Collateral premia and risk sharing under limited commitment
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DOI: 10.1007/s00199-010-0535-0
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- 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.
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- John Geanakoplos & William Zame, 2013. "Collateral Equilibrium - A Basic Framework," EIEF Working Papers Series 1319, Einaudi Institute for Economics and Finance (EIEF), revised Aug 2013.
- Athanasios Geromichalos & Jiwon Lee & Seungduck Lee & Keita Oikawa, 2016.
"Over-the-counter trade and the value of assets as collateral,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 62(3), pages 443-475, August.
- Athanasios Geromichalos & Jiwon Lee & Seungduck Lee & Keita Oikawa, 2014. "Over-the-Counter Trade and the Value of Assets as Collateral," Working Papers 96, University of California, Davis, Department of Economics.
- Xavier Mateos-Planas & Giulio Seccia, 2013. "Consumer Default with Complete Markets: Default-based Pricing and Finite Punishment," Working Papers 711, Queen Mary University of London, School of Economics and Finance.
- Breuer, Thomas & Jandačka, Martin & Summer, Martin & Vollbrecht, Hans-Joachim, 2015.
"Endogenous leverage and asset pricing in double auctions,"
Journal of Economic Dynamics and Control, Elsevier, vol. 53(C), pages 144-160.
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- Weerachart Kilenthong & Robert Townsend, 2014. "Segregated Security Exchanges with Ex Ante Rights to Trade: A Market-Based Solution to Collateral-Constrained Externalities," NBER Working Papers 20086, National Bureau of Economic Research, Inc.
- Zhixiong Zeng, 2013.
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Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 52(2), pages 729-754, March.
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- Maurin, Vincent, 2022. "Asset scarcity and collateral rehypothecation," Journal of Financial Intermediation, Elsevier, vol. 52(C).
- Weerachart Tee Kilenthong, 2014. "Correction for “Collateral premia and risk sharing under limited commitment” [Econ. Theory 46, 475–501 (2011)]," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), vol. 2(1), pages 115-118, April.
- Rubén Poblete-Cazenave & Juan Torres-Martínez, 2013.
"Equilibrium with limited-recourse collateralized loans,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 53(1), pages 181-211, May.
- Rubén Poblete-Cazenave & Juan Pablo Torres-Martínez, 2010. "Equilibrium with limited-recourse collateralized loans," Working Papers wp313, University of Chile, Department of Economics.
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- Dan Vu Cao, 2010.
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2010 Meeting Papers
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- Dan Cao, 2011. "Collateral Shortages, Asset Price and Investment Volatility with Heterogeneous Beliefs," Working Papers gueconwpa~11-11-01, Georgetown University, Department of Economics.
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- Xavier Mateos-Planas & Giulio Seccia, 2013. "Consumer Default with Complete Markets: Default-based Pricing and Finite Punishment," Working Papers 711, Queen Mary University of London, School of Economics and Finance.
- Kilenthong, Weerachart & Townsend, Robert, 2007. "Market Based, Segregated Exchanges with Default Risk," MPRA Paper 20724, University Library of Munich, Germany, revised 12 Nov 2009.
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More about this item
Keywords
Collateral premium; Complete collateralized contracts; General equilibrium; Limited commitment; Endogenous incomplete markets; D52; D53;All these keywords.
JEL classification:
- D52 - Microeconomics - - General Equilibrium and Disequilibrium - - - Incomplete Markets
- D53 - Microeconomics - - General Equilibrium and Disequilibrium - - - Financial Markets
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