Equilibrium in collateralized asset markets: credit contractions and negative equity loans
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Cites work
- Arbitrage and equilibrium with portfolio constraints
- Bancruptcy in a model of unsecured claims.
- Collateral Avoids Ponzi Schemes in Incomplete Markets
- Collateral equilibrium. I: A basic framework
- Debt Constrained Asset Markets
- Default and Punishment in General Equilibrium1
- Efficiency, Equilibrium, and Asset Pricing with Risk of Default
- Endogenous collateral
- Endogenous debt constraints in collateralized economies with default penalties
- Equilibrium with limited-recourse collateralized loans
- Existence of financial equilibria with restricted participation
- General equilibrium in CLO markets
- Harsh default penalties lead to Ponzi schemes
- Harsh default penalties lead to Ponzi schemes: a counterexample
- Implications of Efficient Risk Sharing without Commitment
- Long-lived collateralized assets and bubbles
- On equilibrium existence with endogenous restricted financial participation
- Quasi-Concave Programming
Cited in
(9)- Financial segmentation and collateralized debt in infinite-horizon economies
- Equilibrium with limited-recourse collateralized loans
- Collateral constraints and rental markets
- General equilibrium in CLO markets
- Continuity of marketable payoffs with re-trading
- A Note on Bankruptcy Rules and Credit Constraints in Temporary Equilibrium
- Collateral equilibrium. I: A basic framework
- A MODEL OF COLLATERAL: ENDOGENIZING THE BORROWING CONSTRAINT
- Credit segmentation in general equilibrium
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