Collateral equilibrium. I: A basic framework
type: Item
instance of: scholarly article
title: Collateral equilibrium. I: A basic framework
zbMATH Open document ID: 1307.91200
author: William R. Zame
author: John D. Geanakoplos
published in: Economic Theory
publication date: 2014-08-29T00:00:00Z
Mathematics Subject Classification ID: 91G99
Mathematics Subject Classification ID: 91B24
Mathematics Subject Classification ID: 91B50
zbMATH DE Number: 6336136
zbMATH Keywords: collateral
zbMATH Keywords: default
zbMATH Keywords: GEI
MaRDI profile type: Publication
full work available at URL: s00199-013-0797-4
OpenAlex ID: W3125585754
cites work: Endogenous collateral
cites work: Regulating collateral-requirements when markets are incomplete
cites work: Collateral Avoids Ponzi Schemes in Incomplete Markets
cites work: Q5588318
cites work: Default and Punishment in General Equilibrium1
cites work: General equilibrium in CLO markets
cites work: Equilibrium in incomplete markets. I: A basic model of generic existence
cites work: Equilibrium in incomplete markets. II: Generic existence in stochastic economies
cites work: Effectively complete equilibria -- A note
cites work: Why does bad news increase volatility and decrease leverage?
cites work: Belief disagreements and collateral constraints
cites work: Default Probabilities for Mortgages
cites work: COLLATERAL REQUIREMENTS AND ASSET PRICES
cites work: On the optimality of equilibrium when the market structure is incomplete
cites work: Competitive equilibria for infinite-horizon economies with incomplete markets
cites work: Viable prices in financial markets with solvency constraints
cites work: Debt Constrained Asset Markets
cites work: Collateral premia and risk sharing under limited commitment
cites work: Options and equilibrium
cites work: Dept constraints and equilibrium in infinite horizon economies with incomplete markets
cites work: Infinite Horizon Incomplete Markets
DOI: 10.1007/S00199-013-0797-4
description: scientific article; zbMATH DE number 6336136