Collateral once again
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Bibliographic InfoArticle provided by Elsevier in its journal Economics Letters.
Volume (Year): 87 (2005)
Issue (Month): 1 (April)
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Web page: http://www.elsevier.com/locate/ecolet
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Araujo, Aloisio & Fajardo, Jose & Pascoa, Mario R., 2005.
Journal of Mathematical Economics,
Elsevier, vol. 41(4-5), pages 439-462, August.
- Páscoa, Mario Rui & Araújo, Aloísio Pessoa de & Barbachan, José Fajardo, 2003. "Endogenous Collateral," Economics Working Papers (Ensaios Economicos da EPGE) 511, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
- Araujo, Aloisio. & Fajardo, J. & Páscoa. M. R., 2004. "Endogenous Collateral," Finance Lab Working Papers flwp_68, Finance Lab, Insper Instituto de Ensino e Pesquisa.
- MÃ¡rio PÃ¡scoa & Aloisio Araujo & JosÃ© Fajardo, 2004. "Endogenous Collateral," Econometric Society 2004 Latin American Meetings 161, Econometric Society.
- Bester, Helmut, 1994.
"The Role of Collateral in a Model of Debt Renegotiation,"
Journal of Money, Credit and Banking,
Blackwell Publishing, vol. 26(1), pages 72-86, February.
- Helmut Bester, 1990. "The Role of Collateral in a Model of Debt Renegotiation," CEPR Financial Markets Paper 0001, European Science Foundation Network in Financial Markets, c/o C.E.P.R, 77 Bastwick Street, London EC1V 3PZ.
- Bester, H., 1990. "The Role Of Collateral In A Model Of Debt Renegotiation," Papers 9060, Tilburg - Center for Economic Research.
- Bester, H., 1990. "The Role of Collateral in a Model of Debt Renegotiation," Discussion Paper 1990-60, Tilburg University, Center for Economic Research.
- John Geanakoplos, 1996. "Promises Promises," Cowles Foundation Discussion Papers 1143, Cowles Foundation for Research in Economics, Yale University.
- Jaime Jose Orrillo Carhuajulca, 2000.
"Default and Exogenous Collateral in Incomplete Markets with a Continuum of States,"
Econometric Society World Congress 2000 Contributed Papers
1860, Econometric Society.
- Orrillo, Jaime, 2001. "Default and exogenous collateral in incomplete markets with a continuum of states," Journal of Mathematical Economics, Elsevier, vol. 35(1), pages 151-165, February.
- Páscoa, Mario Rui & Araújo, Aloísio Pessoa de & Torres-Martínez, Juan Pablo, 2001.
"Collateral Avoids Ponzi Schemes in Incomplete Markets,"
Economics Working Papers (Ensaios Economicos da EPGE)
419, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
- Aloisio Araujo & M�rio Rui P�scoa & Juan Pablo Torres-Mart�nez, 2002. "Collateral Avoids Ponzi Schemes in Incomplete Markets," Econometrica, Econometric Society, vol. 70(4), pages 1613-1638, July.
- Felix Kubler & Karl Schmedders, 2001.
"Stationary Equilibria in Asset-Pricing Models with Incomplete Markets and Collateral,"
1319, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
- Felix Kubler & Karl Schmedders, 2003. "Stationary Equilibria in Asset-Pricing Models with Incomplete Markets and Collateral," Econometrica, Econometric Society, vol. 71(6), pages 1767-1793, November.
- José Fajardo & Ana Lacerda, 2008.
"Statistical Arbitrage with Default and Collateral,"
w200808, Banco de Portugal, Economics and Research Department.
- José Fajardo, 2010. "Behavioral arbitrage with collateral and uncertain deliveries," Annals of Finance, Springer, vol. 6(2), pages 241-254, March.
- Fajardo, José, 2009. "Pricing and optimality with default spreads," The Quarterly Review of Economics and Finance, Elsevier, vol. 49(2), pages 686-692, May.
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