The Structure of Financial Equilibrium with Exogenous Yields: The Case of Incomplete Markets
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DOI10.2307/1912576zbMATH Open0719.90014OpenAlexW2082012690MaRDI QIDQ5752265FDOQ5752265
Authors: Yves Balasko, David Cass 
Publication date: 1989
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1912576
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Cited In (59)
- Constrained inefficiency in GEI: A geometric argument
- Incomplete financial markets and differential information
- A role for monetary policy when prices reveal information: An example
- Structure of financial markets and real indeterminacy of equilibria
- Equilibrium indeterminacy in a model of constrained financial markets
- Prices, asset markets and indeterminacy
- Inefficiency of equilibria with incomplete markets
- Incomplete markets and individual risks
- Arbitrage and equilibrium with portfolio constraints
- Sequentially complete markets remain incomplete
- The structure of financial equilibrium with exogenous yields. The case of restricted participation
- Introduction to general equilibrium
- Securities market theory: possession, repo and rehypothecation
- The degree of indeterminacy of equilibria with incomplete markets
- Incentives and competitive allocations in exchange economies with incomplete markets
- Musings on the Cass trick
- Real indeterminacy of general equilibrium under Knightian uncertainty
- Stabilizing sunspots
- Real indeterminacy of equilibria and manipulability
- Strategic market games: an introduction.
- The generalized Slutsky relations.
- Inflation-stabilization risk in economies with incomplete asset markets
- Sunspot equilibria and incomplete financial markets
- Economies with price-dependent preferences.
- The structure of the pseudo-equilibrium manifold in economies with incomplete markets
- On trees and logs
- The structure of the set of critical equilibria with incomplete markets
- Sunspots and incomplete financial markets: The general case
- Income taxation when markets are incomplete
- Existence of equilibria with incomplete markets: The case of smooth returns
- General equilibrium with endogenously incomplete financial markets
- Incomplete markets: transverse financial structures
- On default and uniqueness of monetary equilibria
- A note on the decomposition (at a point) of aggregate excess demand on the Grassmannian
- Equivariant general equilibrium theory
- A remark on the fiscal theory of price determination
- Existence of equilibrium in CAPM
- Monetary equilibria in a cash-in-advance economy with incomplete financial markets
- Statistical equilibrium in one-step forward looking economic models
- On monopolistic equilibria with incomplete markets: The case of an exchange economy
- An introduction to general equilibrium with incomplete asset markets
- Generic determinacy and money non-neutrality of international monetary equilibria
- Real indeterminacy of equilibria in a sunspot economy with inside money
- Asset markets and the information revealed by prices
- Real effects of money in general equilibrium
- The structure of the set of sunspot equilibria in economies with incomplete financial markets
- Indeterminacy in incomplete market economies
- Equilibrium analysis, banking and financial instability.
- Monetary equilibrium with missing markets.
- Indeterminacy in general equilibrium economies with incomplete financial markets. Mixed asset returns
- Partially revealing rational expectations equilibria with nominal assets
- Real indeterminacy in incomplete financial market economies without aggregate risk
- Perils of unconventional monetary policy
- Indeterminacy of rational expectations equilibria in sequential financial markets.
- Equilibria with options: Existence and indeterminacy
- Anchoring expectations of inflation
- Welfare and excess volatility of exchange rates
- Term structure and forward guidance as instruments of monetary policy
- Indeterminacy of Cournot-Walras equilibrium with incomplete markets
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