On bankruptcy in general equilibrium with uncertainty

DOI10.1016/J.JET.2024.105838zbMATH Open1544.91196MaRDI QIDQ6564047FDOQ6564047

Authors Klaus Ritzberger, Dimitrios P. Tsomocos 

Publication date 28 June 2024

Published in Journal of Economic Theory (Search for Journal in Brave)

zbMATH Keywords

existencegeneral equilibriumbankruptcy

Mathematics Subject Classification ID

General equilibrium theory (91B50)

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Cites Work

• Bancruptcy in a model of unsecured claims.
• Collateral equilibrium. I: A basic framework
• Competitive Equilibrium Under Uncertainty
• Credit risk in general equilibrium
• Debt Constrained Asset Markets
• Default and Punishment in General Equilibrium1
• Efficiency, Equilibrium, and Asset Pricing with Risk of Default
• Existence of Equilibrium of Plans, Prices, and Price Expectations in a Sequence of Markets
• Existence of an Equilibrium for a Competitive Economy
• Financial distress, bankruptcy law and the business cycle
• Game theoretic analysis of a bankruptcy problem from the Talmud
• Infinite dimensional analysis. A hitchhiker's guide.
• Non-existence of equilibrium in an incomplete stock market economy
• On the optimality of equilibrium when the market structure is incomplete
• Options and equilibrium
• Systemic risk in financial systems
• The optimal bankruptcy rule in a trading economy using fiat money
• The role of bank capital in the propagation of shocks

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