Piero Gottardi
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Sarah Auster & Piero Gottardi, 2022.
"Sorting versus Screening in Decentralized Markets with Adverse Selection,"
ECONtribute Discussion Papers Series
180, University of Bonn and University of Cologne, Germany.
- Sarah Auster & Piero Gottardi, 2022. "Sorting Versus Screening in Decentralized Markets With Adverse Selection," CRC TR 224 Discussion Paper Series crctr224_2022_362, University of Bonn and University of Mannheim, Germany.
- Gottardi, Piero & Auster, Sarah, 2022. "Sorting versus Screening in Decentralized Markets with Adverse Selection," CEPR Discussion Papers 17575, C.E.P.R. Discussion Papers.
Cited by:
- Auster, Sarah & Gottardi, Piero & Wolthoff, Ronald P., 2024.
"Simultaneous Search and Adverse Selection,"
IZA Discussion Papers
16822, Institute of Labor Economics (IZA).
- Sarah Auster & Piero Gottardi & Ronald Wolthoff, 2022. "Simultaneous Search and Adverse Selection," ECONtribute Discussion Papers Series 135, University of Bonn and University of Cologne, Germany.
- Gottardi, Piero & Auster, Sarah & Wolthoff, Ronald, 2022. "Simultaneous Search and Adverse Selection," CEPR Discussion Papers 16871, C.E.P.R. Discussion Papers.
- Sarah Auster & Piero Gottardi & Ronald Wolthoff, 2022. "Simultaneous Search and Adverse Selection," Working Papers tecipa-715, University of Toronto, Department of Economics.
- Sarah Auster & Piero Gottardi & Ronald Wolthoff, 2022. "Simultaneous Search and Adverse Selection," CRC TR 224 Discussion Paper Series crctr224_2022_329v2, University of Bonn and University of Mannheim, Germany.
- Sarah Auster & Piero Gottardi & Ronald Wolthoff, 2022. "Simultaneous Search and Adverse Selection," Working Papers tecipa-734, University of Toronto, Department of Economics.
- Gottardi, Piero & Bisin, Alberto & Clementi, Gian Luca, 2022.
"Capital Structure and Hedging Demand with Incomplete Markets,"
CEPR Discussion Papers
16968, C.E.P.R. Discussion Papers.
- Alberto Bisin & Gian Luca Clementi & Piero Gottardi, 2014. "Capital Structure and Hedging Demand with Incomplete Markets," NBER Working Papers 20345, National Bureau of Economic Research, Inc.
Cited by:
- Douglas Gale & Piero Gottardi, 2017.
"Equilibrium Theory of Banks' Capital Structure,"
CESifo Working Paper Series
6580, CESifo.
- GALE, Douglas; GOTTARDI, Piero, 2017. "Equilibrium theory of banks’ capital structure," Economics Working Papers ECO2017/02, European University Institute.
- Piero Gottardi & Douglas Gale, 2017. "Equilibrium Theory of Banks' Capital Structure," 2017 Meeting Papers 380, Society for Economic Dynamics.
- Gottardi, Piero & Bisin, Alberto, 2020.
"Efficient Policy Interventions in an Epidemic,"
CEPR Discussion Papers
15386, C.E.P.R. Discussion Papers.
- Bisin, Alberto & Gottardi, Piero, 2021. "Efficient policy interventions in an epidemic," Journal of Public Economics, Elsevier, vol. 200(C).
Cited by:
- Carlos Garriga & Rodolfo E. Manuelli & Siddhartha Sanghi, 2022.
"Optimal Management of an Epidemic: Lockdown, Vaccine and Value of Life,"
Working Papers
2020-046, Federal Reserve Bank of St. Louis.
- Carlos Garriga & Rody Manuelli & Siddhartha Sanghi, 2020. "Optimal Management of an Epidemic: Lockdown, Vaccine and Value of Life," Working Papers 2020-031, Human Capital and Economic Opportunity Working Group.
- Garriga, Carlos & Manuelli, Rody & Sanghi, Siddhartha, 2022. "Optimal management of an epidemic: Lockdown, vaccine and value of life," Journal of Economic Dynamics and Control, Elsevier, vol. 140(C).
- Matteo Bizzarri & Fabrizio Panebianco & Paolo Pin, 2023.
"Homophily and infections: static and dynamic effects,"
Papers
2304.11934, arXiv.org.
- Matteo Bizzarri & Fabrizio Panebianco & Paolo Pin, 2023. "Homophily and Infections: Static and Dynamic Effects," CSEF Working Papers 672, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Wang, Zongrun & Zhou, Ling & Mi, Yunlong & Shi, Yong, 2022. "Measuring dynamic pandemic-related policy effects: A time-varying parameter multi-level dynamic factor model approach," Journal of Economic Dynamics and Control, Elsevier, vol. 139(C).
- Piero Gottardi & Vincent Maurin & Cyril Monnet, 2019.
"Online Appendix to "A theory of repurchase agreements, collateral re-use, and repo intermediation","
Online Appendices
18-284, Review of Economic Dynamics.
- Piero Gottardi & Vincent Maurin & Cyril Monnet, 2019. "A theory of repurchase agreements, collateral re-use, and repo intermediation," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 33, pages 30-56, July.
Cited by:
- Feixue Gong & Gregory Phelan, 2019.
"Debt Collateralization, Capital Structure, and Maximal Leverage,"
Department of Economics Working Papers
2019-07, Department of Economics, Williams College, revised Jul 2019.
- Feixue Gong & Gregory Phelan, 2015. "Debt Collateralization, Capital Structure, and Maximal Leverage," Department of Economics Working Papers 2015-13, Department of Economics, Williams College, revised Jul 2016.
- Feixue Gong & Gregory Phelan, 2020. "Debt collateralization, capital structure, and maximal leverage," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 70(2), pages 579-605, September.
- Jank, Stephan & Mönch, Emanuel & Schneider, Michael, 2021.
"Safe asset shortage and collateral reuse,"
Discussion Papers
39/2021, Deutsche Bundesbank.
- Jank, Stephan & Mönch, Emanuel & Schneider, Michael, 2022. "Safe asset shortage and collateral reuse," SAFE Working Paper Series 355, Leibniz Institute for Financial Research SAFE.
- Moench, Emanuel & Jank, Stephan & Schneider, Michael, 2022. "Safe asset shortage and collateral reuse," CEPR Discussion Papers 16439, C.E.P.R. Discussion Papers.
- Feixue Gong & Gregory Phelan, 2021.
"Collateral Constraints, Tranching, and Price Bases,"
Department of Economics Working Papers
2021-07, Department of Economics, Williams College.
- Feixue Gong & Gregory Phelan, 2020. "Collateral Constraints, Tranching, and Price Bases," Department of Economics Working Papers 2020-03, Department of Economics, Williams College.
- Feixue Gong & Gregory Phelan, 2023. "Collateral constraints, tranching, and price bases," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 75(2), pages 317-340, February.
- Kazuya Suzuki & Kana Sasamoto, 2022. "Quantitative Analysis of Haircuts: Evidence from the Japanese Repo and Securities Lending Markets," Bank of Japan Working Paper Series 22-E-13, Bank of Japan.
- Jin-Wook Chang & Grace Chuan, 2023.
"Contagion in Debt and Collateral Markets,"
Finance and Economics Discussion Series
2023-016, Board of Governors of the Federal Reserve System (U.S.).
- Chang, Jin-Wook, 2021. "Contagion in Debt and Collateral Markets," MPRA Paper 111131, University Library of Munich, Germany.
- Jean-Edouard Colliard & Gabrielle Demange, 2021.
"Asset Dissemination Through Dealer Markets,"
PSE-Ecole d'économie de Paris (Postprint)
halshs-03238403, HAL.
- Colliard, Jean-Edouard & Demange, Gabrielle, 2018. "Asset Dissemination Through Dealer Markets," HEC Research Papers Series 1296, HEC Paris.
- Jean-Edouard Colliard & Gabrielle Demange, 2018. "Asset Dissemination Through Dealer Markets," PSE Working Papers hal-01933843, HAL.
- Jean-Edouard Colliard & Gabrielle Demange, 2018. "Asset Dissemination Through Dealer Markets," Working Papers hal-01933843, HAL.
- Jean-Edouard Colliard & Gabrielle Demange, 2021. "Asset Dissemination Through Dealer Markets," Management Science, INFORMS, vol. 67(10), pages 6211-6234, October.
- Jean-Edouard Colliard & Gabrielle Demange, 2021. "Asset Dissemination Through Dealer Markets," Post-Print halshs-03238403, HAL.
- Tobias Dieler & Loriano Mancini & Norman Schürhoff, 2021.
"(In)efficient repo markets,"
Swiss Finance Institute Research Paper Series
21-10, Swiss Finance Institute.
- Schürhoff, Norman & Dieler, Tobias & Mancini, Loriano, 2021. "(In)efficient repo markets," CEPR Discussion Papers 15782, C.E.P.R. Discussion Papers.
- Benjamin Lester & Pierre-Olivier Weill & Ariel Zetlin-Jones, 2019. "RED Special Issue on Fragmented Financial Markets: An Introduction," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 33, pages 1-3, July.
- Lewis, Brittany Almquist, 2023. "Creditor rights, collateral reuse, and credit supply," Journal of Financial Economics, Elsevier, vol. 149(3), pages 451-472.
- Justus Inhoffen & Iman van Lelyveld, 2023. "Safe Asset Scarcity and Re-use in the European Repo Market," Working Papers 787, DNB.
- Brumm, Johannes & Grill, Michael & Kubler, Felix & Schmedders, Karl, 2018.
"Re-use of collateral: leverage, volatility, and welfare,"
Working Paper Series
2218, European Central Bank.
- Michael Grill & Karl Schmedders & Felix Kubler & Johannes Brumm, 2017. "Re-use of Collateral: Leverage, Volatility, and Welfare," 2017 Meeting Papers 697, Society for Economic Dynamics.
- Johannes Brumm & Michael Grill & Felix Kubler & Karl Schmedders, 2023. "Re-use of collateral: Leverage, volatility, and welfare," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 47, pages 19-46, January.
- Johannes Brumm & Michael Grill & Felix Kubler & Karl Schmedders, 2017. "Re-Use of Collateral: Leverage, Volatility, and Welfare," Swiss Finance Institute Research Paper Series 17-04, Swiss Finance Institute.
- Justus Inhoffen & Iman van Lelyveld, 2023. "Safe Asset Scarcity and Re-use in the European Repo Market," Discussion Papers of DIW Berlin 2050, DIW Berlin, German Institute for Economic Research.
- Maurin, Vincent, 2022. "Asset scarcity and collateral rehypothecation," Journal of Financial Intermediation, Elsevier, vol. 52(C).
- Julliard, Christian & Pinter, Gabor & Todorov, Karamfil & Yuan, Kathy, 2022.
"What drives repo haircuts? Evidence from the UK market,"
Bank of England working papers
985, Bank of England.
- Christian Julliard & Gabor Pinter & Karamfil Todorov & Kathy Yuan, 2022. "What drives repo haircuts? Evidence from the UK market," BIS Working Papers 1027, Bank for International Settlements.
- Saki Bigio & Liyan Shi, 2021.
"Repurchase Options in the Market for Lemons,"
EIEF Working Papers Series
2104, Einaudi Institute for Economics and Finance (EIEF), revised 2021.
- Saki Bigio & Liyan Shi, 2020. "Repurchase Options in the Market for Lemons," Working Papers 169, Peruvian Economic Association.
- Saki Bigio & Liyan Shi, 2020. "Repurchase Options in the Market for Lemons," NBER Working Papers 27732, National Bureau of Economic Research, Inc.
- Greppmair, Stefan & Jank, Stephan, 2023. "Collateral scarcity and market functioning: Insights from the eurosystem securities lending facilities," Discussion Papers 31/2023, Deutsche Bundesbank.
- Sebastian Infante & Zack Saravay, 2020. "What Drives U.S. Treasury Re-use?," Finance and Economics Discussion Series 2020-103r1, Board of Governors of the Federal Reserve System (U.S.), revised 24 Aug 2021.
- Kang, Kee-Youn, 2021. "Optimal contract for asset trades: Collateralizing or selling?," Journal of Financial Markets, Elsevier, vol. 56(C).
- Fukai, Hiroki, 2021. "Optimal interventions on strategic fails in repo markets," MPRA Paper 106090, University Library of Munich, Germany.
- Park, Hyejin, 2021. "Collateral reuse, collateral mismatch, and financial crises," The Quarterly Review of Economics and Finance, Elsevier, vol. 79(C), pages 367-380.
- Levent Altinoglu & Jin-Wook Chang, 2022. "Information Externalities, Funding Liquidity, and Fire Sales," Finance and Economics Discussion Series 2022-052, Board of Governors of the Federal Reserve System (U.S.).
- Grilli, Ruggero & Giri, Federico & Gallegati, Mauro, 2020. "Collateral rehypothecation, safe asset scarcity, and unconventional monetary policy," Economic Modelling, Elsevier, vol. 91(C), pages 633-645.
- Viktoria Baklanova & Cecilia Caglio & Marco Cipriani & Adam Copeland, 2019.
"The Use of Collateral in Bilateral Repurchase and Securities Lending Agreements,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 33, pages 228-249, July.
- Viktoria Baklanova & Cecilia Caglio & Marco Cipriani & Adam Copeland, 2019. "Code and data files for "The Use of Collateral in Bilateral Repurchase and Securities Lending Agreements"," Computer Codes 18-282, Review of Economic Dynamics.
- Viktoria Baklanova & Cecilia R. Caglio & Marco Cipriani & Adam Copeland, 2016. "The use of collateral in bilateral repurchase and securities lending agreements," Staff Reports 758, Federal Reserve Bank of New York.
- Nissinen, Juuso & Sihvonen, Markus, 2022. "Bond convenience curves and funding costs," Bank of Finland Research Discussion Papers 11/2022, Bank of Finland.
- Yu Awaya & Hiroki Fukai & Makoto Watanabe, 2021. "A Model Of Collateral: Endogenizing The Borrowing Constraint," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 62(3), pages 1131-1151, August.
- Dominguez, Begona & Gomis-Porqueras, Pedro, 2023. "Accessing U.S. Dollar Swap Lines: Macroeconomic Implications for a Small Open Economy," MPRA Paper 118293, University Library of Munich, Germany.
- Antonio Cabrales & Francesco Feri & Piero Gottardi & Miguel A. Meléndez-Jiménez, 2018.
"Can there be a Market for Cheap-Talk Information? An Experimental Investigation,"
CESifo Working Paper Series
6975, CESifo.
- Cabrales, Antonio & Feri, Francesco & Gottardi, Piero & Meléndez-Jiménez, Miguel A., 2020. "Can there be a market for cheap-talk information? An experimental investigation," Games and Economic Behavior, Elsevier, vol. 121(C), pages 368-381.
Cited by:
- Konstantinos Ioannidis, 2022. "Habitual Communication," Tinbergen Institute Discussion Papers 22-016/I, Tinbergen Institute.
- Douglas Gale & Piero Gottardi, 2017.
"Equilibrium Theory of Banks' Capital Structure,"
CESifo Working Paper Series
6580, CESifo.
- GALE, Douglas; GOTTARDI, Piero, 2017. "Equilibrium theory of banks’ capital structure," Economics Working Papers ECO2017/02, European University Institute.
- Piero Gottardi & Douglas Gale, 2017. "Equilibrium Theory of Banks' Capital Structure," 2017 Meeting Papers 380, Society for Economic Dynamics.
Cited by:
- Vadim Elenev & Tim Landvoigt & Stijn Van Nieuwerburgh, 2018.
"A Macroeconomic Model with Financially Constrained Producers and Intermediaries,"
NBER Working Papers
24757, National Bureau of Economic Research, Inc.
- Van Nieuwerburgh, Stijn & Landvoigt, Tim & Elenev, Vadim, 2017. "A Macroeconomic Model with Financially Constrained Producers and Intermediaries," CEPR Discussion Papers 12282, C.E.P.R. Discussion Papers.
- Tim Landvoigt & Stijn Van Nieuwerburgh & Vadim Elenev, 2016. "A Macroeconomic Model with Financially Constrained Producers and Intermediaries," 2016 Meeting Papers 1224, Society for Economic Dynamics.
- Vadim Elenev & Tim Landvoigt & Stijn Van Nieuwerburgh, 2021. "A Macroeconomic Model With Financially Constrained Producers and Intermediaries," Econometrica, Econometric Society, vol. 89(3), pages 1361-1418, May.
- Jaevin Park, 2020. "Inside Money, Business Cycle, and Bank Capital Requirements," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 36, pages 103-121, April.
- Piero Gottardi & Vincent Maurin & Cyril Monnet, 2017.
"A Theory of Repurchase Agreements, Collateral Re-use, and Repo Intermediation,"
CESifo Working Paper Series
6579, CESifo.
- Piero Gottardi & Vincent Maurin & Cyril Monnet, 2019. "A theory of repurchase agreements, collateral re-use, and repo intermediation," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 33, pages 30-56, July.
- Vincent Maurin & Cyril Monnet & Piero Gottardi, 2016. "A Theory of Repurchase Agreement, Collateral Re-use, and Repo Intermediation," 2016 Meeting Papers 417, Society for Economic Dynamics.
- GOTTARDI, Piero; MAURIN, Vincent; MONNET, Cyril, 2017. "A theory of repurchase agreements, collateral re-use, and repo intermediation," Economics Working Papers ECO2017/03, European University Institute.
Cited by:
- Feixue Gong & Gregory Phelan, 2019.
"Debt Collateralization, Capital Structure, and Maximal Leverage,"
Department of Economics Working Papers
2019-07, Department of Economics, Williams College, revised Jul 2019.
- Feixue Gong & Gregory Phelan, 2015. "Debt Collateralization, Capital Structure, and Maximal Leverage," Department of Economics Working Papers 2015-13, Department of Economics, Williams College, revised Jul 2016.
- Feixue Gong & Gregory Phelan, 2020. "Debt collateralization, capital structure, and maximal leverage," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 70(2), pages 579-605, September.
- Vyacheslav Arbuzov & Yu Awaya & Hiroki Fukai & Makoto Watanabe, 2019.
"Endogenous Repo Cycles,"
CESifo Working Paper Series
7518, CESifo.
- Makoto Watanabe & Vyacheslav Arbuzov & Yu Awaya & Hiroki Fukai, "undated". "Endogenous Repo Cycles," Tinbergen Institute Discussion Papers 19-019/VII, Tinbergen Institute.
- Jank, Stephan & Mönch, Emanuel & Schneider, Michael, 2021.
"Safe asset shortage and collateral reuse,"
Discussion Papers
39/2021, Deutsche Bundesbank.
- Jank, Stephan & Mönch, Emanuel & Schneider, Michael, 2022. "Safe asset shortage and collateral reuse," SAFE Working Paper Series 355, Leibniz Institute for Financial Research SAFE.
- Moench, Emanuel & Jank, Stephan & Schneider, Michael, 2022. "Safe asset shortage and collateral reuse," CEPR Discussion Papers 16439, C.E.P.R. Discussion Papers.
- Feixue Gong & Gregory Phelan, 2021.
"Collateral Constraints, Tranching, and Price Bases,"
Department of Economics Working Papers
2021-07, Department of Economics, Williams College.
- Feixue Gong & Gregory Phelan, 2020. "Collateral Constraints, Tranching, and Price Bases," Department of Economics Working Papers 2020-03, Department of Economics, Williams College.
- Feixue Gong & Gregory Phelan, 2023. "Collateral constraints, tranching, and price bases," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 75(2), pages 317-340, February.
- Duc Thi Luu & Mauro Napoletano & Paolo Barucca & Stefano Battiston, 2018.
"Collateral Unchained: Rehypothecation networks, concentration and systemic effects,"
LEM Papers Series
2018/05, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Duc Thi Luu & Mauro Napoletano & Paolo Barucca & Stefano Battiston, 2021. "Collateral Unchained: Rehypothecation networks, concentration and systemic effects," SciencePo Working papers Main halshs-03046219, HAL.
- Duc Thi Luu & Mauro Napoletano & Paolo Barucca & Stefano Battiston, 2018. "Collateral Unchained : Rehypothecation networkd, concentration and systemic effects," Working Papers hal-03607817, HAL.
- Duc Thi Luu & Mauro Napoletano & Paolo Barucca & Stefano Battiston, 2018. "Collateral Unchained: Rehypothecation networks, concentration and systemic effects," Papers 1802.02127, arXiv.org.
- Duc Thi Luu & Mauro Napoletano & Paolo Barucca & Stefano Battiston, 2018. "Collateral Unchained: Rehypothecation Networks, Concentration and Systemic Effects," GREDEG Working Papers 2018-05, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
- Duc Thi Luu & Mauro Napoletano & Paolo Barucca & Stefano Battiston, 2021. "Collateral Unchained: Rehypothecation networks, concentration and systemic effects," Post-Print halshs-03046219, HAL.
- Duc Thi Luu & Mauro Napoletano & Paolo Barucca & Stafano Battiston, 2018. "Collateral Unchained : Rehypothecation networks, concentration and systemic effects," Documents de Travail de l'OFCE 2018-07, Observatoire Francais des Conjonctures Economiques (OFCE).
- Luu, Duc Thi & Napoletano, Mauro & Barucca, Paolo & Battiston, Stefano, 2021. "Collateral Unchained: Rehypothecation networks, concentration and systemic effects," Journal of Financial Stability, Elsevier, vol. 52(C).
- Duc Thi Luu & Mauro Napoletano & Paolo Barucca & Stefano Battiston, 2018. "Collateral Unchained : Rehypothecation networkd, concentration and systemic effects," Sciences Po publications 2018-07, Sciences Po.
- Duc Thi Luu & Mauro Napoletano & Paolo Barucca & Stefano Battiston, 2018. "Collateral Unchained : Rehypothecation networkd, concentration and systemic effects," SciencePo Working papers Main hal-03607817, HAL.
- Kazuya Suzuki & Kana Sasamoto, 2022. "Quantitative Analysis of Haircuts: Evidence from the Japanese Repo and Securities Lending Markets," Bank of Japan Working Paper Series 22-E-13, Bank of Japan.
- Jin-Wook Chang & Grace Chuan, 2023.
"Contagion in Debt and Collateral Markets,"
Finance and Economics Discussion Series
2023-016, Board of Governors of the Federal Reserve System (U.S.).
- Chang, Jin-Wook, 2021. "Contagion in Debt and Collateral Markets," MPRA Paper 111131, University Library of Munich, Germany.
- Kee-Yong Kang, 2018.
"Online Appendix to "Central Bank purchases of private assets: An evaluation","
Online Appendices
18-256, Review of Economic Dynamics.
- Kee-Youn Kang, 2019. "Central Bank purchases of private assets: An evaluation," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 31, pages 326-346, January.
- Cyril Monnet & Borghan N. Narajabad, 2017. "Why Rent When You Can Buy?," Finance and Economics Discussion Series 2017-094, Board of Governors of the Federal Reserve System (U.S.).
- Jean-Edouard Colliard & Gabrielle Demange, 2021.
"Asset Dissemination Through Dealer Markets,"
PSE-Ecole d'économie de Paris (Postprint)
halshs-03238403, HAL.
- Colliard, Jean-Edouard & Demange, Gabrielle, 2018. "Asset Dissemination Through Dealer Markets," HEC Research Papers Series 1296, HEC Paris.
- Jean-Edouard Colliard & Gabrielle Demange, 2018. "Asset Dissemination Through Dealer Markets," PSE Working Papers hal-01933843, HAL.
