Securities market theory: possession, repo and rehypothecation

DOI10.1016/J.JET.2010.11.004zbMATH Open1258.91063OpenAlexW3093680811WikidataQ29391551 ScholiaQ29391551MaRDI QIDQ413489FDOQ413489

Mário R. Páscoa, Jaime Luque, Jean-Marc Bottazzi

Publication date: 7 May 2012

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

Full work available at URL: https://economicdynamics.org/meetpapers/2011/paper_1214.pdf

zbMATH Keywords

leveragecollateralreposhort saleissuingre-hypothecationrepo collateral multipliersecurity pricingspecialness

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Microeconomic theory (price theory and economic markets) (91B24) General equilibrium theory (91B50) Financial applications of other theories (91G80)

Cites Work

• Title not available (Why is that?)
• Equilibrium in incomplete markets. I: A basic model of generic existence
• On the optimality of equilibrium when the market structure is incomplete
• Existence of Equilibrium of Plans, Prices, and Price Expectations in a Sequence of Markets
• A Social Equilibrium Existence Theorem*
• Endogenous collateral
• Collateral Avoids Ponzi Schemes in Incomplete Markets
• The Structure of Financial Equilibrium with Exogenous Yields: The Case of Incomplete Markets
• Smooth Preferences
• Options and equilibrium
• Existence of equilibria with incomplete markets: The case of smooth returns
• Incomplete markets: transverse financial structures

Cited In (2)

• Introduction to general equilibrium
• Endogenous formation of security exchanges

Recommendations

• Title not available (Why is that?) 👍 👎
• Title not available (Why is that?) 👍 👎
• Title not available (Why is that?) 👍 👎
• Market clearing, utility functions, and securities prices 👍 👎
• On securitization, market completion and equilibrium risk transfer 👍 👎
• On complete securities markets and the martingale property of securities prices 👍 👎
• Infinitely many securities and the fundamental theorem of asset pricing 👍 👎
• Securitization of financial assets: approximation in theory and practice 👍 👎
• The completion of security markets 👍 👎

This page was built for publication: Securities market theory: possession, repo and rehypothecation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q413489)