Tesis para optar al grado de Magíster en Economía / 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.
| Identifer | oai:union.ndltd.org:UCHILE/oai:repositorio.uchile.cl:2250/144732 |
| Date | January 2013 |
| Creators | Sepúlveda Cortés, Fabián Alejandro |
| Contributors | Torres-Martínez, Juan |
| Publisher | Universidad de Chile |
| Source Sets | Universidad de Chile |
| Language | English |
| Detected Language | English |
| Type | Tesis |
| Rights | Attribution-NonCommercial-NoDerivs 3.0 Chile, http://creativecommons.org/licenses/by-nc-nd/3.0/cl/ |
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