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: The Australian National University
• 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
• 起止时间: 2013-01-01 至 2017-12-31
• 项目状态: 已结题
• 来源: https://dataportal.arc.gov.au/RGS/Web/Grants/DP130104494
• 关键词: General; market; equilibrium; analysis; securitisable

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.

大萧条以来最严重的金融危机的酝酿涉及三个关键市场：抵押贷款市场和由抵押贷款和房地产市场支持的证券市场。该项目的重点是研究这些市场的金融脆弱性，理论上将结果应用于澳大利亚的政策。