Credit risk in general equilibrium
From MaRDI portal
Publication:471329
DOI10.1007/s00199-014-0822-2zbMath1319.91149OpenAlexW3121330807MaRDI QIDQ471329
Martin Summer, Jürgen Eichberger, Klaus Rheinberger
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
Related Items
Special issue on ambiguity and strategic interactions in honor of Jürgen Eichberger, Defaulting firms and systemic risks in financial networks: a normative approach, Martingale properties of self-enforcing debt
Cites Work
- Unnamed Item
- Collateral equilibrium. I: A basic framework
- Asset prices, debt constraints and inefficiency
- Injecting rational bubbles
- Optimal contracts and competitive markets with costly state verification
- Unawareness and bankruptcy: a general equilibrium model
- On the different notions of arbitrage and existence of equilibrium
- Which improves welfare more: A nominal or an indexed bond?
- Incomplete markets, continuum of states and default
- Incomplete markets over an infinite horizon: Long-lived securities and speculative bubbles
- Bancruptcy in a model of unsecured claims.
- Endogenous credit limits with small default costs
- Infinite horizon CAPM equilibrium
- Systemic Risk in Financial Systems
- Financial Intermediation and Delegated Monitoring
- Incentive-Compatible Debt Contracts: The One-Period Problem
- Arbitrage and the Existence of Competitive Equilibrium
- Asset Market Equilibrium with Short-Selling
- Temporary General Equilibrium Theory
- INFINITE HORIZON INCOMPLETE MARKETS WITH A CONTINUUM OF STATES
- Debt Constrained Asset Markets
- Temporary General Equilibrium in a Sequential Trading Model with Spot and Futures Transactions
- Bubbles and Self-Enforcing Debt
- Default and Punishment in General Equilibrium1
- Existence of Equilibrium of Plans, Prices, and Price Expectations in a Sequence of Markets
- Asset Pricing in Economies with Frictions