Existence and regularity of partially revealing rational expectations equilibrium in finite economies
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Publication:1576468
DOI10.1016/S0304-4068(99)00042-7zbMath0998.91034MaRDI QIDQ1576468
Alessandro Citanna, Antonio Villanacci
Publication date: 30 January 2001
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
Related Items (5)
The possibility of informationally efficient markets ⋮ Partially revealing rational expectations equilibrium with real assets and binding constraints ⋮ On endogenous formation of price expectations ⋮ Indeterminacy of rational expectations equilibria in sequential financial markets. ⋮ Trade and revelation of information
Cites Work
- The structure of financial equilibrium with exogenous yields. The case of restricted participation
- Global analysis and economics. II: Extension of a theorem of Debreu
- Asset markets and the information revealed by prices
- Partially revealing rational expectations equilibria with nominal assets
- Rational Expectations Equilibrium: Generic Existence and the Information Revealed by Prices
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