Credit risk in general equilibrium
Author
Abstract
Suggested Citation
DOI: 10.1007/s00199-014-0822-2
Download full text from publisher
As the access to this document is restricted, you may want to look for a different version below or search for a different version of it.
Other versions of this item:
- Eichberger, Jürgen & Rheinberger, Klaus & Summer, Martin, 2012. "Credit risk in general equilibrium," Working Paper Series 1445, European Central Bank.
- Jürgen Eichberger & Klaus Rheinberger & Martin Summer, 2014. "Credit Risk in General Equilibrium," CESifo Working Paper Series 4602, CESifo.
- Jürgen Eichberger & Klaus Rheinberger & Martin Summer, 2011. "Credit Risk in General Equilibrium," Working Papers 172, Oesterreichische Nationalbank (Austrian Central Bank).
References listed on IDEAS
- Jean-Pierre Zigrand & Hyun Song Shin & Jon Danielsson, 2010. "Risk Appetite and Endogenous Risk," FMG Discussion Papers dp647, Financial Markets Group.
- 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.
- Geanakoplos, John & William R. Zame, 2013. "Collateral Equilibrium: A Basic Framework," Cowles Foundation Discussion Papers 1906, Cowles Foundation for Research in Economics, Yale University.
- John Geanakoplos & William R. Zame, 2013. "Collateral Equilibrium: A Basic Framework," Levine's Working Paper Archive 786969000000000741, David K. Levine.
- 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.
- A. Araujo & M. R. Páscoa & P. K. Monteiro, 1997.
"Incomplete markets, continuum of states and default,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 11(1), pages 205-213.
- Araujo, A. & Monteiro, P. K. & Páscoa, M.R., 1998. "Incomplete markets, continuum of states and default," LIDAM Reprints CORE 1297, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Salvatore Modica & J.-Marc Tallon & Aldo Rustichini, 1998.
"Unawareness and bankruptcy: A general equilibrium model,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 12(2), pages 259-292.
- Salvatore Modica & Aldo Rustichini & Jean-Marc Tallon, 1998. "Unawareness and bankruptcy: A general equilibrium model," Post-Print halshs-00499386, HAL.
- Azariadis, Costas & Kaas, Leo, 2013.
"Endogenous credit limits with small default costs,"
Journal of Economic Theory, Elsevier, vol. 148(2), pages 806-824.
- Costas Azariadis & Leo Kaas, 2012. "Endogenous Credit Limits with Small Default Costs," Working Paper Series of the Department of Economics, University of Konstanz 2012-17, Department of Economics, University of Konstanz.
- Costas Azariadis & Leo Kaas, 2012. "Endogenous credit limits with small default costs," Working Papers 2012-048, Federal Reserve Bank of St. Louis.
- Dana, Rose-Anne & Le Van, Cuong & Magnien, Francois, 1999.
"On the Different Notions of Arbitrage and Existence of Equilibrium,"
Journal of Economic Theory, Elsevier, vol. 87(1), pages 169-193, July.
- Dana, Rose-Anne & Le Van, Cuong & Magnien, François, 1996. "On the different notions of arbitrage and existence of equilibrium," CEPREMAP Working Papers (Couverture Orange) 9616, CEPREMAP.
- Dana, R.-A. & Le Van, C. & Magnien, F., 1999. "On the Different Notions of Arbitrage and Existence of Equilibrium," Papiers d'Economie Mathématique et Applications 1999.34, Université Panthéon-Sorbonne (Paris 1).
- Michael Magill & Martine Quinzii, 1997.
"Which improves welfare more: A nominal or an indexed bond?,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 10(1), pages 1-37.
- Magill, M. & Quinzii, M., 1995. "Which Improves Welfare More: Nominal or Indexed Bond?," Department of Economics 95-20, California Davis - Department of Economics.
- Martine Quinzii & Michael Magill, 2004. "Which Improves Welfare More: Nominal Or Indexed Bond?," Working Papers 230, University of California, Davis, Department of Economics.
