## Citations for "Debt constraints and equilibrium in infinite horizon economies with incomplete markets"

### by Levine, David K. & Zame, William R.

- Tom Krebs, 2002.
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**Recursive Equilibrium in Endigenous Growth Models with Incomplete Markets**," Working Papers 2002-30, Brown University, Department of Economics.

- Tom Krebs, 2006.
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**Recursive equilibrium in endogenous growth models with incomplete markets**," Economic Theory, Springer, vol. 29(3), pages 505-523, November.

- Tom Krebs, 2006.
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- Fernando Alvarez & Urban J Jermann, 2010.
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**Asset Pricing When Risk Sharing is Limited by Default**," Levine's Working Paper Archive 1898, David K. Levine.

- Fernando Alvarez & Urban J. Jermann, 1998.
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**Asset Pricing when Risk Sharing is Limited by Default**," NBER Working Papers 6476, National Bureau of Economic Research, Inc.

- Fernando Alvarez & Urban J. Jermann, 1998.
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- Miao, Jianjun, 2006.
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**Competitive equilibria of economies with a continuum of consumers and aggregate shocks**," Journal of Economic Theory, Elsevier, vol. 128(1), pages 274-298, May.

- Jianjun Miao, 2004.
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**Competitive Equilibria of Economies with a Continuum of Consumers and Aggregate Shocks**," CEMA Working Papers 460, China Economics and Management Academy, Central University of Finance and Economics. - Jianjun Miao, 2003.
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**Competitive Equilibria of Economies with a Continuum of Consumers and Aggregate Shocks**," Macroeconomics 0310001, EconWPA.

- Jianjun Miao, 2004.
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- Dahai Yu, 1998.
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**Rational bubbles under diverse information**," International Finance Discussion Papers 621, Board of Governors of the Federal Reserve System (U.S.). - Zhigang Feng & Jianjun Miao & Adrian Peralta-Alva & Manuel S. Santos, .
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**Numerical Simulation of Nonoptimal Dynamic Equilibrium Models**," Boston University - Department of Economics - Working Papers Series wp2009-013, Boston University - Department of Economics.

- Zhigang Feng & Jianjun Miao & Adrian Peralta‐Alva & Manuel S. Santos, 2014.
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**Numerical Simulation Of Nonoptimal Dynamic Equilibrium Models**," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 55, pages 83-110, 02.

- Zhigang Feng & Manuel Santos & Adrian Peralta-Alva & Jianjun Miao, 2009.
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**Numerical Simulation of Nonoptimal Dynamic Equilibrium Models**," 2009 Meeting Papers 541, Society for Economic Dynamics. - Zhigang Feng & Jianjun Miao & Adrian Peralta-Alva & Manuel S. Santos, 2009.
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**Numerical simulation of nonoptimal dynamic equilibrium models**," Working Papers 2009-018, Federal Reserve Bank of St. Louis. - Zhigang Feng & Jianjun Miao & Adrian Peralta-Alva & Manual Santos, 2009.
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**Numerical Simulation of Nonoptimal Dynamic Equilibrium Models**," Working Papers 0912, University of Miami, Department of Economics.

- Zhigang Feng & Jianjun Miao & Adrian Peralta‐Alva & Manuel S. Santos, 2014.
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- Kevin Huang & Jan Werner, 2004.
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**Implementing Arrow-Debreu equilibria by trading infinitely-lived securities**," Economic Theory, Springer, vol. 24(3), pages 603-622, October.

- Kevin X. D. Huang & Jan Werner, 2002.
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**Implementing Arrow-Debreu equilibria by trading infinitely-lived securities**," Research Working Paper RWP 02-08, Federal Reserve Bank of Kansas City. - K. Huang & Z. Liu, .
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**Implementing Arrow-Debreu equilibria by trading infinitely lived securities**," Working Papers 2000-21, Utah State University, Department of Economics. - Kevin X. D. Huang & Jan Werner, 2000.
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**Implementing Arrow-Debreu Equilibria by Trading Infinitely-Lived Securities**," Econometric Society World Congress 2000 Contributed Papers 1708, Econometric Society.

