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Financial Market Innovation and Security Design: An Introduction

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Author Info
Duffie Darrell
Rahi Rohit

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Article provided by Elsevier in its journal Journal of Economic Theory.

Volume (Year): 65 (1995)
Issue (Month): 1 (February)
Pages: 1-42
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Handle: RePEc:eee:jetheo:v:65:y:1995:i:1:p:1-42

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Web page: http://www.elsevier.com/locate/inca/622869

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  1. W. Scott Frame & Lawrence J. White, 2002. "Empirical studies of financial innovation: lots of talk, little action?," Working Paper 2002-12, Federal Reserve Bank of Atlanta. [Downloadable!]
  2. Faias, Marta, 2004. "General equilibrium and endogenous creation of asset markets," FEUNL Working Paper Series wp454, Universidade Nova de Lisboa, Faculdade de Economia. [Downloadable!]
  3. Laurent Calvet & Martin Gonzalez-Eiras & Paolo Sodini, 2003. "Financial Innovation, Market Participation and Asset Prices," NBER Working Papers 9840, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  4. Diego García & Branko Urosevic, 2004. "Noise and Aggregation of Information in Large Markets," Economics Working Papers 785, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
  5. Robert J. Shiller & Stefano G. Athanasoulis, 1997. "World Income Components: Measuring and Exploiting International Risk Sharing Opportunities," Cowles Foundation Discussion Papers 1097, Cowles Foundation, Yale University. [Downloadable!]
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  6. Thomas Philippon, 2007. "Financiers vs. Engineers: Should the Financial Sector be Taxed or Subsidized?," NBER Working Papers 13560, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  7. Sujoy Mukerji & Jean-Marc Tallon, 2000. "Ambiguity Aversion and Incompleteness of Financial Markets," Economics Series Working Papers 046, University of Oxford, Department of Economics. [Downloadable!]
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  8. José M. Marín & Rohit Rahi, 1997. "Speculative Securities," Economics Working Papers 223, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
    Other versions:
  9. Christophe Prechac & Aditya Goenka, 2004. "Are Sunspots Inevitable?," Econometric Society 2004 Far Eastern Meetings 786, Econometric Society. [Downloadable!]
  10. W. Scott Frame & Lawrence White, 2002. "Empirical Studies of Financial Innovation: Lots of Talk, Little Action?," Working Papers 02-18, New York University, Leonard N. Stern School of Business, Department of Economics. [Downloadable!]
  11. Stefano G. Athanasoulis & Robert J. Shiller, 1997. "The Significance of the Market Portfolio," Cowles Foundation Discussion Papers 1154, Cowles Foundation, Yale University. [Downloadable!]
    Other versions:
  12. Jo Corkish, Allison Holland and Anne Fremault Vila, . "The Determinants of Successful Financial Innovation: an Empirical Analysis of Futures Innovation on LIFFE," Bank of England working papers 70, Bank of England. [Downloadable!]
  13. Walter P. Heller, 1997. "Equilibrium Market Formation Causes Missing Markets," University of California at San Diego, Economics Working Paper Series 93-07r, Department of Economics, UC San Diego. [Downloadable!]
  14. E. Jouini, P.-F. Koehl, N. Touzi, 1997. "Incomplete markets, transaction costs and liquidity effects," European Journal of Finance, Taylor and Francis Journals, vol. 3(4), pages 325-347, December. [Downloadable!] (restricted)
    Other versions:
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