Credit segmentation in general equilibrium
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Publication:899497
DOI10.1016/J.JMATECO.2015.10.011zbMATH Open1368.91128OpenAlexW1591743319MaRDI QIDQ899497FDOQ899497
Authors: Sebastián Cea-Echenique, Juan Pablo Torres-Martínez 
Publication date: 28 December 2015
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmateco.2015.10.011
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Cites Work
- Existence of financial equilibria with restricted participation
- Reduced equivalent form of a financial structure
- Arbitrage and equilibrium with portfolio constraints
- Competitive equilibrium with incomplete financial markets
- The structure of financial equilibrium with exogenous yields. The case of restricted participation
- On the optimality of equilibrium when the market structure is incomplete
- The survival assumption and existence of competitive equilibria when asset markets are incomplete
- Existence of Equilibrium of Plans, Prices, and Price Expectations in a Sequence of Markets
- Title not available (Why is that?)
- Collateral equilibrium. I: A basic framework
- Endogenous restricted participation in general financial equilibrium
- Generic existence of competitive equilibria with restricted participation
- On equilibrium existence with endogenous restricted financial participation
- Equilibrium in collateralized asset markets: credit contractions and negative equity loans
- Incomplete financial markets with real assets and wealth-dependent credit limits
Cited In (4)
- Financial segmentation and collateralized debt in infinite-horizon economies
- Credit market segmentation, essentiality of commodities, and supermodularity
- Equilibrium in collateralized asset markets: credit contractions and negative equity loans
- Creditworthiness and thresholds in a credit market model with multiple equilibria
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