Stationary Equilibria in Asset-Pricing Models with Incomplete Markets and Collateral
By Felix Kubler, Karl Schmedders. 2003
203 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Finance
View Paper: https://www.semanticscholar.org/paper/2d4c814be049107b4ab3c8ecdbacef2da5d2064b
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Economics and Econometrics
In Finance
Citations in the corpus
- Accuracy of simulations for stochastic dynamic models (2005, background): “Kubler and Schmedders (2003) present a computational algorithm for models with heterogeneous agents and financial frictions, but some technical difficulties – mentioned below – are not fully addressed in this algorithm.”