Default and exogenous collateral in incomplete markets with a continuum of states

DOI10.1016/S0304-4068(00)00058-6zbMath0993.91012MaRDI QIDQ5931987

Jaime Orillo

Publication date: 22 September 2002

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

zbMATH Keywords

collateralasset promissesdurabilityincomplete markets

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26) General equilibrium theory (91B50)

Related Items (3)

Making promises in infinite-horizon economies with default and collateral ⋮ Collateral once again ⋮ A note on arbitrage and exogenous collateral

Cites Work

• Unnamed Item
• Equilibrium in incomplete markets. I: A basic model of generic existence
• On the optimality of equilibrium when the market structure is incomplete
• Incomplete markets, continuum of states and default
• Rational expectations equilibria in sequence economies with symmetric information: The two-period case
• Self-fulfilling equilibria: An existence theorem for a general state space
• The existence of security market equilibrium with a non-atomic state space
• A new proof of the existence of equilibrium in incomplete market economies

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