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Incomplete markets over an infinite horizon: Long-lived securities and speculative bubbles

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Magill, Michael
Quinzii, Martine

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Article provided by Elsevier in its journal Journal of Mathematical Economics.

Volume (Year): 26 (1996)
Issue (Month): 1 ()
Pages: 133-170
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Handle: RePEc:eee:mateco:v:26:y:1996:i:1:p:133-170

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  3. Morten L. Bech & Rod Garratt, . "The Intraday Liquidity Management Game," University of California Santa Barbara - Department of Economics 18-01, California Santa Barbara - Department of Economics. [Downloadable!]
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  4. Aloisio Araujo & Mário R. Páscoa & Juan Pablo Torres-Martínez, 2006. "Bubbles, Collateral and Monetary Equilibrium," Levine's Working Paper Archive 122247000000001055, UCLA Department of Economics. [Downloadable!]
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  5. Theodore C. Bergstrom, . "Evolution of Social Behavior: Individual and Group Selection Models," University of California Santa Barbara - Department of Economics 14-01, California Santa Barbara - Department of Economics. [Downloadable!]
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  6. Stephen LeRoy, 2001. "Infinite Portfolios," University of California at Santa Barbara, Economics Working Paper Series wp8-01, Department of Economics, UC Santa Barbara. [Downloadable!]
  7. Michael Magill & Martine Quinzii, . "Equity, Bonds, Growth And Inflation In A Quadratic Infinite Horizon Economy," Department of Economics 98-08, California Davis - Department of Economics. [Downloadable!]
  8. Kevin X. D. Huang & Jan Werner, 2000. "Implementing Arrow-Debreu Equilibria by Trading Infinitely-Lived Securities," Econometric Society World Congress 2000 Contributed Papers 1708, Econometric Society. [Downloadable!]
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  9. Luigi Montrucchio & Fabio Privileggi, 2001. "On Fragility of Bubbles in Equilibrium Asset Pricing Models of Lucas-Type," ICER Working Papers - Applied Mathematics Series 05-2001, ICER - International Centre for Economic Research. [Downloadable!]
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  10. Gary Charness & Ernan Haruvy & Doron Sonsino, . "Social Distance and Reciprocity: The Internet vs. the Laboratory," University of California Santa Barbara - Department of Economics 10-01, California Santa Barbara - Department of Economics. [Downloadable!]
  11. Kevin X.D. Huang & Jan Werner, 1997. "Valuation Bubbles and Sequential Bubbles," Economics Working Papers 303, Department of Economics and Business, Universitat Pompeu Fabra, revised Dec 1997. [Downloadable!]
  12. Claudio Mattalia, 2003. "Existence of solutions and asset pricing bubbles in general equilibrium models," ICER Working Papers - Applied Mathematics Series 02-2003, ICER - International Centre for Economic Research. [Downloadable!]
  13. Olivier Deschenes, . "Unobserved Ability, Comparative Advantage, and the Rising Return to Education in the United States 1979-2000," University of California Santa Barbara - Department of Economics 12-01, California Santa Barbara - Department of Economics. [Downloadable!]
  14. Theodore C. Bergstrom, . "The Algebra of Assortative Encounters and the Evolution of Cooperation," University of California Santa Barbara - Department of Economics 13-01, California Santa Barbara - Department of Economics. [Downloadable!]
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  15. Ehsan Ahmed & Honggang Li & J. Barkley Rosser, 2006. "Nonlinear bubbles in Chinese Stock Markets in the 1990s," Eastern Economic Journal, Eastern Economic Association, vol. 32(1), pages 1-18, Winter. [Downloadable!]
  16. Laura Angeloni & Bernard Cornet, 2005. "Existence Of Financial Equilibria In A Multiperiod Stochastic Economy," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 200506, University of Kansas, Department of Economics, revised Feb 2005. [Downloadable!]
  17. Theodore C. Bergstrom, . "Free Labor for Costly Journals?," University of California Santa Barbara - Department of Economics 16-01, California Santa Barbara - Department of Economics. [Downloadable!]
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  19. Stephen F. LeRoy, . "Infinite Portfolios," University of California Santa Barbara - Department of Economics 8-01, California Santa Barbara - Department of Economics. [Downloadable!]
  20. Tom Krebs, 2002. "Non-Existence of Recursive Equilibria on Compact State Spaces When Markets are Incomplete," Working Papers 2002-17, Brown University, Department of Economics. [Downloadable!]
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  21. Felix Kubler & Karl Schmedders, 2001. "Stationary Equilibria in Asset-Pricing Models with Incomplete Markets and Collateral," Discussion Papers 1319, Northwestern University, Center for Mathematical Studies in Economics and Management Science. [Downloadable!]
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