Bubbles and Charges

DOI10.2307/2526897MaRDI QIDQ4008540zbMATH OpenOpenAlexFDO

Authors Christian Gilles, Stephen F. LeRoy

Publication date 27 September 1992

Published in International Economic Review (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2526897

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) General equilibrium theory (91B50) Economic growth models (91B62)

Cited in

(19)

• Quasi equilibria for growth economies
• Bubbles and constraints on debt accumulation
• Arbitrage, martingales and bubbles
• Rational equilibrium asset-pricing bubbles in continuous trading models
• A topological approach to delay aversion
• Hyperopic topologies on \(l^{\infty}\)
• Incomplete markets over an infinite horizon: Long-lived securities and speculative bubbles
• General equilibrium, preferences and financial institutions after the crisis
• A mathematical theory of financial bubbles
• Intertemporal equilibrium with financial asset and physical capital
• Asset price bubbles in incomplete markets
• Coherent risk measures in general economic models and price bubbles
• Rational asset pricing bubbles and debt constraints
• General equilibrium, wariness and efficient bubbles
• On fragility of bubbles in equilibrium asset pricing models of Lucas-type
• Asset pricing in an imperfect world
• Market viability via absence of arbitrage of the first kind
• Dancing to the wrong tune: how rational myopia, belief heterogeneity, and adjustment costs shape financial bubbles
• Charges as equilibrium prices and asset bubbles

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