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General equilibrium with endogenous uncertainty and default Author info | Abstract | Publisher info | Download info | Related research | Statistics Chichilnisky, Graciela
Wu, Ho-Mou
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Article provided by Elsevier in its journal Journal of Mathematical Economics .
Volume (Year): 42 (2006)
Issue (Month): 4-5 (August)
Pages: 499-524
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Handle: RePEc:eee:mateco:v:42:y:2006:i:4-5:p:499-524Contact details of provider: Web page: http://www.elsevier.com/locate/jmateco
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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.: Chichilnisky, G. & Wu, H.M., 1992.
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Malinvaud, E., 1972.
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Econometrica ,
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Kurz, Mordecai & Wu, Ho-Mou, 1996.
"Endogenous Uncertainty in a General Equilibrium Model with Price Contingent Contracts ,"
Economic Theory ,
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Chichilnisky, G. & Heal, G. & Dutta, J., 1992.
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Other versions: Diamond, Douglas W & Dybvig, Philip H, 1983.
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Other versions: Chichilnisky, G., 1992.
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Ho-Mou Wu & Wen-Chung Guo, 2003.
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Ho-Mou Wu & Mordecai Kurz, 1996.
"Endogenous uncertainty in a general equilibrium model with price contingent contracts (*) ,"
Economic Theory ,
Springer, vol. 8(3), pages 461-488.
Kurz, Mordecai, 1994.
"On the Structure and Diversity of Rational Beliefs ,"
Economic Theory ,
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Ho-Mou Wu & Wen-Chung Guo, 2004.
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Wu, Ho-Mou, 1988.
"Unemployment equilibrium in a random economy ,"
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Elsevier, vol. 17(4), pages 385-400, September.
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Svensson, Lars E O, 1981.
"Efficiency and Speculation in a Model with Price-Contingent Contracts ,"
Econometrica ,
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Pradeep Dubey & John Geanakoplos & Martin Shubik, 2005.
"Default and Punishment in General Equilibrium ,"
Econometrica ,
Econometric Society, vol. 73(1), pages 1-37, 01.
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Other versions:
Pradeep Dubey & John Geanakoplos & Martin Shubik, 2001.
"Default and Punishment in General Equilibrium ,"
Cowles Foundation Discussion Papers
1304, Cowles Foundation, Yale University.
[Downloadable!] P. Dubey & J. Geanakoplos & M . Shubik, 2001.
"Default and Punishment in General Equilibrium ,"
Department of Economics Working Papers
01-07, Stony Brook University, Department of Economics.
[Downloadable!] Pradeep Dubey & John Geanakoplos & Martin Shubik, 2001.
"Default and Punishment in General Equilibrium ,"
Cowles Foundation Discussion Papers
1304R5, Cowles Foundation, Yale University, revised Mar 2004.
[Downloadable!] Debreu, Gerard, 1993.
"Existence of competitive equilibrium ,"
Handbook of Mathematical Economics ,
in: K. J. Arrow & M.D. Intriligator (ed.), Handbook of Mathematical Economics, edition 4, volume 2, chapter 15, pages 697-743
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Cass, David & Chichilnisky, Graciela & Wu, Ho-Mou, 1996.
"Individual Risk and Mutual Insurance ,"
Econometrica ,
Econometric Society, vol. 64(2), pages 333-41, March.
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Hahn, F., 1992.
"A Remark on Incomplete Market Equilibrium ,"
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179, Cambridge - Risk, Information & Quantity Signals.
Full
references Cited by : (explanations , 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.)
Chollete, Lorán, 2009.
"The Propagation of Financial Extremes ,"
Discussion Papers
2008/25, Department of Finance and Management Science, Norwegian School of Economics and Business Administration.
[Downloadable!]
Chollete, Lorán, 2008.
"The Propagation of Financial Extremes: An Application to Subprime Market Spillovers ,"
Discussion Papers
2008/2, Department of Finance and Management Science, Norwegian School of Economics and Business Administration.
[Downloadable!]
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