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On the Occurrence of Ponzi Schemes in Presence of Credit Restrictions Penalizing Default

A Seghir

Chapter 19 in Econometric Methods and Their Applications in Finance, Macro and Related Fields, 2014, pp 533-550 from World Scientific Publishing Co. Pte. Ltd.

Abstract: The following sections are included:IntroductionThe ModelBudget Sets and AssumptionsGenerating Ponzi Schemes in the Presence of Credit ConstraintsEquilibrium Existence and Non-arbitrage Condition with Linear Credit Constraint FunctionsAppendixReferences

Keywords: Financial Econometrics; Applied Econometrics; Econometric Theory and Methods (search for similar items in EconPapers)
Date: 2014
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