Credit segmentation in general equilibrium

DOI10.1016/J.JMATECO.2015.10.011MaRDI QIDQ899497zbMATHOpenAlexFDO

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

zbMATH Keywords

incomplete marketsgeneral equilibriumendogenous trading constraints

Mathematics Subject Classification ID

General equilibrium theory (91B50)

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Cites work

• scientific article; zbMATH DE number 3890210 (Why is no real title available?)
• Arbitrage and equilibrium with portfolio constraints
• Collateral equilibrium. I: A basic framework
• Competitive equilibrium with incomplete financial markets
• Endogenous restricted participation in general financial equilibrium
• Equilibrium in collateralized asset markets: credit contractions and negative equity loans
• Existence of Equilibrium of Plans, Prices, and Price Expectations in a Sequence of Markets
• Existence of financial equilibria with restricted participation
• Generic existence of competitive equilibria with restricted participation
• Incomplete financial markets with real assets and wealth-dependent credit limits
• On equilibrium existence with endogenous restricted financial participation
• On the optimality of equilibrium when the market structure is incomplete
• Reduced equivalent form of a financial structure
• The structure of financial equilibrium with exogenous yields. The case of restricted participation
• The survival assumption and existence of competitive equilibria when asset markets are incomplete

Cited in

(5)

• Effects of credit limit on efficiency and welfare in a simple general equilibrium model
• Creditworthiness and thresholds in a credit market model with multiple equilibria
• Credit market segmentation, essentiality of commodities, and supermodularity
• Financial segmentation and collateralized debt in infinite-horizon economies
• Equilibrium in collateralized asset markets: credit contractions and negative equity loans

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