- Jean-Edouard Colliard & Gabrielle Demange, 2018. "Asset Dissemination Through Dealer Markets," Working Papers hal-01933843, HAL.
- Jean-Edouard Colliard & Gabrielle Demange, 2021. "Asset Dissemination Through Dealer Markets," Management Science, INFORMS, vol. 67(10), pages 6211-6234, October.
- Jean-Edouard Colliard & Gabrielle Demange, 2021. "Asset Dissemination Through Dealer Markets," Post-Print halshs-03238403, HAL.
- Tobias Dieler & Loriano Mancini & Norman Schürhoff, 2021.
"(In)efficient repo markets,"
Swiss Finance Institute Research Paper Series
21-10, Swiss Finance Institute.
- Schürhoff, Norman & Dieler, Tobias & Mancini, Loriano, 2021. "(In)efficient repo markets," CEPR Discussion Papers 15782, C.E.P.R. Discussion Papers.
- Benjamin Lester & Pierre-Olivier Weill & Ariel Zetlin-Jones, 2019. "RED Special Issue on Fragmented Financial Markets: An Introduction," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 33, pages 1-3, July.
- Lewis, Brittany Almquist, 2023. "Creditor rights, collateral reuse, and credit supply," Journal of Financial Economics, Elsevier, vol. 149(3), pages 451-472.
- Justus Inhoffen & Iman van Lelyveld, 2023. "Safe Asset Scarcity and Re-use in the European Repo Market," Working Papers 787, DNB.
- Brumm, Johannes & Grill, Michael & Kubler, Felix & Schmedders, Karl, 2018.
"Re-use of collateral: leverage, volatility, and welfare,"
Working Paper Series
2218, European Central Bank.
- Michael Grill & Karl Schmedders & Felix Kubler & Johannes Brumm, 2017. "Re-use of Collateral: Leverage, Volatility, and Welfare," 2017 Meeting Papers 697, Society for Economic Dynamics.
- Johannes Brumm & Michael Grill & Felix Kubler & Karl Schmedders, 2023. "Re-use of collateral: Leverage, volatility, and welfare," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 47, pages 19-46, January.
- Johannes Brumm & Michael Grill & Felix Kubler & Karl Schmedders, 2017. "Re-Use of Collateral: Leverage, Volatility, and Welfare," Swiss Finance Institute Research Paper Series 17-04, Swiss Finance Institute.
- Justus Inhoffen & Iman van Lelyveld, 2023. "Safe Asset Scarcity and Re-use in the European Repo Market," Discussion Papers of DIW Berlin 2050, DIW Berlin, German Institute for Economic Research.
- Liu, Zehao & Sinclair, Andrew J., 2022. "Wealth, endogenous collateral quality, and financial crises," Journal of Economic Theory, Elsevier, vol. 204(C).
- Maurin, Vincent, 2022. "Asset scarcity and collateral rehypothecation," Journal of Financial Intermediation, Elsevier, vol. 52(C).
- Julliard, Christian & Pinter, Gabor & Todorov, Karamfil & Yuan, Kathy, 2022.
"What drives repo haircuts? Evidence from the UK market,"
Bank of England working papers
985, Bank of England.
- Christian Julliard & Gabor Pinter & Karamfil Todorov & Kathy Yuan, 2022. "What drives repo haircuts? Evidence from the UK market," BIS Working Papers 1027, Bank for International Settlements.
- Saki Bigio & Liyan Shi, 2021.
"Repurchase Options in the Market for Lemons,"
EIEF Working Papers Series
2104, Einaudi Institute for Economics and Finance (EIEF), revised 2021.
- Saki Bigio & Liyan Shi, 2020. "Repurchase Options in the Market for Lemons," Working Papers 169, Peruvian Economic Association.
- Saki Bigio & Liyan Shi, 2020. "Repurchase Options in the Market for Lemons," NBER Working Papers 27732, National Bureau of Economic Research, Inc.
- Greppmair, Stefan & Jank, Stephan, 2023. "Collateral scarcity and market functioning: Insights from the eurosystem securities lending facilities," Discussion Papers 31/2023, Deutsche Bundesbank.
- Sebastian Infante & Zack Saravay, 2020. "What Drives U.S. Treasury Re-use?," Finance and Economics Discussion Series 2020-103r1, Board of Governors of the Federal Reserve System (U.S.), revised 24 Aug 2021.
- Ozdenoren, Emre & Yuan, Kathy & Zhang, Shengxing, 2018. "Dynamic Liquidity-Based Security Design," CEPR Discussion Papers 13069, C.E.P.R. Discussion Papers.
- Infante, Sebastian, 2019. "Liquidity windfalls: The consequences of repo rehypothecation," Journal of Financial Economics, Elsevier, vol. 133(1), pages 42-63.
- Kang, Kee-Youn, 2021. "Optimal contract for asset trades: Collateralizing or selling?," Journal of Financial Markets, Elsevier, vol. 56(C).
- Emre Ozdenoren & Kathy Yuan & Shengxing Zhang, 2023.
"Dynamic Asset-Backed Security Design,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 90(6), pages 3282-3314.
- Ozdenoren, Emre & Yuan, Kathy & Zhang, Shengxing, 2022. "Dynamic asset-backed security design," LSE Research Online Documents on Economics 118859, London School of Economics and Political Science, LSE Library.
- Fukai, Hiroki, 2021. "Optimal interventions on strategic fails in repo markets," MPRA Paper 106090, University Library of Munich, Germany.
- Park, Hyejin, 2021. "Collateral reuse, collateral mismatch, and financial crises," The Quarterly Review of Economics and Finance, Elsevier, vol. 79(C), pages 367-380.
- Jin-Wook Chang, 2019. "Collateralized Debt Networks with Lender Default," Finance and Economics Discussion Series 2019-083, Board of Governors of the Federal Reserve System (U.S.).
- Michele Loberto, 2019. "Safety traps, liquidity and information-sensitive assets," Temi di discussione (Economic working papers) 1216, Bank of Italy, Economic Research and International Relations Area.
- Levent Altinoglu & Jin-Wook Chang, 2022. "Information Externalities, Funding Liquidity, and Fire Sales," Finance and Economics Discussion Series 2022-052, Board of Governors of the Federal Reserve System (U.S.).
- Grilli, Ruggero & Giri, Federico & Gallegati, Mauro, 2020. "Collateral rehypothecation, safe asset scarcity, and unconventional monetary policy," Economic Modelling, Elsevier, vol. 91(C), pages 633-645.
- Viktoria Baklanova & Cecilia Caglio & Marco Cipriani & Adam Copeland, 2019.
"The Use of Collateral in Bilateral Repurchase and Securities Lending Agreements,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 33, pages 228-249, July.
- Viktoria Baklanova & Cecilia Caglio & Marco Cipriani & Adam Copeland, 2019. "Code and data files for "The Use of Collateral in Bilateral Repurchase and Securities Lending Agreements"," Computer Codes 18-282, Review of Economic Dynamics.
- Viktoria Baklanova & Cecilia R. Caglio & Marco Cipriani & Adam Copeland, 2016. "The use of collateral in bilateral repurchase and securities lending agreements," Staff Reports 758, Federal Reserve Bank of New York.
- Nissinen, Juuso & Sihvonen, Markus, 2022. "Bond convenience curves and funding costs," Bank of Finland Research Discussion Papers 11/2022, Bank of Finland.
- Yu Awaya & Hiroki Fukai & Makoto Watanabe, 2021. "A Model Of Collateral: Endogenizing The Borrowing Constraint," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 62(3), pages 1131-1151, August.
- Dominguez, Begona & Gomis-Porqueras, Pedro, 2023. "Accessing U.S. Dollar Swap Lines: Macroeconomic Implications for a Small Open Economy," MPRA Paper 118293, University Library of Munich, Germany.
- Parlatore, Cecilia, 2019. "Collateralizing liquidity," Journal of Financial Economics, Elsevier, vol. 131(2), pages 299-322.
- Matteo Accornero, 2020. "Collateral Re-use, Liquidity and Financial Stability," Working Papers 10/20, Sapienza University of Rome, DISS.
- Gottardi, Piero & Meléndez-Jiménez, Miguel A. & Feri, Francesco, 2016.
"Can there be a market for cheap-talk information? Some experimental evidence,"
CEPR Discussion Papers
11206, C.E.P.R. Discussion Papers.
- Cabrales, Antonio; Feri, Francesco; Gottardi, Piero; Meléndez-Jiménez, Miguel A., 2016. "Can there be a market for cheap-talk information? Some experimental evidence," Economics Working Papers ECO2016/07, European University Institute.
Cited by:
- Corgnet, Brice & Martin, Ludivine & Ndodjang, Peguy & Sutan, Angela, 2019.
"On the merit of equal pay: Performance manipulation and incentive setting,"
European Economic Review, Elsevier, vol. 113(C), pages 23-45.
- Brice Corgnet & Ludivine Martin & Peguy Ndodjang & Angela Sutan, 2019. "On the merit of equal pay : Performance manipulation and incentive setting," Post-Print hal-02312289, HAL.
- Brice Corgnet & Ludivine Martin & Peguy Ndodjang & Angela Sutan, 2019. "On the merit of equal pay: Performance manipulation and incentive setting," Post-Print halshs-02393577, HAL.
- Elias Damtew & Cees Leeuwis & Paul C Struik & Francesco Cecchi & Barbara Mierlo & Rico Lie & Berga Lemaga & Katarzyna Cieslik, 2021. "Communicative interventions for collective action in the management of potato late blight: evidence from a framed field game experiment in Ethiopia," Food Security: The Science, Sociology and Economics of Food Production and Access to Food, Springer;The International Society for Plant Pathology, vol. 13(2), pages 255-271, April.
- Cabrales, Antonio & Feri, Francesco & Gottardi, Piero & Meléndez-Jiménez, Miguel A., 2020.
"Can there be a market for cheap-talk information? An experimental investigation,"
Games and Economic Behavior, Elsevier, vol. 121(C), pages 368-381.
- Antonio Cabrales & Francesco Feri & Piero Gottardi & Miguel A. Meléndez-Jiménez, 2018. "Can there be a Market for Cheap-Talk Information? An Experimental Investigation," CESifo Working Paper Series 6975, CESifo.
- Gurguc, Zeynep & Drouvelis, Michalis & Ray, Indrajit, 2017.
"Transparency is overrated: communicating in a coordination game with private information,"
CEPR Discussion Papers
12353, C.E.P.R. Discussion Papers.
- Antonio Cabrales & Michalis Drouvelis & Zeynep Gurguy & Indrajit Ray, 2017. "Transparency is Overrated: Communicating in a Coordination Game with Private Information," CESifo Working Paper Series 6781, CESifo.
- Cabrales, Antonio & Drouvelis, Michalis & Gurguc, Zeynep & Ray, Indrajit, 2018. "Do we need to listen to all stakeholders?: communicating in a coordination game with private information," Cardiff Economics Working Papers E2018/23, Cardiff University, Cardiff Business School, Economics Section.
- Auster, Sarah; Gottardi, Piero, 2016.
"Competing Mechanisms in Markets for Lemons,"
Economics Working Papers
ECO2016/01, European University Institute.
- Auster, Sarah & Gottardi, Piero, 2019. "Competing mechanisms in markets for lemons," Theoretical Economics, Econometric Society, vol. 14(3), July.
- Piero Gottardi & Sarah Auster, 2016. "Competing Mechanisms in Markets for Lemons," 2016 Meeting Papers 264, Society for Economic Dynamics.
Cited by:
- Naoki Aizawa & Soojin Kim & Serena Rhee, 2020. "Labor Market Screening and the Design of Social Insurance: An Equilibrium Analysis of the Labor Market for the Disabled," NBER Working Papers 27478, National Bureau of Economic Research, Inc.
- Cai, Xiaoming & Gautier, Pieter A. & Wolthoff, Ronald P., 2017.
"Search frictions, competing mechanisms and optimal market segmentation,"
Journal of Economic Theory, Elsevier, vol. 169(C), pages 453-473.
- Gautier, Pieter & Cai, Xiaoming & Wolthoff, Ronald, 2016. "Search Frictions, Competing Mechanisms and Optimal Market Segmentation," CEPR Discussion Papers 11310, C.E.P.R. Discussion Papers.
- Xiaoming Cai & Pieter A. Gautier & Ronald P. Wolthoff, 2016. "Search Frictions, Competing Mechanisms and Optimal Market Segmentation," CESifo Working Paper Series 5916, CESifo.
- Xiaoming Cai & Pieter Gautier & Ronald Wolthoff, 2016. "Search Frictions, Competing Mechanisms and Optimal Market Segmentation," Tinbergen Institute Discussion Papers 16-036/VI, Tinbergen Institute.
- Cai, Xiaoming & Gautier, Pieter A. & Wolthoff, Ronald P., 2016. "Search Frictions, Competing Mechanisms and Optimal Market Segmentation," IZA Discussion Papers 9950, Institute of Labor Economics (IZA).
- Andrea Attar & Eloisa Campioni & Gwenaël Piaser, 2015.
"On Competing Mechanisms under Exclusive Competition,"
Working Papers
2015-632, Department of Research, Ipag Business School.
- Attar, Andrea & Campioni, Eloisa & Piaser, Gwenaël, 2018. "On competing mechanisms under exclusive competition," Games and Economic Behavior, Elsevier, vol. 111(C), pages 1-15.
- Attar, Andrea & Campioni, Eloisa & Piaser, Gwenaël, 2015. "On Competing Mechanisms under Exclusive Competition," TSE Working Papers 15-609, Toulouse School of Economics (TSE).
- Andrea Attar & Eloisa Campioni & Gwenaël Piaser, 2018. "On competing mechanisms under exclusive competition," Post-Print hal-01897713, HAL.
- Andrea Attar & Eloisa Campioni & Gwenaël Piaser, 2018. "On Competing Mechanisms under Exclusive Competition," CEIS Research Paper 441, Tor Vergata University, CEIS, revised 09 Aug 2018.
- Sarah Auster & Piero Gottardi, 2022.
"Sorting Versus Screening in Decentralized Markets With Adverse Selection,"
CRC TR 224 Discussion Paper Series
crctr224_2022_362, University of Bonn and University of Mannheim, Germany.
- Gottardi, Piero & Auster, Sarah, 2022. "Sorting versus Screening in Decentralized Markets with Adverse Selection," CEPR Discussion Papers 17575, C.E.P.R. Discussion Papers.
- Sarah Auster & Piero Gottardi, 2022. "Sorting versus Screening in Decentralized Markets with Adverse Selection," ECONtribute Discussion Papers Series 180, University of Bonn and University of Cologne, Germany.
- Attar, Andrea & Campioni, Eloisa & Mariotti, Thomas & Piaser, Gwenaël, 2019.
"Competing Mechanisms and Folk Theorems: Two Examples,"
TSE Working Papers
19-1014, Toulouse School of Economics (TSE), revised Sep 2020.
- Attar, Andrea & Campioni, Eloisa & Mariotti, Thomas & Piaser, Gwenaël, 2021. "Competing mechanisms and folk theorems: Two examples," Games and Economic Behavior, Elsevier, vol. 125(C), pages 79-93.
- Andrea Attar & Eloisa Campioni & Thomas Mariotti & Gwenael Piaser, 2019. "Competing Mechanisms and Folk Theorems: Two Examples," CEIS Research Paper 460, Tor Vergata University, CEIS, revised 06 Jun 2019.
- Andrea Attar & Eloisa Campioni & Thomas Mariotti & Gwenaël Piaser, 2021. "Competing Mechanisms and Folk Theorems: Two Examples," Post-Print hal-03106896, HAL.
- Auster, Sarah & Gottardi, Piero & Wolthoff, Ronald P., 2024.
"Simultaneous Search and Adverse Selection,"
IZA Discussion Papers
16822, Institute of Labor Economics (IZA).
- Sarah Auster & Piero Gottardi & Ronald Wolthoff, 2022. "Simultaneous Search and Adverse Selection," ECONtribute Discussion Papers Series 135, University of Bonn and University of Cologne, Germany.
- Gottardi, Piero & Auster, Sarah & Wolthoff, Ronald, 2022. "Simultaneous Search and Adverse Selection," CEPR Discussion Papers 16871, C.E.P.R. Discussion Papers.
- Sarah Auster & Piero Gottardi & Ronald Wolthoff, 2022. "Simultaneous Search and Adverse Selection," Working Papers tecipa-715, University of Toronto, Department of Economics.
- Sarah Auster & Piero Gottardi & Ronald Wolthoff, 2022. "Simultaneous Search and Adverse Selection," CRC TR 224 Discussion Paper Series crctr224_2022_329v2, University of Bonn and University of Mannheim, Germany.
- Sarah Auster & Piero Gottardi & Ronald Wolthoff, 2022. "Simultaneous Search and Adverse Selection," Working Papers tecipa-734, University of Toronto, Department of Economics.
- Konstantinos Giannakas & Murray Fulton, 2020. "On the market for “Lemons”: quality provision in markets with asymmetric information," Palgrave Communications, Palgrave Macmillan, vol. 7(1), pages 1-6, December.
- Cabrales, Antonio; Gale, Douglas; Gottardi, Piero, 2015.
"Financial Contagion in Networks,"
Economics Working Papers
ECO2015/01, European University Institute.
Cited by:
- Tran, Ngoc-Khanh & Vuong, Thao & Zeckhauser, Richard, 2016. "Loss Sequencing in Banking Networks: Threatened Banks as Strategic Dominoes," Working Paper Series 16-030, Harvard University, John F. Kennedy School of Government.
- Vega-Redondo, Fernando & Pin, Paolo & Ubfal, Diego & Benedetti-Fasil, Cristiana & Brummitt, Charles & Rubera, Gaia & Hovy, Dirk & Fornaciari, Tommaso, 2019.
"Peer Networks and Entrepreneurship: A Pan-African RCT,"
IZA Discussion Papers
12848, Institute of Labor Economics (IZA).
- Fernando Vega-Redondo & Paolo Pin & Diego Ubfal & Cristiana Benedetti-Fasil & Charles Brummitt & Gaia Rubera & Dirk Hovy & Tommaso Fornaciari, 2019. "Peer Networks and Entrepreneurship: a Pan-African RCT," Working Papers 648, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Michel Grabisch & Agnieszka Rusinowska & Xavier Venel, 2019.
"Diffusion in countably infinite networks,"
Post-Print
halshs-02340011, HAL.
- Michel Grabisch & Agnieszka Rusinowska & Xavier Venel, 2019. "Diffusion in countably infinite networks," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-02340011, HAL.
- Michel Grabisch & Agnieszka Rusinowska & Xavier Venel, 2019. "Diffusion in countably infinite networks," Documents de travail du Centre d'Economie de la Sorbonne 19017, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Wang, Tianxi, 2021. "An Interbank Network Determined by the Real Economy," Economics Discussion Papers 30021, University of Essex, Department of Economics.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2017.
"Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel,"
Post-Print
hal-01667126, HAL.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2021. "Global financial interconnectedness: a non-linear assessment of the uncertainty channel," Applied Economics, Taylor & Francis Journals, vol. 53(25), pages 2865-2887, May.
- Candelon, Bertrand & Ferrara, Laurent & Joëts, Marc, 2021. "Global financial interconnectedness: a non-linear assessment of the uncertainty channel," LIDAM Reprints LFIN 2021003, Université catholique de Louvain, Louvain Finance (LFIN).
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2017. "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print hal-01667143, HAL.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2019. "Global financial interconnectedness: A non-linear assessment of the uncertainty channel," GRU Working Paper Series GRU_2019_001, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2016. "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print hal-01667099, HAL.
- B. Candelon & L. Ferrara & M. Joëts, 2018. "Global financial interconnectedness: A Non-Linear Assessment of the Uncertainty Channel," Working papers 661, Banque de France.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2017. "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print hal-01667119, HAL.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2016. "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print hal-01667088, HAL.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2016. "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print hal-01667074, HAL.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2016. "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print hal-01667097, HAL.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2018. "Global Financial interconnectedness: A non-linear assessment of the uncertainty channel," EconomiX Working Papers 2018-2, University of Paris Nanterre, EconomiX.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2016. "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print hal-01667093, HAL.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2017. "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print hal-01667123, HAL.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2017. "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print hal-01667144, HAL.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2018. "Global Financial interconnectedness: A non-linear assessment of the uncertainty channel," Working Papers hal-04141798, HAL.
- Antonio Cabrales & Piero Gottardi & Fernando Vega-Redondo, 2014.
"Risk-sharing and contagion in networks,"
Working Papers
2014-18, FEDEA.
- Antonio Cabrales & Piero Gottardi & Fernando Vega-Redondo, 2017. "Risk Sharing and Contagion in Networks," The Review of Financial Studies, Society for Financial Studies, vol. 30(9), pages 3086-3127.
- Antonio Cabrales & Piero Gottardi & Fernando Vega-Redondo, 2014. "Risk-Sharing and Contagion in Networks," CESifo Working Paper Series 4715, CESifo.
- Antonio Cabrales & Piero Gottardo & Fernando Vega-Redondo, 2013. "Risk-Sharing and Contagion in Networks," Economics Working Papers ECO2013/01, European University Institute.
- Cabrales, Antonio & Gottardi, Piero & Vega-Redondo, Fernando, 2013. "Risk-sharing and contagion in networks," UC3M Working papers. Economics we1301, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- Piero Gottardi & Fernando Vega-Redondo & Antonio Cabrales, 2014. "Risk Sharing and Contagion in Networks," 2014 Meeting Papers 278, Society for Economic Dynamics.
- Richard B. Berner & Stephen G. Cecchetti & Kermit L. Schoenholtz, 2019.
"Stress Testing Networks: The Case of Central Counterparties,"
NBER Working Papers
25686, National Bureau of Economic Research, Inc.
- Cecchetti, Stephen & Berner, Richard & Schoenholtz, Kermit L., 2019. "Stress Testing Networks: The Case of Central Counterparties," CEPR Discussion Papers 13604, C.E.P.R. Discussion Papers.
- Castagna, Alina & Chentouf, Leila & Ernst, Ekkehard, 2017. "Economic vulnerabilities in Italy: A network analysis using similarities in sectoral employment," GLO Discussion Paper Series 50, Global Labor Organization (GLO).
- Daron Acemoglu & Asuman E. Ozdaglar & Alireza Tahbaz Salehi, 2015.
"Networks, Shocks, and Systemic Risk,"
Levine's Bibliography
786969000000001187, UCLA Department of Economics.
- Daron Acemoglu & Asuman Ozdaglar & Alireza Tahbaz-Salehi, 2015. "Networks, Shocks, and Systemic Risk," NBER Working Papers 20931, National Bureau of Economic Research, Inc.
- Hüser, Anne-Caroline & Kok, Christoffer, 2019.
"Mapping bank securities across euro area sectors: comparing funding and exposure networks,"
Bank of England working papers
795, Bank of England.
- Hüser, Anne-Caroline & Kok, Christoffer, 2019. "Mapping bank securities across euro area sectors: comparing funding and exposure networks," Working Paper Series 2273, European Central Bank.
- Mario Eboli, 2019. "The Concentration of the Banking Industry and Its Exposure to Financial Contagion," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 11(4), pages 95-103, April.
- Capponi, Agostino & Corell, Felix & Stiglitz, Joseph E., 2022.
"Optimal bailouts and the doom loop with a financial network,"
Journal of Monetary Economics, Elsevier, vol. 128(C), pages 35-50.
- Agostino Capponi & Felix C. Corell & Joseph E. Stiglitz, 2020. "Optimal Bailouts and the Doom Loop with a Financial Network," NBER Working Papers 27074, National Bureau of Economic Research, Inc.
- Jackson, Matthew O. & Rogers, Brian & Zenou, Yves, 2016.
