Temporary General Equilibrium in a Sequential Trading Model with Spot and Futures Transactions

DOI10.2307/1914039zbMATH Open0286.90015OpenAlexW2158550991MaRDI QIDQ4773475FDOQ4773475

Publication date: 1973

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/9d451ae08af4e29689f7c35864a99e3d19d26827

Cited In (41)

Sequences of temporary equilibria, stationary point expectations, and Pareto efficiency
Court against moral hazard
Inconsequential arbitrage
Efficient allocations and equilibria with short-selling and incomplete preferences
Arbitrage and equilibrium in economies with short-selling and ambiguity
Arbitrage and equilibrium in unbounded exchange economies with satiation
Overlapping risk adjusted sets of priors and the existence of efficient allocations and equilibria with short-selling
Asset market equilibrium in infinite dimensional complete markets
On multiple equilibria and the rational expectations hypothesis
Construction of a state space for interrelated securities with an application to temporary equilibrium theory
Overlapping expectations and Hart's conditions for equilibrium in a securities model
On equilibrium in Hart's securities exchange model
Comonotonicity, efficient risk-sharing and equilibria in markets with short-selling for concave law-invariant utilities
Arbitrage and asset prices
Liquidity, speculation, and the demand for money
Temporary equilibrium with storable commodities
Optimality, the interaction of spot and futures markets, and the nonneutrality of money in the Lucas model
Incentive compatible strategies for general Stackelberg games with incomplete information
Sequential trading with coarse contingencies
Self-fulfilling expectations in stochastic processes of temporary equilibria
Efficiency of temporary equilibria
On the revelation of private information in stock market economies
Optimal contract mechanisms for principal-agent problems with moral hazard and adverse selection
ARBITRAGE AND INFORMATION IN A SEQUENTIAL ECONOMY WITH MANY CREDIT AGENCIES
Limited arbitrage is necessary and sufficient for the existence of a competitive equilibrium with or without short sales
Arbitrage, duality and asset equilibria
Stochastic decentralization of competitive allocations
Credit risk in general equilibrium
On the different notions of arbitrage and existence of equilibrium
An introduction to general equilibrium with incomplete asset markets
Tax Arbitrage, Existence of Equilibrium, and Bounded Tax Rebates¹
On normal hazard in general equilibrium theory
Existence of equilibrium on asset markets with a countably infinite number of states
The geometry of arbitrage and the existence of competitive equilibrium.
Overlapping sets of priors and the existence of efficient allocations and equilibria for risk measures
Asset market equilibrium in \(L^p\) spaces with separable utilities
Risky arbitrage, asset prices, and externalities
Relaxing the sure-solvency conditions in temporary equilibrium models
Optimism and experts against adverse selection in a competitive economy
Decentralizability of efficient allocations with heterogeneous forecasts
Temporary competitive equilibrium and the existence of self-fulfilling expectations

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