Robust bubbles with mild penalties for default

C-Tier
Journal: Journal of Mathematical Economics
Year: 2016
Volume: 65
Issue: C
Pages: 141-153

Authors (1)

Score contribution per author:

1.009 = (α=2.02 / 1 authors) × 0.5x C-tier

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

Abstract

Limited enforcement of debt contracts and mild penalties for default can lead to low equilibrium interest rates, to ensure debt repayment. Low interest rates, in turn, create conditions for bubbles. I show that bubbles in unsecured private debt exist when the punishment for default is a permanent or a temporary interdiction to trade. Bubbles are an inefficient source of liquidity, as they lower interest rates and reduce welfare by discouraging saving.

Technical Details

RePEc Handle
repec:eee:mateco:v:65:y:2016:i:c:p:141-153
Journal Field
Theory
Author Count
1
Added to Database
2026-01-24