"The Economic Consequences of Social Network Structure,"
Working Paper Series
1116, Research Institute of Industrial Economics.
- Matthew O. Jackson & Brian Rogers & Yves Zenou, 2016. "The Economic Consequences of Social Network Structure," Monash Economics Working Papers 45-16, Monash University, Department of Economics.
- Matthew O. Jackson & Brian W. Rogers & Yves Zenou, 2017. "The Economic Consequences of Social-Network Structure," Journal of Economic Literature, American Economic Association, vol. 55(1), pages 49-95, March.
- Zenou, Yves & Jackson, Matthew O. & Rogers, Brian, 2015. "The Economic Consequences of Social Network Structure," CEPR Discussion Papers 10406, C.E.P.R. Discussion Papers.
- Paul Glasserman & Peyton Young, 2015. "Contagion in Financial Networks," Economics Series Working Papers 764, University of Oxford, Department of Economics.
- Paul Glasserman & H. Peyton Young, 2015. "Contagion in Financial Markets," Working Papers 15-21, Office of Financial Research, US Department of the Treasury.
- Stefano Zedda & Antonella Spinace-Casale, 2021. "Modeling and Simulating Cross Country Banking Contagion Risks," JRFM, MDPI, vol. 14(8), pages 1-16, July.
- Hüser, Anne-Caroline & Hałaj, Grzegorz & Kok, Christoffer & Perales, Cristian & van der Kraaij, Anton, 2018.
"The systemic implications of bail-in: A multi-layered network approach,"
Journal of Financial Stability, Elsevier, vol. 38(C), pages 81-97.
- Kok, Christoffer & Hałaj, Grzegorz & Hüser, Anne-Caroline & Perales, Cristian & van der Kraaij, Anton, 2017. "The systemic implications of bail-in: a multi-layered network approach," Working Paper Series 2010, European Central Bank.
- Patrick Mugenzi & Thomas Kigabo Rusuhuzwa & Annie Uwimana, 2021. "Finding the Network Structure of Rwandan Interbank Market," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 12(3), pages 435-445, May.
- Xavier Giroud & Holger M. Mueller, 2017. "Firms' Internal Networks and Local Economic Shocks," NBER Working Papers 23176, National Bureau of Economic Research, Inc.
- Ghamami, Samim & Glasserman, Paul & Young, Hobart, 2022. "Collateralized networks," LSE Research Online Documents on Economics 107496, London School of Economics and Political Science, LSE Library.
- Elliott, Matthew & Georg, Co-Pierre & Hazell, Jonathon, 2021. "Systemic risk shifting in financial networks," Journal of Economic Theory, Elsevier, vol. 191(C).
- Eboli, Mario, 2019. "A flow network analysis of direct balance-sheet contagion in financial networks," Journal of Economic Dynamics and Control, Elsevier, vol. 103(C), pages 205-233.
- Ozili, Peterson K, 2017. "Earnings Management in Interconnected Networks: A Perspective," MPRA Paper 92647, University Library of Munich, Germany.
- Tut, Daniel, 2023.
"FinTech and the COVID-19 pandemic: Evidence from electronic payment systems,"
Emerging Markets Review, Elsevier, vol. 54(C).
- Tut, Daniel, 2020. "FinTech and the COVID-19 Pandemic: Evidence from Electronic Payment Systems," MPRA Paper 102401, University Library of Munich, Germany.
- Paul Glasserman & H. Peyton Young, 2016. "Contagion in Financial Networks," Journal of Economic Literature, American Economic Association, vol. 54(3), pages 779-831, September.
- Noemí NAVARRO & H. Dan TRAN, 2018. "Shock Diffusion in Large Regular Networks: The Role of Transitive Cycles," Cahiers du GREThA (2007-2019) 2018-10, Groupe de Recherche en Economie Théorique et Appliquée (GREThA).
- Elliott, M. & Georg, C-P. & Hazell, J., 2020. "Systemic Risk-Shifting in Financial Networks," Cambridge Working Papers in Economics 2068, Faculty of Economics, University of Cambridge.
- Glasserman, Paul & Young, H. Peyton, 2016. "Contagion in financial networks," LSE Research Online Documents on Economics 68681, London School of Economics and Political Science, LSE Library.
- Navarro, Noemí & Tran, Dan H., 2018. "Shock Diffusion in Regular Networks: The Role of Transitive Cycles," MPRA Paper 86267, University Library of Munich, Germany.
- Antonio Cabrales & Piero Gottardi & Fernando Vega-Redondo, 2014.
"Risk-Sharing and Contagion in Networks,"
CESifo Working Paper Series
4715, CESifo.
- Antonio Cabrales & Piero Gottardi & Fernando Vega-Redondo, 2017. "Risk Sharing and Contagion in Networks," The Review of Financial Studies, Society for Financial Studies, vol. 30(9), pages 3086-3127.
- Antonio Cabrales & Piero Gottardi & Fernando Vega-Redondo, 2014. "Risk-sharing and contagion in networks," Working Papers 2014-18, FEDEA.
- Antonio Cabrales & Piero Gottardo & Fernando Vega-Redondo, 2013. "Risk-Sharing and Contagion in Networks," Economics Working Papers ECO2013/01, European University Institute.
- Cabrales, Antonio & Gottardi, Piero & Vega-Redondo, Fernando, 2013. "Risk-sharing and contagion in networks," UC3M Working papers. Economics we1301, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- Piero Gottardi & Fernando Vega-Redondo & Antonio Cabrales, 2014. "Risk Sharing and Contagion in Networks," 2014 Meeting Papers 278, Society for Economic Dynamics.
Cited by:
- Sara Cecchetti & Marco Rocco & Laura Sigalotti, 2016. "Contagion and fire sales in banking networks," Temi di discussione (Economic working papers) 1050, Bank of Italy, Economic Research and International Relations Area.
- Zhang, Xiaoyuan & Zhang, Tianqi, 2022. "Dynamic credit contagion and aggregate loss in networks," The North American Journal of Economics and Finance, Elsevier, vol. 62(C).
- Fabio Castiglionesi & Noemi Navarro, 2020.
"(In)Efficient Interbank Networks,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(2-3), pages 365-407, March.
- Fabio Castiglionesi & Noemi Navarro, 2019. "(In)Efficient Interbank Networks," Post-Print hal-02873109, HAL.
- Noémie NAVARRO & Fabio CASTIGLIONESI, 2016. "(In)Efficient Interbank Networks," Cahiers du GREThA (2007-2019) 2016-13, Groupe de Recherche en Economie Théorique et Appliquée (GREThA).
- Tran, Ngoc-Khanh & Vuong, Thao & Zeckhauser, Richard, 2016. "Loss Sequencing in Banking Networks: Threatened Banks as Strategic Dominoes," Working Paper Series 16-030, Harvard University, John F. Kennedy School of Government.
- Kenan Huremovic & Gabriel Jiménez & Enrique Moral-Benito & José-Luis Peydró & Fernando Vega-Redondo, 2020.
"Production and Financial Networks in Interplay: Crisis Evidence from Supplier-Customer and Credit Registers,"
Working Papers
1191, Barcelona School of Economics.
- Kenan Huremovic & Jiménez Gabriel & Enrique Moral-Benito & José-Luis Peydró & Fernando Vega-Redondo, 2020. "Production and financial networks in interplay: Crisis evidence from supplier-customer and credit registers," Economics Working Papers 1730, Department of Economics and Business, Universitat Pompeu Fabra.
- Huremovic, Kenan & Jiménez, Gabriel & Moral-Benito, Enrique & Vega-Redondo, Fernando & Peydró, José-Luis, 2020. "Production and financial networks in interplay: Crisis evidence from supplier-customer and credit registers," EconStor Preprints 222281, ZBW - Leibniz Information Centre for Economics.
- Peydró, José-Luis & Jiménez, Gabriel & Kenan, Huremovic & Moral-Benito, Enrique & Vega-Redondo, Fernando, 2020. "Production and financial networks in interplay: Crisis evidence from supplier-customer and credit registers," CEPR Discussion Papers 15277, C.E.P.R. Discussion Papers.
- Inaki Aldasoro & Domenico Delli Gatti & Ester Faia, 2015.
"Bank Networks: Contagion, Systemic Risk and Prudential Policy,"
CESifo Working Paper Series
5182, CESifo.
- Aldasoro, Iñaki & Delli Gatti, Domenico & Faia, Ester, 2015. "Bank networks: Contagion, systemic risk and prudential policy," SAFE Working Paper Series 87, Leibniz Institute for Financial Research SAFE, revised 2015.
- Iñaki Aldasoro & Domenico Delli Gatti & Ester Faia, 2016. "Bank networks: contagion, systemic risk and prudential policy," BIS Working Papers 597, Bank for International Settlements.
- Faia, Ester & Delli Gatti, Domenico & Aldasoro, Inaki, 2015. "Bank Networks: Contagion, Systemic Risk and Prudential Policy," CEPR Discussion Papers 10540, C.E.P.R. Discussion Papers.
- Aldasoro, Iñaki & Delli Gatti, Domenico & Faia, Ester, 2017. "Bank networks: Contagion, systemic risk and prudential policy," Journal of Economic Behavior & Organization, Elsevier, vol. 142(C), pages 164-188.
- Iñaki Aldasoro & Domenico Delli Gatti & Ester Faia, 2015. "Bank Networks: Contagion, Systemic Risk and Prudential Policy," DISCE - Working Papers del Dipartimento di Economia e Finanza def028, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Brunetti, Celso & Harris, Jeffrey H. & Mankad, Shawn & Michailidis, George, 2019.
"Interconnectedness in the interbank market,"
Journal of Financial Economics, Elsevier, vol. 133(2), pages 520-538.
- Celso Brunetti & Jeffrey H. Harris & Shawn Mankad & George Michailidis, 2015. "Interconnectedness in the Interbank Market," Finance and Economics Discussion Series 2015-90, Board of Governors of the Federal Reserve System (U.S.).
- Benjamin Bernard & Agostino Capponi & Joseph E. Stiglitz, 2017.
"Bail-ins and Bail-outs: Incentives, Connectivity, and Systemic Stability,"
NBER Working Papers
23747, National Bureau of Economic Research, Inc.
- Benjamin Bernard & Agostino Capponi & Joseph E. Stiglitz, 2022. "Bail-Ins and Bailouts: Incentives, Connectivity, and Systemic Stability," Journal of Political Economy, University of Chicago Press, vol. 130(7), pages 1805-1859.
- Benjamin Bernard & Agostino Capponi & Joseph E. Stiglitz, 2017. "Bail-ins and Bail-outs: Incentives, Connectivity, and Systemic Stability," Working Papers 1901, National Taiwan University, Department of Economics, revised Oct 2019.
- Csóka, Péter & Herings, P. Jean-Jacques, 2021.
"Uniqueness of Clearing Payment Matrices in Financial Networks,"
Research Memorandum
014, Maastricht University, Graduate School of Business and Economics (GSBE).
- Péter Csóka & P. Jean-Jacques Herings, 2021. "Uniqueness of Clearing Payment Matrices in Financial Networks," CERS-IE WORKING PAPERS 2134, Institute of Economics, Centre for Economic and Regional Studies.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2017.
"Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel,"
Post-Print
hal-01667126, HAL.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2021. "Global financial interconnectedness: a non-linear assessment of the uncertainty channel," Applied Economics, Taylor & Francis Journals, vol. 53(25), pages 2865-2887, May.
- Candelon, Bertrand & Ferrara, Laurent & Joëts, Marc, 2021. "Global financial interconnectedness: a non-linear assessment of the uncertainty channel," LIDAM Reprints LFIN 2021003, Université catholique de Louvain, Louvain Finance (LFIN).
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- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2019. "Global financial interconnectedness: A non-linear assessment of the uncertainty channel," GRU Working Paper Series GRU_2019_001, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
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- Mario Eboli & Bulent Ozel & Andrea Teglio & Andrea Toto, 2023. "Connectivity, centralisation and ‘robustness-yet-fragility’ of interbank networks," Annals of Finance, Springer, vol. 19(2), pages 169-200, June.
- Glasserman, Paul & Young, H. Peyton, 2016. "Contagion in financial networks," LSE Research Online Documents on Economics 68681, London School of Economics and Political Science, LSE Library.
- Navarro, Noemí & Tran, Dan H., 2018. "Shock Diffusion in Regular Networks: The Role of Transitive Cycles," MPRA Paper 86267, University Library of Munich, Germany.
- Sebestyén, Tamás & Kiss, Tibor & Braun, Erik, 2020. "A magyar járműipar kapcsolati szerkezetének vizsgálata. A német járműipartól való függőség alakulása [Analysis of the relationship structure of Hungary s motor-vehicle sector: The change in depende," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(6), pages 557-584.
- Sui, Xin & Li, Liang & Chen, Xiaohui, 2020. "Risk contagion caused by interactions between credit and guarantee networks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 539(C).
- Tingting Lan & Liuguo Shao & Hua Zhang & Caijun Yuan, 2023. "The impact of pandemic on dynamic volatility spillover network of international stock markets," Empirical Economics, Springer, vol. 65(5), pages 2115-2144, November.
- Naomi Boyd & Peter Locke & Li Sun, 2020. "Trader networks and options risk management," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 40(7), pages 1031-1048, July.
- Piero Gottardi & Atsushi Kajii & Tomoyuki Nakajima, 2014.
"Optimal taxation and debt with uninsurable risks to human capital accumulation,"
CIGS Working Paper Series
14-007E, The Canon Institute for Global Studies.
- Piero Gottardi & Atsushi Kajii & Tomoyuki Nakajima, 2015. "Optimal Taxation and Debt with Uninsurable Risks to Human Capital Accumulation," American Economic Review, American Economic Association, vol. 105(11), pages 3443-3470, November.
- Piero Gottardi & Atsushi Kajii & Tomoyuki Nakajima, 2014. "Optimal taxation and debt with uninsurable risks to human capital accumulation," FRB Atlanta Working Paper 2014-24, Federal Reserve Bank of Atlanta.
- Piero Gottardi & Atsushi Kajii & Tomoyuki Nakajima, 2014. "Optimal taxation and debt with uninsurable risks to human capital accumulation," KIER Working Papers 897, Kyoto University, Institute of Economic Research.
- Gottardi, Piero & Kajii, Atsushi & Nakajima, Tomoyuki, 2014. "Optimal taxation and debt with uninsurable risks to human capital accumulation," Economics Working Papers ECO2014/08, European University Institute.
- Piero Gottardi & Atsushi Kajii & Tomoyuki Nakajima, 2015. "Optimal taxation and debt with uninsurable risks to human capital accumulation," UTokyo Price Project Working Paper Series 051, University of Tokyo, Graduate School of Economics.
Cited by:
- François Le Grand & Xavier Ragot, 2017.
"Optimal Fiscal Policy with Heterogeneous Agents and Aggregate Shocks,"
Working Papers
hal-03458683, HAL.
- François Le Grand & Xavier Ragot, 2017. "Optimal Fiscal Policy with Heterogeneous Agents and Aggregate Shocks," SciencePo Working papers Main hal-03458683, HAL.
- François Le Grand & Xavier Ragot, 2017. "Optimal Fiscal Policy with Heterogeneous Agents and Aggregate Shocks," SciencePo Working papers hal-03458683, HAL.
- François Le Grand & Xavier Ragot, 2017. "Optimal Fiscal Policy with Heterogeneous Agents and Aggregate Shocks," Sciences Po publications 2017-03, Sciences Po.
- Xavier Ragot & Francois Le Grand, 2017. "Optimal Fiscal Policy with Heterogeneous Agents and Aggregate Shocks," 2017 Meeting Papers 969, Society for Economic Dynamics.
- François Le Grand & Xavier Ragot, 2017. "Optimal Fiscal Policy with Heterogeneous Agents and Aggregate Shocks," Sciences Po Economics Discussion Papers 2017-03, Sciences Po Departement of Economics.
- Krueger, Dirk & Ludwig, Alexander, 2018.
"Optimal Taxes on Capital in the OLG Model with Uninsurable Idiosyncratic Income Risk,"
MEA discussion paper series
201802, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy.
- Dirk Krueger & Alexander Ludwig, 2018. "Optimal Taxes on Capital in the OLG Model with Uninsurable Idiosyncratic Income Risk," NBER Working Papers 24335, National Bureau of Economic Research, Inc.
- Krueger, Dirk & Ludwig, Alexander, 2018. "Optimal Taxes on Capital in the OLG Model with Uninsurable Idiosyncratic Income Risk," CEPR Discussion Papers 12717, C.E.P.R. Discussion Papers.
- Krueger, Dirk & Ludwig, Alexander & Villalvazo, Sergio, 2021. "Optimal taxes on capital in the OLG model with uninsurable idiosyncratic income risk," Journal of Public Economics, Elsevier, vol. 201(C).
- Dirk Krueger & Alexander Ludwig, 2018. "Optimal Taxes on Capital in the OLG Model with Uninsurable Idiosyncratic Income Risk," PIER Working Paper Archive 18-004, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 09 Feb 2018.
- Krueger, Dirk & Ludwig, Alexander, 2019. "Optimal taxes on capital in the OLG model with uninsurable idiosyncratic income risk," SAFE Working Paper Series 201, Leibniz Institute for Financial Research SAFE, revised 2019.
- Krueger, Dirk & Ludwig, Alexander & Villalvazo, Sergio, 2021. "Optimal taxes on capital in the OLG model with uninsurable idiosyncratic income risk," ICIR Working Paper Series 38/21, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR).
- Krueger, Dirk & Ludwig, Alexander, 2018. "Optimal taxes on capital in the OLG model with uninsurable idiosyncratic income risk," ZEW Discussion Papers 18-014, ZEW - Leibniz Centre for European Economic Research.
- Marco Bassetto & Wei Cui, 2021.
"A Ramsey Theory of Financial Distortions,"
Discussion Papers
2107, Centre for Macroeconomics (CFM).
- Marco Bassetto & Wei Cui, 2023. "A Ramsey Theory of Financial Distortions," Staff Report 643, Federal Reserve Bank of Minneapolis.
- Marco Bassetto & Wei Cui, 2021. "A Ramsey theory of financial distortions," IFS Working Papers W21/05, Institute for Fiscal Studies.
- Marco Bassetto & Wei Cui, 2020. "A Ramsey Theory of Financial Distortions," Working Papers 775, Federal Reserve Bank of Minneapolis.
- François Le Grand & Xavier Ragot, 2023.
"Should we increase or decrease public debt? Optimal fiscal policy with heterogeneous agents,"
SciencePo Working papers Main
halshs-03922359, HAL.
- François Le Grand & Xavier Ragot, 2023. "Should we increase or decrease public debt? Optimal fiscal policy with heterogeneous agents," Working Papers halshs-03922359, HAL.
- YiLi Chien & Yi Wen, 2019.
"Optimal Ramsey Taxation in Heterogeneous Agent Economies with Quasi-Linear Preferences,"
Working Papers
2019-007, Federal Reserve Bank of St. Louis, revised 26 Jul 2021.
- YiLi Chien & Yi Wen, 2022. "Optimal Ramsey Taxation in Heterogeneous Agent Economies with Quasi-Linear Preferences," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 46, pages 124-160, October.
- Keshab Bhattarai, 2016. "Growth and Income Distributions in Four EU Economies," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 22(3), pages 263-277, August.
- Karol Mazur, 2022. "Risky human capital accumulation with endogenous skill premium," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), vol. 10(2), pages 283-291, October.
- Krebs, Tom & Scheffel, Martin, 2016. "Quantifizierung der gesamtwirtschaftlichen Effekte ausgewählter Reformvorschläge der Studie "Reforms, Investment and Growth: An Agenda for France, Germany and Europe"," Working Papers 16-04, University of Mannheim, Department of Economics.
- Christian Bayer & Benjamin Born & Ralph Luetticke, 2021.
"The Liquidity Channel of Fiscal Policy,"
ifo Working Paper Series
351, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
- Christian Bayer & Benjamin Born & Ralph Luetticke, 2020. "The Liquidity Channel of Fiscal Policy," CESifo Working Paper Series 8374, CESifo.
- Bayer, Christian & Born, Benjamin & Luetticke, Ralph, 2023. "The liquidity channel of fiscal policy," Journal of Monetary Economics, Elsevier, vol. 134(C), pages 86-117.
- Born, Benjamin & Bayer, Christian & Luetticke, Ralph, 2020. "The Liquidity Channel of Fiscal Policy," CEPR Discussion Papers 14883, C.E.P.R. Discussion Papers.
- Li, Meng, 2023. "Loss aversion and inefficient general equilibrium over the business cycle," Economic Modelling, Elsevier, vol. 118(C).
- HIRAGUCHI Ryoji, 2023. "Optimal Government Debt Policy in the Overlapping Generations Model with Idiosyncratic Capital Return Risk," Discussion papers 23063, Research Institute of Economy, Trade and Industry (RIETI).
- Yikai Wang & Hans Holter & Marcus Hagedorn, 2015.
"The Optimum Quantity of Capital and Debt,"
2015 Meeting Papers
1220, Society for Economic Dynamics.
- Hagedorn, Marcus & Acikgöz, Ömer & Holter, Hans & Wang, Yikai, 2018. "The Optimum Quantity of Capital and Debt," CEPR Discussion Papers 12952, C.E.P.R. Discussion Papers.
- Torben M. Andersen, 2020. "Taxation of capital income in overlapping generations economies," Journal of Public Economic Theory, Association for Public Economic Theory, vol. 22(5), pages 1245-1261, September.
- Takumi Motoyama, 2017. "Fiscal sustainability under physical and human capital accumulation in an overlapping generations model," Discussion Papers in Economics and Business 17-05, Osaka University, Graduate School of Economics.
- YiLi Chien & Yi Wen, 2020. "Optimal Fiscal Policy under Capital Overaccumulation," Working Papers 2020-002, Federal Reserve Bank of St. Louis, revised 30 Aug 2021.
- Krebs, Tom & Scheffel, Martin, 2022. "Optimal Allocations in Growth Models with Private Information," IZA Discussion Papers 15650, Institute of Labor Economics (IZA).
- R. Anton Braun & Tomoyuki Nakajima, 2016. "Uninsured risk, stagnation, and fiscal policy," FRB Atlanta Working Paper 2016-4, Federal Reserve Bank of Atlanta.
- Yunmin Chen & Cheng Chen Yang & YiLi Chien, 2018.
"Implementing the Modified Golden Rule? Optimal Ramsey Capital Taxation with Incomplete Markets Revisited,"
2018 Meeting Papers
59, Society for Economic Dynamics.
- Yunmin Chen & YiLi Chien & C.C. Yang, 2017. "Implementing the Modified Golden Rule? Optimal Ramsey Capital Taxation with Incomplete Markets Revisited," Working Papers 2017-003, Federal Reserve Bank of St. Louis, revised 01 Oct 2020.
- Darong Dai & Guoqiang Tian & Liqun Liu, 2019. "Optimal Regional Insurance Provision under Privately Observable Shocks," 2019 Meeting Papers 448, Society for Economic Dynamics.
- Woodland, A., 2016. "Taxation, Pensions, and Demographic Change," Handbook of the Economics of Population Aging, in: Piggott, John & Woodland, Alan (ed.), Handbook of the Economics of Population Aging, edition 1, volume 1, chapter 0, pages 713-780, Elsevier.
- Anastasios G. Karantounias, 2013.
"Optimal Fiscal Policy with Recursive Preferences,"
FRB Atlanta Working Paper
2013-07, Federal Reserve Bank of Atlanta.
- Anastasios G Karantounias, 2018. "Optimal Fiscal Policy with Recursive Preferences," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 85(4), pages 2283-2317.
