Arbeitspapier

Collateralized Assets And Asymmetric Information

Introducing assets backed by physical collateral, we extend the Cornet and De Boisdeffre (2002) model of asymmetric information to allow for default. We show that, independently of the financial-informational structure, equilibrium exists.

Language
Englisch

Bibliographic citation
Series: Texto para discussão ; No. 539

Classification
Wirtschaft
General Equilibrium and Disequilibrium: General
Incomplete Markets
Subject
Asymmetric information
Default
Collateral.

Event
Geistige Schöpfung
(who)
Petrassi, Myrian
Torres-Martínez, Juan Pablo
Event
Veröffentlichung
(who)
Pontifícia Universidade Católica do Rio de Janeiro (PUC-Rio), Departamento de Economia
(where)
Rio de Janeiro
(when)
2007

Handle
Last update
10.03.2025, 11:45 AM CET

Data provider

This object is provided by:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.

Object type

  • Arbeitspapier

Associated

  • Petrassi, Myrian
  • Torres-Martínez, Juan Pablo
  • Pontifícia Universidade Católica do Rio de Janeiro (PUC-Rio), Departamento de Economia

Time of origin

  • 2007

Other Objects (12)