Existence of Equilibrium of Plans, Prices, and Price Expectations in a Sequence of Markets

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Equilibrium analysis, banking and financial instability.
Monetary equilibrium with missing markets.
Equilibrium with incomplete markets without ordered preferences
Existence of expectation equilibrium of real asset economies with transaction costs
Existence of financial equilibria with restricted participation
Credit risk in general equilibrium
Opinion dynamics and learning in social networks
General economic equilibrium with financial markets and retainability
Real indeterminacy with financial assets
Equilibrium pricing in incomplete markets under translation invariant preferences
On equilibrium prices in continuous time
Arbitrage and asset prices
Asset market equilibrium with short-selling and differential information
The probability approach to general equilibrium with production
A characterization of the optimality of equilibrium in incomplete markets
Securities market theory: possession, repo and rehypothecation
Generic inefficiency of stock market equilibrium when markets are incomplete
Asset trading mechanisms and expansionary policy
First steps towards an equilibrium theory for Lévy financial markets
Equilibrium Pricing of Derivative Securities in Dynamically Incomplete Markets
Financial markets with endogenous transaction costs
Effectively complete equilibria -- A note
On the optimality of equilibrium when the market structure is incomplete
Existence of stochastic equilibrium with incomplete financial markets
Existence of equilibria with incomplete markets: The case of smooth returns
Equilibrium in incomplete markets. I: A basic model of generic existence
A note on the implementation of rational expectations equilibria
On the nonexistence of equlibrium with differential information
Rational asset pricing bubbles and portfolio constraints
Endogenous uncertainty in a general equilibrium model with price contingent contracts
Behavioral equilibrium and evolutionary dynamics in asset markets
A new proof of the existence of equilibrium in incomplete market economies
A new characterization of the efficiency of equilibrium with incomplete markets
Generic existence of competitive equilibria with restricted participation
Equilibrium in incomplete markets. II: Generic existence in stochastic economies
Introduction to the special issue: Stochastic financial economics, Volume 1
Arbitrage and equilibrium with portfolio constraints
On multiple equilibria and the rational expectations hypothesis
Notes on sequence economies, transaction costs, and uncertainty
Eliminating useless portfolios in constrained financial economies
Stochastic OLG models, market structure, and optimality
Markets and contracts
Asset markets and the information revealed by prices
Indeterminacy in incomplete market economies
Computing equilibria in the general equilibrium model with incomplete asset markets
The existence of security market equilibrium with a non-atomic state space
Existence of competitive equilibrium with incomplete markets
Partially revealing rational expectations equilibrium with real assets and binding constraints
Rational beliefs and endogenous uncertainty
The completion of real-asset markets by options
Generic existence of competitive equilibria when the asset market is incomplete: A symmetric argument
The revelation of information and self-fulfilling beliefs
The human side of mechanism design: a tribute to Leo Hurwicz and Jean-Jacque Laffont
Incomplete financial markets and jumps in asset prices
Evolutionary finance and dynamic games
Characterisation of generically complete real asset structures
Determinants of stock market volatility and risk premia
Real indeterminacy of general equilibrium under Knightian uncertainty
Asset price bubbles from heterogeneous beliefs about~mean reversion rates
The role of expectations in economic fluctuations and the efficacy of monetary policy
Time-inconsistent preferences in a general equilibrium model
Agreeing to Disagree
The existence and efficiency of general equilibrium with incomplete markets under Knightian uncertainty
Existence of competitive equilibrium of large security-spot market with incomplete asset structure
Existence of an equilibrium for infinite horizon economies with and without complete information
Competitive equilibrium with incomplete financial markets
Irrelevance of private information in two-period economies with more goods than states of nature
A model of dynamic equilibrium asset pricing with heterogeneous beliefs and extraneous risk
An interior-point algorithm for computing equilibria in economies with incomplete asset markets
Equilibrium in economies with incomplete financial markets
Sequential decisions under uncertainty and the maximum theorem
Existence of equilibrium in incomplete markets with intermediation costs
Reduced equivalent form of a financial structure
Endogeneous technical change in a competitive economy
Stochastic equilibria with incomplete financial markets
Market equilibrium with heterogeneous recursive-utility-maximizing agents
On constrained optimal allocations with incomplete markets
Monetary transaction costs and the term premium
On equilibrium existence with endogenous restricted financial participation
Convex analysis and financial equilibrium
An introduction to general equilibrium with incomplete asset markets
Lipschitz recursive equilibrium with a minimal state space and heterogeneous agents
The identification of preferences from equilibrium prices under uncertainty
Stationary equilibrium
The steady states of a stochastic decentralized growth model
A homotopy algorithm and an index theorem for the general equilibrium model with incomplete asset markets
Information and asset prices in complete markets exchange economies
Elections with limited information: A fulfilled expectations model using contemporaneous poll and endorsement data as information sources
Constrained inefficiency in GEI: A geometric argument
Stability of tâtonnement processes of short period equilibria with rational expectations
A welfare analysis of the Diamond-Dybvig model
Core and equilibrium in incomplete markets
Information and securities: A note on Pareto dominance and the second best
Prices, asset markets and indeterminacy
Infinite horizon equilibrium with incomplete markets
Equilibrium in incomplete markets with differential information: a basic model of generic existence
Imitation and contrarian behaviour: hyperbolic bubbles, crashes and chaos
Sequences of temporary equilibria, stationary point expectations, and Pareto efficiency
Decentralizability of efficient allocations with heterogeneous forecasts
Exploring policy options in joint intertemporal-spatial trade models using an incomplete markets approach

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