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General market equilibrium analysis of securitisable assets in the presence of private information, when contracts are incomplete

General market equilibrium analysis of securitisable assets in the presence of private information, when contracts are incomplete
当合同不完整时,存在私人信息的情况下证券化资产的一般市场均衡分析
批准号:
DP130104494
负责人:
Prof Rohan Pitchford
金额:
$7.45万
依托单位国家:
澳大利亚
项目类别:
Discovery Projects
财政年份:
2013
资助国家:
澳大利亚
项目状态:
已结题
起止时间:
2013-01-01 至 2017-12-31

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中文摘要
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英文摘要
Three key markets (among others) were involved in the gestation of the worst financial crisis seen since the great depression: the market for mortgages and the market for securities, backed by mortgages and housing market. The focus of this project is to examine financial fragility in such markets, theoretically applying outcomes to Australian policy.
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