Dept constraints and equilibrium in infinite horizon economies with incomplete markets
From MaRDI portal
(Redirected from Publication:1817344)
Recommendations
Cites work
- Equilibrium in incomplete markets. I: A basic model of generic existence
- Equilibrium in incomplete markets. II: Generic existence in stochastic economies
- Infinite horizon equilibrium with incomplete markets
- Infinite Horizon Incomplete Markets
- Myopic Economic Agents
- On the optimality of equilibrium when the market structure is incomplete
- Solving systems of simultaneous equations in economics
Cited in
(27)- Harsh default penalties lead to Ponzi schemes
- Equilibria in incomplete assets economies with infinite dimensional spot 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
- 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
- Incomplete markets over an infinite horizon: Long-lived securities and speculative bubbles
- Valuation in infinite-horizon sequential markets with portfolio constraints
- Computing equilibria in infinite-horizon finance economies: The case of one asset
- Real indeterminacy and dynamics of asset price bubbles in general equilibrium
- 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
- Competitive equilibria of economies with a continuum of consumers and aggregate shocks
- Collateral equilibrium. I: A basic framework
- Rational asset pricing bubbles and debt constraints
- INCOMPLETE MARKETS IN INFINITE HORIZON: DEBT CONSTRAINTS VERSUS NODE PRICES1
- Infinite Horizon Incomplete Markets
- Numerical simulation of nonoptimal dynamic equilibrium models
- Discrete-time stochastic equilibrium with infinite horizon incomplete asset markets
- Consumption dynamics in general equilibrium: a characterisation when markets are incomplete
- Asset prices, debt constraints and inefficiency
- Recursive equilibrium in endogenous growth models with incomplete markets
- Portfolio constraints, differences in beliefs and bubbles
- Risk sharing through financial markets with endogenous enforcement of trades
This page was built for publication: Dept constraints and equilibrium in infinite horizon economies with incomplete markets
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1817344)
