Risk externalities: when financial imperfections are not the problem, but part of the solution
From MaRDI portal
Publication:1669112
DOI10.1016/J.JMATECO.2018.03.008zbMATH Open1416.91251OpenAlexW2802458530MaRDI QIDQ1669112FDOQ1669112
Authors: Maria Arvaniti, Andrés Carvajal 
Publication date: 30 August 2018
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmateco.2018.03.008
Recommendations
- Externalities, Pigouvian corrections, and risk attitudes
- Risky arbitrage, asset prices, and externalities
- Idiosyncratic risk and financial policy
- Extreme Financial Risks
- Capital market imperfections, international credit markets, and nonconvergence
- DEFAULT RISK INSURANCE AND INCOMPLETE MARKETS
- Credit markets with imperfect information: risk-aversion versus pessimism
- Risk allocation and financial intermediation
- A pedagogical note on risk sharing versus instability in international financial integration: when Obstfeld meets Stiglitz
Cites Work
- Incentives in Teams
- The Inefficiency of the Stock Market Equilibrium
- Constrained suboptimality in incomplete markets: A general approach and two applications
- Optimal Allocation of Public Goods: A Solution to the "Free Rider" Problem
- Generic existence of competitive equilibria with restricted participation
- Generic regularity of competitive equilibria with restricted participation
- Pareto improving taxes
- Robustly coalition-proof incentive mechanisms for public good provision are voting mechanisms and vice versa
- Nash-Walras equilibria
- General equilibrium with endogenous securities and moral hazard
- On public good provision mechanisms with dominant strategies and balanced budget
Cited In (3)
This page was built for publication: Risk externalities: when financial imperfections are not the problem, but part of the solution
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1669112)
