Behavioral arbitrage with collateral and uncertain deliveries
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Bibliographic InfoArticle provided by Springer in its journal Annals of Finance.
Volume (Year): 6 (2010)
Issue (Month): 2 (March)
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Web page: http://www.springerlink.com/link.asp?id=112370
Collateral; Utility penalties; Behavioral arbitrage; Uncertain deliveries; D52; G11; G12;
Find related papers by JEL classification:
- D52 - Microeconomics - - General Equilibrium and Disequilibrium - - - Incomplete Markets
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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.:
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American Economic Review,
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- MÃ¡rio PÃ¡scoa & Aloisio Araujo & JosÃ© Fajardo, 2004.
Econometric Society 2004 Latin American Meetings
161, Econometric Society.
- Araujo, Aloisio. & Fajardo, J. & Páscoa. M. R., 2004. "Endogenous Collateral," Finance Lab Working Papers flwp_68, Finance Lab, Insper Instituto de Ensino e Pesquisa.
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- Fajardo, J., 2004.
"A Note On Arbitrage and Exogenus Collateral,"
Finance Lab Working Papers
flwp_62, Finance Lab, Insper Instituto de Ensino e Pesquisa.
- Pradeep Dubey & John Geanakoplos & Martin Shubik, 2005.
"Default and Punishment in General Equilibrium,"
Econometric Society, vol. 73(1), pages 1-37, 01.
- Pradeep Dubey & John Geanakoplos & Martin Shubik, 2001. "Default and Punishment in General Equilibrium," Cowles Foundation Discussion Papers 1304R5, Cowles Foundation for Research in Economics, Yale University, revised Mar 2004.
- Pradeep Dubey & John Geanakoplos & Martin Shubik, 2001. "Default and Punishment in General Equilibrium," Cowles Foundation Discussion Papers 1304, Cowles Foundation for Research in Economics, Yale University.
- P. Dubey & J. Geanakoplos & M . Shubik, 2001. "Default and Punishment in General Equilibrium," Department of Economics Working Papers 01-07, Stony Brook University, Department of Economics.
- Páscoa, Mário Rui & Seghir, Abdelkrim, 2009. "Harsh default penalties lead to Ponzi schemes," Games and Economic Behavior, Elsevier, vol. 65(1), pages 270-286, January.
- Fajardo, José, 2009. "Pricing and optimality with default spreads," The Quarterly Review of Economics and Finance, Elsevier, vol. 49(2), pages 686-692, May.
- Erik Hoelzl & Aldo Rustichini, 2005. "Overconfident: Do You Put Your Money On It?," Economic Journal, Royal Economic Society, vol. 115(503), pages 305-318, 04.
- Fajardo, José & Lacerda, Ana, 2010.
"Statistical arbitrage with default and collateral,"
Elsevier, vol. 108(1), pages 81-84, July.
- Orrillo, Jaime, 2005. "Collateral once again," Economics Letters, Elsevier, vol. 87(1), pages 27-33, April.
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