- Anastasios Karantounias, 2012. "Optimal fiscal policy with recursive preferences," 2012 Meeting Papers 1085, Society for Economic Dynamics.
- Richard Jaimes, 2021. "Does idiosyncratic risk matter for climate policy?," Vniversitas Económica 19276, Universidad Javeriana - Bogotá.
- Guanlong Ren & John Stachurski, 2018. "Dynamic Programming with Recursive Preferences: Optimality and Applications," Papers 1812.05748, arXiv.org, revised Jun 2020.
- Takumi Motoyama, 2019. "Sustainability of public debt under physical and human capital accumulation in an overlapping generations model," Journal of Economics, Springer, vol. 127(1), pages 19-45, June.
- YiLi Chien & Yi Wen, 2019. "Don't Tax Capital---Optimal Ramsey Taxation in Heterogeneous Agent Economies with Quasi-Linear Preferences," 2019 Meeting Papers 258, Society for Economic Dynamics.
- Ando, Sakai & Matsumura, Misaki, 2020. "Constrained inefficiency of competitive entrepreneurship," Journal of Mathematical Economics, Elsevier, vol. 88(C), pages 98-103.
- Darong Dai & Weige Huang & Liqun Liu & Guoqiang Tian, 2022. "Optimal Regional Insurance Provision: Do Federal Transfers Complement Local Debt?," Journal of Economics, Springer, vol. 137(1), pages 35-80, September.
- YiLi Chien & Yi Wen, 2017. "Optimal Ramsey Capital Income Taxation —A Reappraisal," Working Papers 2017-24, Federal Reserve Bank of St. Louis.
- Phitawat Poonpolkul, 2023. "Age-Dependent Risk Aversion: Re-evaluating Fiscal Policy Impacts of Population Aging," PIER Discussion Papers 198, Puey Ungphakorn Institute for Economic Research.
- Kuhn, Moritz & Krebs, Tom & Wright, Mark L.J., 2016.
"Under-Insurance in Human Capital Models with Limited Enforcement,"
CEPR Discussion Papers
11612, C.E.P.R. Discussion Papers.
- Tom Krebs & Moritz Kuhn & Mark Wright, 2017. "Under-Insurance in Human Capital Models with Limited Enforcement," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 25, pages 121-150, April.
- Gale, Douglas & Gottardi, Piero, 2014.
"Capital structure, investment, and fire sales,"
LSE Research Online Documents on Economics
60958, London School of Economics and Political Science, LSE Library.
- Douglas Gale & Piero Gottardi, 2015. "Capital Structure, Investment, and Fire Sales," The Review of Financial Studies, Society for Financial Studies, vol. 28(9), pages 2502-2533.
Cited by:
- Gazi I Kara & S Mehmet Ozsoy & Itay Goldstein, 2020. "Bank Regulation under Fire Sale Externalities [Is the international convergence of capital adequacy regulation desirable?]," The Review of Financial Studies, Society for Financial Studies, vol. 33(6), pages 2554-2584.
- Douglas Gale & Tanju Yorulmazer, 2020. "Bank capital, fire sales, and the social value of deposits," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 69(4), pages 919-963, June.
- Luck, Stephan & Schempp, Paul, 2023. "Inefficient liquidity creation," Journal of Financial Intermediation, Elsevier, vol. 53(C).
- Hamed Ghiaie, 2018. "Shadow Bank run, Housing and Credit Market: The Story of a Recession," THEMA Working Papers 2018-01, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- Douglas Gale & Piero Gottardi, 2017.
"Equilibrium Theory of Banks' Capital Structure,"
CESifo Working Paper Series
6580, CESifo.
- GALE, Douglas; GOTTARDI, Piero, 2017. "Equilibrium theory of banks’ capital structure," Economics Working Papers ECO2017/02, European University Institute.
- Piero Gottardi & Douglas Gale, 2017. "Equilibrium Theory of Banks' Capital Structure," 2017 Meeting Papers 380, Society for Economic Dynamics.
- Michi Nishihara & Takashi Shibata, 2018.
"Liquidation, fire sales, and acquirers' private information,"
Discussion Papers in Economics and Business
18-25, Osaka University, Graduate School of Economics.
- Nishihara, Michi & Shibata, Takashi, 2019. "Liquidation, fire sales, and acquirers’ private information," Journal of Economic Dynamics and Control, Elsevier, vol. 108(C).
- Cavalcanti, Ricardo de Oliveira & Monteiro, Paulo Klinger, 2011.
"Enriching information to prevent bank runs,"
FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE)
721, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- R. de O. Cavalcanti & P. K. Monteiro, 2016. "Enriching information to prevent bank runs," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 62(3), pages 477-494, August.
- Ryuichiro Izumi & Yang Li, 2021. "Financial Stability with Fire Sale Externalities," Wesleyan Economics Working Papers 2021-002, Wesleyan University, Department of Economics.
- Douglas Gale & Piero Gottardi, 2018. "A General Equilibrium Theory of Capital Structure," 2018 Meeting Papers 264, Society for Economic Dynamics.
- Gale, Douglas & Gottardi, Piero, 2020. "A general equilibrium theory of banks' capital structure," Journal of Economic Theory, Elsevier, vol. 186(C).
- Christoph Bertsch & Mike Mariathasan, 2021. "Optimal bank leverage and recapitalization in crowded markets," BIS Working Papers 923, Bank for International Settlements.
- Bertsch, Christoph & Mariathasan, Mike, 2015. "Optimal Bank Capitalization in Crowded Markets," Working Paper Series 312, Sveriges Riksbank (Central Bank of Sweden), revised 01 Dec 2017.
- Mirza, Afrasiab & Stephens, Eric, 2022.
"Securitization and aggregate investment efficiency,"
Journal of Financial Intermediation, Elsevier, vol. 52(C).
- Afrasiab Mirza & Eric Stephens, 2016. "Securitization and Aggregate Investment Efficiency," Carleton Economic Papers 16-05, Carleton University, Department of Economics, revised 24 Jan 2017.
- Bisin, Alberto; & Gottardi, Piero; & Ruta, Guido, 2014.
"Equilibrium corporate finance and intermediation,"
Economics Working Papers
ECO2014/09, European University Institute.
- Piero Gottardi & Guido Ruta & Alberto Bisin, 2015. "Equilibrium Corporate Finance and Intermediation," 2015 Meeting Papers 358, Society for Economic Dynamics.
Cited by:
- Luis H. B. Braido & V. Filipe Martins†da†Rocha, 2018.
"Output Contingent Securities And Efficient Investment By Firms,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 59(2), pages 989-1012, May.
- Luis H.B. Braido & V. Filipe Martins-da-Rocha, 2012. "Output contingent securities and efficient investment by firms," Levine's Working Paper Archive 786969000000000371, David K. Levine.
- Luis H. B. Braido & Victor Filipe Martins da Rocha, 2018. "Output contingent securities and efficient investment by firms," Post-Print hal-01097363, HAL.
- Douglas Gale & Piero Gottardi, 2017.
"Equilibrium Theory of Banks' Capital Structure,"
CESifo Working Paper Series
6580, CESifo.
- GALE, Douglas; GOTTARDI, Piero, 2017. "Equilibrium theory of banks’ capital structure," Economics Working Papers ECO2017/02, European University Institute.
- Piero Gottardi & Douglas Gale, 2017. "Equilibrium Theory of Banks' Capital Structure," 2017 Meeting Papers 380, Society for Economic Dynamics.
- Michael Zierhut, 2017. "Constrained efficiency versus unanimity in incomplete markets," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 64(1), pages 23-45, June.
- Piero Gottardi & Atsushi Kajii & Tomoyuki Nakajima, 2014.
"Constrained inefficiency and optimal taxation with uninsurable risks,"
CIGS Working Paper Series
14-002E, The Canon Institute for Global Studies.
- Piero Gottardi & Atsushi Kajii & Tomoyuki Nakajima, 2016. "Constrained Inefficiency and Optimal Taxation with Uninsurable Risks," Journal of Public Economic Theory, Association for Public Economic Theory, vol. 18(1), pages 1-28, February.
- Piero Gottardi & Atsushi Kajii & Tomoyuki Nakajima, 2014. "Constrained Inefficiency and Optimal Taxation with Uninsurable Risks," KIER Working Papers 694, Kyoto University, Institute of Economic Research.
- Piero Gottardi & Atsushi Kajii & Tomoyuki Nakajima, 2014. "Constrained Inefficiency and Optimal Taxation with Uninsurable Risks," UTokyo Price Project Working Paper Series 021, University of Tokyo, Graduate School of Economics.
- Piero Gottardi & Atsushi Kajii & Tomoyuki Nakajima, 2010. "Constrained Inefficiency and Optimal Taxation with Uninsurable Risks," Economics Working Papers ECO2010/02, European University Institute.
- Piero Gottardi & Atsushi Kajii & Tomoyuki Nakajima, 2015. "Constrained Inefficiency and Optimal Taxation with Uninsurable Risks," UTokyo Price Project Working Paper Series 046, University of Tokyo, Graduate School of Economics.
- Piero Gottardi & Atsushi Kajii & Tomoyuki Nakajima, 2014. "Constrained inefficiency and optimal taxation with uninsurable risks," FRB Atlanta Working Paper 2014-25, Federal Reserve Bank of Atlanta.
Cited by:
- Nakajima, Tomoyuki & Takahashi, Shuhei, 2017.
"The optimum quantity of debt for Japan,"
Journal of the Japanese and International Economies, Elsevier, vol. 46(C), pages 17-26.
- Tomoyuki Nakajima & Shuhei Takahashi, 2017. "The Optimum Quantity of Debt for Japan," UTokyo Price Project Working Paper Series 075, University of Tokyo, Graduate School of Economics.
- Tomoyuki Nakajima & Shuhei Takahashi, 2017. "The Optimum Quantity of Debt for Japan," CIGS Working Paper Series 17-009E, The Canon Institute for Global Studies.
- Tomoyuki Nakajima & Shuhei Takahashi, 2017. "The Optimum Quantity of Debt for Japan," KIER Working Papers 964, Kyoto University, Institute of Economic Research.
- Piero Gottardi & Atsushi Kajii & Tomoyuki Nakajima, 2014.
"Optimal taxation and debt with uninsurable risks to human capital accumulation,"
CIGS Working Paper Series
14-007E, The Canon Institute for Global Studies.
- Piero Gottardi & Atsushi Kajii & Tomoyuki Nakajima, 2014. "Optimal taxation and debt with uninsurable risks to human capital accumulation," FRB Atlanta Working Paper 2014-24, Federal Reserve Bank of Atlanta.
- Piero Gottardi & Atsushi Kajii & Tomoyuki Nakajima, 2015. "Optimal Taxation and Debt with Uninsurable Risks to Human Capital Accumulation," American Economic Review, American Economic Association, vol. 105(11), pages 3443-3470, November.
- Piero Gottardi & Atsushi Kajii & Tomoyuki Nakajima, 2014. "Optimal taxation and debt with uninsurable risks to human capital accumulation," KIER Working Papers 897, Kyoto University, Institute of Economic Research.
- Gottardi, Piero & Kajii, Atsushi & Nakajima, Tomoyuki, 2014. "Optimal taxation and debt with uninsurable risks to human capital accumulation," Economics Working Papers ECO2014/08, European University Institute.
- Piero Gottardi & Atsushi Kajii & Tomoyuki Nakajima, 2015. "Optimal taxation and debt with uninsurable risks to human capital accumulation," UTokyo Price Project Working Paper Series 051, University of Tokyo, Graduate School of Economics.
- Piero Gottardi & Atsushi Kajii & Tomoyuki Nakajima, 2011.
"Optimal Taxation and Constrained Inefficiency in an Infinite-Horizon Economy with Incomplete Markets,"
CESifo Working Paper Series
3560, CESifo.
- Tomoyuki Nakajima & Atsushi Kajii & Piero Gottardi, 2011. "Optimal taxation and constrained inefficiency in an in finite-horizon economy with incomplete markets," 2011 Meeting Papers 455, Society for Economic Dynamics.
- Piero Gottardi & Atsushi Kajii & Tomoyuki Nakajima, 2011. "Optimal taxation and constrained inefficiency in an infinite-horizon economy with incomplete markets," Economics Working Papers ECO2011/18, European University Institute.
- Piero Gottardi & Atsushi Kajii & Tomoyuki Nakajima, 2010. "Optimal taxation and constrained inefficiency in an infinite-horizon economy with incomplete markets," KIER Working Papers 745, Kyoto University, Institute of Economic Research.
- Marco Bassetto & Wei Cui, 2021.
"A Ramsey Theory of Financial Distortions,"
Discussion Papers
2107, Centre for Macroeconomics (CFM).
- Marco Bassetto & Wei Cui, 2023. "A Ramsey Theory of Financial Distortions," Staff Report 643, Federal Reserve Bank of Minneapolis.
- Marco Bassetto & Wei Cui, 2021. "A Ramsey theory of financial distortions," IFS Working Papers W21/05, Institute for Fiscal Studies.
- Marco Bassetto & Wei Cui, 2020. "A Ramsey Theory of Financial Distortions," Working Papers 775, Federal Reserve Bank of Minneapolis.
- Hisahiro Naito, 2018. "Welfare-improving Consumption Tax in the Presence of Wage Tax under Idiosyncratic Returns from Investment and Incomplete Markets," Tsukuba Economics Working Papers 2018-002, Faculty of Humanities and Social Sciences, University of Tsukuba.
- YiLi Chien & Yi Wen, 2019.
"Optimal Ramsey Taxation in Heterogeneous Agent Economies with Quasi-Linear Preferences,"
Working Papers
2019-007, Federal Reserve Bank of St. Louis, revised 26 Jul 2021.
- YiLi Chien & Yi Wen, 2022. "Optimal Ramsey Taxation in Heterogeneous Agent Economies with Quasi-Linear Preferences," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 46, pages 124-160, October.
- Yena Park, 2014. "Constrained Efficiency in a Risky Human Capital Model," RCER Working Papers 585, University of Rochester - Center for Economic Research (RCER).
- Acikgoz, Omer, 2013. "Transitional Dynamics and Long-run Optimal Taxation Under Incomplete Markets," MPRA Paper 50160, University Library of Munich, Germany.
- Li, Meng, 2023. "Loss aversion and inefficient general equilibrium over the business cycle," Economic Modelling, Elsevier, vol. 118(C).
- HIRAGUCHI Ryoji, 2023. "Optimal Government Debt Policy in the Overlapping Generations Model with Idiosyncratic Capital Return Risk," Discussion papers 23063, Research Institute of Economy, Trade and Industry (RIETI).
- Sigrid Röhrs & Christoph Winter, 2011. "Wealth inequality and the optimal level of government debt," ECON - Working Papers 051, Department of Economics - University of Zurich.
- Richard Jaimes, 2021. "Does idiosyncratic risk matter for climate policy?," Vniversitas Económica 19276, Universidad Javeriana - Bogotá.
- Sakai Ando, 2017. "Size-Dependent Policies and Efficient Firm Creation," ISER Discussion Paper 1033, Institute of Social and Economic Research, Osaka University, revised Jun 2018.
- Ando, Sakai & Matsumura, Misaki, 2020. "Constrained inefficiency of competitive entrepreneurship," Journal of Mathematical Economics, Elsevier, vol. 88(C), pages 98-103.
- Gale, Douglas & Piero, Gottardi, 2013.
"Capital Structure and Investment Dynamics with Fire Sales,"
Working Papers
13-21, University of Pennsylvania, Wharton School, Weiss Center.
- Gale, Douglas & Gottardi, Piero, 2013. "Capital structure and investment dynamics with fire sales," LSE Research Online Documents on Economics 59301, London School of Economics and Political Science, LSE Library.
- Douglas Gale & Piero Gottardi, 2013. "Capital Structure and Investment Dynamics with Fire Sales," Economics Working Papers ECO2013/09, European University Institute.
Cited by:
- Finocchiaro, Daria & Lombardo, Giovanni & Mendicino, Caterina & Weil, Philippe, 2018.
"Optimal inflation with corporate taxation and financial constraints,"
Journal of Monetary Economics, Elsevier, vol. 95(C), pages 18-31.
- Daria Finocchiaro & Giovanni Lombardo & Caterina Mendicino & Philippe Weil, 2018. "Optimal Inflation with Corporate Taxation and Financial Constraints," SciencePo Working papers Main hal-03945944, HAL.
- Daria Finocchiaro & Giovanni Lombardo & Caterina Mendicino & Philippe Weil, 2015. "Optimal inflation with corporate taxation and financial constraints," BIS Working Papers 520, Bank for International Settlements.
- Daria Finocchiaro & Giovanni Lombardo & Caterina Mendicino & Philippe Weil, 2017. "Optimal Inflation with Corporate Taxation and Financial Constraints," Working Papers ECARES ECARES 2017-50, ULB -- Universite Libre de Bruxelles.
- Weil, Philippe & Lombardo, Giovanni & Mendicino, Caterina & Finocchiaro, Daria, 2015. "Optimal Inflation with Corporate Taxation and Financial Constraints," CEPR Discussion Papers 10847, C.E.P.R. Discussion Papers.
- Finocchiaro, Daria & Lombardo, Giovanni & Mendicino, Caterina & Weil, Philippe, 2015. "Optimal Inflation with Corporate Taxation and Financial Constraints," Working Paper Series 311, Sveriges Riksbank (Central Bank of Sweden).
- Daria Finocchiaro & Giovanni Lombardo & Caterina Mendicino & Philippe Weil, 2018. "Optimal Inflation with Corporate Taxation and Financial Constraints," Post-Print hal-03945944, HAL.
- GOTTARDI, Piero & KUBLER, Felix, 2012.
"Dynamic Competitive Economies with Complete Markets and Collateral Constraints,"
Economics Working Papers
ECO2012/17, European University Institute.
- Piero Gottardi & Felix Kubler, 2015. "Dynamic Competitive Economies with Complete Markets and Collateral Constraints," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 82(3), pages 1119-1153.
- Felix Kubler & Piero Gottardi, 2012. "Dynamic Competitive Economies with Complete Markets and Collateral Constraints," 2012 Meeting Papers 467, Society for Economic Dynamics.
Cited by:
- Feixue Gong & Gregory Phelan, 2019.
"Debt Collateralization, Capital Structure, and Maximal Leverage,"
Department of Economics Working Papers
2019-07, Department of Economics, Williams College, revised Jul 2019.
- Feixue Gong & Gregory Phelan, 2015. "Debt Collateralization, Capital Structure, and Maximal Leverage," Department of Economics Working Papers 2015-13, Department of Economics, Williams College, revised Jul 2016.
- Feixue Gong & Gregory Phelan, 2020. "Debt collateralization, capital structure, and maximal leverage," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 70(2), pages 579-605, September.
- Ströbel, Johannes & Kuchler, Theresa & Dávila, Eduardo & Bailey, Michael, 2017.
"House Price Beliefs And Mortgage Leverage Choice,"
CEPR Discussion Papers
12476, C.E.P.R. Discussion Papers.
- Michael Bailey & Eduardo Dávila & Theresa Kuchler & Johannes Stroebel, 2017. "House Price Beliefs And Mortgage Leverage Choice," NBER Working Papers 24091, National Bureau of Economic Research, Inc.
- Michael Bailey & Eduardo Dávila & Theresa Kuchler & Johannes Stroebel, 2019. "House Price Beliefs And Mortgage Leverage Choice," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 86(6), pages 2403-2452.
- Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2018.
"Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints,"
Post-Print
halshs-01223969, HAL.
- Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2018. "Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints," PSE-Ecole d'économie de Paris (Postprint) halshs-03260777, HAL.
- Bosi, Stefano & Van, Cuong Le & Pham, Ngoc-Sang, 2018. "Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints," Journal of Mathematical Economics, Elsevier, vol. 76(C), pages 1-20.
- Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2018. "Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints," Post-Print halshs-03260777, HAL.
- Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2015. "Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints," Documents de travail du Centre d'Economie de la Sorbonne 15067r, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Feb 2017.
- Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2018. "Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-03260777, HAL.
- Pham, Ngoc-Sang & Le Van, Cuong & Bosi, Stefano, 2018. "Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints," MPRA Paper 84905, University Library of Munich, Germany, revised 11 Mar 2018.
- Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2015. "Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints," Documents de travail du Centre d'Economie de la Sorbonne 15067rr, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Mar 2018.
- Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2018. "Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01223969, HAL.
- Feixue Gong & Gregory Phelan, 2021.
"Collateral Constraints, Tranching, and Price Bases,"
Department of Economics Working Papers
2021-07, Department of Economics, Williams College.
- Feixue Gong & Gregory Phelan, 2020. "Collateral Constraints, Tranching, and Price Bases," Department of Economics Working Papers 2020-03, Department of Economics, Williams College.
- Feixue Gong & Gregory Phelan, 2023. "Collateral constraints, tranching, and price bases," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 75(2), pages 317-340, February.
- Raouf Boucekkine & Kazuo Nishimura & Alain Venditti, 2015.
"Introduction to Financial Frictions and Debt Constraints,"
AMSE Working Papers
1825, Aix-Marseille School of Economics, France.
- Raouf Boucekkine & Kazuo Nishimura & Alain Venditti, 2015. "Introduction to financial frictions and debt constraints," Post-Print hal-01457335, HAL.
- Boucekkine, Raouf & Nishimura, Kazuo & Venditti, Alain, 2015. "Introduction to financial frictions and debt constraints," Journal of Mathematical Economics, Elsevier, vol. 61(C), pages 271-275.
- Bloise, Gaetano & Polemarchakis, Herakles & Vailakis, Yiannis, 2016.
"Sovereign debt and incentives to default with uninsurable risks,"
Economic Research Papers
269718, University of Warwick - Department of Economics.
- Bloise, Gaetano & Polemarchakis, Herakles & Vailakis, Yiannis, 2017. "Sovereign debt and incentives to default with uninsurable risks," Theoretical Economics, Econometric Society, vol. 12(3), September.
- Bloise, Gaetano & Polemarchakis, Herakles M & Vailakis, Yiannis, 2016. "Sovereign Debt and Incentives to Default with Uninsurable Risks," CRETA Online Discussion Paper Series 15, Centre for Research in Economic Theory and its Applications CRETA.
- Bloise, Gaetano & Polemarchakis, Herakles & Vailakis, Yiannis, 2016. "Sovereign Debt and Incentives to Default with Uninsurable Risks," The Warwick Economics Research Paper Series (TWERPS) 1107, University of Warwick, Department of Economics.
- Ngoc‐Sang Pham & Hien Pham, 2021.
"Effects of credit limit on efficiency and welfare in a simple general equilibrium model,"
International Journal of Economic Theory, The International Society for Economic Theory, vol. 17(4), pages 446-470, December.
- Pham, Ngoc-Sang & Pham, Hien, 2019. "Effects of credit limit on efficiency and welfare in a simple general equilibrium model," MPRA Paper 97927, University Library of Munich, Germany, revised 05 Aug 2019.
- Pham, Ngoc-Sang, 2023.
"Some Lectures on Macroeconomics,"
MPRA Paper
119643, University Library of Munich, Germany.
- Ngoc-Sang Pham, 2023. "Some Lectures on Macroeconomics," Working Papers hal-04366349, HAL.
- Bloise, G. & Citanna, A., 2019. "Asset shortages, liquidity and speculative bubbles," Journal of Economic Theory, Elsevier, vol. 183(C), pages 952-990.
- Gottardi, Piero & Maurin, Vincent & Monnet, Cyril, 2021. "Financial Fragility with Collateral Circulation," CEPR Discussion Papers 15757, C.E.P.R. Discussion Papers.
