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Long-lived collateralized assets and bubbles

dc.contributor.authorAraújo, Aloísio Pessoa de
dc.contributor.authorPascoa, Mario Rui
dc.contributor.authorTorres-Martinez, Juan Pablo
dc.date.accessioned2018-05-10T13:36:07Z
dc.date.available2018-05-10T13:36:07Z
dc.date.issued2011-05
dc.identifierhttp://dx.doi.org/10.1016/j.jmateco.2010.12.007
dc.identifier.issn0938-2259 / 1432-0479
dc.identifier.urihttp://hdl.handle.net/10438/23244
dc.descriptionConteúdo online de acesso restrito pelo editorpor
dc.description.abstractWhen infinite-lived agents trade long-lived assets secured by durable goods, equilibrium exists without any additional debt constraints or uniform impatience conditions on agents' characteristics. Also, price bubbles are absent when physical endowments are uniformly bounded away from zero. (C) 2010 Elsevier B.V. All rights reserved.eng
dc.description.sponsorshipCNPq; Faperj; Nova Forum; FCT; FEDER [POCTI/ECO 44386/2002]
dc.format.extentp. 260-271
dc.language.isoeng
dc.publisherElsevier Science Saeng
dc.relation.ispartofseriesJournal of mathematical economicseng
dc.sourceWeb of Science
dc.subjectCollateralized assetseng
dc.subjectExistence of equilibriumeng
dc.subjectAsset pricing bubbleseng
dc.titleLong-lived collateralized assets and bubbleseng
dc.typeArticle (Journal/Review)eng
dc.subject.areaEconomiapor
dc.subject.bibliodataEquilíbrio econômicopor
dc.contributor.affiliationFGV
dc.identifier.doi10.1016/j.jmateco.2010.12.007
dc.rights.accessRightsrestrictedAccesseng
dc.identifier.WoS000297903100002
dc.identifier.orcidTorres-Martinez, Juan Pablo/0000-0002-6542-8396; pascoa, mario/0000-0001-5654-1525
dc.identifier.researcheridTorres-Martinez, Juan Pablo/H-9564-2014


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