Martingale properties of self-enforcing debt
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Publication:496867
DOI10.1007/S00199-014-0832-0zbMATH Open1367.91186OpenAlexW3121445878MaRDI QIDQ496867FDOQ496867
Authors: Florin Bidian, Camelia Bejan 
Publication date: 22 September 2015
Published in: Economic Theory (Search for Journal in Brave)
Full work available at URL: https://mpra.ub.uni-muenchen.de/36609/1/MPRA_paper_36609.pdf
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Cites Work
- Debt Constrained Asset Markets
- Rational Asset Pricing Bubbles
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- Bubbles and Self-Enforcing Debt
- Injecting rational bubbles
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- Bubbles and trading in incomplete markets
- Martingale properties of self-enforcing debt
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- Optimality conditions and bubbles in sequential economies and bounded relative risk-aversion
- Education and growth with endogenous debt constraints
- Optimal education policies under endogenous borrowing constraints
- Martingales and Stochastic Integrals
Cited In (7)
- Robust bubbles with mild penalties for default
- Bubbles and trading in incomplete markets
- Rational asset pricing bubbles and debt constraints
- Martingale properties of self-enforcing debt
- Portfolio constraints, differences in beliefs and bubbles
- Defaulting firms and systemic risks in financial networks: a normative approach
- On the sovereign debt paradox
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