- Kevin X. D. Huang & Jan Werner, 2002.
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- Magill, Michael & Quinzii, Martine, 1996.
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**Incomplete markets over an infinite horizon: Long-lived securities and speculative bubbles**," Journal of Mathematical Economics, Elsevier, vol. 26(1), pages 133-170.

- Magill, M. & Quinzii, M., 1993.
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**Icomplete Markets Over an Infinite Horizon: Long-Lived Securities and Speculative Bubbles**," Papers 9321, Southern California - Department of Economics.

- Magill, M. & Quinzii, M., 1993.
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- Geanakoplos, John & William R. Zame, 2013.
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**Collateral Equilibrium: A Basic Framework**," Cowles Foundation Discussion Papers 1906, Cowles Foundation for Research in Economics, Yale University.

- John Geanakoplos & William Zame, 2014.
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**Collateral equilibrium, I: a basic framework**," Economic Theory, Springer, vol. 56(3), pages 443-492, August.

- John Geanakoplos & William R. Zame, 2013.
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**Collateral Equilibrium: A Basic Framework**," Levine's Working Paper Archive 786969000000000741, David K. Levine. - John Geanakoplos & William Zame, 2013.
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**Collateral Equilibrium - A Basic Framework**," EIEF Working Papers Series 1319, Einaudi Institute for Economics and Finance (EIEF), revised Aug 2013.

- John Geanakoplos & William Zame, 2014.
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- Den Haan, Wouter J., 2001.
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**The importance of the number of different agents in a heterogeneous asset-pricing model**," Journal of Economic Dynamics and Control, Elsevier, vol. 25(5), pages 721-746, May.

- Wouter J. Denhaan, 2000.
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**The Importance Of The Number Of Different Agents In A Heterogeneous Asset-Pricing Model**," Computing in Economics and Finance 2000 349, Society for Computational Economics.

- Wouter J. Denhaan, 2000.
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- Pablo F. Beker & Subir Chattopadhyay, 2006.
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**Economic Survival When Markets Are Incomplete**," Working Papers. Serie AD 2006-19, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).

- Pablo F. Beker & Subir Chattopadhyay, 2005.
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**Economic Survival when Markets are Incomplete**," Levine's Working Paper Archive 784828000000000422, David K. Levine.

- Pablo F. Beker & Subir Chattopadhyay, 2005.
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- Duffie, Darrell, 1996.
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**Incomplete security markets with infinitely many states: An introduction**," Journal of Mathematical Economics, Elsevier, vol. 26(1), pages 1-8. - Felix Kubler & Karl Schmedders, 2001.
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**Stationary Equilibria in Asset-Pricing Models with Incomplete Markets and Collateral**," Discussion Papers 1319, Northwestern University, Center for Mathematical Studies in Economics and Management Science.

- Felix Kubler & Karl Schmedders, 2003.
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**Stationary Equilibria in Asset-Pricing Models with Incomplete Markets and Collateral**," Econometrica, Econometric Society, vol. 71(6), pages 1767-1793, November.

- Felix Kubler & Karl Schmedders, 2003.
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- Aliprantis, C. D. & Tourky, Rabee, 2004.
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**Equilibria in Incomplete Assets Economies with Infinite Dimensional Spot Markets**," Purdue University Economics Working Papers 1169, Purdue University, Department of Economics.

- Charalambos Aliprantis & Rabee Tourky, 2009.
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**Equilibria in incomplete assets economies with infinite dimensional spot markets**," Economic Theory, Springer, vol. 38(2), pages 221-262, February.

- Charalambos Aliprantis & Rabee Tourky, 2009.
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- Werner, Jan, 2014.
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**Rational asset pricing bubbles and debt constraints**," Journal of Mathematical Economics, Elsevier, vol. 53(C), pages 145-152. - Bloise, Gaetano & Reichlin, Pietro & Tirelli, Mario, 2009.
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**Indeterminacy of Competitive Equilibrium with Risk of Default**," CEPR Discussion Papers 7477, C.E.P.R. Discussion Papers.

