Interest rates parity and no arbitrage as equivalent equilibrium conditions in the international financial assets and goods markets
DOI10.1016/J.MATHSOCSCI.2016.04.002zbMATH Open1397.91350OpenAlexW3123029905MaRDI QIDQ309841FDOQ309841
Authors: Stefano Bosi, Patrice Fontaine, Cuong Le Van 
Publication date: 7 September 2016
Published in: Mathematical Social Sciences (Search for Journal in Brave)
Full work available at URL: https://halshs.archives-ouvertes.fr/halshs-01391013/file/16063.pdf
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Macroeconomic theory (monetary models, models of taxation) (91B64) General equilibrium theory (91B50)
Cites Work
- On the different notions of arbitrage and existence of equilibrium
- A necessary and sufficient condition for the compactness of individually rational and feasible outcomes and the existence of an equilibrium
- Financial markets in continuous time. Translated from the French by Anna Kennedy
- The geometry of arbitrage and the existence of competitive equilibrium.
- Arbitrage and the Existence of Competitive Equilibrium
Cited In (4)
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