General equilibrium, preferences and financial institutions after the crisis
From MaRDI portal
Publication:2256987
DOI10.1007/s00199-014-0840-0zbMath1319.91105OpenAlexW2048707813MaRDI QIDQ2256987
Publication date: 23 February 2015
Published in: Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00199-014-0840-0
Decision theory (91B06) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Microeconomic theory (price theory and economic markets) (91B24) General equilibrium theory (91B50) Actuarial science and mathematical finance (91G99)
Related Items (3)
Equilibrium efficiency with secured and unsecured assets ⋮ The productivity cost of sovereign default: evidence from the European debt crisis ⋮ Collateralized borrowing and increasing risk
Cites Work
- Unnamed Item
- Regulating collateral-requirements when markets are incomplete
- General equilibrium, wariness and efficient bubbles
- Pricing rules and Arrow-Debreu ambiguous valuation
- Injecting rational bubbles
- Maxmin expected utility with non-unique prior
- An axiomatic approach to complete patience and time invariance
- Expected utility theory without the completeness axiom.
- Optimal risk-sharing rules and equilibria with Choquet-expected-utility.
- Implementing Arrow-Debreu equilibria by trading infinitely-lived securities
- Incomplete markets over an infinite horizon: Long-lived securities and speculative bubbles
- Asset price bubbles in Arrow-Debreu and sequential equilibrium
- Risk Exchange with Distorted Probabilities
- Subjective Probability and Expected Utility without Additivity
- Bubbles and Charges
- Expectation and Variation in Multi-Period Decisions
- Rational Asset Pricing Bubbles
- Self-Fulfilling Debt Crises
- Ambiguity Aversion, Robustness, and the Variational Representation of Preferences
- Default and Punishment in General Equilibrium1
- A Smooth Model of Decision Making under Ambiguity
This page was built for publication: General equilibrium, preferences and financial institutions after the crisis