- Gromb, Denis & Vayanos, Dimitri, 2018.
"The dynamics of financially constrained arbitrage,"
LSE Research Online Documents on Economics
84081, London School of Economics and Political Science, LSE Library.
- Gromb, Denis & Vayanos, Dimitri, 2015. "The Dynamics of Financially Constrained Arbitrage," CEPR Discussion Papers 10436, C.E.P.R. Discussion Papers.
- Gromb, Denis & Vayanos, Dimitri, 2015. "The dynamics of financially constrained arbitrage," LSE Research Online Documents on Economics 119012, London School of Economics and Political Science, LSE Library.
- Denis Gromb & Dimitri Vayanos, 2018. "The Dynamics of Financially Constrained Arbitrage," Journal of Finance, American Finance Association, vol. 73(4), pages 1713-1750, August.
- Gromb, Denis & Vayanos, Dimitri, 2015. "The dynamics of financially constrained arbitrage," LSE Research Online Documents on Economics 62007, London School of Economics and Political Science, LSE Library.
- Gromb, Denis & Vayanos, Dimitri, 2017. "The dynamics of financially constrained arbitrage," LSE Research Online Documents on Economics 118954, London School of Economics and Political Science, LSE Library.
- Denis Gromb & Dimitri Vayanos, 2015. "The Dynamics of Financially Constrained Arbitrage," NBER Working Papers 20968, National Bureau of Economic Research, Inc.
- Piero Gottardi & Vincent Maurin & Cyril Monnet, 2019.
"A theory of repurchase agreements, collateral re-use, and repo intermediation,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 33, pages 30-56, July.
- Vincent Maurin & Cyril Monnet & Piero Gottardi, 2016. "A Theory of Repurchase Agreement, Collateral Re-use, and Repo Intermediation," 2016 Meeting Papers 417, Society for Economic Dynamics.
- GOTTARDI, Piero; MAURIN, Vincent; MONNET, Cyril, 2017. "A theory of repurchase agreements, collateral re-use, and repo intermediation," Economics Working Papers ECO2017/03, European University Institute.
- Piero Gottardi & Vincent Maurin & Cyril Monnet, 2019. "Online Appendix to "A theory of repurchase agreements, collateral re-use, and repo intermediation"," Online Appendices 18-284, Review of Economic Dynamics.
- Piero Gottardi & Vincent Maurin & Cyril Monnet, 2017. "A Theory of Repurchase Agreements, Collateral Re-use, and Repo Intermediation," CESifo Working Paper Series 6579, CESifo.
- V. Filipe Martins-da-Rocha & Toan Phan & Yiannis Vailakis, 2019.
"Debt Limits and Credit Bubbles in General Equilibrium,"
Working Paper
19-19, Federal Reserve Bank of Richmond.
- Victor Filipe Martins da Rocha & Toan Phan & Yiannis Vailakis, 2019. "Debt Limits and Credit Bubbles in General Equilibrium," Post-Print hal-02429759, HAL.
- Krueger, Dirk & Uhlig, Harald, 2022.
"Neoclassical Growth with Long-Term One-Sided Commitment Contracts,"
CEPR Discussion Papers
17757, C.E.P.R. Discussion Papers.
- Krueger, Dirk & Uhlig, Harald, 2023. "Neoclassical growth with long-term one-sided commitment contracts," CFS Working Paper Series 698, Center for Financial Studies (CFS).
- Dirk Krueger & Harald Uhlig, 2022. "Neoclassical Growth with Long-Term One-Sided Commitment Contracts," NBER Working Papers 30518, National Bureau of Economic Research, Inc.
- Takashi Shibata & Michi Nishihara, 2019. "Credit Spread And Liquidation Value-Based Debt Financing Constraint," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 22(05), pages 1-27, August.
- Christian Loenser & Joost Röttger & Andreas Schabert, 2022. "Financial Regulation, Interest Rate Responses, and Distributive Effects," ECONtribute Discussion Papers Series 143, University of Bonn and University of Cologne, Germany.
- Piero Gottardi & Vincent Maurin & Cyril Monnet, 2023.
"Fragility of Secured Credit Chains,"
Working Papers
23.01, Swiss National Bank, Study Center Gerzensee.
- Piero Gottardi & Vincent Maurin & Cyril Monnet, 2023. "Fragility of Secured Credit Chains," Diskussionsschriften dp2304, Universitaet Bern, Departement Volkswirtschaft.
- Maurin, Vincent, 2022. "Asset scarcity and collateral rehypothecation," Journal of Financial Intermediation, Elsevier, vol. 52(C).
- OGURA Yoshiaki, 2015.
"Investment Distortion by Collateral Requirements: Evidence from Japanese SMEs,"
Discussion papers
15050, Research Institute of Economy, Trade and Industry (RIETI).
- Ogura, Yoshiaki, 2017. "Investment Distortion by Collateral Requirement: Evidence from Japanese SMEs," HIT-REFINED Working Paper Series 73, Institute of Economic Research, Hitotsubashi University.
- V. Filipe Martins-Da-Rocha & Toan Phan & Yiannis Vailakis, 2022. "Pecuniary Externalities in Competitive Economies with Limited Pledgeability," Working Papers hal-03909596, HAL.
- Feixue Gong & Gregory Phelan, 2019.
"Debt Collateralization, Structured Finance, and the CDS Basis,"
Department of Economics Working Papers
2019-18, Department of Economics, Williams College.
- Feixue Gong & Gregory Phelan, 2016. "Debt Collateralization, Structured Finance, and the CDS Basis," Department of Economics Working Papers 2016-06, Department of Economics, Williams College, revised Aug 2017.
- Shibata, Takashi & Nishihara, Michi, 2018. "Investment timing, reversibility, and financing constraints," Journal of Corporate Finance, Elsevier, vol. 48(C), pages 771-796.
- Ani Guerdjikova & John Quiggin, 2019.
"Market Selection with Differential Financial Constraints,"
Working Papers
hal-02005501, HAL.
- Ani Guerdjikova & John Quiggin, 2019. "Market Selection With Differential Financial Constraints," Post-Print hal-02324713, HAL.
- Ani Guerdjikova & John Quiggin, 2019. "Market Selection With Differential Financial Constraints," Econometrica, Econometric Society, vol. 87(5), pages 1693-1762, September.
- Guerdjikova, A. & Quiggin, J., 2019. "Market selection with differential financial constraints," Working Papers 2019-01, Grenoble Applied Economics Laboratory (GAEL).
- Miguel Leon-Ledesma & Jaime Orrillo, 2016. "Production and Endogenous Bankruptcy under Collateral Constraints," Studies in Economics 1610, School of Economics, University of Kent.
- Christian Loenser & Andreas Schabert, 2020. "Monetary Policy, Financial Constraints, and Redistribution," ECONtribute Discussion Papers Series 011, University of Bonn and University of Cologne, Germany.
- Phelan, Gregory & Toda, Alexis Akira, 2019.
"Securitized markets, international capital flows, and global welfare,"
Journal of Financial Economics, Elsevier, vol. 131(3), pages 571-592.
- Gregory Phelan & Alexis Akira Toda, 2015. "Securitized Markets, International Capital Flows, and Global Welfare," Department of Economics Working Papers 2015-14, Department of Economics, Williams College, revised Jul 2017.
- Piero Gottardi & Arpad Abraham, 2017. "Optimal Asset Division Rules for Dissolving Partnerships," 2017 Meeting Papers 1372, Society for Economic Dynamics.
- Felix Kubler & Johannes Brumm, 2013. "Applying Negishi's method to stochastic models with overlapping generations," 2013 Meeting Papers 1352, Society for Economic Dynamics.
- León-Ledesma, Miguel & Orrillo, Jaime, 2021. "Production, bankruptcy, and financial policies under collateral constraints," Mathematical Social Sciences, Elsevier, vol. 112(C), pages 109-119.
- Suzuki, Shiba, 2018. "Inequality and asset fire sales," MPRA Paper 90906, University Library of Munich, Germany.
- Pham, Ngoc-Sang, 2018. "Credit limits and heterogeneity in general equilibrium models with a finite number of agents," MPRA Paper 88736, University Library of Munich, Germany.
- Bloise, Gaetano & Citanna, Alessandro, 2015. "Uniqueness of competitive equilibrium with solvency constraints under gross-substitution," Journal of Mathematical Economics, Elsevier, vol. 61(C), pages 287-295.
- Wei Ma, 2015. "A Constructive Proof of the Existence of Collateral Equilibrium for a Two-Period Exchange Economy Based on a Smooth Interior-Point Path," Computational Economics, Springer;Society for Computational Economics, vol. 45(1), pages 1-30, January.
- Iraola, Miguel A. & Sepúlveda, Fabián & Torres-Martínez, Juan Pablo, 2019. "Financial segmentation and collateralized debt in infinite-horizon economies," Journal of Mathematical Economics, Elsevier, vol. 80(C), pages 56-69.
- Dirk Krueger & Harald Uhlig, 2024. "Neoclassical Growth with Limited Commitment," PIER Working Paper Archive 22-023, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Piero Gottardi & Rohit Rahi, 2012.
"Risk-Sharing and Retrading in Incomplete Markets,"
Economics Working Papers
ECO2012/03, European University Institute.
- Piero Gottardi & Rohit Rahi, 2013. "Risk sharing and retrading in incomplete markets," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 54(2), pages 287-304, October.
Cited by:
- Piero Gottardi & Rohit Rahi, 2010.
"Value of Information in Competitive Economies with Incomplete Markets,"
FMG Discussion Papers
dp658, Financial Markets Group.
- Gottardi, Piero & Rahi, Rohit, 2010. "Value of information in competitive economies with incomplete markets," LSE Research Online Documents on Economics 119083, London School of Economics and Political Science, LSE Library.
- Piero Gottardi & Rohit Rahi, 2014. "Value Of Information In Competitive Economies With Incomplete Markets," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 55(1), pages 57-81, February.
- Gottardi, Piero & Rahi, Rohit, 2007. "Value of information in competitive economies with incomplete markets," LSE Research Online Documents on Economics 4749, London School of Economics and Political Science, LSE Library.
- Piero Gottardi & Rohit Rahi, 2007. "Value of Information in Competitive Economies with Incomplete Markets," Working Papers 2007_25, Department of Economics, University of Venice "Ca' Foscari".
- Rohit Rahi & Piero Gottardi, 2007. "Value of Information in Competitive Economies with Incomplete Markets," FMG Discussion Papers dp596, Financial Markets Group.
- Piero Gottardi & Rohit Rahi, 2010. "Value of Information in Competitive Economies with Incomplete Markets," Economics Working Papers ECO2010/34, European University Institute.
- Yizhou Xiao, 2020. "Informed Trading and Intertemporal Substitution," Journal of Finance, American Finance Association, vol. 75(2), pages 1135-1156, April.
- Gale, Douglas & Gottardi, Piero, 2011.
"Bankruptcy, Finance Constraints and the Value of the Firm,"
Working Papers
11-09, University of Pennsylvania, Wharton School, Weiss Center.
- Douglas Gale & Piero Gottardi, 2011. "Bankruptcy, Finance Constraints, and the Value of the Firm," American Economic Journal: Microeconomics, American Economic Association, vol. 3(2), pages 1-37, May.
Cited by:
- Douglas Gale & Tanju Yorulmazer, 2020. "Bank capital, fire sales, and the social value of deposits," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 69(4), pages 919-963, June.
- Gale, Douglas & Gottardi, Piero, 2013.
"Capital structure and investment dynamics with fire sales,"
LSE Research Online Documents on Economics
59301, London School of Economics and Political Science, LSE Library.
- Douglas Gale & Piero Gottardi, 2013. "Capital Structure and Investment Dynamics with Fire Sales," Economics Working Papers ECO2013/09, European University Institute.
- Gale, Douglas & Piero, Gottardi, 2013. "Capital Structure and Investment Dynamics with Fire Sales," Working Papers 13-21, University of Pennsylvania, Wharton School, Weiss Center.
- Ruwani Fernando, Jayasuriya Mahapatabendige & Li, Leon & Hou, Greg, 2021. "Heterogeneity in capital structure adjustment revisited: Default versus non-default firms and short versus long time horizon," International Review of Economics & Finance, Elsevier, vol. 76(C), pages 185-204.
- Piero Gottardi & Atsushi Kajii & Tomoyuki Nakajima, 2011.
"Optimal Taxation and Constrained Inefficiency in an Infinite-Horizon Economy with Incomplete Markets,"
CESifo Working Paper Series
3560, CESifo.
- Tomoyuki Nakajima & Atsushi Kajii & Piero Gottardi, 2011. "Optimal taxation and constrained inefficiency in an in finite-horizon economy with incomplete markets," 2011 Meeting Papers 455, Society for Economic Dynamics.
- Piero Gottardi & Atsushi Kajii & Tomoyuki Nakajima, 2011. "Optimal taxation and constrained inefficiency in an infinite-horizon economy with incomplete markets," Economics Working Papers ECO2011/18, European University Institute.
- Piero Gottardi & Atsushi Kajii & Tomoyuki Nakajima, 2010. "Optimal taxation and constrained inefficiency in an infinite-horizon economy with incomplete markets," KIER Working Papers 745, Kyoto University, Institute of Economic Research.
Cited by:
- Piero Gottardi & Atsushi Kajii & Tomoyuki Nakajima, 2014.
"Optimal taxation and debt with uninsurable risks to human capital accumulation,"
CIGS Working Paper Series
14-007E, The Canon Institute for Global Studies.
- Piero Gottardi & Atsushi Kajii & Tomoyuki Nakajima, 2014. "Optimal taxation and debt with uninsurable risks to human capital accumulation," FRB Atlanta Working Paper 2014-24, Federal Reserve Bank of Atlanta.
- Piero Gottardi & Atsushi Kajii & Tomoyuki Nakajima, 2015. "Optimal Taxation and Debt with Uninsurable Risks to Human Capital Accumulation," American Economic Review, American Economic Association, vol. 105(11), pages 3443-3470, November.
- Piero Gottardi & Atsushi Kajii & Tomoyuki Nakajima, 2014. "Optimal taxation and debt with uninsurable risks to human capital accumulation," KIER Working Papers 897, Kyoto University, Institute of Economic Research.
- Gottardi, Piero & Kajii, Atsushi & Nakajima, Tomoyuki, 2014. "Optimal taxation and debt with uninsurable risks to human capital accumulation," Economics Working Papers ECO2014/08, European University Institute.
- Piero Gottardi & Atsushi Kajii & Tomoyuki Nakajima, 2015. "Optimal taxation and debt with uninsurable risks to human capital accumulation," UTokyo Price Project Working Paper Series 051, University of Tokyo, Graduate School of Economics.
- Radim Bohacek & Michal Kejak, 2007.
"Optimal Government Policies in Models with Heterogeneous Agents,"
2007 Meeting Papers
651, Society for Economic Dynamics.
- Radim Bohacek & Michal Kejak, 2005. "Optimal Government Policies in Models with Heterogeneous Agents," CERGE-EI Working Papers wp272, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
- Boháček, Radim & Kejak, Michal, 2018. "Optimal government policies in models with heterogeneous agents," Journal of Economic Theory, Elsevier, vol. 176(C), pages 834-858.
- Galo Nuño & Carlos Thomas, 2020. "Optimal Monetary Policy with Heterogeneous Agents," CESifo Working Paper Series 8670, CESifo.
- Piero Gottardi & Atsushi Kajii & Tomoyuki Nakajima, 2014.
"Constrained Inefficiency and Optimal Taxation with Uninsurable Risks,"
UTokyo Price Project Working Paper Series
021, University of Tokyo, Graduate School of Economics.
- Piero Gottardi & Atsushi Kajii & Tomoyuki Nakajima, 2014. "Constrained inefficiency and optimal taxation with uninsurable risks," CIGS Working Paper Series 14-002E, The Canon Institute for Global Studies.
- Piero Gottardi & Atsushi Kajii & Tomoyuki Nakajima, 2014. "Constrained Inefficiency and Optimal Taxation with Uninsurable Risks," KIER Working Papers 694, Kyoto University, Institute of Economic Research.
- Piero Gottardi & Atsushi Kajii & Tomoyuki Nakajima, 2016. "Constrained Inefficiency and Optimal Taxation with Uninsurable Risks," Journal of Public Economic Theory, Association for Public Economic Theory, vol. 18(1), pages 1-28, February.
- Piero Gottardi & Atsushi Kajii & Tomoyuki Nakajima, 2010. "Constrained Inefficiency and Optimal Taxation with Uninsurable Risks," Economics Working Papers ECO2010/02, European University Institute.
- Piero Gottardi & Atsushi Kajii & Tomoyuki Nakajima, 2015. "Constrained Inefficiency and Optimal Taxation with Uninsurable Risks," UTokyo Price Project Working Paper Series 046, University of Tokyo, Graduate School of Economics.
- Piero Gottardi & Atsushi Kajii & Tomoyuki Nakajima, 2014. "Constrained inefficiency and optimal taxation with uninsurable risks," FRB Atlanta Working Paper 2014-25, Federal Reserve Bank of Atlanta.
- Omer Acikgoz, 2014. "Transitional Dynamics and Long-Run Optimal Taxation under Incomplete Markets," 2014 Meeting Papers 990, Society for Economic Dynamics.
- Acikgoz, Omer, 2013. "Transitional Dynamics and Long-run Optimal Taxation Under Incomplete Markets," MPRA Paper 50160, University Library of Munich, Germany.
- Acikgoz, Omer, 2015. "Transitional Dynamics and Long-run Optimal Taxation Under Incomplete Markets," MPRA Paper 73380, University Library of Munich, Germany.
- Alexis Akira Toda, 2015.
"Asset Prices and Efficiency in a Krebs Economy,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 18(4), pages 957-978, October.
- Alexis Akira Toda, 2014. "Code and data files for "Asset Prices and Efficiency in a Krebs Economy"," Computer Codes 13-196, Review of Economic Dynamics.
- Galo Nuño & Carlos Thomas, 2016. "Optimal monetary policy with heterogeneous agents (Updated September 2019)," Working Papers 1624, Banco de España, revised Sep 2019.
- Alberto Bisin & John Geanakoplos & Piero Gottardi & Enrico Minelli & Herakles Polemarchakis, 2010.
"Markets and contracts,"
Economics Working Papers
ECO2010/29, European University Institute.
- Bisin, A. & Geanakoplos, J.D. & Gottardi, P. & Minelli, E. & Polemarchakis, H., 2011. "Markets and contracts," Journal of Mathematical Economics, Elsevier, vol. 47(3), pages 279-288.
- Alberto Bisin & John Geanakoplos & Piero Gottardi & Enrico Minelli & Heracles Polemarchakis, 2009. "Markets and Contracts," Working Papers 0915, University of Brescia, Department of Economics.
Cited by:
- DRÈZE, Jacques & MINELLI, Enrico & TIRELLI, Mario, 2004.
"Production and financial policies under asymmetric information,"
LIDAM Discussion Papers CORE
2004027, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- J.H. Dreze & E. Minelli & M. Tirelli, 2006. "Production and Financial Policies under Asymmetric Information," Working Papers ubs0608, University of Brescia, Department of Economics.
- Jacques Drèze & Enrico Minelli & Mario Tirelli, 2008. "Production and financial policies under asymmetric information," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 35(2), pages 217-231, May.
- João Correia da Silva, 2014.
"Two-period economies with price-contingent deliveries,"
FEP Working Papers
529, Universidade do Porto, Faculdade de Economia do Porto.
- João Correia-da-Silva, 2015. "Two-period economies with price-contingent deliveries," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 59(3), pages 509-525, August.
- J. D. Geanakoplos & H. M. Polemarchakis, 2006.
"Pareto Improving Taxes,"
Cowles Foundation Discussion Papers
1576, Cowles Foundation for Research in Economics, Yale University.
- Geanakoplos, John & Polemarchakis, H.M., 2008. "Pareto improving taxes," Journal of Mathematical Economics, Elsevier, vol. 44(7-8), pages 682-696, July.
- J. D. Geanakoplos & H. M. Polemarchakis, 2006. "Pareto Improving Taxes," Levine's Bibliography 321307000000000350, UCLA Department of Economics.
- John Geanakoplos & H. M. Polemarchakis, 2008. "Pareto Improving Taxes," Cowles Foundation Discussion Papers 1662, Cowles Foundation for Research in Economics, Yale University.
- Sergio Turner, 2004.
"Pareto Improving Taxation in Incomplete Markets,"
Econometric Society 2004 North American Summer Meetings
614, Econometric Society.
- Sergio Turner, 2004. "Pareto Improving Taxation in Incomplete Markets," Econometric Society 2004 Latin American Meetings 310, Econometric Society.
- Shin, Hyun Song & Acharya, Viral & Le, Hanh, 2014.
"Bank Capital and Dividend Externalities,"
CEPR Discussion Papers
9865, C.E.P.R. Discussion Papers.
- Viral V. Acharya & Hanh T. Le & Hyun Song Shin, 2017. "Bank Capital and Dividend Externalities," The Review of Financial Studies, Society for Financial Studies, vol. 30(3), pages 988-1018.
- Viral V. Acharya & Hanh Le & Hyun Song Shin, 2013. "Bank Capital and Dividend Externalities," NBER Working Papers 19707, National Bureau of Economic Research, Inc.
- Viral Acharya & Hanh Le & Hyun Song Shin, 2016. "Bank capital and dividend externalities," BIS Working Papers 580, Bank for International Settlements.
- Shin, Hyun Song & Acharya, Viral & Le, Hanh, 2013. "Bank Capital and Dividend Externalities," CEPR Discussion Papers 9479, C.E.P.R. Discussion Papers.
- Monica Billio & Roberto Casarin, 2010. "Bayesian Estimation of Stochastic-Transition Markov-Switching Models for Business Cycle Analysis," Working Papers 1002, University of Brescia, Department of Economics.
- MINELLI, Enrico & POLEMARCHAKIS, Heracles, 1999.
"Nash-Walras equilibria of a large economy,"
LIDAM Discussion Papers CORE
1999043, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Enrico Minelli & Heracles M. Polemarchakis, 1999. "Nash-walras Equilibria of a Large Economy," Working Papers hal-00601580, HAL.
- Emmanuel Farhi & Mikhail Golosov & Aleh Tsyvinski, 2008.
"A Theory of Liquidity and Regulation of Financial Intermediation,"
Levine's Working Paper Archive
122247000000002006, David K. Levine.
- Emmanuel Farhi & Mikhail Golosov & Aleh Tsyvinski, 2009. "A Theory of Liquidity and Regulation of Financial Intermediation," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 76(3), pages 973-992.
- Emmanuel Farhi & Mikhail Golosov & Aleh Tsyvinski, 2007. "A Theory of Liquidity and Regulation of Financial Intermediation," NBER Working Papers 12959, National Bureau of Economic Research, Inc.
- Emmanuel Farhi & Mikhail Golosov & Aleh Tsyvinski, 2006. "A Theory of Liquidity and Regulation of Financial Intermediation," Levine's Bibliography 321307000000000326, UCLA Department of Economics.
- Tsyvinski, Aleh & Golosov, Mikhail & Farhi, Emmanuel, 2009. "A Theory of Liquidity and Regulation of Financial Intermediation," Scholarly Articles 4481504, Harvard University Department of Economics.
- Viral V. Acharya & Alberto Bisin, 2011.
"Counterparty Risk Externality: Centralized Versus Over-the-counter Markets,"
NBER Working Papers
17000, National Bureau of Economic Research, Inc.
- Acharya, Viral & Bisin, Alberto, 2014. "Counterparty risk externality: Centralized versus over-the-counter markets," Journal of Economic Theory, Elsevier, vol. 149(C), pages 153-182.
