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Default in a General Equilibrium Model with Incomplete Markets

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Cited by:

  1. Eva Catarineu-Rabell & Patricia Jackson & Dimitrios Tsomocos, 2005. "Procyclicality and the new Basel Accord - banks’ choice of loan rating system," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 26(3), pages 537-557, October.
  2. Charles A. E. Goodhart, 2005. "What Can Academics Contribute to the Study of Financial Stability?," The Economic and Social Review, Economic and Social Studies, vol. 36(3), pages 189-203.
  3. Ken Urai & Akihiko Yoshimachi & Kohei Shiozawa, 2013. "General Equilibrium Model for an Asymmetric Information Economy without Delivery Upper Bounds," Discussion Papers in Economics and Business 13-27-Rev.2, Osaka University, Graduate School of Economics, revised Mar 2017.
  4. Dimitrios Tsomocos, 2003. "Equilibrium analysis, banking, contagion and financial fragility," FMG Discussion Papers dp450, Financial Markets Group.
  5. Goodhart, Charles A. E. & Sunirand, Pojanart & Tsomocos, Dimitrios P., 2004. "A model to analyse financial fragility: applications," Journal of Financial Stability, Elsevier, vol. 1(1), pages 1-30, September.
  6. Ken Urai & Akihiko Yoshimachi & Kohei Shiozawa, 2014. "General Equilibrium Model with Information Asymmetry and Commodity-Information Technologies," Discussion Papers in Economics and Business 14-02, Osaka University, Graduate School of Economics.
  7. Igor Livshits & James MacGee & Michèle Tertilt, 2007. "Consumer Bankruptcy: A Fresh Start," American Economic Review, American Economic Association, vol. 97(1), pages 402-418, March.
  8. Weiye Cheny, 2018. "Credit and Bankruptcy in a Temporary Equilibrium Model," Discussion Papers in Economics and Business 18-23, Osaka University, Graduate School of Economics.
  9. Urai Ken & Yoshimachi Akihiko & Shiozawa Kohei, 2018. "General Equilibrium Model for an Asymmetric Information Economy Without Delivery Upper Bounds," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 18(1), pages 1-14, January.
  10. Charles Goodhart & Pojanart Sunirand & Dimitrios Tsomocos, 2006. "A model to analyse financial fragility," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 27(1), pages 107-142, January.
  11. Johannes Brumm & Michael Grill & Felix Kubler & Karl Schmedders, 2015. "Collateral Requirements And Asset Prices," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 56(1), pages 1-25, February.
  12. Kartik B. Athreya, 2003. "Unemployment insurance and personal bankruptcy," Economic Quarterly, Federal Reserve Bank of Richmond, vol. 89(Spr), pages 33-53.
  13. Dubey, Pradeep & Geanakoplos, John, 2003. "Monetary equilibrium with missing markets," Journal of Mathematical Economics, Elsevier, vol. 39(5-6), pages 585-618, July.
  14. Felix Kubler & Karl Schmedders, 2003. "Stationary Equilibria in Asset-Pricing Models with Incomplete Markets and Collateral," Econometrica, Econometric Society, vol. 71(6), pages 1767-1793, November.
  15. M. Shubik & D. Tsomocos, 1992. "A strategic market game with a mutual bank with fractional reserves and redemption in gold," Journal of Economics, Springer, vol. 55(2), pages 123-150, June.
  16. Dimitrios P. Tsomocos, 2012. "Equilibrium Analysis, Banking and Financial Instability," Chapters, in: The Challenge of Financial Stability, chapter 4, pages 61-97, Edward Elgar Publishing.
  17. Kartik B. Athreya, 2001. "The growth of unsecured credit : are we better off?," Economic Quarterly, Federal Reserve Bank of Richmond, issue Sum, pages 11-33.
  18. Wei Ma & Chuangyin Dang, 2013. "The Optimal Price of Default," Annals of Economics and Finance, Society for AEF, vol. 14(1), pages 145-167, May.
  19. Kannai, Yakar & Rosenmüller, Joachim, 2010. "Strategic behavior in financial markets," Journal of Mathematical Economics, Elsevier, vol. 46(2), pages 148-162, March.
  20. Pavan, Marina, 2008. "Consumer durables and risky borrowing: The effects of bankruptcy protection," Journal of Monetary Economics, Elsevier, vol. 55(8), pages 1441-1456, November.
  21. Jose S. Penalva Zuasti, 2008. "A Study of the Interaction of Insurance and Financial Markets: Efficiency and Full Insurance Coverage," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 75(2), pages 313-342, June.
  22. Eduardo Siandra, 2002. "The Economics of financial Matching," Documentos de Trabajo (working papers) 1002, Department of Economics - dECON.
  23. Athreya, Kartik, 2006. "Fresh start or head start? Uniform bankruptcy exemptions and welfare," Journal of Economic Dynamics and Control, Elsevier, vol. 30(11), pages 2051-2079, November.
  24. Martin Shubik, 1990. "The transactions trust demand for money," Journal of Economics, Springer, vol. 52(3), pages 211-232, October.
  25. Paul Tucker, 2009. "Money And Credit, Twelve Months On," Manchester School, University of Manchester, vol. 77(s1), pages 1-20, September.
  26. Pradeep Dubey & John Geanakoplos & Martin Shubik, 2005. "Default and Punishment in General Equilibrium," Econometrica, Econometric Society, vol. 73(1), pages 1-37, January.
  27. Ken Urai & Akihiko Yoshimachi & Kohei Shiozawa, 2013. "General Equilibrium Model for an Asymmetric Information Economy," Discussion Papers in Economics and Business 13-27, Osaka University, Graduate School of Economics.
  28. Martin Summer, 2003. "Banking Regulation and Systemic Risk," Open Economies Review, Springer, vol. 14(1), pages 43-70, January.
  29. Felix Kubler & John Geanakoplos, 2014. "Why is too much leverage bad for the economy?," 2014 Meeting Papers 573, Society for Economic Dynamics.
  30. Athreya, Kartik B., 2002. "Welfare implications of the Bankruptcy Reform Act of 1999," Journal of Monetary Economics, Elsevier, vol. 49(8), pages 1567-1595, November.
  31. Goetz von Peter, 2003. "A Unified Approach to Credit Crunches, Financial Instability, and Banking Crises," Macroeconomics 0312006, University Library of Munich, Germany.
  32. Quintin, Erwan, 2013. "On existence in equilibrium models with endogenous default," Journal of Mathematical Economics, Elsevier, vol. 49(5), pages 418-421.
  33. Pradeep Dubey & John Geanakoplos, 2001. "Signalling and Default: Rothschild-Stiglitz Reconsidered," Cowles Foundation Discussion Papers 1305, Cowles Foundation for Research in Economics, Yale University.
  34. Martin Shubik & Shontan Yao, 1990. "Gold, liquidity and secured loans in a multistage economy," Journal of Economics, Springer, vol. 52(1), pages 1-23, February.
  35. Martin Shubik & Shuntian Yao, 1989. "Gold, Liquidity and Secured Loans in a Multi-Stage Economy. Part II. Many Durables, Land and Gold," Cowles Foundation Discussion Papers 904, Cowles Foundation for Research in Economics, Yale University.
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