Existence of expectation equilibrium of real asset economies with transaction costs

DOI10.1007/S11766-999-0076-0MaRDI QIDQ1970748zbMATH OpenOpenAlexFDO

Authors Erwan Mao

Publication date 12 November 2000

Published in Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11766-999-0076-0

zbMATH Keywords

expectation equilibriumtransaction coststwo-period economies

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26) Special types of economic markets (including Cournot, Bertrand) (91B54)

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Cites work

• Equilibrium in economies with incomplete financial markets
• Equilibrium in incomplete markets. I: A basic model of generic existence
• Existence of Equilibrium of Plans, Prices, and Price Expectations in a Sequence of Markets
• On the optimality of equilibrium when the market structure is incomplete
• The existence of security market equilibrium with a non-atomic state space

Cited in

(6)

• Existence of a Radner equilibrium in a model with transaction costs
• The existence of expectation equilibrium of real-asset economies with transaction costs and the producing process of real assets
• Consistency of flow equilibrium specification of asset market with transactions theory of demand for money
• scientific article; zbMATH DE number 4087382 (Why is no real title available?)
• scientific article; zbMATH DE number 1839806 (Why is no real title available?)
• Existence of financial market equilibria with transaction costs

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