Credit risk in general equilibrium
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Publication:471329
DOI10.1007/S00199-014-0822-2zbMATH Open1319.91149OpenAlexW3121330807MaRDI QIDQ471329FDOQ471329
Authors: Jürgen Eichberger, Klaus Rheinberger, Martin Summer 
Publication date: 14 November 2014
Published in: Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00199-014-0822-2
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Cited In (17)
- A Quantitative Theory of Unsecured Consumer Credit with Risk of Default
- On bankruptcy in general equilibrium with uncertainty
- Special issue on ambiguity and strategic interactions in honor of Jürgen Eichberger
- Production, bankruptcy, and financial policies under collateral constraints
- Default and systemic risk in equilibrium
- Effects of economic interactions on credit risk
- General equilibrium, preferences and financial institutions after the crisis
- New applications of general equilibrium to finance: default and collateral
- Bankruptcies in Temporary Equilibrium Forward Markets With and Without Institutional Restrictions
- Financial crisis and pricing of CDO in general equilibrium
- Martingale properties of self-enforcing debt
- Credit segmentation in general equilibrium
- Credit portfolio risk and asset price cycles
- Title not available (Why is that?)
- Creditworthiness and thresholds in a credit market model with multiple equilibria
- Economic Capital Allocation for Corporate Borrowers Credit Risk Coverage
- Defaulting firms and systemic risks in financial networks: a normative approach
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