-enforcing debt

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64)

Cites Work

• Bubbles and constraints on debt accumulation
• Introduction to economic theory of bubbles
• Sectoral bubbles, misallocation, and endogenous growth
• Safe asset shortages and asset price bubbles
• Debt Constrained Asset Markets
• Rational Asset Pricing Bubbles
• Bubbly Liquidity
• Efficiency, Equilibrium, and Asset Pricing with Risk of Default
• Bubbles and Self-Enforcing Debt
• Banking bubbles and financial crises
• Injecting rational bubbles
• Endogenous credit limits with small default costs
• Asset price bubbles in Arrow-Debreu and sequential equilibrium
• Bubbles and trading in incomplete markets
• Rational asset pricing bubbles and debt constraints
• Liquidity Constrained Markets Versus Debt Constrained Markets
• Martingale properties of self-enforcing debt
• Asset Bubbles and Overlapping Generations
• Asset prices, debt constraints and inefficiency
• Endogenous trading constraints with incomplete asset markets

Cited In (4)

• Introduction to economic theory of bubbles. II
• Martingale properties of self-enforcing debt
• On the Robustness of Bubbles in Linear RE Models
• Portfolio constraints, differences in beliefs and bubbles

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