Long-lived collateralized assets and bubbles-Reference-Cited by-同舟云学术

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Long-lived collateralized assets and bubbles

Published:2011-05 Issue:3 Volume:47 Page:260-271
ISSN:0304-4068
Container-title:Journal of Mathematical Economics
language:en
Short-container-title:Journal of Mathematical Economics

Author:

Araujo Aloisio,Páscoa Mário R.,Torres-Martínez Juan Pablo

Publisher

Elsevier BV

Subject

Applied Mathematics,Economics and Econometrics

Reference17 articles.

1. Endogenous Collateral;Araujo;Journal of Mathematical Economics,2005

2. Araujo, A., Páscoa, M.R., Torres-Martínez, J.P., 2005b. Bubbles, Collateral and Monetary Equilibrium, working paper No. 513, PUC-Rio.

3. Collateral avoids ponzi schemes in incomplete markets;Araujo;Econometrica,2002

4. The optimum quantity of money;Bewley,1980

5. Geanakoplos, J., Zame, W.R., 2002. Collateral and the Enforcement of Intertemporal Contracts. Yale University Working Paper.

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2. Real indeterminacy and dynamics of asset price bubbles in general equilibrium;Journal of Mathematical Economics;2022-05

3. Continuity of marketable payoffs with re-trading;Economic Theory;2022-01-30

4. An Approach to the Absence of Price Bubbles Through State-Price Deflators;Springer Proceedings in Mathematics & Statistics;2022

5. Recourse loans and Ponzi schemes;Economic Theory;2019-07-26

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