Title:

Endogenous Collateral

Authors:

Aloisio Araujo (IMPA (Inst Mat Pura Aplicada))
Jose Fajardo (IBMEC Business School)
Mário Páscoa (U Nova)

Journal:

Journal of Mathematical Economics

Year:

2005

Volume:

41

Pages:

439-462

JEL codes:

G12 - Asset Pricing; Trading volume; Bond Interest Rates
D53 - Financial Markets