On equilibrium existence with endogenous restricted financial participation
From MaRDI portal
Publication:533907
DOI10.1016/j.jmateco.2010.10.006zbMath1211.91163MaRDI QIDQ533907
Abdelkrim Seghir, Juan Pablo Torres-Martínez
Publication date: 10 May 2011
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
Full work available at URL: http://www.econ.uchile.cl/uploads/publicacion/fb372feae87615c4488351e4539ef594602e406c.pdf
91B52: Special types of economic equilibria
91B24: Microeconomic theory (price theory and economic markets)
91G99: Actuarial science and mathematical finance
Related Items
Reduced equivalent form of a financial structure, Equilibrium in collateralized asset markets: credit contractions and negative equity loans, Endogenous differential information, General economic equilibrium with financial markets and retainability, Credit segmentation in general equilibrium, Incomplete financial markets with real assets and wealth-dependent credit limits, Financial segmentation and collateralized debt in infinite-horizon economies, Cross-listed securities and multiple exchange memberships: demand differentiability and equilibrium existence, Restricted participation on financial markets: a general equilibrium approach using variational inequality methods, Existence of financial equilibria with endogenous short selling restrictions and real assets, Credit market segmentation, essentiality of commodities, and supermodularity
Cites Work
- Existence of financial equilibria with restricted participation
- Endogenous restricted participation in general financial equilibrium
- Equilibrium in incomplete markets. I: A basic model of generic existence
- On the optimality of equilibrium when the market structure is incomplete
- Existence of Equilibrium of Plans, Prices, and Price Expectations in a Sequence of Markets
- Arbitrage and equilibrium with portfolio constraints