Real indeterminacy in incomplete financial market economies without aggregate risk

DOI10.1007/BF01210564MaRDI QIDQ1338113zbMATH OpenFDO

Authors Paolo Siconolfi, Antonio Villanacci

Publication date 27 November 1994

Published in Economic Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF01210564

zbMATH Keywords

absence of aggregate riskexchange economyincomplete financial markets

Mathematics Subject Classification ID

General equilibrium theory (91B50)

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Cites work

• scientific article; zbMATH DE number 3910084 (Why is no real title available?)
• scientific article; zbMATH DE number 192915 (Why is no real title available?)
• scientific article; zbMATH DE number 3562121 (Why is no real title available?)
• Real indeterminacy with financial assets
• Sunspot equilibria and incomplete financial markets
• The Structure of Financial Equilibrium with Exogenous Yields: The Case of Incomplete Markets

Cited in

(16)

• Real indeterminacy with financial assets
• A note on the ``size of determinacy and indeterminacy
• Indeterminacy in general equilibrium economies with incomplete financial markets. Mixed asset returns
• Indeterminacy in incomplete market economies
• Incomplete markets and individual risks
• Real indeterminacy of equilibria in a sunspot economy with inside money
• Sunspots and incomplete financial markets: The general case
• The degree of indeterminacy of equilibria with incomplete markets
• A re-examination of constrained Pareto inefficiency in economies with incomplete markets
• Pooling and endogenous market incompleteness
• Real indeterminacy of equilibria and manipulability
• On the algebraic dimension of bad prices in incomplete markets with real assets
• scientific article; zbMATH DE number 1396452 (Why is no real title available?)
• Equilibria with options: Existence and indeterminacy
• Structure of financial markets and real indeterminacy of equilibria
• Constrained inefficiency in GEI: A geometric argument

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