- Magill, M. & Quinzii, M., 1995. "Which Improves Welfare More: Nominal or Indexed Bond?," Papers 9521, Southern California - Department of Economics.
- Magill, M. & Quinzii, M., 1995. "Which Improves Welfare More: Nominal or Indexed Bond?," Papers 95-20, California Davis - Institute of Governmental Affairs.
- MAGILL, Michael & QUINZII, Martine, 1995. "Which Improves Welfare More : Nominal or Indexed Bond ?," LIDAM Discussion Papers CORE 1995072, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Gordy, Michael B., 2003.
"A risk-factor model foundation for ratings-based bank capital rules,"
Journal of Financial Intermediation, Elsevier, vol. 12(3), pages 199-232, July.
- Michael B. Gordy, 2002. "A risk-factor model foundation for ratings-based bank capital rules," Finance and Economics Discussion Series 2002-55, Board of Governors of the Federal Reserve System (U.S.).
- Zame, William R, 1993.
"Efficiency and the Role of Default When Security Markets Are Incomplete,"
American Economic Review, American Economic Association, vol. 83(5), pages 1142-1164, December.
- William R. Zame, 1990. "Efficiency and the Role of Default When Security Markets are Incomplete," UCLA Economics Working Papers 585, UCLA Department of Economics.
- William R. Zame, 1992. "Efficiency and the Role of Default When Security Markets are Incomplete," UCLA Economics Working Papers 673, UCLA Department of Economics.
- Magill, Michael & Shafer, Wayne, 1991. "Incomplete markets," Handbook of Mathematical Economics, in: W. Hildenbrand & H. Sonnenschein (ed.), Handbook of Mathematical Economics, edition 1, volume 4, chapter 30, pages 1523-1614, Elsevier.
- Douglas W. Diamond, 1984. "Financial Intermediation and Delegated Monitoring," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 51(3), pages 393-414.
- Timothy J. Kehoe & David K. Levine, 1993.
"Debt-Constrained Asset Markets,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 60(4), pages 865-888.
- Timothy J. Kehoe & David K. Levine, 1992. "Debt constrained asset markets," Working Papers 445, Federal Reserve Bank of Minneapolis.
- Timothy J Kehoe & David K Levine, 1993. "Debt Constrained Asset Markets," Levine's Working Paper Archive 1276, David K. Levine.
- Martin Hellwig, 2010.
"Capital Regulation after the Crisis: Business as Usual?,"
ifo DICE Report,
ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 8(2), pages 40-46, 07.
- Martin Hellwig, 2010. "Capital Regulation after the Crisis: Business as Usual?," Discussion Paper Series of the Max Planck Institute for Research on Collective Goods 2010_31, Max Planck Institute for Research on Collective Goods.
- Bloise, Gaetano & Reichlin, Pietro, 2011. "Asset prices, debt constraints and inefficiency," Journal of Economic Theory, Elsevier, vol. 146(4), pages 1520-1546, July.
- Reichlin, Pietro & Bloise, Gaetano, 2008. "Asset Prices, Debt Constraints and Inefficiency," CEPR Discussion Papers 6779, C.E.P.R. Discussion Papers.
- Gaetano Bloise & Pietro Reichlin, 2008. "Asset prices, debt constraints and inefficiency," Departmental Working Papers of Economics - University 'Roma Tre' 0089, Department of Economics - University Roma Tre.
- Gaetano Bloise & Pietro Reichlin, 2008. "Asset Prices, Debt Constraints and Inefficiency," EIEF Working Papers Series 0803, Einaudi Institute for Economics and Finance (EIEF), revised Mar 2008.
- Christian Hellwig & Guido Lorenzoni, 2009. "Bubbles and Self-Enforcing Debt," Econometrica, Econometric Society, vol. 77(4), pages 1137-1164, July.
- Christian Hellwig & Guido Lorenzoni, 2006. "Bubbles and Self-Enforcing Debt," NBER Working Papers 12614, National Bureau of Economic Research, Inc.
- Christian Hellwig & Guido Lorenzoni, 2006. "Bubbles and Self-enforcing Debt," Levine's Bibliography 321307000000000383, UCLA Department of Economics.
