Securities market theory: possession, repo and rehypothecation
DOI10.1016/J.JET.2010.11.004zbMATH Open1258.91063OpenAlexW3093680811WikidataQ29391551 ScholiaQ29391551MaRDI QIDQ413489FDOQ413489
Authors: Jean-Marc Bottazzi, Jaime Luque, Mário R. Páscoa 
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
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Cites Work
- Equilibrium in incomplete markets. I: A basic model of generic existence
- On the optimality of equilibrium when the market structure is incomplete
- Title not available (Why is that?)
- 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)
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