Credit segmentation in general equilibrium

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

zbMATH Keywords

general equilibriumincomplete marketsendogenous trading constraints

Mathematics Subject Classification ID

General equilibrium theory (91B50)

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