Prices, asset markets and indeterminacy
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Publication:1270751
DOI10.1006/JETH.1998.2433zbMATH Open0910.90025OpenAlexW2159807551MaRDI QIDQ1270751FDOQ1270751
Paolo Siconolfi, Herakles M. Polemarchakis
Publication date: 3 November 1998
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://cowles.yale.edu/sites/default/files/files/pub/d11/d1136.pdf
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Cites Work
- Existence of Equilibrium of Plans, Prices, and Price Expectations in a Sequence of Markets
- Economies with a Finite Set of Equilibria
- Real indeterminacy with financial assets
- Indeterminacy in incomplete market economies
- The Structure of Financial Equilibrium with Exogenous Yields: The Case of Incomplete Markets
- Title not available (Why is that?)
- Competitive Equilibrium Under Uncertainty
- Portfolio choice, exchange rates, and indeterminacy
- Title not available (Why is that?)
Cited In (10)
- Asset Markets and Equilibrium Processes
- ASSET PRICING IN DYNAMIC STOCHASTIC GENERAL EQUILIBRIUM MODELS WITH INDETERMINACY
- Portfolio choice, exchange rates, and indeterminacy
- Real indeterminacy of equilibria with real and nominal assets
- Goods and Asset Market Interdependence in a Risky World
- Determinacy with nominal assets and outside money
- Inventories, market structure, and price volatility
- Indeterminacy in incomplete market economies
- Price expectations and cobwebs under uncertainty
- Classical and Neoclassical Indeterminacy in One‐shot Versus Ongoing Equilibria
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