Pages that link to "Item:Q1994591"
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The following pages link to Collateral amplification under complete markets (Q1994591):
Displaying 15 items.
- Collateral in banking policy: on the possibility of signaling (Q459178) (← links)
- Investor borrowing heterogeneity in a Kiyotaki-Moore style macro model (Q500542) (← links)
- Collateral constraints and the amplification-persistence trade-off (Q621727) (← links)
- The impossibility of effective enforcement mechanisms in collateralized credit markets (Q972376) (← links)
- Credit markets with moral hazard and heterogeneous valuations of collateral (Q1273243) (← links)
- Collateral constraints and the amplification mechanism. (Q1406469) (← links)
- On the amplification role of collateral constraints (Q1925938) (← links)
- Collateral once again (Q1927781) (← links)
- Debt collateralization, capital structure, and maximal leverage (Q2205998) (← links)
- Optimal contracts and supply-driven recessions (Q2226856) (← links)
- Equilibrium with limited-recourse collateralized loans (Q2376995) (← links)
- Collateral premia and risk sharing under limited commitment (Q2431100) (← links)
- A Theory of Collateral for the Lender of Last Resort* (Q5157702) (← links)
- Default and exogenous collateral in incomplete markets with a continuum of states (Q5931987) (← links)
- Rothschild/Stiglitz dominance and (in)compatibility of collateral in the presence of ex ante hidden information (Q5953612) (← links)