Collateral restrictions and liquidity under-supply: a simple model
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DOI: 10.1007/s00199-007-0253-4
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- Ana Fostel & John Geanakoplos, 2004. "Collateral Restrictions and Liquidity Under-Supply: A Simple Model," Cowles Foundation Discussion Papers 1468R, Cowles Foundation for Research in Economics, Yale University, revised Aug 2006.
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Citations
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- Ana Fostel & John Geanakoplos, 2010. "Why Does Bad News Increase Volatility and Decrease Leverage?," Cowles Foundation Discussion Papers 1762RR, Cowles Foundation for Research in Economics, Yale University, revised Aug 2011.
- Ana Fostel & John Geanakoplos, 2010. "Why Does Bad News Increase Volatility and Decrease Leverage?," Cowles Foundation Discussion Papers 1762R, Cowles Foundation for Research in Economics, Yale University, revised Jan 2011.
- Uras, R.B., 2014.
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- Uras, R.B., 2014. "Financial Development, Long-Term Finance and the Macroeconomy : The Role of Secondary Markets," Discussion Paper 2014-044, Tilburg University, Center for Economic Research.
- Uras, R.B., 2014. "Financial Development, Long-Term Finance and the Macroeconomy : The Role of Secondary Markets," Other publications TiSEM 9665351e-faf9-4baa-95d7-a, Tilburg University, School of Economics and Management.
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- Ana Fostel & John Geanakoplos, 2010. "Why does Bad News Increase Volatility and Decrease Leverage?," Working Papers 2010-18, The George Washington University, Institute for International Economic Policy.
- Franklin Allen, 2010. "Comment on "The Leverage Cycle"," NBER Chapters, in: NBER Macroeconomics Annual 2009, Volume 24, pages 67-73, National Bureau of Economic Research, Inc.
- Noth, Felix & Ossandon Busch, Matias, 2021.
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- Noth, Felix & Ossandon Busch, Matias, 2019. "Banking globalization, local lending, and labor market effects: Micro-level evidence from Brazil," IWH Discussion Papers 7/2017, Halle Institute for Economic Research (IWH), revised 2019.
- Chalamandaris, George & Pagratis, Spyros, 2019. "Limits to arbitrage and CDS–bond dynamics around the financial crisis," Journal of Empirical Finance, Elsevier, vol. 54(C), pages 213-235.
- John Geanakoplos & Kieran James Walsh, 2017. "Inefficient Liquidity Provision," Cowles Foundation Discussion Papers 2077, Cowles Foundation for Research in Economics, Yale University.
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- Zhao, Shangmei & Chen, Xinyi & Zhang, Junhuan, 2019. "The systemic risk of China’s stock market during the crashes in 2008 and 2015," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 520(C), pages 161-177.
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More about this item
Keywords
Liquidity under-supply; Credit constraint; Non-monotonicity; Multiplier; Collateral equilibrium; D51; E44; F30; G15;All these keywords.
JEL classification:
- D51 - Microeconomics - - General Equilibrium and Disequilibrium - - - Exchange and Production Economies
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- F30 - International Economics - - International Finance - - - General
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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