- Helmut Elsinger & Martin Summer, 2001. "Arbitrage and Optimal Portfolio Choice with Financial Constraints," Working Papers 49, Oesterreichische Nationalbank (Austrian Central Bank).
- Aloisio Araujo & Paulo K. Monteiro & M´rio Rui P´ascoa, 1996. "Infinite Horizon Incomplete Markets With A Continuum Of States," Mathematical Finance, Wiley Blackwell, vol. 6(2), pages 119-132, April.
- Gyutaeg Oh, 1996. "Some Results in the CAPM with Nontraded Endowments," Management Science, INFORMS, vol. 42(2), pages 286-293, February.
- Radner, Roy, 1972. "Existence of Equilibrium of Plans, Prices, and Price Expectations in a Sequence of Markets," Econometrica, Econometric Society, vol. 40(2), pages 289-303, March.
- Townsend, Robert M., 1979. "Optimal contracts and competitive markets with costly state verification," Journal of Economic Theory, Elsevier, vol. 21(2), pages 265-293, October.
- Robert M. Townsend, "undated". "Optimal contracts and competitive markets with costly state verification," Staff Report 45, Federal Reserve Bank of Minneapolis.
- repec:ces:ifodic:v:8:y:2010:i:2:p:14566986 is not listed on IDEAS
- Douglas Gale & Martin Hellwig, 1985. "Incentive-Compatible Debt Contracts: The One-Period Problem," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 52(4), pages 647-663.
- Lars Tyge Nielsen, 1989. "Asset Market Equilibrium with Short-Selling," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 56(3), pages 467-473.
- Kocherlakota, Narayana, 2008. "Injecting rational bubbles," Journal of Economic Theory, Elsevier, vol. 142(1), pages 218-232, September.
- Narayana R. Kocherlakota, 2006. "Injecting Rational Bubbles," Levine's Bibliography 122247000000000905, UCLA Department of Economics.
- Peter Bossaerts & Charles Plott & William R. Zame, 2007. "Prices and Portfolio Choices in Financial Markets: Theory, Econometrics, Experiments," Econometrica, Econometric Society, vol. 75(4), pages 993-1038, July.
- Peter Bossaerts & Charles Plott & William R. Zame, 2007. "Prices and Portfolio Choices in Financial Markets: Theory, Econometrics, Experiments," Swiss Finance Institute Research Paper Series 07-05, Swiss Finance Institute.
- Pradeep Dubey & John Geanakoplos & Martin Shubik, 2005. "Default and Punishment in General Equilibrium," Econometrica, Econometric Society, vol. 73(1), pages 1-37, January.
- P. Dubey & J. Geanakoplos & M . Shubik, 2001. "Default and Punishment in General Equilibrium," Department of Economics Working Papers 01-07, Stony Brook University, Department of Economics.
- Pradeep Dubey & John Geanakoplos & Martin Shubik, 2001. "Default and Punishment in General Equilibrium," Cowles Foundation Discussion Papers 1304R5, Cowles Foundation for Research in Economics, Yale University, revised Mar 2004.
- Pradeep Dubey & John Geanakoplos & Martin Shubik, 2001. "Default and Punishment in General Equilibrium," Cowles Foundation Discussion Papers 1304, Cowles Foundation for Research in Economics, Yale University.
- Mário R. Páscoa & Aloisio P. Araujo, 2002. "Bancruptcy in a model of unsecured claims," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 20(3), pages 455-481.
- Luttmer, Erzo G J, 1996. "Asset Pricing in Economies with Frictions," Econometrica, Econometric Society, vol. 64(6), pages 1439-1467, November.
- Larry Eisenberg & Thomas H. Noe, 2001. "Systemic Risk in Financial Systems," Management Science, INFORMS, vol. 47(2), pages 236-249, February.
- Werner, Jan, 1987. "Arbitrage and the Existence of Competitive Equilibrium," Econometrica, Econometric Society, vol. 55(6), pages 1403-1418, November.