- Gaetano Bloise & Pietro Reichlin & Mario Tirelli, 2009.
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**Indeterminacy Of Competitive Equilibrium With Risk Of Default**," Levine's Working Paper Archive 814577000000000313, David K. Levine. - Gaetano Bloise & Pietro Reichlin & Mario Tirelli, 2009.
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**Indeterminacy of competitive equilibrium with risk of default**," Departmental Working Papers of Economics - University 'Roma Tre' 0109, Department of Economics - University Roma Tre.

- Gaetano Bloise & Pietro Reichlin & Mario Tirelli, 2009.
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- Thorsten Koeppl, 2004.
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**Risk Sharing through Financial Markets with Endogenous Enforcement of Trades**," Working Papers 1048, Queen's University, Department of Economics.

- Koppl, Thorsten V., 2006.
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**Risk sharing through financial markets with endogenous enforcement of trades**," Journal of Economic Dynamics and Control, Elsevier, vol. 30(11), pages 1987-2014, November.

- Koeppl, Thorsten Volker, 2004.
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**Risk sharing through financial markets with endogenous enforcement of trades**," Working Paper Series 0319, European Central Bank. - Thorsten V. Koeppl, 2004.
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**Risk Sharing through Financial Markets with Endogenous Enforcement of Trades**," Econometric Society 2004 North American Winter Meetings 326, Econometric Society.

- Koppl, Thorsten V., 2006.
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- BLOISE, Gaetano & DRÃˆZE, Jacques & POLEMARCHAKIS, Heracles, 2002.
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**Money and indeterminacy over an infinite horizon**," CORE Discussion Papers 2002021, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

- G. Bloise & J.H. Dreze & H.M. Polemarchakis, 2002.
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**Money and Indeterminacy Over an Infinite Horizon**," Working Papers 2002-12, Brown University, Department of Economics.

- G. Bloise & J.H. Dreze & H.M. Polemarchakis, 2002.
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- Araújo, Aloísio Pessoa de, 2003.
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**As Leis de Falência: Uma Abordagem Econômica**," Economics Working Papers (Ensaios Economicos da EPGE) 474, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).

- Aloisio Araujo, 2002.
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**As Leis de Falência: uma Abordagem Econômica**," Working Papers Series 57, Central Bank of Brazil, Research Department.

- Aloisio Araujo, 2002.
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- Florian Wagener & Cars Hommes & William Brock, 2006.
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**More hedging instruments may destabilize markets**," Working Papers wp06-11, Warwick Business School, Finance Group.

- Brock, W.A. & Hommes, C.H. & Wagener, F.O.O., 2009.
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**More hedging instruments may destabilize markets**," Journal of Economic Dynamics and Control, Elsevier, vol. 33(11), pages 1912-1928, November.

- William Brock & Cars Hommes & Florian Wagener, 2006.
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**More Hedging Instruments may destablize Markets**," Tinbergen Institute Discussion Papers 06-080/1, Tinbergen Institute, revised 30 Apr 2008. - Brock, W.A. & Hommes, C.H. & Wagener, F.O.O., 2006.
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**More hedging instruments may destabilize markets**," CeNDEF Working Papers 06-12, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.

- Brock, W.A. & Hommes, C.H. & Wagener, F.O.O., 2009.
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- Bloise, Gaetano & Reichlin, Pietro, 2011.
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**Asset prices, debt constraints and inefficiency**," Journal of Economic Theory, Elsevier, vol. 146(4), pages 1520-1546, July.

- Bloise, Gaetano & Reichlin, Pietro, 2008.
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**Asset Prices, Debt Constraints and Inefficiency**," CEPR Discussion Papers 6779, C.E.P.R. Discussion Papers. - Gaetano Bloise & Pietro Reichlin, 2008.
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**Asset Prices, Debt Constraints and Inefficiency**," EIEF Working Papers Series 0803, Einaudi Institute for Economics and Finance (EIEF), revised Mar 2008. - Gaetano Bloise & Pietro Reichlin, 2008.
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**Asset prices, debt constraints and inefficiency**," Departmental Working Papers of Economics - University 'Roma Tre' 0089, Department of Economics - University Roma Tre.

