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Liquidity, Default and Crashes: Endogenous Contracts in General Equilibrium

Author

Listed:
  • John Geanakoplos

Abstract

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

Suggested Citation

  • John Geanakoplos, 2004. "Liquidity, Default and Crashes: Endogenous Contracts in General Equilibrium," Econometric Society 2004 North American Summer Meetings 633, Econometric Society.
    • Handle: RePEc:ecm:nasm04:633
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    File URL: http://repec.org/esNASM04/up.9042.1077833430.pdf
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    Cited by:

    1. Alberto Bisin & Gian Luca Clementi & Piero Gottardi, 2014. "Capital Structure and Hedging Demand with Incomplete Markets," NBER Working Papers 20345, National Bureau of Economic Research, Inc.
    2. Guido Ruta & Piero Gottardi, 2009. "Equilibrium corporate finance," 2009 Meeting Papers 149, Society for Economic Dynamics.
    3. Bisin, Alberto; & Gottardi, Piero; & Ruta, Guido, 2014. "Equilibrium corporate finance and intermediation," Economics Working Papers ECO2014/09, European University Institute.

    More about this item

    Keywords

    Liquidity; default; collateral; crashes;
    All these keywords.

    JEL classification:

    • D50 - Microeconomics - - General Equilibrium and Disequilibrium - - - General

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