- repec:onb:oenbwp:y::i:49:b:1 is not listed on IDEAS
- Grandmont,Jean-Michel, 1985. "Money and Value," Cambridge Books, Cambridge University Press, number 9780521313643, November.
- Grandmont, Jean-Michel, 1993. "Temporary general equilibrium theory," Handbook of Mathematical Economics, in: K. J. Arrow & M.D. Intriligator (ed.), Handbook of Mathematical Economics, edition 4, volume 2, chapter 19, pages 879-922, Elsevier.
- Grandmont, Jean-Michel, 1977. "Temporary General Equilibrium Theory," Econometrica, Econometric Society, vol. 45(3), pages 535-572, April.
- Green, Jerry R, 1973. "Temporary General Equilibrium in a Sequential Trading Model with Spot and Futures Transactions," Econometrica, Econometric Society, vol. 41(6), pages 1103-1123, November.
- Sato Norihisa, 2010. "Existence of Competitive Equilibrium in Unbounded Exchange Economies with Satiation: A Note," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 10(1), pages 1-22, July.
- Martin Hellwig, 2010. "Capital Regulation after the Crisis: Business as Usual?," ifo DICE Report, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 8(02), pages 40-46, July.
- Martin Hellwig, 2010. "Capital Regulation after the Crisis: Business as Usual?," Discussion Paper Series of the Max Planck Institute for Research on Collective Goods 2010_31, Max Planck Institute for Research on Collective Goods.
- Shin, Hyun Song, 2010. "Risk and Liquidity," OUP Catalogue, Oxford University Press, number 9780199546367, Decembrie.
- Sato, Norihisa, 2010. "Satiation and existence of competitive equilibrium," Journal of Mathematical Economics, Elsevier, vol. 46(4), pages 534-551, July.
- Sabarwal Tarun, 2003. "Competitive Equilibria With Incomplete Markets and Endogenous Bankruptcy," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 3(1), pages 1-42, January.
- repec:dau:papers:123456789/6228 is not listed on IDEAS Full references (including those not matched with items on IDEAS)
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:- Nicolas Houy & Frédéric Jouneau & François Le Grand, 2020. "Defaulting firms and systemic risks in financial networks: a normative approach," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 70(2), pages 503-526, September.
- Florin Bidian & Camelia Bejan, 2015.
"Martingale properties of self-enforcing debt,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 60(1), pages 35-57, September.
- Bidian, Florin & Bejan, Camelia, 2011. "Martingale properties of self-enforcing debt," MPRA Paper 36609, University Library of Munich, Germany, revised 12 Feb 2012.
- Adam Dominiak & Ani Guerdjikova, 2021. "Special Issue on Ambiguity and Strategic Interactions in Honor of Jürgen Eichberger," Theory and Decision, Springer, vol. 90(3), pages 301-307, May.
- Deimante Teresiene & Beatrice Gudaviciute, 2021. "Counterparty risk management framework: theoretical approach in COVID-19 environment," Technium Social Sciences Journal, Technium Science, vol. 17(1), pages 184-193, March.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- repec:onb:oenbwp:y::i:172:b:1 is not listed on IDEAS
- Nicolas Houy & Frédéric Jouneau & François Le Grand, 2020. "Defaulting firms and systemic risks in financial networks: a normative approach," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 70(2), pages 503-526, September.
- Wei Ma, 2015. "A Constructive Proof of the Existence of Collateral Equilibrium for a Two-Period Exchange Economy Based on a Smooth Interior-Point Path," Computational Economics, Springer;Society for Computational Economics, vol. 45(1), pages 1-30, January.
- Bloise, G. & Citanna, A., 2019. "Asset shortages, liquidity and speculative bubbles," Journal of Economic Theory, Elsevier, vol. 183(C), pages 952-990.
- 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.
- 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.
- Cuong Van & Frank Page & Myrna Wooders, 2007.
"Risky arbitrage, asset prices, and externalities,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 33(3), pages 475-491, December.
