Robust nonexistence of equilibrium with incomplete markets
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Mathematical Economics.
Volume (Year): 40 (2004)
Issue (Month): 6 (September)
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Web page: http://www.elsevier.com/locate/jmateco
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- Jean-Marc Bottazzi, 2002. "Incomplete markets: transverse financial structures," Economic Theory, Springer, vol. 20(1), pages 67-82.
- Werner, Jan, 1985. "Equilibrium in economies with incomplete financial markets," Journal of Economic Theory, Elsevier, vol. 36(1), pages 110-119, June.
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- Hart, Oliver D., 1975. "On the optimality of equilibrium when the market structure is incomplete," Journal of Economic Theory, Elsevier, vol. 11(3), pages 418-443, December.
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- Bottazzi, Jean-Marc, 1995. "Existence of equilibria with incomplete markets: The case of smooth returns," Journal of Mathematical Economics, Elsevier, vol. 24(1), pages 59-72.
- V. Filipe MARTINS-DA-ROCHA & YIANNIS VAILAKIS, 2008.
"Endogenous Transaction Costs,"
0810, Exeter University, Department of Economics.
- Martins-da-Rocha, Victor Filipe & Vailakis, Yiannis, 2008. "Endogenous Transaction Costs," Economics Working Papers (Ensaios Economicos da EPGE) 680, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
- Markeprand, Tobias, 2008. "On financial equilibrium with intermediation costs," Journal of Mathematical Economics, Elsevier, vol. 44(2), pages 148-156, January.
- Lionel de Boisdeffre, 2012. "On the existence of financial equilibrium when beliefs are private," Documents de travail du Centre d'Economie de la Sorbonne 12055, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- V. Martins-da-Rocha & Yiannis Vailakis, 2010. "Financial markets with endogenous transaction costs," Economic Theory, Springer, vol. 45(1), pages 65-97, October.
- Charalambos Aliprantis & Rabee Tourky, 2009.
"Equilibria in incomplete assets economies with infinite dimensional spot markets,"
Springer, vol. 38(2), pages 221-262, February.
- Aliprantis, C. D. & Tourky, Rabee, 2004. "Equilibria in Incomplete Assets Economies with Infinite Dimensional Spot Markets," Purdue University Economics Working Papers 1169, Purdue University, Department of Economics.
- Lionel De Boisdeffre, 2012. "On the existence of financial equilibrium when beliefs are private," UniversitÃ© Paris1 PanthÃ©on-Sorbonne (Post-Print and Working Papers) halshs-00746975, HAL.
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