Asset Markets and Equilibrium Processes

DOI10.2307/2297380MaRDI QIDQ3035097zbMATH OpenOpenAlexFDO

Authors Jayasri Dutta, Herakles M. Polemarchakis

Publication date 1990

Published in Review of Economic Studies (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2297380

zbMATH Keywords

asset marketcompetitive allocationwhite noise shocks

Mathematics Subject Classification ID

General equilibrium theory (91B50) Economic growth models (91B62)

Recommendations

• Incomplete financial markets and jumps in asset prices
• Indeterminacy in incomplete market economies
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Cited in

(9)

• Dynamic equilibrium and volatility in financial asset markets
• Stochastic OLG models, market structure, and optimality
• Insights into the macroscopic behavior of equity markets: theory and application
• Atlas models of equity markets
• Changes in the output Euler equation and asset markets participation
• Consistency of flow equilibrium specification of asset market with transactions theory of demand for money
• Goods and Asset Market Interdependence in a Risky World
• Asset flow and momentum: deterministic and stochastic equations
• Incomplete markets and the output-inflation tradeoff

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