Stationary equilibria in asset-pricing models with incomplete markets and collateral
Year of publication: |
2003
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Authors: | Kubler, Felix ; Schmedders, Karl |
Published in: |
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 71.2003, 6, p. 1767-1793
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Subject: | CAPM | Wertpapierhandel | Securities trading | Unvollkommener Markt | Incomplete market | Kreditsicherung | Collateral | Theorie | Theory | Gleichgewichtsmodell | Equilibrium model |
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