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Collateralized assets and asymmetric information

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Author Info
Petrassi, Myrian
Torres-Marti­nez, Juan Pablo

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Abstract

Introducing assets backed by physical collateral, we extend the [Cornet, B., De Boisdeffre, L., 2002. Arbitrage and price revelation with asymmetric information and incomplete markets. Journal of Mathematical Economics 38, 393-490.] model of asymmetric information to allow for default. We show that, independently of the financial-informational structure, equilibrium exists.

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File URL: http://www.sciencedirect.com/science/article/B6VBY-4R5F1WM-1/1/df9533c62e1d9b35fa3eba045ebb81ac
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Publisher Info
Article provided by Elsevier in its journal Journal of Mathematical Economics.

Volume (Year): 44 (2008)
Issue (Month): 5-6 (April)
Pages: 530-534
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Handle: RePEc:eee:mateco:v:44:y:2008:i:5-6:p:530-534

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  1. Aloisio Araujo & Mário Rui Páscoa & Juan Pablo Torres-Martínez, 2002. "Collateral Avoids Ponzi Schemes in Incomplete Markets," Econometrica, Econometric Society, vol. 70(4), pages 1613-1638, July. [Downloadable!] (restricted)
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This page was last updated on 2009-11-7.

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