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Liquidity, Default and Crashes: Endogenous Contracts in General Equilibrium

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  • John Geanakoplos
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    Abstract

    Introducing default and limited collateral into general equilibrium allows for a theoery of endogenous contracts, ..

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    File URL: http://repec.org/esNASM04/up.9042.1077833430.pdf
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    Bibliographic Info

    Paper provided by Econometric Society in its series Econometric Society 2004 North American Summer Meetings with number 633.

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    Date of creation: 11 Aug 2004
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    Handle: RePEc:ecm:nasm04:633

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    Keywords: Liquidity; default; collateral; crashes;

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    Cited by:
    1. Alberto Bisin & Piero Gottardi & Guido Ruta, 2010. "Equilibrium Corporate Finance," Economics Working Papers ECO2010/01, European University Institute.

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