Endogenous differential information

DOI10.1007/S00199-015-0924-5zbMATH Open1405.91352OpenAlexW2184737524MaRDI QIDQ514481FDOQ514481

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

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

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zbMATH Keywords

incomplete marketsrational expectations equilibriumrestricted participationendogenous differential information

Mathematics Subject Classification ID

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

Cites Work

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

Cited In (4)

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

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