Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints
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Publication:1748366
DOI10.1016/j.jmateco.2018.01.006zbMath1388.91128OpenAlexW2277127368MaRDI QIDQ1748366
Cuong Le Van, Stefano Bosi, Ngoc-Sang Pham
Publication date: 9 May 2018
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
Full work available at URL: https://halshs.archives-ouvertes.fr/halshs-01223969v3/file/15067RR.pdf
general equilibriumincomplete marketsrational bubblesinfinite-horizoncollateral constraintasset valuation
Economic growth models (91B62) General equilibrium theory (91B50) Heterogeneous agent models (91B69)
Related Items (6)
Real indeterminacy and dynamics of asset price bubbles in general equilibrium ⋮ Asset bubbles and efficiency in a generalized two-sector model ⋮ Effects of credit limit on efficiency and welfare in a simple general equilibrium model ⋮ Ascendant altruism and asset price bubbles ⋮ Financial bubbles and capital accumulation in altruistic economies ⋮ Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints
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