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Debt Stabilization Games in the Presence of Risk Premia

Author

Listed:
  • Engwerda, J.C.

    (Tilburg University, School of Economics and Management)

  • van Aarle, B.
  • Plasmans, J.E.J.

    (Tilburg University, School of Economics and Management)

  • Weeren, A.J.T.M.

    (Tilburg University, School of Economics and Management)

Abstract

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Suggested Citation

  • Engwerda, J.C. & van Aarle, B. & Plasmans, J.E.J. & Weeren, A.J.T.M., 2012. "Debt Stabilization Games in the Presence of Risk Premia," Other publications TiSEM 51d54230-0009-4eb4-907d-c, Tilburg University, School of Economics and Management.
    • Handle: RePEc:tiu:tiutis:51d54230-0009-4eb4-907d-cc87b1f77083
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    References listed on IDEAS

    as
    1. Caputo, Michael R., 2007. "The envelope theorem for locally differentiable Nash equilibria of finite horizon differential games," Games and Economic Behavior, Elsevier, vol. 61(2), pages 198-224, November.
    2. Reddy, P.V., 2011. "Essays on dynamic games," Other publications TiSEM b2631b84-01b1-4c50-96a0-2, Tilburg University, School of Economics and Management.
    3. Engwerda, Jacob C., 1998. "On the open-loop Nash equilibrium in LQ-games," Journal of Economic Dynamics and Control, Elsevier, vol. 22(5), pages 729-762, May.
    4. De Grauwe, Paul & Ji, Yuemei, 2012. "Mispricing of Sovereign Risk and Multiple Equilibria in the Eurozone," CEPS Papers 6548, Centre for European Policy Studies.
    5. repec:lic:licosd:30412 is not listed on IDEAS
    6. Giovanni Di Bartolomeo & Debora Di Gioacchino, 2008. "Fiscal-monetary policy coordination and debt management: a two-stage analysis," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 35(4), pages 433-448, September.
    7. Tabellini, Guido, 1986. "Money, debt and deficits in a dynamic game," Journal of Economic Dynamics and Control, Elsevier, vol. 10(4), pages 427-442, December.
    8. Mr. Manmohan S. Kumar & Mr. Emanuele Baldacci, 2010. "Fiscal Deficits, Public Debt, and Sovereign Bond Yields," IMF Working Papers 2010/184, International Monetary Fund.
    9. Jasper Lukkezen & Hugo Rojas-Romagosa, 2012. "When is debt sustainable?," CPB Discussion Paper 212, CPB Netherlands Bureau for Economic Policy Analysis.
    10. van Aarle, Bas & Lans Bovenberg, A. & Raith, Matthias G., 1997. "Is there a tragedy of a common central bank? A dynamic analysis," Journal of Economic Dynamics and Control, Elsevier, vol. 21(2-3), pages 417-447.
    11. Charles C. Figuieres, 2008. "European Central Bank, strategical international relationships and debt stabilization [Banque Centrale Européenne, relations stratégiques internationales et stabilisation de la dette]," Post-Print hal-02668521, HAL.
    12. van den Broek, W. A., 2002. "Moving horizon control in dynamic games," Journal of Economic Dynamics and Control, Elsevier, vol. 26(6), pages 937-961, June.
    13. repec:zbw:bofism:1998_012 is not listed on IDEAS
    14. A. J. T. M. Weeren & J. M. Schumacher & J. C. Engwerda, 1999. "Asymptotic Analysis of Linear Feedback Nash Equilibria in Nonzero-Sum Linear-Quadratic Differential Games," Journal of Optimization Theory and Applications, Springer, vol. 101(3), pages 693-722, June.
    15. Castrén, Olli, 1998. "Fiscal-monetary policy coordination and central bank independence," Scientific Monographs, Bank of Finland, number 1998_012.
    16. Reinhard Neck & Jan-Egbert Sturm (ed.), 2008. "Sustainability of Public Debt," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262140985, December.
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