Endogenous differential information

DOI10.1007/S00199-015-0924-5MaRDI QIDQ514481zbMATH OpenOpenAlexFDO

Authors Sebastián Cea-Echenique, Carlos Hervés-Beloso, Juan Pablo Torres-Martínez

Publication date 2 March 2017

Published in Economic Theory (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/10366/141410

zbMATH Keywords

endogenous differential informationincomplete marketsrational expectations equilibriumrestricted participation

Mathematics Subject Classification ID

Economics of information (91B44) General equilibrium theory (91B50)

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Cites work

• Ambiguity and rational expectations equilibria
• Arbitrage and equilibrium with portfolio constraints
• Competitive and core allocations in large economies with differential information
• Competitive Equilibrium Under Uncertainty
• Competitive equilibrium with incomplete financial markets
• Existence of financial equilibria with restricted participation
• Incomplete financial markets and differential information
• Irrelevance of private information in two-period economies with more goods than states of nature
• On equilibrium existence with endogenous restricted financial participation
• Prudent expectations equilibrium in economies with uncertain delivery
• Rational expectations equilibria and the ex-post core of an economy with asymmetric information.
• Rational Expectations Equilibrium: Generic Existence and the Information Revealed by Prices
• Reduced equivalent form of a financial structure
• Subjective expectations equilibrium in economies with uncertain delivery
• The revelation of information in strategic market games. A critique of rational expectations equilibrium
• Two-period economies with price-contingent deliveries

Cited in

(5)

• Market equilibria with endogenous, hierarchical information
• A new approach to the rational expectations equilibrium: existence, optimality and incentive compatibility
• Interacting information cascades: on the movement of conventions between groups
• Contributing with private bundles to public goods
• Communication with endogenous information acquisition

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