Equilibrium in economies with incomplete financial markets
From MaRDI portal
Publication:1081516
DOI10.1016/0022-0531(85)90081-XzbMath0601.90024OpenAlexW1993420210WikidataQ56608442 ScholiaQ56608442MaRDI QIDQ1081516
Publication date: 1985
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0022-0531(85)90081-x
Related Items (51)
\(T\)-period economies with incomplete markets ⋮ Competitive equilibrium of incomplete markets for securities with smooth payoffs ⋮ Equilibrium in incomplete markets. I: A basic model of generic existence ⋮ A simple method for computing equilibria when asset markets are incomplete ⋮ Variational formulation of a general equilibrium model with incomplete financial markets and numeraire assets: existence ⋮ Stochastic equilibria with incomplete financial markets ⋮ Exploring policy options in joint intertemporal-spatial trade models using an incomplete markets approach ⋮ Equilibrium in incomplete markets. II: Generic existence in stochastic economies ⋮ Existence of competitive equilibrium with incomplete markets ⋮ Musings on the Cass trick ⋮ Monetary equilibria in a cash-in-advance economy with incomplete financial markets ⋮ Financial innovation, precautionary saving and the risk-free rate ⋮ Portfolio choice, exchange rates, and indeterminacy ⋮ Real indeterminacy with financial assets ⋮ Restricted participation on financial markets: a general equilibrium approach using variational inequality methods ⋮ On monopolistic equilibria with incomplete markets: The case of an exchange economy ⋮ Incomplete financial markets model with nominal assets: variational approach ⋮ Existence of stochastic equilibrium with incomplete financial markets ⋮ Efficiency analysis, shortage functions, arbitrage, and martingales ⋮ Reduced equivalent form of a financial structure ⋮ Welfare and excess volatility of exchange rates ⋮ An introduction to general equilibrium with incomplete asset markets ⋮ Structure of financial markets and real indeterminacy of equilibria ⋮ Choquet pricing and equilibrium. ⋮ Existence of expectation equilibrium of real asset economies with transaction costs ⋮ Slack in incomplete markets with nominal assets: A symmetric proof ⋮ From Arrow–Debreu condition to star shape preferences ⋮ Indeterminacy in general equilibrium economies with incomplete financial markets. Mixed asset returns ⋮ General economic equilibrium with financial markets and retainability ⋮ Margins on short sales and equilibrium price indeterminacy ⋮ Robust nonexistence of equilibrium with incomplete markets ⋮ Discrete-time stochastic equilibrium with infinite horizon incomplete asset markets ⋮ Competitive equilibrium with unawareness in economies with production ⋮ Infinite horizon equilibrium with incomplete markets ⋮ Arbitrage and equilibrium with portfolio constraints ⋮ Equilibria in incomplete assets economies with infinite dimensional spot markets ⋮ Incentives and competitive allocations in exchange economies with incomplete markets ⋮ Existence of general equilibrium for stochastic economy with infinite-dimensional commodity space and incomplete financial markets ⋮ Price level volatility: A simple model of money taxes and sunspots ⋮ Extension of Stiemke's lemma and equilibrium in economies with infinite-dimensional commodity space and incomplete financial markets ⋮ Rational expectations equilibria in sequence economies with symmetric information: The two-period case ⋮ Self-fulfilling equilibria: An existence theorem for a general state space ⋮ The existence of security market equilibrium with a non-atomic state space ⋮ A new proof of the existence of equilibrium in incomplete market economies ⋮ Equilibrium with incomplete markets without ordered preferences ⋮ Variational inequalities and general equilibrium models ⋮ Existence of financial equilibria with restricted participation ⋮ Equilibrium and arbitrage in incomplete asset markets with fixed prices ⋮ Competitive equilibria with asymmetric information ⋮ Inefficiency of equilibria with incomplete markets ⋮ Asset pricing under progressive taxes and existence of general equilibrium
Cites Work
This page was built for publication: Equilibrium in economies with incomplete financial markets