- Cuong Le Van & Frank H. Page, Jr. & Myrna Wooders, 2005. "Risky Arbitage, Asset Prices, and Externalities," Vanderbilt University Department of Economics Working Papers 0524, Vanderbilt University Department of Economics.
- Cuong Le Van & Frank H. Page & Myrna H. Wooders, 2007. "Risky Arbitrage, Asset Prices, and Externalities," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00102698, HAL.
- Cuong Le Van & Frank H. Page & Myrna H. Wooders, 2007. "Risky Arbitrage, Asset Prices, and Externalities," Post-Print halshs-00102698, HAL.
- Iraola, Miguel & Torres-Martínez, Juan Pablo, 2013.
"Liquidity Contractions, Incomplete Financial Participation and the Prevalence of Negative Equity Non-recourse Loans,"
MPRA Paper
46838, University Library of Munich, Germany.
- Miguel A. Iraola & Juan Pablo Torres-Martinez, 2013. "Liquidity Contractions, Incomplete Financial Participation and the Prevalence of Negative Equity Non-Recourse Loans," Working Papers 2013-08, University of Miami, Department of Economics.
- Ha-Huy, Thai & Le Van, Cuong & Tran-Viet, Cuong, 2018.
"Arbitrage and equilibrium in economies with short-selling and ambiguity,"
Journal of Mathematical Economics, Elsevier, vol. 76(C), pages 95-100.
- Thai Ha-Huy & Cuong Le Van & Cuong Tran-Viet, 2018. "Arbitrage and equilibrium in economies with short-selling and ambiguity," Post-Print hal-02877948, HAL.
- Thai Ha-Huy & Cuong Le Van & Cuong Tran-Viet, 2018. "Arbitrage and equilibrium in economies with short-selling and ambiguity," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-02877948, HAL.
- Felipe Martins-da-Rocha & Yiannis Vailakis, 2008.
"Collateral, default penalties and almost finite-time solvency,"
Levine's Working Paper Archive
122247000000002049, David K. Levine.
- Martins-da-Rocha, Victor Filipe & Vailakis, Yiannis, 2008. "Collateral, default penalties and almost finite-time solvency," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 670, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- Bolton, Patrick & Li, Ye & Wang, Neng & Yang, Jinqiang, 2020.
"Dynamic Banking and the Value of Deposits,"
Working Paper Series
2020-13, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
- Patrick Bolton & Ye Li & Neng Wang & Jinqiang Yang, 2020. "Dynamic Banking and the Value of Deposits," NBER Working Papers 28298, National Bureau of Economic Research, Inc.
- Patrick Bolton & Ye Li & Neng Wang & Jinqiang Yang, 2020. "Dynamic Banking and the Value of Deposits," NBER Working Papers 26802, National Bureau of Economic Research, Inc.
- Page, Frank Jr., 1996. "Arbitrage and asset prices," Mathematical Social Sciences, Elsevier, vol. 31(3), pages 183-208, June.
- Dana, R.A. & Le Van, C., 2010.
"Overlapping risk adjusted sets of priors and the existence of efficient allocations and equilibria with short-selling,"
Journal of Economic Theory, Elsevier, vol. 145(6), pages 2186-2202, November.
- Rose-Anne Dana & Cuong Le Van, 2010. "Overlapping risk adjusted sets of priors and the existence of efficient allocations and equilibria with short-selling," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00470670, HAL.
- Florin Bidian & Camelia Bejan, 2015.
"Martingale properties of self-enforcing debt,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 60(1), pages 35-57, September.
- Bidian, Florin & Bejan, Camelia, 2011. "Martingale properties of self-enforcing debt," MPRA Paper 36609, University Library of Munich, Germany, revised 12 Feb 2012.
- Dana, Rose-Anne & Le Van, Cuong, 2000.
"Arbitrage, duality and asset equilibria,"
Journal of Mathematical Economics, Elsevier, vol. 34(3), pages 397-413, November.
- Dana, Rose-Anne & Le Van, Cuong, 1996. "Arbitrage, duality and asset equilibria," CEPREMAP Working Papers (Couverture Orange) 9613, CEPREMAP.
