Zobrazeno 1 - 10
of 37
pro vyhledávání: '"Páscoa, Mário Rui"'
Publikováno v:
In Journal of Mathematical Economics October 2019 84:136-143
Publikováno v:
Econometrica, 2002 Jul 01. 70(4), 1613-1638.
Externí odkaz:
https://www.jstor.org/stable/3082009
Autor:
Páscoa, Mário Rui, Seghir, Abdelkrim
Publikováno v:
In Games and Economic Behavior 2009 65(1):270-286
Publikováno v:
Economic Theory, 1999 Jan 01. 14(3), 545-563.
Externí odkaz:
https://www.jstor.org/stable/25055236
Autor:
Páscoa, Mário Rui
Publikováno v:
Economic Theory, 1997 Jan 01. 9(1), 129-142.
Externí odkaz:
https://www.jstor.org/stable/25054336
Publikováno v:
In Journal of Mathematical Economics 2002 37(4):325-340
Publikováno v:
In Journal of Mathematical Economics 2001 36(3):201-218
Variations in repo haircuts play a crucial role in leveraging (or deleveraging) in security markets, as observed in the two major economic events that happened so far in this century, the US housing bubble that burst into the great recession and the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1437::2b959fdd719ed5ca90fa8c19c6a49ec8
https://hdl.handle.net/10362/25337
https://hdl.handle.net/10362/25337
Autor:
Páscoa, Mário Rui, Seghir, Abdelkrim
Pascoa and Seghir (2009) noticed that when collateralized promises become subject to utility penalties on default, Ponzi schemes may occur. However, equilibrium exists in some interesting cases. Under low penalties, equilibrium exists if the collater
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1437::016eeed54d21cd6d6b47bb723ad4ca02
https://hdl.handle.net/10362/11157
https://hdl.handle.net/10362/11157
We consider a continuum economy with infinitely many commodities and show that, for any positive ε, the core of the economy coincides with the set of allocations which are not blocked by any coalition with measure less than ε. Actually, our main re
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1437::b5a1c147ef0eb6b743709b2fd10cc6fe
https://hdl.handle.net/10362/89134
https://hdl.handle.net/10362/89134