Risk sharing through financial markets with endogenous enforcement of trades
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Publication:959658
DOI10.1016/j.jedc.2005.03.012zbMath1162.91346OpenAlexW2152216164MaRDI QIDQ959658
Publication date: 12 December 2008
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2005.03.012
Microeconomic theory (price theory and economic markets) (91B24) Stochastic games, stochastic differential games (91A15) Public goods (91B18)
Cites Work
- Dept constraints and equilibrium in infinite horizon economies with incomplete markets
- Optimal dynamic risk sharing when enforcement is a decision variable
- Debt Constrained Asset Markets
- Informal Insurance Arrangements with Limited Commitment: Theory and Evidence from Village Economies
- Efficiency, Equilibrium, and Asset Pricing with Risk of Default
- A Quantitative Theory of Unsecured Consumer Credit with Risk of Default
- Implications of Efficient Risk Sharing without Commitment
- Asset Pricing in Economies with Frictions
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