Partially revealing rational expectations equilibria with nominal assets
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Publication:1890933
DOI10.1016/0304-4068(94)00679-5zbMATH Open0834.90034OpenAlexW2051667574MaRDI QIDQ1890933FDOQ1890933
Authors: Rohit Rahi 
Publication date: 28 May 1995
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4068(94)00679-5
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Cites Work
- Competitive equilibrium with incomplete financial markets
- Equilibrium in incomplete markets. I: A basic model of generic existence
- Title not available (Why is that?)
- Title not available (Why is that?)
- The existence of fully rational expectations approximate equilibria with noisy price observations
- The existence of rational expectations equilibria in a large economy with noisy price observations
- Asset markets and the information revealed by prices
- Rational Expectations Equilibrium: Generic Existence and the Information Revealed by Prices
- Partially-revealing rational expectations equilibrium in a competitive economy
- Real indeterminacy with financial assets
- The Structure of Financial Equilibrium with Exogenous Yields: The Case of Incomplete Markets
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- Further results on the informational efficiency of competitive stock markets
- Characterisation of generically complete real asset structures
- On the existence of rational expectations equilibrium
Cited In (15)
- Incomplete financial markets and differential information
- A role for monetary policy when prices reveal information: An example
- No-arbitrage equilibria with differential information: an existence proof
- On the revelation of private information in stock market economies
- Partially revealing rational expectations equilibrium with real assets and binding constraints
- General equilibrium with endogenously incomplete financial markets
- Partially-revealing rational expectations equilibrium in a competitive economy
- Trade and revelation of information
- Partial revelation within rational expectations
- Fully revealing equilibria in sequential economies with asset markets
- Extrinsic uncertainty and the informational role of prices
- Existence and regularity of partially revealing rational expectations equilibrium in finite economies
- Indeterminacy of rational expectations equilibria in sequential financial markets.
- On endogenous formation of price expectations
- Endogenous probabilities and the information revealed by prices
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