Prices and investment with collateral and default
type: Item
instance of: scholarly article
title: Prices and investment with collateral and default
zbMATH Open document ID: 1402.91158
author: Martine Quinzii
author: Michael J. P. Magill
publication date: 2018-11-15T00:00:00Z
full work available at URL: 9s20220c
Mathematics Subject Classification ID: 91B25
Mathematics Subject Classification ID: 91B50
zbMATH DE Number: 6979746
zbMATH Keywords: overlapping generations
zbMATH Keywords: durable good
zbMATH Keywords: collateral
zbMATH Keywords: default
zbMATH Keywords: golden rule steady state
zbMATH Keywords: asymmetric impulse response functions
MaRDI profile type: Publication
OpenAlex ID: W3121672891
cites work: Endogenous collateral
cites work: Regulating collateral-requirements when markets are incomplete
cites work: Equilibrium with default and endogenous collateral.
cites work: Collateral Avoids Ponzi Schemes in Incomplete Markets
cites work: Junior Can't Borrow: A New Perspective on the Equity Premium Puzzle
cites work: Collateral equilibrium. I: A basic framework
cites work: Gross substitutability in large-square economies
cites work: Stationary Equilibria in Asset-Pricing Models with Incomplete Markets and Collateral
cites work: Harsh default penalties lead to Ponzi schemes
cites work: Equilibrium with limited-recourse collateralized loans
cites work: Wealth transfers and the role of collateral when lifetimes are uncertain
DOI: 10.1016/J.JEDC.2014.10.002
published in: Journal of Economic Dynamics and Control
description: scientific article; zbMATH DE number 6979746