Equilibrium and Welfare in Markets with Financially Constrained Arbitrageurs
Year of publication: |
2001-11
|
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Authors: | Gromb, Denis ; Vayanos, Dimitri |
Institutions: | C.E.P.R. Discussion Papers |
Subject: | arbitrage | borrowing constraints | collateral | liquidity | welfare |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 3049 |
Classification: | D62 - Externalities ; G12 - Asset Pricing ; G18 - Government Policy and Regulation ; G23 - Pension Funds; Other Private Financial Institutions ; G30 - Corporate Finance and Governance. General |
Source: |
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