Arbeitspapier
Equilibrium with default-dependent credit constraints
We state an infinite horizon sequential markets model with real assets in positive net supply and subject to credit risk. By introducing default-dependent borrowing constraints, we show the existence of equilibrium.
- Sprache
-
Englisch
- Erschienen in
-
Series: Texto para discussão ; No. 540
- Klassifikation
-
Wirtschaft
- Thema
-
Equilibrium
Infinite horizon incomplete markets
Infinite-lived real assets.
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Moreno-García, Emma
Torres-Martínez, Juan Pablo
- Ereignis
-
Veröffentlichung
- (wer)
-
Pontifícia Universidade Católica do Rio de Janeiro (PUC-Rio), Departamento de Economia
- (wo)
-
Rio de Janeiro
- (wann)
-
2007
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:45 MEZ
Datenpartner
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Objekttyp
- Arbeitspapier
Beteiligte
- Moreno-García, Emma
- Torres-Martínez, Juan Pablo
- Pontifícia Universidade Católica do Rio de Janeiro (PUC-Rio), Departamento de Economia
Entstanden
- 2007
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