Infinite Horizon Incomplete Markets
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Cited in
(52)- Harsh default penalties lead to Ponzi schemes
- Equilibria in incomplete assets economies with infinite dimensional spot markets
- Money taxes and efficiency when sunspots matter
- Existence of stochastic equilibrium with incomplete financial markets
- Non-existence of recursive equilibria on compact state spaces when markets are incomplete.
- Rational equilibrium asset-pricing bubbles in continuous trading models
- The importance of the number of different agents in a heterogeneous asset-pricing model
- Optimal consumption when capital markets are imperfect
- On the multiplicity of solutions in generation capacity investment models with incomplete markets: a risk-averse stochastic equilibrium approach
- Financial segmentation and collateralized debt in infinite-horizon economies
- Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints
- Incomplete security markets with infinitely many states: An introduction
- The existence of security market equilibrium with a non-atomic state space
- Dept constraints and equilibrium in infinite horizon economies with incomplete markets
- Incomplete markets over an infinite horizon: Long-lived securities and speculative bubbles
- Valuation in infinite-horizon sequential markets with portfolio constraints
- Nash competitive equilibria and two-period fund separation
- Learning (to disagree?) in large worlds
- Real indeterminacy and dynamics of asset price bubbles in general equilibrium
- A smooth homotopy method for incomplete markets
- Recursive equilibrium in Krusell and Smith (1998)
- Equilibrium with limited-recourse collateralized loans
- Making promises in infinite-horizon economies with default and collateral
- Endogenous debt constraints in collateralized economies with default penalties
- Anchoring expectations of inflation
- Competitive equilibria of economies with a continuum of consumers and aggregate shocks
- Information, trade and incomplete markets
- Recursive equilibrium with price perfect foresight and a minimal state space
- Equilibrium in incomplete markets revisited
- Continuity of marketable payoffs with re-trading
- Intergenerational contracts and their decomposition
- Intertemporal equilibrium with financial asset and physical capital
- Collateral equilibrium. I: A basic framework
- Rational asset pricing bubbles and debt constraints
- INFINITE HORIZON INCOMPLETE MARKETS WITH A CONTINUUM OF STATES
- INFINITE HORIZON INCOMPLETE MARKETS WITH A CONTINUUM OF STATES
- INCOMPLETE MARKETS IN INFINITE HORIZON: DEBT CONSTRAINTS VERSUS NODE PRICES1
- Existence of an equilibrium for infinite horizon economies with and without complete information
- scientific article; zbMATH DE number 865580 (Why is no real title available?)
- Equilibria under Knightian price uncertainty
- Debt, deficits and finite horizons: the stochastic case
- Collateral Avoids Ponzi Schemes in Incomplete Markets
- Infinite horizon equilibrium with incomplete markets
- Discrete-time stochastic equilibrium with infinite horizon incomplete asset markets
- Incomplete markets and volatility
- Consumption dynamics in general equilibrium: a characterisation when markets are incomplete
- Belief heterogeneity and survival in incomplete markets
- An overlapping generations model with non-ordered preferences and numeraire-incomplete markets
- Recursive equilibrium in endogenous growth models with incomplete markets
- Portfolio constraints, differences in beliefs and bubbles
- Wealth transfers and the role of collateral when lifetimes are uncertain
- Asset pricing from primitives: closed form solutions to asset prices, consumption, and portfolio demands
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