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A Note On Arbitrage and Exogenus Collateral

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Fajardo, J.

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File URL: http://www.ibmecsp.edu.br/pesquisa/download.php?recid=2798
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Paper provided by Finance Lab, Ibmec São Paulo in its series Finance Lab Working Papers with number flwp_62.

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Date of creation: Oct 2004
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Handle: RePEc:ibm:finlab:flwp_62

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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.:
  1. Pradeep Dubey & John Geanakoplos & Martin Shubik, 1988. "Default and Efficiency in a General Equilibrium Model with Incomplete Markets," Cowles Foundation Discussion Papers 879R, Cowles Foundation, Yale University, revised Feb 1989. [Downloadable!]
  2. 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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  1. Páscoa, Mario Rui & Araújo, Aloísio Pessoa de & Barbachan, José Santiago Fajardo, 2001. "Endogenous Collateral: Arbitrage and Equilibrium without Bounded Short Sales," Economics Working Papers (Ensaios Economicos da EPGE) 418, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]
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  2. Páscoa, Mario Rui & Araújo, Aloísio Pessoa de & Barbachan, José Santiago Fajardo, 2003. "Endogenous Collateral," Economics Working Papers (Ensaios Economicos da EPGE) 511, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]
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