Asset Pricing in Models with incomplete markets and default
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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.
- Gaël Giraud, 2010. "Financial Crashes versus liquidity trap: the dilemma of monetary policy," Documents de travail du Centre d'Economie de la Sorbonne 10014, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Adrian Peralta-Alva & Manuel S. Santos, 2012. "Analysis of numerical errors," Working Papers 2012-062, Federal Reserve Bank of St. Louis.
- Miguel A. Iraola & Juan Pablo Torres-Martínez, 2012.
"Liquidity Contractions and Prepayment Risk on Collateralized Asset Markets,"
wp364, University of Chile, Department of Economics.
- Miguel Angel Iraola & Juan Pablo Torres-Martinez, 2012. "Liquidity Contractions and Prepayment Risk on Collateralized Asset Markets," Working Papers 1204, Centro de Investigacion Economica, ITAM.
- Gaël Giraud, 2010. "Financial crashes versus liquidity trap : the dilemma of monetary policy," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00657047, HAL.
- Manuel S. Santos & Adrian Peralta-Alva, 2012. "Ergodic Invariant Distributions for Non-optimal Dynamic Economics," Working Papers 2012-5, University of Miami, Department of Economics.
More about this item
Keywordsincomplete markets; collateral; asset pricing;
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
- D52 - Microeconomics - - General Equilibrium and Disequilibrium - - - Incomplete Markets
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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