Browsing by Author "a94ea750-d88f-4487-8b82-18477e4a1ac3"

Now showing items 1-2 of 2

    • Financial segmentation and collateralized debt in infinite-horizon economies 
      Iraola, Miguel A.; Sepúlveda, Fabián; Torres-Martínez, Juan Pablo (Elsevier B.V., 2019)
      © 2018 Elsevier B.V. In this paper we address equilibrium existence in economies with default, long-term collateralized debt, and financial market segmentation. We first prove equilibrium existence in the finite-horizon ...
    • Liquidity Contractions and Prepayment Risk on Collateralized Asset Markets 
      Iraola, Miguel A.; Torres Martínez, Juan Pablo (Universidad de Chile, Facultad de Economía y Negocios, 2012)
      This paper presents a dynamic general equilibrium model with default and collateral requirements. In contrast with previous literature, our model allows for liquidity contractions and general prepayment specifications. ...