- Viral Acharya & Alberto Bisin, 2011. "Counterparty risk externality: Centralized versus over-the-counter markets," 2011 Meeting Papers 618, Society for Economic Dynamics.
- Kilenthong, Weerachart T. & Townsend, Robert M., 2011.
"Information-constrained optima with retrading: An externality and its market-based solution,"
Journal of Economic Theory, Elsevier, vol. 146(3), pages 1042-1077, May.
- Kilenthong, Weerachart & Townsend, Robert, 2010. "Information-Constrained Optima with Retrading: An Externality and Its Market-Based Solution," MPRA Paper 20725, University Library of Munich, Germany.
- Herakles Polemarchakis, 2001.
"The taxation of trades in assests,"
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2001-21, Brown University, Department of Economics.
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"Hidden Insurance in a Moral Hazard Economy,"
CEPR Discussion Papers
9864, C.E.P.R. Discussion Papers.
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- Bertola, Giuseppe & Koeniger, Winfried, 2013. "Hidden insurance in a moral hazard economy," CFS Working Paper Series 2013/25, Center for Financial Studies (CFS).
- Bertola, Giuseppe & Koeniger, Winfried, 2013. "Hidden Insurance in a Moral Hazard Economy," IZA Discussion Papers 7806, Institute of Labor Economics (IZA).
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"Moral Hazard and Efficiency in General Equilibrium with Anonymous Trading,"
CEPR Discussion Papers
7821, C.E.P.R. Discussion Papers.
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"R&D Financing And Growth,"
Departmental Working Papers of Economics - University 'Roma Tre'
0249, Department of Economics - University Roma Tre.
- Mario Tirelli & Luca Spinesi, 2021. "R&D financing and growth," Economics of Innovation and New Technology, Taylor & Francis Journals, vol. 30(1), pages 24-47, January.
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- Bisin, Alberto & Gottardi, P. & Guaitoli, D., 1998.
"A Note on the Convergence to Competitive Equilibria in Economies with Moral Hazard,"
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98-41, C.V. Starr Center for Applied Economics, New York University.
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- Alessandro Citanna & Heracles M. Polemarchakis & M. Tirelli, 2006.
"The taxation of trades in assets,"
Post-Print
halshs-00009847, HAL.
- CITANNA, Alessandro & POLEMARCHAKIS, Herakles M. & TIRELLI, Mario, 2001. "The taxation of trades in assets," LIDAM Discussion Papers CORE 2001017, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- CITANNA, Alessandro & POLEMARCHAKIS, Heracles M. & TIRELLI, M., 2000. "The Taxation of Trades in assets," HEC Research Papers Series 721, HEC Paris.
- Citanna, A. & Polemarchakis, H.M. & Tirelli, M., 2006. "The taxation of trades in assets," Journal of Economic Theory, Elsevier, vol. 126(1), pages 299-313, January.
- Carvajal, Andrés & Thereze, João, 2023. "Insurance contracts and financial markets," Mathematical Social Sciences, Elsevier, vol. 121(C), pages 8-19.
- Martin Meier & Enrico Minelli & Herakles Polemarchakis, 2009.
"Competitive Markets with Private Information on Both Sides,"
Working Papers
0917, University of Brescia, Department of Economics.
- Martin Meier & Enrico Minelli & Herakles Polemarchakis, 2014. "Competitive markets with private information on both sides," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 55(2), pages 257-280, February.
- Quintin, Erwan, 2013. "On existence in equilibrium models with endogenous default," Journal of Mathematical Economics, Elsevier, vol. 49(5), pages 418-421.
- A. Citanna & P. Siconolfi, 2016. "Designing insurance markets with moral hazard and nonexclusive contracts," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 62(1), pages 325-360, June.
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"Verifiability and group formation in markets,"
Journal of Economic Theory, Elsevier, vol. 183(C), pages 417-477.
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- Burak Unveren, 2017. "Stability and Taxation in Monopolistic Competition," Economics Bulletin, AccessEcon, vol. 37(4), pages 2315-2323.
- Ken Urai & Akihiko Yoshimachi & Kohei Shiozawa, 2013. "General Equilibrium Model for an Asymmetric Information Economy with Endogenous Resale Upperbounds," Discussion Papers in Economics and Business 13-27-Rev., Osaka University, Graduate School of Economics, revised Jul 2015.
- Gottardi, Piero & Rahi, Rohit, 2010.
"Value of information in competitive economies with incomplete markets,"
LSE Research Online Documents on Economics
119083, London School of Economics and Political Science, LSE Library.
- Piero Gottardi & Rohit Rahi, 2014. "Value Of Information In Competitive Economies With Incomplete Markets," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 55(1), pages 57-81, February.
- Piero Gottardi & Rohit Rahi, 2010. "Value of Information in Competitive Economies with Incomplete Markets," FMG Discussion Papers dp658, Financial Markets Group.
- Gottardi, Piero & Rahi, Rohit, 2007. "Value of information in competitive economies with incomplete markets," LSE Research Online Documents on Economics 4749, London School of Economics and Political Science, LSE Library.
- Piero Gottardi & Rohit Rahi, 2007. "Value of Information in Competitive Economies with Incomplete Markets," Working Papers 2007_25, Department of Economics, University of Venice "Ca' Foscari".
- Rohit Rahi & Piero Gottardi, 2007. "Value of Information in Competitive Economies with Incomplete Markets," FMG Discussion Papers dp596, Financial Markets Group.
- Piero Gottardi & Rohit Rahi, 2010. "Value of Information in Competitive Economies with Incomplete Markets," Economics Working Papers ECO2010/34, European University Institute.
Cited by:
- Beker, Pablo F. & Cuevas, Conrado, 2018.
"The social value of information in economies with mandatory savings,"
CRETA Online Discussion Paper Series
40, Centre for Research in Economic Theory and its Applications CRETA.
- Beker, Pablo F. & Cuevas, Conrado, 2018. "The social value of information in economies with mandatory savings," Economic Research Papers 269080, University of Warwick - Department of Economics.
- Beker, Pablo F. & Cuevas, Conrado, 2018. "The social value of information in economies with mandatory savings," The Warwick Economics Research Paper Series (TWERPS) 1152, University of Warwick, Department of Economics.
- Rahi, Rohit, 2021.
"Information acquisition with heterogeneous valuations,"
LSE Research Online Documents on Economics
107152, London School of Economics and Political Science, LSE Library.
- Rahi, Rohit, 2021. "Information acquisition with heterogeneous valuations," Journal of Economic Theory, Elsevier, vol. 191(C).
- Rahi, Rohit & Zigrand, Jean-Pierre, 2018.
"Information acquisition, price informativeness, and welfare,"
LSE Research Online Documents on Economics
89385, London School of Economics and Political Science, LSE Library.
- Rahi, Rohit & Zigrand, Jean-Pierre, 2018. "Information acquisition, price informativeness, and welfare," Journal of Economic Theory, Elsevier, vol. 177(C), pages 558-593.
- Rahi, Rohit, 2019. "Information acquisition with heterogeneous valuations," LSE Research Online Documents on Economics 118929, London School of Economics and Political Science, LSE Library.
- Piero Gottardi & Rohit Rahi, 2012.
"Risk-Sharing and Retrading in Incomplete Markets,"
Economics Working Papers
ECO2012/03, European University Institute.
- Piero Gottardi & Rohit Rahi, 2013. "Risk sharing and retrading in incomplete markets," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 54(2), pages 287-304, October.
- Piotr Denderski & Christian Stoltenberg, 2015. "On Positive Value of Information in Risk Sharing," Tinbergen Institute Discussion Papers 15-074/VI, Tinbergen Institute.
- Cristian Ionescu, 2012. "Incomplete Markets and Financial Instability. The Role of Information," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, vol. 12(1), pages 141-150.
- Rahi, Rohit & Zigrand, Jean-Pierre, 2018. "Information acquisition, price informativeness and welfare," LSE Research Online Documents on Economics 118935, London School of Economics and Political Science, LSE Library.
- Alberto Bisin & Piero Gottardi & Guido Ruta, 2010.
"Equilibrium Corporate Finance,"
Economics Working Papers
ECO2010/01, European University Institute.
- Guido Ruta & Piero Gottardi, 2009. "Equilibrium corporate finance," 2009 Meeting Papers 149, Society for Economic Dynamics.
Cited by:
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"Counterparty Risk Externality: Centralized Versus Over-the-counter Markets,"
NBER Working Papers
17000, National Bureau of Economic Research, Inc.
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- Viral Acharya & Alberto Bisin, 2011. "Counterparty risk externality: Centralized versus over-the-counter markets," 2011 Meeting Papers 618, Society for Economic Dynamics.
- Oren Levintal, 2012. "Equity Capital, Bankruptcy Risk and the Liquidity Trap," Working Papers 2012-07, Bar-Ilan University, Department of Economics.
- Miguel Leon-Ledesma & Jaime Orrillo, 2016. "Production and Endogenous Bankruptcy under Collateral Constraints," Studies in Economics 1610, School of Economics, University of Kent.
- León-Ledesma, Miguel & Orrillo, Jaime, 2021. "Production, bankruptcy, and financial policies under collateral constraints," Mathematical Social Sciences, Elsevier, vol. 112(C), pages 109-119.
- Britz, V. & Herings, P.J.J. & Predtetchinski, A., 2010. "Theory of the firm: bargaining and competitive equilibrium," Research Memorandum 057, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
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- Piero Gottardi & Jean-Marc Tallon & Paolo Ghirardato, 2009.
"Flexible contracts,"
Carlo Alberto Notebooks
128, Collegio Carlo Alberto, revised 2015.
- Gottardi, Piero & Tallon, Jean Marc & Ghirardato, Paolo, 2017. "Flexible contracts," Games and Economic Behavior, Elsevier, vol. 103(C), pages 145-167.
- Piero Gottardi & Jean-Marc Tallon & Paolo Ghirardato, 2017. "Flexible contracts," PSE-Ecole d'économie de Paris (Postprint) hal-01238046, HAL.
- Piero Gottardi & Jean Marc Tallon & Paolo Ghirardato, 2009. "Flexible Contracts," Economics Working Papers ECO2009/34, European University Institute.
- Piero Gottardi & Jean-Marc Tallon & Paolo Ghirardato, 2017. "Flexible contracts," Post-Print hal-01238046, HAL.
- Piero Gottardi & Jean Marc Tallon & Paolo Ghirardato, 2011. "Flexible contracts," Economics Working Papers ECO2011/26, European University Institute.
- Piero Gottardi & Jean-Marc Tallon & Paolo Ghirardato, 2011. "Flexible contracts," Post-Print halshs-00429784, HAL.
- Piero Gottardi & Jean-Marc Tallon & Paolo Ghirardato, 2009. "Flexible contracts," Documents de travail du Centre d'Economie de la Sorbonne 09072, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Piero Gottardi & Jean-Marc Tallon & Paolo Ghirardato, 2011. "Flexible contracts," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00429784, HAL.
- Piero Gottardi & Jean Marc Tallon & Paolo Ghirardato, 2010. "Flexible Contracts," CESifo Working Paper Series 2927, CESifo.
Cited by:
- Adrian Tantau & András Puskás-Tompos & Costel Stanciu & Laurentiu Fratila & Catalin Curmei, 2021. "Key Factors Which Contribute to the Participation of Consumers in Demand Response Programs and Enable the Proliferation of Renewable Energy Sources," Energies, MDPI, vol. 14(24), pages 1-22, December.
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"Markets for Information: Of Inefficient Firewalls and Efficient Monopolies,"
CESifo Working Paper Series
2336, CESifo.
- Cabrales, Antonio & Gottardi, Piero, 2014. "Markets for information: Of inefficient firewalls and efficient monopolies," Games and Economic Behavior, Elsevier, vol. 83(C), pages 24-44.
- Antonio Cabrales & Piero Gottardi, 2009. "Markets for Information: Of Inefficient Firewalls and Efficient Monopolies," Economics Working Papers ECO2009/11, European University Institute.
- Cabrales, Antonio & Gottardi, Piero, 2008. "Markets for information : of inefficient firewalls and efficient monopolies," UC3M Working papers. Economics we080201, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- Antonio Cabrales & Piero Gottardi, 2008. "Markets for Information: Of Inefficient Firewalls and Efficient Monopolies," Working Papers 2008_37, Department of Economics, University of Venice "Ca' Foscari".
Cited by:
- Michael Haliassos & Hector F. CALVO PARDO & Chryssi Giannitsarou & Luc Arrondel, 2016.
"Informative Social Interactions,"
2016 Meeting Papers
636, Society for Economic Dynamics.
- Arrondel, L. & Calvo-Pardo, H. & Giannitsarou, C. & Haliassos, M., 2019. "Informative Social Interactions," Cambridge Working Papers in Economics 1911, Faculty of Economics, University of Cambridge.
- Haliassos, Michael & Arrondel, Luc & Calvo Pardo, Héctor & Giannitsarou, Chryssi, 2022. "Informative Social Interactions," CEPR Discussion Papers 14840, C.E.P.R. Discussion Papers.
- Arrondel, Luc & Calvo-Pardo, Hector & Giannitsarou, Chryssi & Haliassos, Michael, 2019. "Informative social interactions," IMFS Working Paper Series 136, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Arrondel, Luc & Calvo-Pardo, Hector & Giannitsarou, Chryssi & Haliassos, Michael, 2022. "Informative social interactions," Journal of Economic Behavior & Organization, Elsevier, vol. 203(C), pages 246-263.
- Andrea Galeotti & Sanjeev Goyal, 2010. "The Law of the Few," American Economic Review, American Economic Association, vol. 100(4), pages 1468-1492, September.
- Cabrales, Antonio & Feri, Francesco & Gottardi, Piero & Meléndez-Jiménez, Miguel A., 2020.
"Can there be a market for cheap-talk information? An experimental investigation,"
Games and Economic Behavior, Elsevier, vol. 121(C), pages 368-381.
- Antonio Cabrales & Francesco Feri & Piero Gottardi & Miguel A. Meléndez-Jiménez, 2018. "Can there be a Market for Cheap-Talk Information? An Experimental Investigation," CESifo Working Paper Series 6975, CESifo.
- Aaron S. Edlin, 1997. "Is the Corner Electronics Store Violationg the Antitrust Laws? (or Why the Good Guys Aren't)," Levine's Working Paper Archive 1009, David K. Levine.
- Antonio Gabrales & Francesco Feri & Piero Gottardi & Miguel A. Meléndez-Jiménez & Antonio Cabrales, 2021.
"Communication and Social Preferences: An Experimental Analysis,"
CESifo Working Paper Series
8850, CESifo.
- Cabrales, Antonio & Feri, Francesco & Gottardi, Piero & Meléndez-Jiménez, Miguel A., 2021. "Communication and social preferences: an experimental analysis," CEPR Discussion Papers 15711, C.E.P.R. Discussion Papers.
- Gottardi, Piero & Meléndez-Jiménez, Miguel A. & Feri, Francesco, 2016.
"Can there be a market for cheap-talk information? Some experimental evidence,"
CEPR Discussion Papers
11206, C.E.P.R. Discussion Papers.
- Cabrales, Antonio; Feri, Francesco; Gottardi, Piero; Meléndez-Jiménez, Miguel A., 2016. "Can there be a market for cheap-talk information? Some experimental evidence," Economics Working Papers ECO2016/07, European University Institute.
- Viola Chen, 2008. "Essays in Applied Theory," Levine's Working Paper Archive 122247000000002243, David K. Levine.
- Ronel Elul & Piero Gottardi, 2008.
"Bankruptcy: Is it enough to Forgive or must we also Forget?,"
CESifo Working Paper Series
2313, CESifo.
- Ronel Elul & Piero Gottardi, 2015. "Bankruptcy: Is It Enough to Forgive or Must We Also Forget?," American Economic Journal: Microeconomics, American Economic Association, vol. 7(4), pages 294-338, November.
- Ronel Elul & Piero Gottardi, 2008. "Bankruptcy: Is It Enough to Forgive or Must We Also Forget?," Economics Working Papers ECO2008/41, European University Institute.
- Ronel Elul & Piero Gottardi, 2011. "Bankruptcy: is it enough to forgive or must we also forget?," Working Papers 11-14, Federal Reserve Bank of Philadelphia.
- Ronel Elul & Piero Gottardi, 2007. "Bankruptcy: Is it enough to forgive or must we also forget?," Working Papers 07-10, Federal Reserve Bank of Philadelphia.
- Piero Gottardi & Ronel Elul, 2007. "Bankruptcy: Is It Enough to Forgive or Must we Also Forget?," Working Papers 2007_23, Department of Economics, University of Venice "Ca' Foscari".
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"A Quantitative Theory of the Credit Score,"
Working Papers
770, Federal Reserve Bank of Minneapolis.
- Satyajit Chatterjee & Dean Corbae & Kyle P. Dempsey & José-Víctor Ríos-Rull, 2020. "A Quantitative Theory of the Credit Score," NBER Working Papers 27671, National Bureau of Economic Research, Inc.
- Satyajit Chatterjee & Dean Corbae & Kyle Dempsey & José‐Víctor Ríos‐Rull, 2023. "A Quantitative Theory of the Credit Score," Econometrica, Econometric Society, vol. 91(5), pages 1803-1840, September.
- Satyajit Chatterjee & Dean Corbae & Kyle Dempsey & José-Víctor Ríos-Rull, 2020. "A Quantitative Theory of the Credit Score," Working Papers 20-39, Federal Reserve Bank of Philadelphia.
- Satyajit c & Dean Corbae & Kyle Dempsey & Jose-Victor Rios-Rull, 2020. "A Quantitative Theory of the Credit Score," PIER Working Paper Archive 20-030, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Cyril Monnet & Erwan Quintin, 2018.
"Optimal Exclusion,"
2018 Meeting Papers
181, Society for Economic Dynamics.
- Cyril Monnet & Erwan Quintin, 2018. "Optimal Exclusion," Diskussionsschriften dp1814, Universitaet Bern, Departement Volkswirtschaft.
- Florian Exler & Michèle Tertilt, 2020.
"Consumer Debt and Default: A Macro Perspective,"
CESifo Working Paper Series
8105, CESifo.
- Florian Exler & Michéle Tertilt, 2020. "Consumer Debt and default: A Macro Perspective," CRC TR 224 Discussion Paper Series crctr224_2020_153v2, University of Bonn and University of Mannheim, Germany.
- Exler, Florian & Tertilt, Michèle, 2020. "Consumer Debt and Default: A Macro Perspective," IZA Discussion Papers 12966, Institute of Labor Economics (IZA).
- Antonios Nikolaos Kalyvas & Emmanuel Mamatzakis, 2017.
"Do creditor rights and information sharing affect the performance of foreign banks?,"
Post-Print
hal-02002554, HAL.
- Kalyvas, Antonios Nikolaos & Mamatzakis, Emmanuel, 2017. "Do creditor rights and information sharing affect the performance of foreign banks?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 50(C), pages 13-35.
- Emmanuel C. Mamatzakis & Antonios Kalyvas, 2017. "Do creditor rights and information sharing affect the performance of foreign banks?," Working Papers 232, Bank of Greece.
- Sergey Kovbasyuk & Giancarlo Spagnolo, 2021.
"Memory And Markets,"
Working Papers
w0284, New Economic School (NES).
- Sergei Kovbasyuk & Giancarlo Spagnolo, 2017. "Memory and Markets," CEIS Research Paper 415, Tor Vergata University, CEIS, revised 07 Dec 2017.
- Sergei Kovbasyuk & Giancarlo Spagnolo, 2016. "Memory and Markets," EIEF Working Papers Series 1606, Einaudi Institute for Economics and Finance (EIEF), revised Oct 2017.
- Marieke Bos & Leonard I. Nakamura, 2012. "Should defaults be forgotten? Evidence from legally mandated removal," Working Papers 12-29, Federal Reserve Bank of Philadelphia.
- Carlos Madeira, 2020. "The impact of information laws on consumer credit access: evidence from Chile," Working Papers Central Bank of Chile 873, Central Bank of Chile.
- Florian Exler & Igor Livshits & James MacGee & Michèle Tertilt, 2020.
"Consumer Credit with Over-optimistic Borrowers,"
Staff Working Papers
20-57, Bank of Canada.
- Florian Exler & Igor Livshits & James MacGee & Michele Tertilt, 2021. "Consumer Credit with Over-Optimistic Borrowers," Working Papers 21-42, Federal Reserve Bank of Philadelphia.
- Florian Exler & Igor Livshits & James MacGee & Michèle Tertilt, 2020. "Consumer Credit With Over-Optimistic Borrowers," CRC TR 224 Discussion Paper Series crctr224_2020_245, University of Bonn and University of Mannheim, Germany.
- Tertilt, Michèle & Exler, Florian & Livshits, Igor & MacGee, Jim, 2020. "Consumer Credit with Over-Optimistic Borrowers," CEPR Discussion Papers 15570, C.E.P.R. Discussion Papers.
- Kaya, Ayça & Roy, Santanu, 2022.
"Market screening with limited records,"
Games and Economic Behavior, Elsevier, vol. 132(C), pages 106-132.
- Ayca Kaya & Santanu Roy, 2020. "Market Screening with Limited Records," Departmental Working Papers 2006, Southern Methodist University, Department of Economics.
- Tertilt, Michèle & Exler, Florian, 2020. "Consumer Debt and Default: A Macroeconomic Perspective," CEPR Discussion Papers 14425, C.E.P.R. Discussion Papers.
- Philip Bond & Andrew F. Newman, 2006.
"Prohibitions on Punishments in Private Contracts,"
Boston University - Department of Economics - Working Papers Series
WP2006-060, Boston University - Department of Economics.
- Andrew Newman & Philip Bond, 2004. "Prohibitions on Punishments in Private Contracts," Econometric Society 2004 North American Winter Meetings 143, Econometric Society.
- Bond, Philip & Newman, Andrew F., 2009. "Prohibitions on punishments in private contracts," Journal of Financial Intermediation, Elsevier, vol. 18(4), pages 526-540, October.
- Margherita Bottero & Giancarlo Spagnolo, 2013. "Limited credit records and market outcomes," Temi di discussione (Economic working papers) 903, Bank of Italy, Economic Research and International Relations Area.
- Francesco Decarolis & Giancarlo Spagnolo & Riccardo Pacini, 2016. "Past Performance and Procurement Outcomes," NBER Working Papers 22814, National Bureau of Economic Research, Inc.
- Marieke Bos & Emily Breza & Andres Liberman, 2016.
"The Labor Market Effects of Credit Market Information,"
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22436, National Bureau of Economic Research, Inc.
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- Fujimoto, Junichi & Lee, Junsang, 2020. "Optimal self-financing microfinance contracts when borrowers have risk aversion and limited commitment," Journal of Mathematical Economics, Elsevier, vol. 91(C), pages 60-79.
- Lance Palmer & Vibha Bhargava, 2018. "Forms of Wealth Associated with Attaining Peer Group Net Worth Following Bankruptcy," Social Science Quarterly, Southwestern Social Science Association, vol. 99(1), pages 97-117, March.
- Andres Liberman & Christopher Neilson & Luis Opazo & Seth Zimmerman, 2018. "The Equilibrium Effects of Information Deletion: Evidence from Consumer Credit Markets," NBER Working Papers 25097, National Bureau of Economic Research, Inc.
- Saengchote, Kanis & Tirapat, Sunti, 2017. "What happens when we forget? The effect of removing adverse information on access to credit," Economics Letters, Elsevier, vol. 151(C), pages 96-99.
- Nicolás de Roux, 2021. "Exogenous shocks, credit reports and access to credit: Evidence from colombian coffee producers," Documentos CEDE 19769, Universidad de los Andes, Facultad de Economía, CEDE.
