Collateral and reputation in a model of strategic defaults

DOI10.1016/j.jedc.2023.104755zbMath1526.91028OpenAlexW4387246545MaRDI QIDQ6087280

Georgy Lukyanov

Publication date: 15 November 2023

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2023.104755

zbMATH Keywords

collateraldefaultreputation

Mathematics Subject Classification ID

Financial networks (including contagion, systemic risk, regulation) (91G45)

Cites Work

• Collateral equilibrium. I: A basic framework
• Predation, reputation, and entry deterrence
• Reputation and imperfect information
• Belief-based refinements in signalling games
• Leverage dynamics and credit quality
• Signaling Games and Stable Equilibria
• The Consequences of Mortgage Credit Expansion: Evidence from the U.S. Mortgage Default Crisis^*
• Default and Punishment in General Equilibrium1

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