Tax Arbitrage, Existence of Equilibrium, and Bounded Tax Rebates1

DOI10.1111/J.1467-9965.1992.TB00028.XMaRDI QIDQ4345930zbMATH OpenOpenAlexFDO

Authors

Publication date 31 August 1997

Published in Mathematical Finance (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.1467-9965.1992.tb00028.x

zbMATH Keywords

differential taxationtax arbitrage

Mathematics Subject Classification ID

Special types of economic equilibria (91B52) Macroeconomic theory (monetary models, models of taxation) (91B64)

Recommendations

• Taxation and Transaction Costs in a General Equilibrium Asset Economy
• Arbitrage and the tax code
• Nonlinear taxation, tax-arbitrage and equilibrium asset prices
• Arbitrage and the Existence of Competitive Equilibrium

Cites work

• Arbitrage and Diversification in a General Equilibrium Asset Economy
• Arbitrage and the Existence of Competitive Equilibrium
• Default Risk in a General Equilibrium Asset Economy with Incomplete Markets
• scientific article; zbMATH DE number 3307201 (Why is no real title available?)
• New Concepts and Techniques for Equilibrium Analysis
• Short-Selling, Default Risk and the Existence of Equilibrium in a Securities Model
• Temporary General Equilibrium in a Sequential Trading Model with Spot and Futures Transactions

Cited in

(8)

• Taxing nothing -- tax arbitrage and the vanishing revenue from capital income taxation
• Tax neutrality under irreversibility and risk aversion
• Arbitrage and the tax code
• Non-Segmented Equilibria Under Differential Taxation: Evidence from the Canadian Government Bond Market *
• Taxation and Transaction Costs in a General Equilibrium Asset Economy
• International tax arbitrage, financial parity conditions and preferential capital gains taxation
• Nonlinear taxation, tax-arbitrage and equilibrium asset prices
• Asset pricing under progressive taxes and existence of general equilibrium

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