Liquidity, Default and Crashes: Endogenous Contracts in General Equilibrium
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References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
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"Equilibrium and welfare in markets with financially constrained arbitrageurs,"
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More about this item
KeywordsLiquidity; default; collateral; crashes; general equilibrium; contracts; spillover; liquidity premium;
- D4 - Microeconomics - - Market Structure, Pricing, and Design
- D5 - Microeconomics - - General Equilibrium and Disequilibrium
- D8 - Microeconomics - - Information, Knowledge, and Uncertainty
- D41 - Microeconomics - - Market Structure, Pricing, and Design - - - Perfect Competition
- D52 - Microeconomics - - General Equilibrium and Disequilibrium - - - Incomplete Markets
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
- D82 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Asymmetric and Private Information; Mechanism Design
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2001-11-27 (All new papers)
- NEP-ENT-2001-11-27 (Entrepreneurship)
- NEP-NET-2001-11-27 (Network Economics)
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