General equilibrium with endogenous uncertainty and default

DOI10.1016/J.JMATECO.2006.06.001zbMATH Open1141.91589OpenAlexW3122868212MaRDI QIDQ855315FDOQ855315

Authors: Graciela Chichilnisky, Ho-Mou Wu 

Publication date: 7 December 2006

Published in: Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmateco.2006.06.001

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zbMATH Keywords

defaultendogenous uncertaintyfinancial innovationindividual riskcollective risk

Mathematics Subject Classification ID

General equilibrium theory (91B50)

Cites Work

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• Bank Runs, Deposit Insurance, and Liquidity
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• On the structure and diversity of rational beliefs
• Default and Punishment in General Equilibrium1
• On an approximation theorem of Kupka and Smale
• Markets for an Exchange Economy with Individual Risks
• Efficiency and Speculation in a Model with Price-Contingent Contracts
• Speculative trading with rational beliefs and endogenous uncertainty
• Asset price volatility and trading volume with rational beliefs
• Endogenous uncertainty in a general equilibrium model with price contingent contracts
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• Global analysis and economics. II: Extension of a theorem of Debreu
• Existence of an optimal growth path with endogenous technical change
• Unemployment equilibrium in a random economy
• Markets with endogenous uncertainty theory and policy
• Individual Risk and Mutual Insurance

Cited In (10)

• Determination of general equilibrium with incomplete markets and default penalties
• The Topology of Change: Foundations of Probability with Black Swans
• New applications of general equilibrium to finance: default and collateral
• The foundations of probability with black swans
• Default and Punishment in General Equilibrium1
• The foundations of statistics with black swans
• Equilibrium with default and endogenous collateral.
• General equilibrium with endogenous securities and moral hazard
• The topology of fear
• Efficiency, Equilibrium, and Asset Pricing with Risk of Default

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