- Daniel Monte & Roberto Pinheiro, 2017.
"Costly Information Intermediation as a Natural Monopoly,"
Working Papers
17-21R, Federal Reserve Bank of Cleveland.
- Daniel Monte & Roberto Pinheiro, 2017. "Costly Information Intermediation as a Natural Monopoly," Working Papers (Old Series) 1721, Federal Reserve Bank of Cleveland.
- C. Cahn & M. Girotti & A. Landier, 2017.
"Entrepreneurship and Information on Past Failures: A Natural Experiment,"
Working papers
644, Banque de France.
- Cahn, Christophe & Girotti, Mattia & Landier, Augustin, 2021. "Entrepreneurship and information on past failures: A natural experiment," Journal of Financial Economics, Elsevier, vol. 141(1), pages 102-121.
- Tal Gross & Matthew J. Notowidigdo & Jialan Wang, 2016. "The Marginal Propensity to Consume Over the Business Cycle," NBER Working Papers 22518, National Bureau of Economic Research, Inc.
- Andres Liberman & Christopher A. Neilson & Luis Opazo & Seth Zimmerman, 2019. "Equilibrium Effects of Asymmetric Information on Consumer Credit Markets," Working Papers 2019-7, Princeton University. Economics Department..
- Krause, Andreas, 2022. "The optimal exclusion length of borrowers after default," Economics Letters, Elsevier, vol. 220(C).
- University of Venice & Nicola Pavoni & Piero Gottardi, 2008.
"Ramsey Asset Taxation under Asymmetric Information,"
2008 Meeting Papers
309, Society for Economic Dynamics.
Cited by:
- Abraham, Arpad; Koehne, Sebastian; Pavoni, Nicola, 2014.
"Optimal Income Taxation with Asset Accumulation,"
Economics Working Papers
ECO2014/14, European University Institute.
- Köhne, Sebastian & Abraham, Arpad & Pavoni, Nicola, 2014. "Optimal Income Taxation with Asset Accumulation," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100406, Verein für Socialpolitik / German Economic Association.
- Sebastian Koehne & Nicola Pavoni & Arpad Abraham, 2011. "Optimal Income Taxation with Asset Accumulation," 2011 Meeting Papers 1161, Society for Economic Dynamics.
- Árpád Ábrahám & Sebastian Koehne & Nicola Pavoni, 2014. "Optimal Income Taxation with Asset Accumulation," CESifo Working Paper Series 5138, CESifo.
- Abraham, Arpad & Koehne, Sebastian & Pavoni, Nicola, 2012. "Optimal income taxation with asset accumulation," MPRA Paper 38629, University Library of Munich, Germany.
- Bertola, Giuseppe & Koeniger, Winfried, 2014.
"Hidden Insurance in a Moral Hazard Economy,"
CEPR Discussion Papers
9864, C.E.P.R. Discussion Papers.
- Bertola, Giuseppe & Koeniger, Winfried, 2013. "Hidden Insurance in a Moral Hazard Economy," Economics Working Paper Series 1337, University of St. Gallen, School of Economics and Political Science.
- Bertola, Giuseppe & Koeniger, Winfried, 2013. "Hidden insurance in a moral hazard economy," CFS Working Paper Series 2013/25, Center for Financial Studies (CFS).
- Bertola, Giuseppe & Koeniger, Winfried, 2013. "Hidden Insurance in a Moral Hazard Economy," IZA Discussion Papers 7806, Institute of Labor Economics (IZA).
- Giuseppe Bertola & Winfried Koeniger, 2015. "Hidden insurance in a moral-hazard economy," RAND Journal of Economics, RAND Corporation, vol. 46(4), pages 777-790, October.
- Sebastian Koehne & Nicola Pavoni & Arpad Abraham, 2010.
"On the First-Order Approach in Principal-Agent Models with Hidden Borrowing and Lending,"
2010 Meeting Papers
947, Society for Economic Dynamics.
- Ábrahám, Árpád & Koehne, Sebastian & Pavoni, Nicola, 2011. "On the first-order approach in principal-agent models with hidden borrowing and lending," Journal of Economic Theory, Elsevier, vol. 146(4), pages 1331-1361, July.
- Abraham, Arpad; Koehne, Sebastian; Pavoni, Nicola, 2014.
"Optimal Income Taxation with Asset Accumulation,"
Economics Working Papers
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"Social Security and Risk Sharing,"
Economics Working Papers
ECO2009/12, European University Institute.
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European Economy - Economic Papers 2008 - 2015
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"Uncertain delivery in markets for lemons,"
FEP Working Papers
310, Universidade do Porto, Faculdade de Economia do Porto.
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"Asset Commonality, Debt Maturity and Systemic Risk,"
CEPR Discussion Papers
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- Franklin Allen & Ana Babus & Elena Carletti, 2010. "Asset Commonality, Debt Maturity, and Systemic Risk," NBER Chapters, in: Market Institutions and Financial Market Risk, National Bureau of Economic Research, Inc.
- Allen, Franklin & Babus, Ana & Carletti, Elena, 2013. "Asset Commonality, Debt Maturity and Systemic Risk," Working Papers 10-30, University of Pennsylvania, Wharton School, Weiss Center.
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"Competing Mechanisms in Markets for Lemons,"
Economics Working Papers
ECO2016/01, European University Institute.
- Piero Gottardi & Sarah Auster, 2016. "Competing Mechanisms in Markets for Lemons," 2016 Meeting Papers 264, Society for Economic Dynamics.
- Auster, Sarah & Gottardi, Piero, 2019. "Competing mechanisms in markets for lemons," Theoretical Economics, Econometric Society, vol. 14(3), July.
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"Optimal Ex Post Risk Adjustment in Markets with Adverse Selection ,"
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hal-02130442, HAL.
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"Competitive Screening in Insurance Markets with Endogenous Wealth Heterogeneity,"
SOI - Working Papers
0907, Socioeconomic Institute - University of Zurich, revised Jun 2009.
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- Joao Correia-da-Silva & Carlos Hervés-Beloso, 2012.
"Irrelevance of private information in two-period economies with more goods than states of nature,"
FEP Working Papers
473, Universidade do Porto, Faculdade de Economia do Porto.
- João Correia-da-Silva & Carlos Hervés-Beloso, 2014. "Irrelevance of private information in two-period economies with more goods than states of nature," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 55(2), pages 439-455, February.
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- Alberto Bisin & Gian Luca Clementi & Piero Gottardi, 2014.
"Capital Structure and Hedging Demand with Incomplete Markets,"
NBER Working Papers
20345, National Bureau of Economic Research, Inc.
- Gottardi, Piero & Bisin, Alberto & Clementi, Gian Luca, 2022. "Capital Structure and Hedging Demand with Incomplete Markets," CEPR Discussion Papers 16968, C.E.P.R. Discussion Papers.
- Diasakos, Theodoros M & Koufopoulos, Kostas, 2013.
"Efficient Nash Equilibrium under Adverse Selection,"
SIRE Discussion Papers
2013-92, Scottish Institute for Research in Economics (SIRE).
- Theodoros M. Diasakos & Kostas Koufopoulos, 2011. "Efficient Nash Equilibrium under Adverse Selection," Carlo Alberto Notebooks 215, Collegio Carlo Alberto.
- Wanda Mimra & Achim Wambach, 2011. "A Game-Theoretic Foundation for the Wilson Equilibrium in Competitive Insurance Markets with Adverse Selection," CESifo Working Paper Series 3412, CESifo.
- Carvajal, Andrés & Thereze, João, 2023. "Insurance contracts and financial markets," Mathematical Social Sciences, Elsevier, vol. 121(C), pages 8-19.
- Anastasios Dosis, 2016. "Investment, Adverse Selection and Optimal Redistributive Taxation," Working Papers hal-01285163, HAL.
- Weerachart Kilenthong & Robert Townsend, 2014. "Segregated Security Exchanges with Ex Ante Rights to Trade: A Market-Based Solution to Collateral-Constrained Externalities," NBER Working Papers 20086, National Bureau of Economic Research, Inc.
- Martin Meier & Enrico Minelli & Herakles Polemarchakis, 2009.
"Competitive Markets with Private Information on Both Sides,"
Working Papers
0917, University of Brescia, Department of Economics.
- Martin Meier & Enrico Minelli & Herakles Polemarchakis, 2014. "Competitive markets with private information on both sides," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 55(2), pages 257-280, February.
- Joao Correia-da-Silva & Carlos Herves-Beloso, 2010. "Two-period economies with private state verification," FEP Working Papers 374, Universidade do Porto, Faculdade de Economia do Porto.
- Wanda Mimra & Achim Wambach, 2014. "New Developments in the Theory of Adverse Selection in Competitive Insurance," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 39(2), pages 136-152, September.
- Braverman, Mark & Chassang, Sylvain, 2022. "Data-driven incentive alignment in capitation schemes," Journal of Public Economics, Elsevier, vol. 207(C).
- Anastasios Dosis, 2016. "An Efficient Mechanism for Competitive Markets with Adverse Selection," Working Papers hal-01282772, HAL.
- Dosis, Anastasios, 2016. "Investment, Adverse Selection and Optimal Redistributive Taxation," ESSEC Working Papers WP1605, ESSEC Research Center, ESSEC Business School.
- Correia-da-Silva, João, 2012. "General equilibrium in markets for lemons," Journal of Mathematical Economics, Elsevier, vol. 48(3), pages 187-195.
- Ueda, Kenichi, 2013. "Banks as coordinators of economic growth and stability: Microfoundation for macroeconomy with externality," Journal of Economic Theory, Elsevier, vol. 148(1), pages 322-352.
- Lensman, Todd & Troshkin, Maxim, 2022. "Implications of uncertainty for optimal policies," Journal of Economic Theory, Elsevier, vol. 199(C).
- Li, Anqi & Xing, Yiqing, 2020. "Intermediated implementation," European Economic Review, Elsevier, vol. 123(C).
- Borys Grochulski, 2013. "Pecuniary Externalities, Segregated Exchanges, and Market Liquidity in a Diamond-Dybvig Economy with Retrade," Economic Quarterly, Federal Reserve Bank of Richmond, issue 4Q, pages 305-340.
- Labadie, Pamela, 2009. "Anonymity and individual risk," Journal of Economic Theory, Elsevier, vol. 144(6), pages 2440-2453, November.
- Matt Darst & Ehraz Refayet, 2019. "Mixed Signals: Investment Distortions with Adverse Selection," Finance and Economics Discussion Series 2019-044, Board of Governors of the Federal Reserve System (U.S.).
- Pamela Labadie, 2008. "Retrading in Competitive Equilibria with Adverse Selection," 2008 Meeting Papers 838, Society for Economic Dynamics.
- Dosis, Anastasios, 2016. "An Efficient Mechanism for Competitive Markets with Adverse Selection," ESSEC Working Papers WP1604, ESSEC Research Center, ESSEC Business School.
- Scotchmer, Suzanne & Shannon, Chris, 2019.
"Verifiability and group formation in markets,"
Journal of Economic Theory, Elsevier, vol. 183(C), pages 417-477.
- Suzanne Scotchmer & Chris Shannon, 2010. "Verifiability and Group Formation in Markets," Levine's Working Paper Archive 661465000000000289, David K. Levine.
- Paul Oslington, 2012. "General Equilibrium: Theory and Evidence," The Economic Record, The Economic Society of Australia, vol. 88(282), pages 446-448, September.
- Dosis, Anastasios, 2022. "Price caps and efficiency in markets with adverse selection," Journal of Mathematical Economics, Elsevier, vol. 99(C).
- Etro, Federico, 2017. "Research in economics and game theory. A 70th anniversary," Research in Economics, Elsevier, vol. 71(1), pages 1-7.
- Alberto Bisin & Piero Gottardi & Adriano A. Rampini, 2004.
"Managerial Hedging and Portfolio Monitoring,"
CESifo Working Paper Series
1322, CESifo.
- Alberto Bisin & Piero Gottardi & Adriano A. Rampini, 2008. "Managerial Hedging and Portfolio Monitoring," Journal of the European Economic Association, MIT Press, vol. 6(1), pages 158-209, March.
- Piero Gottardi & Alberto Bisin & Adriano Rampini, 2007. "Managerial Hedging and Portfolio Monitoring," Working Papers 2007_24, Department of Economics, University of Venice "Ca' Foscari".
Cited by:
- Luigi Iovino, 2012.
"Sophisticated Intermediation and Aggregate Volatility,"
2012 Meeting Papers
965, Society for Economic Dynamics.
- Luigi Iovino, 2014. "Sophisticated Intermediation and Aggregate Volatility," 2014 Meeting Papers 1044, Society for Economic Dynamics.
- Alberto Bisin & Piero Gottardi & Guido Ruta, 2010.
"Equilibrium Corporate Finance,"
Economics Working Papers
ECO2010/01, European University Institute.
- Guido Ruta & Piero Gottardi, 2009. "Equilibrium corporate finance," 2009 Meeting Papers 149, Society for Economic Dynamics.
- Bisin, Alberto; & Gottardi, Piero; & Ruta, Guido, 2014.
"Equilibrium corporate finance and intermediation,"
Economics Working Papers
ECO2014/09, European University Institute.
- Piero Gottardi & Guido Ruta & Alberto Bisin, 2015. "Equilibrium Corporate Finance and Intermediation," 2015 Meeting Papers 358, Society for Economic Dynamics.
- Reich, S., 2007. "Robust Incentives," Cambridge Working Papers in Economics 0729, Faculty of Economics, University of Cambridge.
- Viral V. Acharya & Alberto Bisin, 2009. "Managerial hedging, equity ownership, and firm value," RAND Journal of Economics, RAND Corporation, vol. 40(1), pages 47-77, March.
- Marie‐Hélène Gagnon & Aurélien Philippot, 2020. "Are Incentive Contract Settlements Nonevents?," International Review of Finance, International Review of Finance Ltd., vol. 20(4), pages 983-992, December.
- Milo Bianchi & Rose-Anne Dana & Elyès Jouini, 2022.
"Equilibrium CEO contract with belief heterogeneity,"
Post-Print
halshs-03839944, HAL.
- Milo Bianchi & Rose-Anne Dana & Elyès Jouini, 2022. "Equilibrium CEO contract with belief heterogeneity," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 74(2), pages 505-546, September.
- Milo Bianchi & Rose-Anne Dana & Elyès Jouini, 2022. "Equilibrium CEO contract with belief heterogeneity," PSE-Ecole d'économie de Paris (Postprint) halshs-03839944, HAL.
- Bianchi, Milo & Dana, Rose-Anne & Jouini, Elyès, 2021. "Equilibrium CEO Contract with Belief Heterogeneity," TSE Working Papers 21-1253, Toulouse School of Economics (TSE).
- Jongwon Park & Sunyoung Kim & Albert Tsang, 2023. "CEO Personal Hedging and Corporate Social Responsibility," Journal of Business Ethics, Springer, vol. 182(1), pages 199-221, January.
- Green, Daniel & Liu, Ernest, 2021. "A dynamic theory of multiple borrowing," Journal of Financial Economics, Elsevier, vol. 139(2), pages 389-404.
- Alberto Bisin & Gian Luca Clementi & Piero Gottardi, 2014.
"Capital Structure and Hedging Demand with Incomplete Markets,"
NBER Working Papers
20345, National Bureau of Economic Research, Inc.
- Gottardi, Piero & Bisin, Alberto & Clementi, Gian Luca, 2022. "Capital Structure and Hedging Demand with Incomplete Markets," CEPR Discussion Papers 16968, C.E.P.R. Discussion Papers.
- Avdjiev, Stefan & Zeng, Zheng, 2009. "Impact of heterogeneous managerial productivity on executive hedge markets in an asymmetric information environment," Finance Research Letters, Elsevier, vol. 6(4), pages 187-201, December.
- Papa, Gianluca & Speciale, Biagio, 2011. "Financial leverage and managerial compensation: Evidence from the UK," Research in Economics, Elsevier, vol. 65(1), pages 36-46, March.
- Canidio, Andrea, 2018. "Financial incentives for open source development: the case of Blockchain," MPRA Paper 85352, University Library of Munich, Germany.
- Yu Huang & Nengjiu Ju & Hao Xing, 2023. "Performance Evaluation, Managerial Hedging, and Contract Termination," Management Science, INFORMS, vol. 69(8), pages 4953-4971, August.
- Choe, Chongwoo & Lien, Donald & Yu, Chia-Feng (Jeffrey), 2015. "Optimal managerial hedging and contracting with self-esteem concerns," International Review of Economics & Finance, Elsevier, vol. 37(C), pages 354-367.
- Boğaçhan Çelen & Saltuk Özertürk, 2012. "Acquisition Of Information To Diversify Contractual Risk," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 53(1), pages 133-156, February.
- Gao, Huasheng, 2010. "Optimal compensation contracts when managers can hedge," Journal of Financial Economics, Elsevier, vol. 97(2), pages 218-238, August.
- Martine Quinzii & Michael Magill, 1899.
"Normative Properties Of Stock Market Equilibrium With Moral Hazard,"
Working Papers
79, University of California, Davis, Department of Economics.
- Magill, Michael & Quinzii, Martine, 2008. "Normative properties of stock market equilibrium with moral hazard," Journal of Mathematical Economics, Elsevier, vol. 44(7-8), pages 785-806, July.
- Bisin, Alberto & Guaitoli, Danilo, 2012. "Information extraction and norms of mutual protection," Journal of Economic Behavior & Organization, Elsevier, vol. 84(1), pages 154-162.
- Piero Gottardi & Felix Kubler, 2004.
"Ex Ante Optimality and Social Security,"
2004 Meeting Papers
626, Society for Economic Dynamics.
Cited by:
- Francisco Gomes & Alexander Michaelides & Valery Polkovnichenko, 2009.
"Quantifying the Distortionary Fiscal Cost of ‘The Bailout’,"
Working Papers
2009-6, Central Bank of Cyprus.
- Michaelides, Alexander & Gomes, Francisco & ,, 2010. "Quantifying the Distortionary Fiscal Cost of ?The Bailout?," CEPR Discussion Papers 7941, C.E.P.R. Discussion Papers.
- Gomes, Francisco & Michaelides, Alexander, 2005.
"Asset pricing with limited risk sharing and heterogeneous agents,"
LSE Research Online Documents on Economics
24649, London School of Economics and Political Science, LSE Library.
- Michaelides, Alexander & Gomes, Francisco, 2007. "Asset Pricing with Limited Risk Sharing and Heterogeneous Agents," CEPR Discussion Papers 6136, C.E.P.R. Discussion Papers.
- Francisco Gomes & Alexander Michaelides, 2008. "Asset Pricing with Limited Risk Sharing and Heterogeneous Agents," The Review of Financial Studies, Society for Financial Studies, vol. 21(1), pages 415-448, January.
- Valery Polkovnichenko & Alexander Michaelides & Francisco Gomes, 2007. "Fiscal Policy, Asset Pricing and Economic Activity in a Savers-Spenders Economy," 2007 Meeting Papers 191, Society for Economic Dynamics.
- Francisco Gomes & Alexander Michaelides & Valery Polkovnichenko, 2009.
"Quantifying the Distortionary Fiscal Cost of ‘The Bailout’,"
Working Papers
2009-6, Central Bank of Cyprus.
- Piero Gottardi & Roberto Serrano, 2002.
"Market Power and Information Revelation in Dynamic Trading,"
Economics Working Papers
0027, Institute for Advanced Study, School of Social Science.
- Piero Gottardi & Roberto Serrano, 2005. "Market Power And Information Revelation In Dynamic Trading," Journal of the European Economic Association, MIT Press, vol. 3(6), pages 1279-1317, December.
- Piero Gottardi & Roberto Serrano, 2004. "Market Power and Information Revelation in Dynamic Trading," CESifo Working Paper Series 1300, CESifo.
- Piero Gottardi & Roberto Serrano, 2002. "Market Power and Information Revelation in Dynamic Trading," Game Theory and Information 0203005, University Library of Munich, Germany.
Cited by:
- Yusuke Kamishiro & Roberto Serrano, 2009.
"Equilibrium blocking in large quasilinear economies,"
Working Papers
2009-12, Instituto Madrileño de Estudios Avanzados (IMDEA) Ciencias Sociales.
- Yusuke Kamishiro & Roberto Serrano, 2009. "Equilibrium Blocking in Large Quasilinear Economies," Working Papers 2009-12, Brown University, Department of Economics.
- Yusuke Kamishiro & Roberto Serrano, 2009. "Equilibrium Blocking in Large Quasilinear Economies," Working Papers wp2009_0911, CEMFI.
- BOCHET, Olivier, 2005.
"Switching from complete to incomplete information,"
LIDAM Discussion Papers CORE
2005063, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Bochet, O.L.A., 2005. "Switching from complete to incomplete information," Research Memorandum 037, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Bochet, Olivier, 2007. "Switching from complete to incomplete information," Journal of Mathematical Economics, Elsevier, vol. 43(6), pages 735-748, August.
- Majumdar, Dipjyoti & Shneyerov, Art & Xie, Huan, 2010.
"How Optimism Leads to Price Discovery and Efficiency in a Dynamic Matching Market,"
Microeconomics.ca working papers
artyom_shneyerov-2010-32, Vancouver School of Economics, revised 26 Oct 2010.
- Dipjyoti Majumdar & Artyom Shneyerov & Huan Xie, 2010. "How Optimism Leads to Price Discovery and Efficiency in a Dynamic Matching Market," Working Papers 10004, Concordia University, Department of Economics.
- Ciara Whelan & Patrick P. Walsh & Franco Mariuzzo, 2006.
"Merger control in differentiated product industries,"
Open Access publications
10197/137, School of Economics, University College Dublin.
- Franco Mariuzzo & Patrick Paul Walsh & Ciara Whelan, 2004. "EU Merger Control in Differentiated Product Industries," CESifo Working Paper Series 1312, CESifo.
- Ciara Whelan & Patrick P. Walsh & Franco Mariuzzo, 2004. "EU merger control in differentiated product industries," Open Access publications 10197/138, School of Economics, University College Dublin.
- Franco Mariuzzo & Patrick Paul Walsh & Ciara Whelan, 2005. "Merger Control in Differentiated Product Industries," Working Papers 200508, School of Economics, University College Dublin.
- Sergei Severinov & Michael Peters, 2004. "Internet Trading Mechanisms And Rational Expectations," Econometric Society 2004 North American Winter Meetings 551, Econometric Society.
- Dipjyoti Majumdar & Artyom Shneyerov & Huan Xie, 2016. "An optimistic search equilibrium," Review of Economic Design, Springer;Society for Economic Design, vol. 20(2), pages 89-114, June.
- Michael Peters & Sergei Severinov, 2008.
"An ascending double auction,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 37(2), pages 281-306, November.
- Peters, Michael & Severinov, Sergei, 2003. "An Ascending Double Auction," Microeconomics.ca working papers peters-03-12-16-01-57-39, Vancouver School of Economics, revised 26 Feb 2005.
- Palazzo, Francesco & Zhang, Min, 2017. "Information disclosure and asymmetric speed of learning in booms and busts," Economics Letters, Elsevier, vol. 158(C), pages 37-40.
- Dmitry Levando, 2012. "A Survey Of Strategic Market Games," Economic Annals, Faculty of Economics and Business, University of Belgrade, vol. 57(194), pages 63-106, July - Se.
- Isaac, Tanguy, 2011. "A new equilibrium in the one-sided asymmetric information market with pairwise meetings," Mathematical Social Sciences, Elsevier, vol. 61(3), pages 152-156, May.
- Peters,M. & Severinov,S., 2001.
