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  • Search: subject:"solvency constraints"
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Year of publication
Subject
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solvency constraints 3 Bankruptcy 2 Capital injection 1 Cass Criterion 1 Catastrophic Shocks 1 Collateral Constraints 1 Dividend 1 Dividend restrictions 1 Dividende 1 Dynamic Optimal Contract 1 Endogenous solvency constraints 1 Insolvency 1 Insolvenz 1 Issuance of equity 1 Limited commitment 1 Malinvaud efficiency Welfare Theorems 1 Optimal dividends 1 Private debt 1 Reflection and absorption 1 Singular stochastic control 1 Solvency Constraints 1 Solvency constraints 1 Theorie 1 Theory 1 Welfare Theorems 1 Welfare Theorems indeterminacy 1 asset 1 competitive equilib- rium 1 constrained eciency 1 default 1 dynamic programming 1 financial fragility 1 imited commitment 1 indeterminacy 1 market collapse 1 monotone concave oper- ator 1
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Online availability
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Free 6
Type of publication
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Book / Working Paper 5 Article 1
Type of publication (narrower categories)
All
Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 4 Undetermined 2
Author
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Bloise, Gaetano 3 Reichlin, Pietro 2 Azariadis, Costas 1 Kaas, Leo 1 Lindensjö, Kristoffer 1 Lindskog, Filip 1 Saito, Makoto 1 Suzuki, Shiba 1 Tirelli, Mario 1 Yamada, Tomoaki 1
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Institution
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Dipartimento di Economia, Università degli Studi di Roma 3 3 Fachbereich Wirtschaftswissenschaften, Universität Konstanz 1 Institute for Monetary and Economic Studies, Bank of Japan 1
Published in...
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Departmental Working Papers of Economics - University 'Roma Tre' 3 IMES Discussion Paper Series 1 Mathematical methods of operations research : ZOR 1 Working Paper Series of the Department of Economics, University of Konstanz 1
Source
All
RePEc 5 ECONIS (ZBW) 1
Showing 1 - 6 of 6
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Optimal dividends and capital injection under dividend restrictions
Lindensjö, Kristoffer; Lindskog, Filip - In: Mathematical methods of operations research : ZOR 92 (2020) 3, pp. 461-487
Persistent link: https://www.econbiz.de/10012395664
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The structure of competitive equilibrium with unsecured debt
Bloise, Gaetano - Dipartimento di Economia, Università degli Studi di Roma 3 - 2013
. Default induces permanent exclusion from financial markets and not-too-tight solvency constraints prevent debt repudiation at …
Persistent link: https://www.econbiz.de/10010723492
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Endogenous Credit Limits with Small Default Costs
Azariadis, Costas; Kaas, Leo - Fachbereich Wirtschaftswissenschaften, Universität Konstanz - 2012
We analyze an exchange economy of unsecured credit where borrowers have the option to declare bankruptcy in which case they are temporarily excluded from financial markets. Endogenous credit limits are imposed that are just tight enough to prevent default. Economies with temporary exclusion...
Persistent link: https://www.econbiz.de/10010575130
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Can Cross-Border Financial Markets Create Endogenously Good Collateral in a Crisis?
Saito, Makoto; Suzuki, Shiba; Yamada, Tomoaki - Institute for Monetary and Economic Studies, Bank of Japan - 2010
examine whether the equilibrium achieved by the time-0 complete markets with solvency constraints can be recovered in the …
Persistent link: https://www.econbiz.de/10008490120
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Indeterminacy of competitive equilibrium with risk of default
Bloise, Gaetano; Reichlin, Pietro; Tirelli, Mario - Dipartimento di Economia, Università degli Studi di Roma 3 - 2009
endogenous determination of solvency constraints preventing debt repudiation (Alvarez and Jermann [3]). In particular, we show …
Persistent link: https://www.econbiz.de/10008556616
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Asset prices, debt constraints and inefficiency
Bloise, Gaetano; Reichlin, Pietro - Dipartimento di Economia, Università degli Studi di Roma 3 - 2008
In this paper, we consider economies with (possibly endogenous) solvency constraints under uncertainty. Constrained ine …
Persistent link: https://www.econbiz.de/10005405035
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