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Endogenous collateral

Citations

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Cited by:

  1. Bottazzi, Jean-Marc & Luque, Jaime & Páscoa, Mário R., 2012. "Securities market theory: Possession, repo and rehypothecation," Journal of Economic Theory, Elsevier, vol. 147(2), pages 477-500.
  2. Sonja Brangewitz & Gaël Giraud, 2012. "Learning by Trading in Infinite Horizon Strategic Market Games with Default," Documents de travail du Centre d'Economie de la Sorbonne 12062r, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Oct 2013.
  3. Cyril Monnet & Erwan Quintin, 2018. "Optimal Exclusion," Diskussionsschriften dp1814, Universitaet Bern, Departement Volkswirtschaft.
  4. John Geanakoplos & William Zame, 2014. "Collateral equilibrium, I: a basic framework," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 56(3), pages 443-492, August.
  5. Araujo, Aloisio & Páscoa, Mário R. & Torres-Martínez, Juan Pablo, 2011. "Long-lived collateralized assets and bubbles," Journal of Mathematical Economics, Elsevier, vol. 47(3), pages 260-271.
  6. Adriano Campos Menezes & Jaime Orrillo, 2018. "Concerning The Seizure Of Collateral In Collateralized Loan Markets," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 13(03), pages 1-9, September.
  7. Fajardo, José & Lacerda, Ana, 2010. "Statistical arbitrage with default and collateral," Economics Letters, Elsevier, vol. 108(1), pages 81-84, July.
  8. Miguel Leon-Ledesma & Jaime Orrillo, 2016. "Production and Endogenous Bankruptcy under Collateral Constraints," Studies in Economics 1610, School of Economics, University of Kent.
  9. Matteo Iacoviello & Ricardo Nunes & Andrea Prestipino, 2025. "Optimal Credit Market Policy," School of Economics Discussion Papers 0225, School of Economics, University of Surrey.
  10. José Fajardo, 2010. "Behavioral arbitrage with collateral and uncertain deliveries," Annals of Finance, Springer, vol. 6(2), pages 241-254, March.
  11. León-Ledesma, Miguel & Orrillo, Jaime, 2021. "Production, bankruptcy, and financial policies under collateral constraints," Mathematical Social Sciences, Elsevier, vol. 112(C), pages 109-119.
  12. Fajardo, Jose, 2005. "A note on arbitrage and exogenous collateral," Mathematical Social Sciences, Elsevier, vol. 50(3), pages 336-341, November.
  13. Bottazzi, Jean-Marc & Luque, Jaime & Páscoa, Mário R., 2011. "Trading and rational security pricing bubbles," UC3M Working papers. Economics we1119, Universidad Carlos III de Madrid. Departamento de Economía.
  14. Cecilia Parlatore Siritto, 2012. "Equilibrium Collateral Constraints," 2012 Meeting Papers 492, Society for Economic Dynamics.
  15. Mário Páscoa & Myrian Petrassi & Juan Torres-Martínez, 2011. "Fiat money and the value of binding portfolio constraints," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 46(2), pages 189-209, February.
  16. Magill, Michael & Quinzii, Martine, 2015. "Prices and investment with collateral and default," Journal of Economic Dynamics and Control, Elsevier, vol. 51(C), pages 111-132.
  17. Niinimäki, J.-P., 2024. "The incentive effects of the overlapping project structure in credit markets," Journal of Economics and Business, Elsevier, vol. 128(C).
  18. Aloisio Araujo & Mario Pascoa & Juan Pablo Torres-Martinez, 2005. "Bubbles, collateral and monetary equilibrium," Textos para discussão 513, Department of Economics PUC-Rio (Brazil).
  19. Araújo, Aloísio & Kubler, Felix & Schommer, Susan, 2012. "Regulating collateral-requirements when markets are incomplete," Journal of Economic Theory, Elsevier, vol. 147(2), pages 450-476.
  20. Weerachart Kilenthong, 2011. "Collateral premia and risk sharing under limited commitment," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 46(3), pages 475-501, April.
  21. Ani Guerdjikova & John Quiggin, 2019. "Market Selection With Differential Financial Constraints," Econometrica, Econometric Society, vol. 87(5), pages 1693-1762, September.
  22. Jean-Marc Bottazzi & Jaime Luque & Mário R. Páscoa, 2012. "Trading and rational security pricing bubbles," Post-Print halshs-00673995, HAL.
  23. Orrilo, Jaime, 2006. "Another Proof of the Existence of GEI Equilibrium with Default and Exogenous Collateral," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 26(1), May.
  24. Fajardo, José, 2009. "Pricing and optimality with default spreads," The Quarterly Review of Economics and Finance, Elsevier, vol. 49(2), pages 686-692, May.
  25. Iraola, Miguel A. & Torres-Martínez, Juan Pablo, 2014. "Equilibrium in collateralized asset markets: Credit contractions and negative equity loans," Journal of Mathematical Economics, Elsevier, vol. 55(C), pages 113-122.
  26. Orrillo, Jaime, 2005. "Collateral once again," Economics Letters, Elsevier, vol. 87(1), pages 27-33, April.
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