[en] A SEQUENTIAL MODEL OF ENDOGENOUS COLLATERAL
[pt] Este trabalho desenvolve e estabelece a existência de equilíbrio para um modelo sequencial com dois estágios, mercados financeiros incompletos, risco de crédito e colateral endógeno. No primeiro estágio, ao escolherem o colateral, de acordo com uma regra exogenamente determinada, os agente...
Main Author: | DANIEL CHRITY |
---|---|
Other Authors: | JUAN PABLO TORRES MARTINEZ |
Language: | pt |
Published: |
MAXWELL
2004
|
Subjects: | |
Online Access: | https://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=5165@1 https://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=5165@2 http://doi.org/10.17771/PUCRio.acad.5165 |
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