Long-lived collateralized assets and bubbles
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Publication:433137
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Cites work
- A Difficulty with the Optimum Quantity of Money
- A derivative-coderivative inclusion in second-order nonsmooth analysis
- Collateral Avoids Ponzi Schemes in Incomplete Markets
- Competitive equilibria for infinite-horizon economies with incomplete markets
- Complete and incomplete markets with short-sale constraints
- Endogenous collateral
- Fiat money and the value of binding portfolio constraints
- Incomplete markets over an infinite horizon: Long-lived securities and speculative bubbles
- Rational Asset Pricing Bubbles
- Stationary Equilibria in Asset-Pricing Models with Incomplete Markets and Collateral
Cited in
(17)- Financial segmentation and collateralized debt in infinite-horizon economies
- Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints
- Asset pledgeability and endogenously leveraged bubbles
- Fiat money and the value of binding portfolio constraints
- Rational asset pricing bubbles and debt constraints
- Asset bubbles and efficiency in a generalized two-sector model
- Equilibrium with limited-recourse collateralized loans
- An approach to the absence of price bubbles through state-price deflators
- Equilibrium in collateralized asset markets: credit contractions and negative equity loans
- On the dynamics of stock price bubbles: comments on a model by Miao and Wang
- Continuity of marketable payoffs with re-trading
- Collateral Booms and Information Depletion
- Arbitrage theory with state-price deflators
- Portfolio constraints, differences in beliefs and bubbles
- Recourse loans and Ponzi schemes
- Bubble economics
- Real indeterminacy and dynamics of asset price bubbles in general equilibrium
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