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    • 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. ...