Asset price bubbles in Arrow-Debreu and sequential equilibrium
From MaRDI portal
Publication:1974594
DOI10.1007/s001990050012zbMath1101.91335MaRDI QIDQ1974594
Publication date: 2000
Published in: Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s001990050012
91B50: General equilibrium theory
Related Items
On fragility of bubbles in equilibrium asset pricing models of Lucas-type, Robust bubbles with mild penalties for default, Intertemporal equilibrium with financial asset and physical capital, Bubbles and trading in incomplete markets, Rational asset pricing bubbles and debt constraints, General equilibrium, wariness and efficient bubbles, Semilattices, canonical embeddings and representing measures, Portfolio constraints, differences in beliefs and bubbles, A simple optimality-based no-bubble theorem for deterministic sequential economies with strictly monotone preferences, Financial bubbles and capital accumulation in altruistic economies, Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints, On infinite-horizon minimum-cost hedging under cone constraints, Real indeterminacy and dynamics of asset price bubbles in general equilibrium, On existence and bubbles of Ramsey equilibrium with borrowing constraints, General equilibrium, preferences and financial institutions after the crisis, Asset bubbles and efficiency in a generalized two-sector model
