Liquidity shrinkages and incomplete financial participation in dynamic economies with asset-backed securities
| Professor Advisor | dc.contributor.advisor | Torres-Martínez, Juan | |
| Author | dc.contributor.author | Sepúlveda Cortés, Fabián Alejandro | |
| Admission date | dc.date.accessioned | 2017-07-20T23:01:28Z | |
| Available date | dc.date.available | 2017-07-20T23:01:28Z | |
| Publication date | dc.date.issued | 2013 | |
| Identifier | dc.identifier.uri | https://repositorio.uchile.cl/handle/2250/144732 | |
| General note | dc.description | Tesis para optar al grado de Magíster en Economía | es_ES |
| Abstract | dc.description.abstract | We address an in nite horizon economy with collateralized debt and asset-backed securities, allowing for general prepayment speci cations, liquidity contractions, and incomplete nancial participation. We guarantee equilibrium existence without requiring uniform impa- tience on preferences or imposing debt constraints other than those endogenously determined by collateral requirements. | es_ES |
| Lenguage | dc.language.iso | en | es_ES |
| Publisher | dc.publisher | Universidad de Chile | es_ES |
| Type of license | dc.rights | Attribution-NonCommercial-NoDerivs 3.0 Chile | * |
| Link to License | dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/3.0/cl/ | * |
| Keywords | dc.subject | Equilibrio (Economía)--Modelos matemáticos. | es_ES |
| Keywords | dc.subject | Modelos de valoración de activos de capital. | es_ES |
| Area Temática | dc.subject.other | Economía | es_ES |
| Título | dc.title | Liquidity shrinkages and incomplete financial participation in dynamic economies with asset-backed securities | es_ES |
| Document type | dc.type | Tesis | |
| Cataloguer | uchile.catalogador | msa | es_ES |
| Department | uchile.departamento | Escuela de Postgrado | es_ES |
| Faculty | uchile.facultad | Facultad de Economía y Negocios | es_ES |
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Except where otherwise noted, this item's license is described as Attribution-NonCommercial-NoDerivs 3.0 Chile