Liquidity, Default and Crashes: Endogenous Contracts in General Equilibrium

John Geanakoplos

No 633, Econometric Society 2004 North American Summer Meetings from Econometric Society

Abstract: Introducing default and limited collateral into general equilibrium allows for a theoery of endogenous contracts, ..

Keywords: Liquidity; default; collateral; crashes (search for similar items in EconPapers)
JEL-codes: D50 (search for similar items in EconPapers)
New Economics Papers: this item is included in nep-fin
Date: 2004-08-11

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