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Collateralized Assets And Asymmetric Information

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Author Info
Myrian Petrassi () (Department of Economics, PUC-Rio)
Juan Pablo Torres-Martinez () (Department of Economics, PUC-Rio)

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Abstract

Introducing assets backed by physical collateral, we extend the Cornet and De Boisdeffre (2002) model of asymmetric information to allow for default. We show that, independently of the financial-informational structure, equilibrium exists.

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Publisher Info
Paper provided by Department of Economics PUC-Rio (Brazil) in its series Textos para discussão with number 539.

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Length: 7p
Date of creation: Mar 2007
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Handle: RePEc:rio:texdis:539

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Related research
Keywords: Asymmetric information; Default; Collateral.;

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Find related papers by JEL classification:
D50 - Microeconomics - - General Equilibrium and Disequilibrium - - - General
D52 - Microeconomics - - General Equilibrium and Disequilibrium - - - Incomplete Markets

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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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