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
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Englisch
- Bibliographic citation
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Series: Texto para discussão ; No. 539
- Classification
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Wirtschaft
General Equilibrium and Disequilibrium: General
Incomplete Markets
- Subject
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Asymmetric information
Default
Collateral.
- Event
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Geistige Schöpfung
- (who)
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Petrassi, Myrian
Torres-Martínez, Juan Pablo
- Event
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Veröffentlichung
- (who)
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Pontifícia Universidade Católica do Rio de Janeiro (PUC-Rio), Departamento de Economia
- (where)
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Rio de Janeiro
- (when)
-
2007
- Handle
- Last update
-
10.03.2025, 11:45 AM CET
Data provider
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