Collateralized assets and asymmetric information

B-Tier
Journal: Journal of Mathematical Economics
Year: 2008
Volume: 44
Issue: 5-6
Pages: 530-534

Authors (2)

Petrassi, Myrian (Banco Central do Brasil) Torres-Marti­nez, Juan Pablo (not in RePEc)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

Introducing assets backed by physical collateral, we extend the [Cornet, B., De Boisdeffre, L., 2002. Arbitrage and price revelation with asymmetric information and incomplete markets. Journal of Mathematical Economics 38, 393-490.] model of asymmetric information to allow for default. We show that, independently of the financial-informational structure, equilibrium exists.

Technical Details

RePEc Handle
repec:eee:mateco:v:44:y:2008:i:5-6:p:530-534
Journal Field
Theory
Author Count
2
Added to Database
2026-01-29