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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