A constructive proof of the existence of collateral equilibrium for a two-period exchange economy based on a smooth interior-point path
Year of publication: |
2015
|
---|---|
Authors: | Ma, Wei |
Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 45.2015, 1, p. 1-30
|
Subject: | Collateral | Default | General equilibrium | Incomplete market | Path-following algorithm | Allgemeines Gleichgewicht | Kreditsicherung | Unvollkommener Markt | Gleichgewichtstheorie | Equilibrium theory | Finanzmarkt | Financial market |
-
Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints
Bosi, Stefano, (2018)
-
Existence and non-triviality of equilibria in economies with default and government
Santana Filho, Jolivê M. de, (2019)
-
Competitive equilibria in infinite-horizon collateralized economies with default penalties
Martins-da-Rocha, Victor Filipe, (2010)
- More ...
-
Income inequality and economic growth : A re‐examination of theory and evidence
Balcilar, Mehmet, (2021)
-
Ma, Wei, (2015)
-
Wei Ma, (2013)
- More ...