- Bloise, Gaetano & Reichlin, Pietro, 2008.
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- Loewenstein, Mark & Willard, Gregory A., 2000.
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**Rational Equilibrium Asset-Pricing Bubbles in Continuous Trading Models**," Journal of Economic Theory, Elsevier, vol. 91(1), pages 17-58, March. - Krebs, Tom, 2004.
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**Non-existence of recursive equilibria on compact state spaces when markets are incomplete**," Journal of Economic Theory, Elsevier, vol. 115(1), pages 134-150, March.

- Tom Krebs, 2002.
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**Non-Existence of Recursive Equilibria on Compact State Spaces When Markets are Incomplete**," Working Papers 2002-17, Brown University, Department of Economics.

- Tom Krebs, 2002.
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- Jean-Marc Bottazzi & Jaime Luque & Mario R. Pascoa, 2011.
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**Trading and rational security pricing bubbles**," Economics Working Papers we1119, Universidad Carlos III, Departamento de Economía.

- Jean-Marc Bottazzi & Jaime Luque & Mário R. Páscoa, 2012.
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**Trading and rational security pricing bubbles**," Documents de travail du Centre d'Economie de la Sorbonne 12010, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne. - Jean-Marc Bottazzi & Jaime Luque & Mário R. Páscoa, 2012.
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**Trading and rational security pricing bubbles**," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00673995, HAL.

- Jean-Marc Bottazzi & Jaime Luque & Mário R. Páscoa, 2012.
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- David K. Levine & William Zame, 2001.
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**Does Market Incompleteness Matter**," Levine's Working Paper Archive 78, David K. Levine.

- David K. Levine & William R. Zame, 2002.
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**Does Market Incompleteness Matter?**," Econometrica, Econometric Society, vol. 70(5), pages 1805-1839, September.

- David K. Levine & William R. Zame, 2002.
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- Felix Kubler & Karl Schmedders, 2000.
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**Incomplete Markets, Transitory Shocks, and Welfare**," Discussion Papers 1285, Northwestern University, Center for Mathematical Studies in Economics and Management Science.

- Felix Kubler & Karl Schmedders, 2001.
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**Incomplete Markets, Transitory Shocks, and Welfare**," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 4(4), pages 747-766, October.

- Felix Kubler & Karl Schmedders, 2000.
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**Incomplete Markets, Transitory Shocks and Welfare**," Levine's Working Paper Archive 2133, David K. Levine. - Felix Kubler & Karl Schmedders, 2000.
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**Incomplete Markets, Transitory Shocks And Welfare**," Computing in Economics and Finance 2000 130, Society for Computational Economics.

- Felix Kubler & Karl Schmedders, 2001.
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- Miguel A. Iraola & Juan Pablo Torres-Martinez, 2013.
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**Liquidity Contractions, Incomplete Financial Participation and the Prevalence of Negative Equity Non-Recourse Loans**," Working Papers 2013-08, University of Miami, Department of Economics.

- Iraola, Miguel & Torres-Martínez, Juan Pablo, 2013.
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**Liquidity Contractions, Incomplete Financial Participation and the Prevalence of Negative Equity Non-recourse Loans**," MPRA Paper 46838, University Library of Munich, Germany.

