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State prices, liquidity, and default Author info | Abstract | Publisher info | Download info | Related research | Statistics Raphaël Espinoza ()
Charles. Goodhart
Dimitrios Tsomocos ()
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Article provided by Springer in its journal Economic Theory .
Volume (Year): 39 (2009)
Issue (Month): 2 (May)
Pages: 177-194
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Handle: RePEc:spr:joecth:v:39:y:2009:i:2:p:177-194Contact details of provider: Web page: http://link.springer.de/link/service/journals/00199/index.htm
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Keywords: Cash-in-advance constraints ; Default ; Asset prices ; Risk-neutral probabilities ; E43 ; G12 ; Other versions of this item:
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.: Geanakoplos, J. D. & Tsomocos, D. P., 2002.
"International finance in general equilibrium ,"
Research in Economics ,
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"An intertemporal asset pricing model with stochastic consumption and investment opportunities ,"
Journal of Financial Economics ,
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Tsomocos, Dimitrios P., 2008.
"Generic determinacy and money non-neutrality of international monetary equilibria ,"
Journal of Mathematical Economics ,
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Other versions: Gaetano Bloise & Jacques Dréze & Herakles Polemarchakis, 2005.
"Monetary equilibria over an infinite horizon ,"
Economic Theory ,
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Other versions: Shiller, Robert J. & Huston McCulloch, J., 1990.
"The term structure of interest rates ,"
Handbook of Monetary Economics ,
in: B. M. Friedman & F. H. Hahn (ed.), Handbook of Monetary Economics, edition 1, volume 1, chapter 13, pages 627-722
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Breeden, Douglas T & Litzenberger, Robert H, 1978.
"Prices of State-contingent Claims Implicit in Option Prices ,"
Journal of Business ,
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Lucas, Robert Jr., 1990.
"Liquidity and interest rates ,"
Journal of Economic Theory ,
Elsevier, vol. 50(2), pages 237-264, April.
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Lucas, Robert E, Jr, 1978.
"Asset Prices in an Exchange Economy ,"
Econometrica ,
Econometric Society, vol. 46(6), pages 1429-45, November.
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Gaetano Bloise, 2006.
"A note on the existence of a monetary equilibrium over an infinite horizon ,"
Economic Theory ,
Springer, vol. 27(1), pages 59-77, 01.
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M. Shubik & D. Tsomocos, 1992.
"A strategic market game with a mutual bank with fractional reserves and redemption in gold ,"
Journal of Economics ,
Springer, vol. 55(2), pages 123-150, June.
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Backus, David K. & Gregory, Allan W. & Zin, Stanley E., 1989.
"Risk premiums in the term structure : Evidence from artificial economies ,"
Journal of Monetary Economics ,
Elsevier, vol. 24(3), pages 371-399, November.
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Other versions: Mehra, Rajnish & Prescott, Edward C., 1985.
"The equity premium: A puzzle ,"
Journal of Monetary Economics ,
Elsevier, vol. 15(2), pages 145-161, March.
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Charles Goodhart & Pojanart Sunirand & Dimitrios Tsomocos, 2006.
"A model to analyse financial fragility ,"
Economic Theory ,
Springer, vol. 27(1), pages 107-142, 01.
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Other versions: Lucas, Robert E, Jr & Stokey, Nancy L, 1987.
"Money and Interest in a Cash-in-Advance Economy ,"
Econometrica ,
Econometric Society, vol. 55(3), pages 491-513, May.
[Downloadable!] (restricted)
Other versions: Dimitrios P. Tsomocos, 2003.
"Equilibrium Analysis, Banking and Financial Instability ,"
OFRC Working Papers Series
2003fe08, Oxford Financial Research Centre.
[Downloadable!]
Other versions: Pradeep Dubey & John Geanakoplos, 2006.
"Determinacy with nominal assets and outside money ,"
Economic Theory ,
Springer, vol. 27(1), pages 79-106, 01.
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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.)
Raphael A. Espinoza & Dimitrios P. Tsomocos, 2008.
"Liquidity and Asset Prices ,"
OFRC Working Papers Series
2008fe28, Oxford Financial Research Centre.
[Downloadable!]
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