General equilibrium, wariness and efficient bubbles
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Publication:548230
DOI10.1016/J.JET.2011.01.005zbMATH Open1247.91100OpenAlexW1981023809MaRDI QIDQ548230FDOQ548230
Mário R. Páscoa, Aloisio Araujo, Rodrigo Novinski
Publication date: 28 June 2011
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jet.2011.01.005
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Cited In (16)
- Introduction to incompleteness and uncertainty in economics
- Crashing of efficient stochastic bubbles
- Existence of Walrasian equilibria with discontinuous, non-ordered, interdependent and price-dependent preferences
- Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints
- General equilibrium, preferences and financial institutions after the crisis
- Rational asset pricing bubbles and debt constraints
- Choquet expected discounted utility
- Effects of wariness on economic growth in overlapping generations models
- Pareto optimality and existence of quasi-equilibrium in exchange economies with an indefinite future
- A topological approach to delay aversion
- Hyperopic topologies on \(l^{\infty}\)
- Endogenous discounting, wariness, and efficient capital taxation
- Optimal sharing with an infinite number of commodities in the presence of optimistic and pessimistic agents
- Optimality conditions and bubbles in sequential economies and bounded relative risk-aversion
- Recourse loans and Ponzi schemes
- Real indeterminacy and dynamics of asset price bubbles in general equilibrium
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