Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints (Q1748366): Difference between revisions

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+Efficiency, Equilibrium, and Asset Pricing with Risk of Default
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+General equilibrium, wariness and efficient bubbles
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+Long-lived collateralized assets and bubbles
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+On existence and bubbles of Ramsey equilibrium with borrowing constraints
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+EFFICIENT RAMSEY EQUILIBRIA
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+Financial bubbles and capital accumulation in altruistic economies
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+Asset bubbles and efficiency in a generalized two-sector model
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+Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints
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+Bubbly Liquidity
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+Finite dimensional convexity and optimization
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+Dynamic Competitive Economies with Complete Markets and Collateral Constraints
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+Asset Bubbles, Endogenous Growth, and Financial Frictions
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+Asset price bubbles in Arrow-Debreu and sequential equilibrium
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+A simple proof of the necessity of the transversality condition
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+Bubbles and constraints on debt accumulation
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+Stationary Equilibria in Asset-Pricing Models with Incomplete Markets and Collateral
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+Intertemporal equilibrium with financial asset and physical capital
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+Dept constraints and equilibrium in infinite horizon economies with incomplete markets
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+Land-Price Dynamics and Macroeconomic Fluctuations
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+Asset Prices in an Exchange Economy
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+Infinite Horizon Incomplete Markets
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+Incomplete markets over an infinite horizon: Long-lived securities and speculative bubbles
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+Cass transversality condition and sequential asset bubbles
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+Fiat money and the value of binding portfolio constraints
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+Q4235027
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+Rational Asset Pricing Bubbles
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+On the Possibility of Speculation under Rational Expectations
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+Asset Bubbles and Overlapping Generations
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+On the Possibility of Price Decreasing Bubbles
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+Speculative trade under ambiguity
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