Recommendations
Cites work
- Bubbles and Self-Enforcing Debt
- Bubbles and trading in incomplete markets
- Collateral premia and risk sharing under limited commitment
- Consumer default with complete markets: default-based pricing and finite punishment
- Credit risk in general equilibrium
- Debt Constrained Asset Markets
- Education and growth with endogenous debt constraints
- Efficiency, Equilibrium, and Asset Pricing with Risk of Default
- Efficient contract enforcement
- Endogenous trading constraints with incomplete asset markets
- Injecting rational bubbles
- Martingale properties of self-enforcing debt
- Martingales and Stochastic Integrals
- Optimal dynamic risk sharing when enforcement is a decision variable
- Optimal education policies under endogenous borrowing constraints
- Optimality conditions and bubbles in sequential economies and bounded relative risk-aversion
- Rational Asset Pricing Bubbles
- Robust bubbles with mild penalties for default
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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