Endogenous collateral
Year of publication: |
2005
|
---|---|
Authors: | Araújo, Aloisio Pessoa de ; Barbachan, José Santiago Fajardo ; Páscoa, Mário Rui |
Published in: |
Journal of mathematical economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4068, ZDB-ID 217625-7. - Vol. 41.2005, 4/5, p. 439-462
|
Subject: | CAPM | Arbitrage Pricing | Arbitrage pricing |
-
Bielecki, Tomasz R., (2013)
-
Bubbles and multiple-factor asset pricing models
Jarrow, Robert A., (2016)
-
The contributions of Stephen A. Ross to financial economics
Brown, Stephen J., (2021)
- More ...
-
Araújo, Aloísio Barboza de, (2003)
-
Bubbles, collateral and monetary equilibrium
Araújo, Aloisio Pessoa de, (2006)
-
Long-lived collateralized assets and bubbles
Araújo, Aloisio Pessoa de, (2007)
- More ...