Regulating collateral-requirements when markets are incomplete
Tài liệu tham khảo
Araújo, 2005, Endogenous collateral, J. Math. Econ., 41, 439, 10.1016/j.jmateco.2004.11.001
Araújo, 2000, Equilibrium with default and endogenous collateral, Math. Finance, 10, 1, 10.1111/1467-9965.00077
Araújo, 2002, Collateral avoids Ponzi schemes in incomplete markets, Econometrica, 70, 1613, 10.1111/1468-0262.00343
Cass, 1998, Pareto improving financial innovation in incomplete markets, Econ. Theory, 11, 467, 10.1007/s001990050198
Z.X. Di, Growing wealth, inequality, and housing in the United States, Harvard Universityʼs Joint Center for Housing Studies W07-1, 2007.
Dubey, 2005, Default and punishment in general equilibrium, Econometrica, 73, 1, 10.1111/j.1468-0262.2005.00563.x
Geanakoplos, 2003, Liquidity, default, and crashes: Endogenous contracts in general equilibrium, 170
Geanakoplos, 1986, Existence, regularity, and constrained suboptimality of competitive allocations when the asset market is incomplete, 65
J. Geanakoplos, W. Zame, Collateralized asset markets, 2007.
W.T. Kilenthong, Collateral premia and risk sharing under limited commitment, Econ. Theory (2010), subtitted for publication, online first.
Kilenthong
Kubler, 2003, Stationary equilibria in asset-pricing models with incomplete markets and collateral, Econometrica, 71, 1767, 10.1111/1468-0262.00469
Schommer
U.S. Department of Labor, Bureau of Labor Statistics, Consumer expenditures survey, 2004.
Yao, 2005, Optimal consumption and portfolio choices with risky housing and borrowing constraints, Rev. Finan. Stud., 18, 197, 10.1093/rfs/hhh007