Collateralized assets and asymmetric information

DOI10.1016/J.JMATECO.2007.06.003zbMATH Open1151.91347OpenAlexW2038040116MaRDI QIDQ949653FDOQ949653

Authors: Myrian Petrassi, Juan Pablo Torres-Martínez 

Publication date: 21 October 2008

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

Full work available at URL: http://www.econ.puc-rio.br/uploads/adm/trabalhos/files/td539.pdf

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zbMATH Keywords

collateraldefaultasymmetric information

Mathematics Subject Classification ID

Cooperative games (91A12) Auctions, bargaining, bidding and selling, and other market models (91B26) Signaling and communication in game theory (91A28) General equilibrium theory (91B50)

Cites Work

• Title not available (Why is that?)
• Collateral Avoids Ponzi Schemes in Incomplete Markets
• Arbitrage and price revelation with asymmetric information and incomplete markets
• No-arbitrage equilibria with differential information: an existence proof

Cited In (6)

• Data versus Collateral
• Collateral in banking policy: on the possibility of signaling
• Equilibrium with limited-recourse collateralized loans
• Rothschild/Stiglitz dominance and (in)compatibility of collateral in the presence of ex ante hidden information
• Collateral Booms and Information Depletion
• Credit markets with asymmetric information

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