Collateralized borrowing and increasing risk
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Publication:513598
DOI10.1007/s00199-015-0943-2zbMath1404.91146OpenAlexW2298197790MaRDI QIDQ513598
Publication date: 7 March 2017
Published in: Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00199-015-0943-2
Related Items (6)
The effects of dependent beliefs on endogenous leverage ⋮ Collateral constraints, tranching, and price bases ⋮ Haircuts, interest rates, and credit cycles ⋮ Debt collateralization, capital structure, and maximal leverage ⋮ CVA UNDER ALTERNATIVE SETTLEMENT CONVENTIONS AND WITH SYSTEMIC RISK ⋮ ARBITRAGE-FREE VALUATION OF BILATERAL COUNTERPARTY RISK FOR INTEREST-RATE PRODUCTS: IMPACT OF VOLATILITIES AND CORRELATIONS
Cites Work
- Over-the-counter trade and the value of assets as collateral
- Collateral equilibrium. I: A basic framework
- Regulating collateral-requirements when markets are incomplete
- Why does bad news increase volatility and decrease leverage?
- Rational housing bubble
- General equilibrium, preferences and financial institutions after the crisis
- Equilibrium with limited-recourse collateralized loans
- Belief Disagreements and Collateral Constraints
- The Impact of Uncertainty Shocks
- Leverage and Default in Binomial Economies: A Complete Characterization
- Uncertainty and Investment Dynamics
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