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Leverage and Default in Binomial Economies: A Complete Characterization. (2013). Fostel, Ana ; Geanakoplos, John.
In: Cowles Foundation Discussion Papers.
RePEc:cwl:cwldpp:1877r.

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  1. Collateralized borrowing and increasing risk. (2017). Phelan, Gregory.
    In: Economic Theory.
    RePEc:spr:joecth:v:63:y:2017:i:2:d:10.1007_s00199-015-0943-2.

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  2. Collateral equilibrium, I: a basic framework. (2014). Zame, William ; Geanakoplos, John.
    In: Economic Theory.
    RePEc:spr:joecth:v:56:y:2014:i:3:p:443-492.

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  3. Leverage, Default, and Forgiveness: Lessons from the American and European Crises. (2014). Geanakoplos, John.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:39:y:2014:i:pb:p:313-333.

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  4. Conventional and Unconventional Monetary Policy with Endogenous Collateral Constraints. (2014). Woodford, Michael ; Araujo, Aloisio ; Schommer, Susan .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:9995.

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  5. Conventional and Unconventional Monetary Policy with Endogenous Collateral Constraints. (2013). Woodford, Michael ; Araujo, Aloisio ; Schommer, Susan .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19711.

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  6. Conventional and Unconventional Monetary Policy with Endogenous Collateral Constraints. (2013). Araujo, Aloisio ; Schommer, Susan ; Woodford, Michael.
    In: NBER Chapters.
    RePEc:nbr:nberch:13305.

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  7. Bubbles and Leverage: A Simple and Unified Approach. (2013). barsky, robert ; Bogusz, Theodore .
    In: Working Paper Series.
    RePEc:fip:fedhwp:wp-2013-21.

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References

References cited by this document

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  9. Fostel A. and Geanakoplos J. 2008. “Leverage Cycles and the Anxious Economy.” American Economic Review 2008, 98:4, 1211-1244.
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  10. Fostel A. and Geanakoplos J. 2012a. “Why Does Bad News Increase Volatility and Decrease Leverage.” Journal of Economic Theory. 147(2): 501-525.

  11. Fostel A. and Geanakoplos J. 2012b. “Tranching, CDS and Asset Prices: How Financial Innovation can Cause Bubbles and Crashes.” American Economic Journal: Macroeconomics. 2012, 4(1): 190-225.

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  15. Geanakoplos J. 2003. “Liquidity, Default, and Crashes: Endogenous Contracts in General Equilibrium.” In Advances in Economics and Econometrics: Theory and Applications, Eighth World Conference,Vol. 2, 170-205. Econometric Society Monographs.
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  17. Gromb D. and Vayanos D. 2002. “Equilibrium and welfare in markets with financially constrained arbitrageurs.” Journal of Financial Economics. 66,361-407.
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  19. Mendoza E. 2010. “Sudden Stops, Financial Crises, and Leverage.” American Economic Review. 2010, Vol 100. N 5, pp. 1941-66.
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  20. Simsek A. 2013. “Belief Disagreements and Collateral Constraints.” Econometrica, Volume 81, Issue 1, p.1-53 Vayanos D. and Wang J. 2012. “Liquidity and Asset Prices under Asymmetric Information and Imperfect Competition.” Review of Financial Studies, 2012, 25, 1339-1365.
    Paper not yet in RePEc: Add citation now

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