Advanced Search
MyIDEAS: Login to save this article or follow this journal

Robust nonexistence of equilibrium with incomplete markets

Contents:

Author Info

  • Busch, Lutz-Alexander
  • Govindan, Srihari

Abstract

No abstract is available for this item.

Download Info

If 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.
File URL: http://www.sciencedirect.com/science/article/B6VBY-4991STN-1/2/8991292203f89422af33bf842c7d73d4
Download Restriction: Full text for ScienceDirect subscribers only

As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.

Bibliographic Info

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

Volume (Year): 40 (2004)
Issue (Month): 6 (September)
Pages: 641-645

as in new window
Handle: RePEc:eee:mateco:v:40:y:2004:i:6:p:641-645

Contact details of provider:
Web page: http://www.elsevier.com/locate/jmateco

Related research

Keywords:

References

References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
as in new window
  1. Momi, Takeshi, 2001. "Non-existence of equilibrium in an incomplete stock market economy," Journal of Mathematical Economics, Elsevier, Elsevier, vol. 35(1), pages 41-70, February.
  2. Repullo, Rafael, 1986. "On the generic existence of Radner equilibria when there are as many securities as states of nature," Economics Letters, Elsevier, Elsevier, vol. 21(2), pages 101-105.
  3. John Geanakoplos, 1997. "An Introduction to General Equilibrium with Incomplete Asset Markets," Levine's Working Paper Archive 1115, David K. Levine.
  4. Werner, Jan, 1985. "Equilibrium in economies with incomplete financial markets," Journal of Economic Theory, Elsevier, Elsevier, vol. 36(1), pages 110-119, June.
  5. Jean-Marc Bottazzi, 2002. "Incomplete markets: transverse financial structures," Economic Theory, Springer, Springer, vol. 20(1), pages 67-82.
  6. Magill, Michael J. P. & Shafer, Wayne J., 1990. "Characterisation of generically complete real asset structures," Journal of Mathematical Economics, Elsevier, Elsevier, vol. 19(1-2), pages 167-194.
  7. Polemarchakis, H. M. & Ku, Bon-Il, 1990. "Options and equilibrium," Journal of Mathematical Economics, Elsevier, Elsevier, vol. 19(1-2), pages 107-112.
  8. Bottazzi, Jean-Marc, 1995. "Existence of equilibria with incomplete markets: The case of smooth returns," Journal of Mathematical Economics, Elsevier, Elsevier, vol. 24(1), pages 59-72.
  9. Hart, Oliver D., 1975. "On the optimality of equilibrium when the market structure is incomplete," Journal of Economic Theory, Elsevier, Elsevier, vol. 11(3), pages 418-443, December.
  10. Geanakoplos, John, 1990. "An introduction to general equilibrium with incomplete asset markets," Journal of Mathematical Economics, Elsevier, Elsevier, vol. 19(1-2), pages 1-38.
Full references (including those not matched with items on IDEAS)

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as in new window

Cited by:
  1. V. Filipe MARTINS-DA-ROCHA & YIANNIS VAILAKIS, 2008. "Endogenous Transaction Costs," Discussion Papers, Exeter University, Department of Economics 0810, Exeter University, Department of Economics.
  2. Markeprand, Tobias, 2008. "On financial equilibrium with intermediation costs," Journal of Mathematical Economics, Elsevier, Elsevier, vol. 44(2), pages 148-156, January.
  3. Lionel de Boisdeffre, 2012. "On the existence of financial equilibrium when beliefs are private," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne 12055, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  4. Lionel De Boisdeffre, 2012. "On the existence of financial equilibrium when beliefs are private," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL halshs-00746975, HAL.
  5. Charalambos Aliprantis & Rabee Tourky, 2009. "Equilibria in incomplete assets economies with infinite dimensional spot markets," Economic Theory, Springer, Springer, vol. 38(2), pages 221-262, February.
  6. Lionel De Boisdeffre, 2013. "Price revelation and existence of equilibrium in a private belief economy," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL halshs-01053471, HAL.
  7. V. Martins-da-Rocha & Yiannis Vailakis, 2010. "Financial markets with endogenous transaction costs," Economic Theory, Springer, Springer, vol. 45(1), pages 65-97, October.
  8. repec:hal:journl:halshs-00746975 is not listed on IDEAS
  9. Lionel de Boisdeffre, 2014. "Price revelation and existence of equilibrium in a private belief economy," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne 14056, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.

Lists

This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

Statistics

Access and download statistics

Corrections

When requesting a correction, please mention this item's handle: RePEc:eee:mateco:v:40:y:2004:i:6:p:641-645. See general information about how to correct material in RePEc.

For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Zhang, Lei).

If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

If references are entirely missing, you can add them using this form.

If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

Please note that corrections may take a couple of weeks to filter through the various RePEc services.