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On the positive fundamental value of money with short-sale constraints

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Author Info
Eduardo Giménez ()

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Abstract

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File URL: http://hdl.handle.net/10.1007/s10436-006-0060-0
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Publisher Info
Article provided by Springer in its journal Annals of Finance.

Volume (Year): 3 (2007)
Issue (Month): 4 (October)
Pages: 455-469
Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Handle: RePEc:kap:annfin:v:3:y:2007:i:4:p:455-469

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Web page: http://www.springerlink.com/link.asp?id=112370

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Related research
Keywords: Money; Short-sale constraints; Fundamental value; Asset pricing bubbles; (Technically) incomplete financial markets; Financial recognizability and insurance services; D52; E41; G12;

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  1. Svensson, Lars E O, 1985. "Money and Asset Prices in a Cash-in-Advance Economy," Journal of Political Economy, University of Chicago Press, vol. 93(5), pages 919-44, October. [Downloadable!] (restricted)
  2. Paul A. Samuelson, 1958. "An Exact Consumption-Loan Model of Interest with or without the Social Contrivance of Money," Journal of Political Economy, University of Chicago Press, vol. 66, pages 467. [Downloadable!] (restricted)
  3. Bertocchi Graziella & Wang Yong, 1995. "The Real Value of Money under Endogenous Beliefs," Journal of Economic Theory, Elsevier, vol. 67(1), pages 205-222, October. [Downloadable!] (restricted)
    Other versions:
  4. Ostroy, Joseph M & Starr, Ross M, 1974. "Money and the Decentralization of Exchange," Econometrica, Econometric Society, vol. 42(6), pages 1093-1113, November. [Downloadable!] (restricted)
  5. Gianluca Cassese, 2005. "A Note On Asset Bubbles In Continuous-Time," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 8(04), pages 523-536. [Downloadable!] (restricted)
  6. Weil, Philippe, 1990. "On the Possibility of Price Decreasing Bubbles," Econometrica, Econometric Society, vol. 58(6), pages 1467-74, November. [Downloadable!] (restricted)
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  7. Paul A. Samuelson, 1959. "Consumption-Loan Interest and Money: Reply," Journal of Political Economy, University of Chicago Press, vol. 67, pages 518. [Downloadable!] (restricted)
  8. O'Connell, Stephen A & Zeldes, Stephen P, 1988. "Rational Ponzi Games," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 29(3), pages 431-50, August. [Downloadable!] (restricted)
    Other versions:
  9. Abba P. Lerner, 1959. "Consumption-Loan Interest and Money," Journal of Political Economy, University of Chicago Press, vol. 67, pages 512. [Downloadable!] (restricted)
  10. Stephen LeRoy, 2005. "Positivity and bubbles in overlapping generations models," Economics Bulletin, Economics Bulletin, vol. 7(4), pages 1-4. [Downloadable!]
  11. Tirole, Jean, 1985. "Asset Bubbles and Overlapping Generations," Econometrica, Econometric Society, vol. 53(6), pages 1499-1528, November. [Downloadable!] (restricted)
  12. LeRoy, Stephen F, 1984. "Nominal Prices and Interest Rates in General Equilibrium: Endowment Shocks," Journal of Business, University of Chicago Press, vol. 57(2), pages 197-213, April. [Downloadable!] (restricted)
  13. Aleksander Berentsen & Guillaume Rocheteau, 2004. "Money and Information," Review of Economic Studies, Blackwell Publishing, vol. 71(4), pages 915-944, October. [Downloadable!] (restricted)
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  14. Luigi Montrucchio, 2004. "Cass transversality condition and sequential asset bubbles," Economic Theory, Springer, vol. 24(3), pages 645-663, October. [Downloadable!] (restricted)
  15. Weil, Philippe, 1987. "Confidence and the Real Value of Money in an Overlapping Generations Economy," The Quarterly Journal of Economics, MIT Press, vol. 102(1), pages 1-22, February. [Downloadable!] (restricted)
  16. Eduardo L. Giménez, 2003. "Complete and incomplete markets with short-sale constraints," Economic Theory, Springer, vol. 21(1), pages 195-204, 01. [Downloadable!] (restricted)
    Other versions:
  17. Brunner, Karl & Meltzer, Allan H, 1971. "The Uses of Money: Money in the Theory of an Exchange Economy," American Economic Review, American Economic Association, vol. 61(5), pages 784-805, December. [Downloadable!] (restricted)
  18. Townsend, Robert M., 1987. "Asset-return anomalies in a monetary economy," Journal of Economic Theory, Elsevier, vol. 41(2), pages 219-247, April. [Downloadable!] (restricted)
  19. Magill, Michael & Quinzii, Martine, 1996. "Incomplete markets over an infinite horizon: Long-lived securities and speculative bubbles," Journal of Mathematical Economics, Elsevier, vol. 26(1), pages 133-170. [Downloadable!] (restricted)
    Other versions:
  20. Lucas, Robert E., 1984. "Money in a theory of finance," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 21(1), pages 9-46, January. [Downloadable!] (restricted)
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