Structure of financial markets and real indeterminacy of equilibria
AbstractNo abstract is available for this item.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
Bibliographic InfoArticle provided by Elsevier in its journal Journal of Mathematical Economics.
Volume (Year): 19 (1990)
Issue (Month): 1-2 ()
Contact details of provider:
Web page: http://www.elsevier.com/locate/jmateco
You can help add them by filling out this form.
CitEc Project, subscribe to its RSS feed for this item.
- SALTO, Matteo, 1998. "Indeterminacy of equilibrium allocations in monetary open economies," CORE Discussion Papers, UniversitÃ© catholique de Louvain, Center for Operations Research and Econometrics (CORE) 1998062, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Nagata, Ryo, 1998. "The degree of indeterminacy of equilibria with incomplete markets," Journal of Mathematical Economics, Elsevier, Elsevier, vol. 29(1), pages 109-123, January.
- Donati, Paola, 2003.
"Indeterminacy of rational expectations equilibria in sequential financial markets,"
Working Paper Series, European Central Bank
0262, European Central Bank.
- Donati, Paola & Momi, Takeshi, 2003. "Indeterminacy of rational expectations equilibria in sequential financial markets," Journal of Mathematical Economics, Elsevier, Elsevier, vol. 39(7), pages 743-762, September.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Zhang, Lei).
If references are entirely missing, you can add them using this form.