Credit segmentation in general equilibrium
From MaRDI portal
Publication:899497
DOI10.1016/J.JMATECO.2015.10.011zbMath1368.91128OpenAlexW1591743319MaRDI QIDQ899497
Sebastián Cea-Echenique, Juan Pablo Torres-Martínez
Publication date: 28 December 2015
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmateco.2015.10.011
Related Items (2)
Credit market segmentation, essentiality of commodities, and supermodularity ⋮ Financial segmentation and collateralized debt in infinite-horizon economies
Cites Work
- Unnamed Item
- Collateral equilibrium. I: A basic framework
- Reduced equivalent form of a financial structure
- Equilibrium in collateralized asset markets: credit contractions and negative equity loans
- On equilibrium existence with endogenous restricted financial participation
- Competitive equilibrium with incomplete financial markets
- The structure of financial equilibrium with exogenous yields. The case of restricted participation
- Existence of financial equilibria with restricted participation
- Endogenous restricted participation in general financial equilibrium
- On the optimality of equilibrium when the market structure is incomplete
- The survival assumption and existence of competitive equilibria when asset markets are incomplete
- Generic existence of competitive equilibria with restricted participation
- Incomplete financial markets with real assets and wealth-dependent credit limits
- Existence of Equilibrium of Plans, Prices, and Price Expectations in a Sequence of Markets
- Arbitrage and equilibrium with portfolio constraints
This page was built for publication: Credit segmentation in general equilibrium