- Iraola, Miguel & Torres-Martínez, Juan Pablo, 2013.
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- Judd, Kenneth L. & Kubler, Felix & Schmedders, Karl, 2000.
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**Computing equilibria in infinite-horizon finance economies: The case of one asset**," Journal of Economic Dynamics and Control, Elsevier, vol. 24(5-7), pages 1047-1078, June. - Timothy J. Kehoe & David K. Levine, 2000.
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**Liquidity Constrained vs. Debt Constrained Markets**," Levine's Working Paper Archive 14, David K. Levine. - Emma Moreno-García & Juan Torres-Martínez, 2012.
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**Equilibrium existence in infinite horizon economies**," Portuguese Economic Journal, Springer, vol. 11(2), pages 127-145, August. - Beker, Pablo & Subir Chattopadhyay, 2009.
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**Consumption Dynamics in General Equilibrium : A Characterisation when Markets are Incomplete**," The Warwick Economics Research Paper Series (TWERPS) 921, University of Warwick, Department of Economics.

- Beker, Pablo & Chattopadhyay, Subir, 2010.
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**Consumption dynamics in general equilibrium: A characterisation when markets are incomplete**," Journal of Economic Theory, Elsevier, vol. 145(6), pages 2133-2185, November.

- Beker, Pablo & Chattopadhyay, Subir, 2010.
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- Gaetano Bloise & Pietro Reichlin & Mario Tirelli, 2013.
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**Fragility of Competitive Equilibrium with Risk of Default**," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 16(2), pages 271-295, April. - Páscoa, Mário Rui & Seghir, Abdelkrim, 2009.
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**Harsh default penalties lead to Ponzi schemes**," Games and Economic Behavior, Elsevier, vol. 65(1), pages 270-286, January. - Laura Angeloni & Bernard Cornet, 2005.
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**Existence Of Financial Equilibria In A Multiperiod Stochastic Economy**," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 200506, University of Kansas, Department of Economics, revised Feb 2005. - Martins-da-Rocha, V. Filipe & Vailakis, Yiannis, 2012.
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**Endogenous debt constraints in collateralized economies with default penalties**," Journal of Mathematical Economics, Elsevier, vol. 48(1), pages 1-13.

- Martins-da-Rocha, Victor Filipe & Vailakis, Y., 2011.
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**Endogenous debt constraints in collateralized economies with default penalties**," Economics Working Papers (Ensaios Economicos da EPGE) 719, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).

- Martins-da-Rocha, Victor Filipe & Vailakis, Y., 2011.
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- Zame, William R, 1993.
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**Efficiency and the Role of Default When Security Markets Are Incomplete**," American Economic Review, American Economic Association, vol. 83(5), pages 1142-64, December.

- William R. Zame, 1992.
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**Efficiency and the Role of Default When Security Markets are Incomplete**," UCLA Economics Working Papers 673, UCLA Department of Economics. - William R. Zame, 1990.
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**Efficiency and the Role of Default When Security Markets are Incomplete**," UCLA Economics Working Papers 585, UCLA Department of Economics.

- William R. Zame, 1992.
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- Stepanchuk, Serhiy & Tsyrennikov, Viktor, 2015.
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**Portfolio and welfare consequences of debt market dominance**," Journal of Monetary Economics, Elsevier, vol. 74(C), pages 89-101. - Martins-da-Rocha, Victor Filipe & Vailakis, Yiannis, 2008.
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**Collateral, default penalties and almost finite-time solvency**," Economics Working Papers (Ensaios Economicos da EPGE) 670, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).

- Felipe Martins-da-Rocha & Yiannis Vailakis, 2008.
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**Collateral, default penalties and almost finite-time solvency**," Levine's Working Paper Archive 122247000000002049, David K. Levine.

- Felipe Martins-da-Rocha & Yiannis Vailakis, 2008.
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- Martins-da-Rocha, Victor Filipe & Vailakis, Y., 2010.
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**Competitive equilibria in infinite-horizon collateralized economies with default penalties**," Economics Working Papers (Ensaios Economicos da EPGE) 703, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil). - David K Levine & William R Zame, 2000.
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**Risk Sharing and Market Incompleteness**," Levine's Working Paper Archive 2080, David K. Levine. - Mas-Colell, Andreu & Zame, William R., 1996.
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**The existence of security market equilibrium with a non-atomic state space**," Journal of Mathematical Economics, Elsevier, vol. 26(1), pages 63-84.