- Paul Oslington, 2012. "General Equilibrium: Theory and Evidence," The Economic Record, The Economic Society of Australia, vol. 88(282), pages 446-448, September.
- Allouch, Nizar & Le Van, Cuong & Page, Frank Jr., 2002.
"The geometry of arbitrage and the existence of competitive equilibrium,"
Journal of Mathematical Economics, Elsevier, vol. 38(4), pages 373-391, December.
- Allouch, Nizar & Le Van, Cuong & Page, Frank H., Jr., 2001. "The Geometry of Arbitrage and the Existence of Competitive Equilibrium," Economic Research Papers 269368, University of Warwick - Department of Economics.
- Allouch, Nizar & Le Van, Cuong & Page, Jr. Frank H., 2001. "The geometry of arbitrage and the existence of competitive equilibrium," The Warwick Economics Research Paper Series (TWERPS) 598, University of Warwick, Department of Economics.
- PageJr., Frank H. & Wooders, Myrna H. & Monteiro, Paulo K., 2000.
"Inconsequential arbitrage,"
Journal of Mathematical Economics, Elsevier, vol. 34(4), pages 439-469, December.
- Page, F.H.Jr. & Wooders, M.H. & Monteiro, P.K., 1999. "Inconsequential Arbitrage," The Warwick Economics Research Paper Series (TWERPS) 561, University of Warwick, Department of Economics.
- Page, Frank H., Jr. & Wooders, Myrna H. & Monteiro, Paulo K., 1999. "Inconsequential arbitrage," Economic Research Papers 269332, University of Warwick - Department of Economics.
- Li Gan & Tarun Sabarwal & Shuoxun Zhang, 2010.
"Personal Bankruptcy: Reconciling Adverse Events and Strategic Timing Hypotheses Using Heterogeneity in Filing Types,"
WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS
201008, University of Kansas, Department of Economics, revised May 2011.
- Li Gan & Tarun Sabarwal & Shuoxun Zhang, 2012. "Personal Bankruptcy: Reconciling Adverse Events and Strategic Filing Hypotheses Using Heterogeneity in Filing Types," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201239, University of Kansas, Department of Economics, revised Oct 2012.
- Allouch, Nizar & Le Van, Cuong & Page, Frank Jr., 2006.
"Arbitrage and equilibrium in unbounded exchange economies with satiation,"
Journal of Mathematical Economics, Elsevier, vol. 42(6), pages 661-674, September.
- Nizar Allouch & Cuong Le Van & Frank H. Page, 2006. "Arbitrage and equilibrium in unbounded exchange economies with satiation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00096040, HAL.
- Nizar Allouch & Cuong Le Van & Frank H. Page, 2006. "Arbitrage and equilibrium in unbounded exchange economies with satiation," Post-Print halshs-00096040, HAL.
- Allouch, Nizar & Van, Cuong Le & Page Jr. Frank H., 2002.
"Arbitrage, Equilibrium And Nonsatiation,"
The Warwick Economics Research Paper Series (TWERPS)
637, University of Warwick, Department of Economics.
- Nizar Allouch & Cuong Le Van & Frank H. Page, Jr., 2004. "Arbitrage, Equilibrium, and Nonsatiation," Working Papers 512, Queen Mary University of London, School of Economics and Finance.
- Allouch, Nizar & Le Van, Cuong & Page, Frank H., Jr., 2002. "Arbitrage, Equilibrium, and Nonsatiation," Economic Research Papers 269411, University of Warwick - Department of Economics.
More about this item
Keywords
Credit risk; Endogenous risk; Bankruptcy; D53; G33; G01; D52;
All these keywords.JEL classification:
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
- G33 - Financial Economics - - Corporate Finance and Governance - - - Bankruptcy; Liquidation
- G01 - Financial Economics - - General - - - Financial Crises
- D52 - Microeconomics - - General Equilibrium and Disequilibrium - - - Incomplete Markets
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:joecth:v:57:y:2014:i:2:p:407-435. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.