"Internet auctions with many traders,"
Working papers
11, Wisconsin Madison - Social Systems.
- Michael Peters & Sergei Severinov, 2001. "Internet Auctions with Many Traders," Working Papers peters-01-01, University of Toronto, Department of Economics.
- Peters, Michael & Severinov, Sergei, 2006. "Internet auctions with many traders," Journal of Economic Theory, Elsevier, vol. 130(1), pages 220-245, September.
- Peters, Michael & Severinov, Sergei, 2005. "Internet Auctions with Many Traders," Microeconomics.ca working papers peters-05-03-30-03-06-03, Vancouver School of Economics, revised 23 Jan 2006.
- Peck, James, 2014. "A battle of informed traders and the market game foundations for rational expectations equilibrium," Games and Economic Behavior, Elsevier, vol. 88(C), pages 153-173.
- Perea ý Monsuwé, A., 2005. "A model of minimal probabilistic belief revision," Research Memorandum 035, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- José Ramón Martínez-Resano, 2005. "Size and heterogeneity matter. A microstructure-based analysis of regulation of secondary markets for governments bonds," Occasional Papers 0501, Banco de España.
- Isaac Tanguy, 2010. "Information Revelation in Markets with Pairwise Meetings: Complete Revelation in Dynamic Analysis," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 10(1), pages 1-17, January.
- J.Ramon Martinez-Resano, 2005. "Size And Heterogeneity Matter. A Microstructure-Based Analysis Of Regulation Of Secondary Markets For Government Bonds," Finance 0508007, University Library of Munich, Germany.
- Zhou, Deqing, 2016. "Public disclosure, information leakage, and strategic trading," Economics Letters, Elsevier, vol. 147(C), pages 46-50.
- Gottardi, Piero & Rahi, Rohit, 2001.
"Efficiency Properties of Rational Expectations Equilibria with Asymmetric Information,"
CEPR Discussion Papers
2922, C.E.P.R. Discussion Papers.
- Rohit Rahi & Piero Gottardi, 2001. "Efficiency Properties of Rational Expectations Equilibria with Asymmetric Information," FMG Discussion Papers dp381, Financial Markets Group.
- Rohit Rahi, 2000. "Efficiency Properties of Rational Expectations Equilibria with Asymmetric Information," Econometric Society World Congress 2000 Contributed Papers 1468, Econometric Society.
- Gottardi, Piero & Rahi, Rohit, 2001. "Efficiency properties of rational expectations equilibria with asymmetric information," LSE Research Online Documents on Economics 25059, London School of Economics and Political Science, LSE Library.
Cited by:
- Piero Gottardi & Rohit Rahi, 2010.
"Value of Information in Competitive Economies with Incomplete Markets,"
FMG Discussion Papers
dp658, Financial Markets Group.
- Gottardi, Piero & Rahi, Rohit, 2010. "Value of information in competitive economies with incomplete markets," LSE Research Online Documents on Economics 119083, London School of Economics and Political Science, LSE Library.
- Piero Gottardi & Rohit Rahi, 2014. "Value Of Information In Competitive Economies With Incomplete Markets," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 55(1), pages 57-81, February.
- Gottardi, Piero & Rahi, Rohit, 2007. "Value of information in competitive economies with incomplete markets," LSE Research Online Documents on Economics 4749, London School of Economics and Political Science, LSE Library.
- Piero Gottardi & Rohit Rahi, 2007. "Value of Information in Competitive Economies with Incomplete Markets," Working Papers 2007_25, Department of Economics, University of Venice "Ca' Foscari".
- Rohit Rahi & Piero Gottardi, 2007. "Value of Information in Competitive Economies with Incomplete Markets," FMG Discussion Papers dp596, Financial Markets Group.
- Piero Gottardi & Rohit Rahi, 2010. "Value of Information in Competitive Economies with Incomplete Markets," Economics Working Papers ECO2010/34, European University Institute.
- Juan Carlos Hatchondo, 2005.
"The value of information with heterogeneous agents and partially revealing prices,"
Working Paper
05-06, Federal Reserve Bank of Richmond.
- Juan Hatchondo, 2004. "The value of information with heterogeneous agents and partially revealing prices," Econometric Society 2004 North American Summer Meetings 175, Econometric Society.
- Alberto Bisin & Piero Gottardi, 2000.
"Decentralizing Incentive Efficient Allocations of Economies with Adverse Selection,"
Econometric Society World Congress 2000 Contributed Papers
0855, Econometric Society.
Cited by:
- Jerez, Belén, 2003.
"Incentive compatibility and pricing under moral hazard,"
UC3M Working papers. Economics
we035722, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- Belen Jerez, 2005. "Incentive Compatibility and Pricing under Moral Hazard," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 8(1), pages 28-47, January.
- Jerez, Belen, 2003.
"A dual characterization of incentive efficiency,"
Journal of Economic Theory, Elsevier, vol. 112(1), pages 1-34, September.
- Bel? Jerez, 2001. "A Dual Characterization of Incentive Efficiency," UFAE and IAE Working Papers 494.01, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
- Jerez, Belén, 2003.
"Incentive compatibility and pricing under moral hazard,"
UC3M Working papers. Economics
we035722, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- Subir Chattopadhyay & Piero Gottardi, 1999.
"Stochastic OLG Models, Market Structure, and Optimality,"
Working Papers
99-12, Brown University, Department of Economics.
- Chattopadhyay, Subir & Gottardi, Piero, 1999. "Stochastic OLG Models, Market Structure, and Optimality," Journal of Economic Theory, Elsevier, vol. 89(1), pages 21-67, November.
- Piero Gottardi & Subir Chattopadhyay, 1999. "- Stochastic Olg Models, Market Structure And Optimality," Working Papers. Serie AD 1999-15, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
Cited by:
- Olivier Blanchard & Philippe Weil, 2001.
"Dynamic Efficiency, the Riskless Rate, and Debt Ponzi Games under Uncertainty,"
Sciences Po publications
info:hdl:2441/8607, Sciences Po.
- Olivier J. Blanchard & Philippe Weil, 2001. "Dynamic Efficiency, the Riskless Rate, and Debt Ponzi Games under Uncertainty," Post-Print hal-01030812, HAL.
- Olivier J. Blanchard & Philippe Weil, 2001. "Dynamic Efficiency, the Riskless Rate, and Debt Ponzi Games under Uncertainty," SciencePo Working papers Main hal-01030812, HAL.
- Blanchard Olivier & Weil Philippe, 2001. "Dynamic Efficiency, the Riskless Rate, and Debt Ponzi Games under Uncertainty," The B.E. Journal of Macroeconomics, De Gruyter, vol. 1(2), pages 1-23, November.
- Olivier Blanchard & Philippe Weil, 1992. "Dynamic Efficiency, the Riskless Rate, and Debt Ponzi Games under Uncertainty," Working Papers hal-03399126, HAL.
- Olivier Jean Blanchard & Philippe Weil, 1992. "Dynamic Efficiency, the Riskless Rate, and Debt Ponzi Games Under Uncertainty," NBER Working Papers 3992, National Bureau of Economic Research, Inc.
- Olivier Blanchard & Philippe Weil, 1992. "Dynamic Efficiency, the Riskless Rate, and Debt Ponzi Games under Uncertainty," SciencePo Working papers Main hal-03399126, HAL.
- Piero Gottardi & Felix Kubler, 2009.
"Social Security and Risk Sharing,"
Economics Working Papers
ECO2009/12, European University Institute.
- Felix Kubler & Department of Economics & Department of Economics & Piero Gottardi, 2007. "Social Security and RIsk Sharing," 2007 Meeting Papers 625, Society for Economic Dynamics.
- Gottardi, Piero & Kubler, Felix, 2011. "Social security and risk sharing," Journal of Economic Theory, Elsevier, vol. 146(3), pages 1078-1106, May.
- Piero Gottardi & Felix Kubler, 2006. "Social Security and Risk Sharing," CESifo Working Paper Series 1705, CESifo.
- Piero Gottardi & Felix Kubler, 2006. "Social Security and Risk Sharing," Working Papers 2006_38, Department of Economics, University of Venice "Ca' Foscari".
- Barbie, Martin & Hagedorn, Marcus & Kaul, Ashok, 2000.
"Dynamic Efficiency and Pareto Optimality in a Stochastic OLG Model with Production and Social Security,"
Bonn Econ Discussion Papers
8/2000, University of Bonn, Bonn Graduate School of Economics (BGSE).
- Barbie, Martin & Hagedorn, Marcus & Kaul, Ashok, 2000. "Dynamic Efficiency and Pareto Optimality in a Stochastic OLG Model with Production and Social Security," IZA Discussion Papers 209, Institute of Labor Economics (IZA).
- Subir Chattopadhyay, 2000. "The Unit Root Property And Optimality: A Simple Proof," Working Papers. Serie AD 2000-31, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- J. Ignacio Conde-Ruiz & Eduardo L. Gimenez & Mikel Perez-Nievas, 2006.
"Millian Efficiency with Endogenous Fertility,"
Documentos de trabajo - Analise Economica
0037, IDEGA - Instituto Universitario de Estudios e Desenvolvemento de Galicia.
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Cited by:
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"Adverse Selection in the Annuity Market and the Role for Social Security,"
2008 Meeting Papers
264, Society for Economic Dynamics.
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"Ambiguity Aversion and Incompleteness of Financial Markets,"
Papiers d'Economie Mathématique et Applications
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- Alberto Bisin & Danilo Guaitoli, 2004.
"Moral Hazard and Nonexclusive Contracts,"
RAND Journal of Economics, The RAND Corporation, vol. 35(2), pages 306-328, Summer.
- Alberto Bisin & Danilo Guaitoli, 1998. "Moral hazard and non-exclusive contracts," Economics Working Papers 345, Department of Economics and Business, Universitat Pompeu Fabra.
- Bisin, Alberto & Guaitoli, Danilo, 1998. "Moral Hazard and Non-Exclusive Contracts," CEPR Discussion Papers 1987, C.E.P.R. Discussion Papers.
- Bisin, A. & Guaitoli, D., 1998. "Moral Hazard and Non-Exclusive Contracts," Working Papers 98-24, C.V. Starr Center for Applied Economics, New York University.
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06a4e5b2-f380-4d5b-a96f-8, Tilburg University, School of Economics and Management.
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- Herings, P.J.J. & Kubler, F., 1999. "The Robustness of the CAPM - A Computational Approach," Discussion Paper 1999-54, Tilburg University, Center for Economic Research.
- P. Jean-Jacques Herings & Felix Kubler, 2000. "The Robustness of the CAPM-A Computational Approach," Econometric Society World Congress 2000 Contributed Papers 0400, Econometric Society.
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- Bernard Cornet & Ramu Gopalan, 2009. "Arbitrage and equilibrium with portofolio constraints," Documents de travail du Centre d'Economie de la Sorbonne 09077, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Bernard Cornet & Ramu Gopalan, 2010. "Arbitrage and equilibrium with portfolio constraints," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00629777, HAL.
- Bernard Cornet & Ramu Gopalan, 2010. "Arbitrage and equilibrium with portfolio constraints," PSE-Ecole d'économie de Paris (Postprint) hal-00629777, HAL.
- Bernard Cornet & Ramu Gopalan, 2010. "Arbitrage and equilibrium with portfolio constraints," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 45(1), pages 227-252, October.
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- Herings, P.J.J. & Polemarchakis, H.M., 2000. "Equilibrium and arbitrage in incomplete asset markets with fixed prices," Research Memorandum 004, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Polemarchakis, H. M. & Herings, P. J. J., 2000. "Equilibrium and arbitrage in incomplete asset markets with fixed prices," HEC Research Papers Series 696, HEC Paris.
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Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
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- Sebastián Cea-Echenique & Juan Pablo Torres-Martínez, 2014. "Credit segmentation in general equilibrium," Documents de travail du Centre d'Economie de la Sorbonne 14095, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Sebastián Cea-Echenique & Juan Pablo Torres-Martínez, 2015. "Credit segmentation in general equilibrium," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01151576, HAL.
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- Sebastián Cea-Echenique & Juan Pablo Torres-Martínez, 2016. "Credit segmentation in general equilibrium," PSE-Ecole d'économie de Paris (Postprint) halshs-01374293, HAL.
- Herings, P.J.J. & Kubler, F., 1999.
"The Robustness of the CAPM - A Computational Approach,"
Other publications TiSEM
06a4e5b2-f380-4d5b-a96f-8, Tilburg University, School of Economics and Management.
- Herings, P.J.J. & Kubler, F., 2000. "The Robustness of CAPM-A Computational Approach," Research Memorandum 002, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Herings, P.J.J. & Kubler, F., 1999. "The Robustness of the CAPM - A Computational Approach," Discussion Paper 1999-54, Tilburg University, Center for Economic Research.
- P. Jean-Jacques Herings & Felix Kubler, 2000. "The Robustness of the CAPM-A Computational Approach," Econometric Society World Congress 2000 Contributed Papers 0400, Econometric Society.
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Other publications TiSEM
a8d79048-2351-4e73-97ce-9, Tilburg University, School of Economics and Management.
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- Detemple, J. & Gottardi, P. & Polemarchakis, H., 1990.
"The relevance of financial policy,"
LIDAM Discussion Papers CORE
1990011, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Detemple, J. & Gottardi, P. & Polemarchakis, H., 1989. "The Relevance Of Financial Policy," Papers fb-89-11, Columbia - Graduate School of Business.
- Detemple, J. & Gottardi, P. & Polemarchakis, H.M., 1995. "The relevance of financial policy," LIDAM Reprints CORE 1157, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Detemple, J. & Gottardi, P. & Polemarchakis, H. M., 1995. "The relevance of financial policy," European Economic Review, Elsevier, vol. 39(6), pages 1133-1154, June.
- Atesagaoglu, Orhan Erem & Carceles-Poveda, Eva, 2015. "On the irrelevance of financial policy under market incompleteness and trading constraints," Economics Letters, Elsevier, vol. 136(C), pages 125-128.
- Chongmin Kim, 2004. "Corporate financial policy with pension accounts: an extension of the Modigliani-Miller theorem," International Economic Journal, Taylor & Francis Journals, vol. 18(2), pages 215-236.
- Claudio Albanese & Stéphane Crépey & Rodney Hoskinson & Bouazza Saadeddine, 2021.
"XVA analysis from the balance sheet,"
Quantitative Finance, Taylor & Francis Journals, vol. 21(1), pages 99-123, January.
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- Claudio Albanese & Stephane Crepey & Rodney Hoskinson & Bouazza Saadeddine, 2020. "XVA Analysis From the Balance Sheet," Papers 2009.00368, arXiv.org.
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Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 12(4), pages 678-696, October.
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- Detemple, J. & Gottardi, P. & Polemarchakis, H., 1990.
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LIDAM Discussion Papers CORE
1990011, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Detemple, J. & Gottardi, P. & Polemarchakis, H. M., 1995. "The relevance of financial policy," European Economic Review, Elsevier, vol. 39(6), pages 1133-1154, June.
- Detemple, J. & Gottardi, P. & Polemarchakis, H., 1989. "The Relevance Of Financial Policy," Papers fb-89-11, Columbia - Graduate School of Business.
- Detemple, J. & Gottardi, P. & Polemarchakis, H.M., 1995. "The relevance of financial policy," LIDAM Reprints CORE 1157, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
Cited by:
- Heracles M. Polemarchakis & G. Seccia, 1994.
"A Role for Monetary Policy When Prices Reveal Information: An Example,"
Working Papers
hal-00607666, HAL.
- POLEMARCHAKIS, Heracles & SECCIA, Giulio, 1994. "A Role for Monetary Policy when Prices reveal Information : An Example," LIDAM Discussion Papers CORE 1994074, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Polemarchakis, H. M. & Seccia, G., 2000. "A Role for Monetary Policy when Prices Reveal Information: An Example," Journal of Economic Theory, Elsevier, vol. 95(1), pages 107-115, November.
- POLEMARCHAKIS, Heracles M. & SECCIA, Giulio, 2000. "A role for monetary policy when prices reveal information: an example," LIDAM Reprints CORE 1479, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Dahai Yu, 1998. "Two equivalence theorems for government finance," International Finance Discussion Papers 622, Board of Governors of the Federal Reserve System (U.S.).
- Chongmin Kim, 2004. "Corporate financial policy with pension accounts: an extension of the Modigliani-Miller theorem," International Economic Journal, Taylor & Francis Journals, vol. 18(2), pages 215-236.
- Jacques H. Drèze & Heracles M. Polemarchakis, 2001.
"Intertemporal General Equilibrium and Monetary Theory,"
International Economic Association Series, in: Axel Leijonhufvud (ed.), Monetary Theory as a Basis for Monetary Policy, chapter 2, pages 33-71,
Palgrave Macmillan.
- DREZE, Jacques H. & POLEMARCHAKIS, Heracles M., 1998. "Intertemporal general equilibrium and monetary theory," LIDAM Discussion Papers CORE 1998053, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Gottardi, P., 1990.
"On The Non Neutrality Of Money With Incomplete Market,"
Papers
158, Cambridge - Risk, Information & Quantity Signals.
- Gottardi Piero, 1994. "On the Non-neutrality of Money with Incomplete Markets," Journal of Economic Theory, Elsevier, vol. 62(1), pages 209-220, February.
Cited by:
- Antoine Mandel & Vipin Veetil, 2021.
"Monetary dynamics in a network economy,"
PSE-Ecole d'économie de Paris (Postprint)
halshs-03165773, HAL.
- Antoine Mandel & Vipin P Veetil, 2019. "Monetary Dynamics in a Network Economy," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-02354576, HAL.
- Antoine Mandel & Vipin P. Veetil, 2019. "Monetary Dynamics in a Network Economy," Documents de travail du Centre d'Economie de la Sorbonne 19021, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Mandel, Antoine & Veetil, Vipin P., 2021. "Monetary dynamics in a network economy," Journal of Economic Dynamics and Control, Elsevier, vol. 125(C).
- Antoine Mandel & Vipin Veetil, 2021. "Monetary dynamics in a network economy," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-03165773, HAL.
- Antoine Mandel & Vipin Veetil, 2021. "Monetary dynamics in a network economy," Post-Print halshs-03165773, HAL.
- Antoine Mandel & Vipin P Veetil, 2019. "Monetary Dynamics in a Network Economy," Post-Print halshs-02354576, HAL.
- sunanda roy, 2005. "Asset prices and capital accumulation in a monetary economy with incomplete markets," GE, Growth, Math methods 0508002, University Library of Munich, Germany.
- Gottardi, Piero, 1995. "Does sunspot monetary policy matter?," Economics Letters, Elsevier, vol. 47(3-4), pages 297-303, March.
- Portier, Franck & Tallon, Jean-Marc, 1995.
"On the non-neutrality and optimality of monetary policy when financial markets are incomplete: a macroeconomic perspective,"
Ricerche Economiche, Elsevier, vol. 49(1), pages 33-49, March.
- Franck Portier & Jean-Marc Tallon, 1995. "On the non-neutrality and optimality of monetary policy when financial markets are incomplete : a macroeconomic perspective," Post-Print halshs-00502530, HAL.
- Semyon Malamud & Andreas Schrimpf, 2016.
"Intermediation Markups and Monetary Policy Passthrough,"
Swiss Finance Institute Research Paper Series
16-75, Swiss Finance Institute.
- Andreas Schrimpf & Semyon Malamud, 2017. "Intermediation Markups and Monetary Policy Passthrough," 2017 Meeting Papers 812, Society for Economic Dynamics.
- Schrimpf, Paul & Malamud, Semyon, 2018. "Intermediation markups and monetary policy pass-through," CEPR Discussion Papers 12623, C.E.P.R. Discussion Papers.
- Noriega, Antonio E. & Soria, Luis M. & Velázquez, Ramón, 2008.
"International evidence on stochastic and deterministic monetary neutrality,"
Economic Modelling, Elsevier, vol. 25(6), pages 1261-1275, November.
- Noriega Antonio E. & Soria Luis M. & Velázquez Ramón, 2008. "International Evidence on Stochastic and Deterministic Monetary Neutrality," Working Papers 2008-04, Banco de México.
- Eugeni, Sara, 2015.
"Nominal Exchange Rates and Net Foreign Assets' Dynamics: the Stabilization Role of Valuation Effects,"
MPRA Paper
63549, University Library of Munich, Germany.
- Sara Eugeni, 2017. "Nominal Exchange Rates and Net Foreign Assets' Dynamics: the Stabilization Role of Valuation Effects," Working Papers 2017_09, Durham University Business School.
- Eugeni, Sara, 2024. "Nominal exchange rates and net foreign assets' dynamics: The stabilization role of valuation effects," Journal of International Money and Finance, Elsevier, vol. 141(C).
- Dahai Yu, 1998. "Two equivalence theorems for government finance," International Finance Discussion Papers 622, Board of Governors of the Federal Reserve System (U.S.).
- Detemple, J. & Gottardi, P. & Polemarchakis, H., 1990.
"The relevance of financial policy,"
LIDAM Discussion Papers CORE
1990011, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Detemple, J. & Gottardi, P. & Polemarchakis, H., 1989. "The Relevance Of Financial Policy," Papers fb-89-11, Columbia - Graduate School of Business.
- Detemple, J. & Gottardi, P. & Polemarchakis, H.M., 1995. "The relevance of financial policy," LIDAM Reprints CORE 1157, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Detemple, J. & Gottardi, P. & Polemarchakis, H. M., 1995. "The relevance of financial policy," European Economic Review, Elsevier, vol. 39(6), pages 1133-1154, June.
- Noriega, Antonio E., 2004. "Long-run monetary neutrality and the unit-root hypothesis: further international evidence," The North American Journal of Economics and Finance, Elsevier, vol. 15(2), pages 179-197, August.
- Jean-Marc Tallon, 1995.
"Théorie de l'équilibre général avec marchés financiers incomplets,"
Post-Print
halshs-00502526, HAL.
- Jean-Marc Tallon, 1995. "Théorie de l'équilibre général avec marchés financiers incomplets," Revue Économique, Programme National Persée, vol. 46(5), pages 1207-1239.
- Bisin, Alberto, 1998. "General Equilibrium with Endogenously Incomplete Financial Markets," Journal of Economic Theory, Elsevier, vol. 82(1), pages 19-45, September.
- R. Velazquez & A.E. Noriega & L.M. Soria, 2004.
"International Evidence on Monetary Neutrality Under Broken Trend Stationary Models,"
Econometric Society 2004 Latin American Meetings
57, Econometric Society.
- R. Velazquez & Noriega & A., 2004. "International evidence on monetary neutrality under broken trend stationary models," Computing in Economics and Finance 2004 282, Society for Computational Economics.
- Gottardi, P., 1990.
"On Stationary Monetary Equilibria In Overlapping Generations Models With Incomplete Markets,"
Papers
155, Cambridge - Risk, Information & Quantity Signals.
- Gottardi, Piero, 1996. "Stationary Monetary Equilibria in Overlapping Generations Models with Incomplete Markets," Journal of Economic Theory, Elsevier, vol. 71(1), pages 75-89, October.
Cited by:
- Olivier Blanchard & Philippe Weil, 2001.
"Dynamic Efficiency, the Riskless Rate, and Debt Ponzi Games under Uncertainty,"
Sciences Po publications
info:hdl:2441/8607, Sciences Po.
- Olivier J. Blanchard & Philippe Weil, 2001. "Dynamic Efficiency, the Riskless Rate, and Debt Ponzi Games under Uncertainty," Post-Print hal-01030812, HAL.
- Olivier J. Blanchard & Philippe Weil, 2001. "Dynamic Efficiency, the Riskless Rate, and Debt Ponzi Games under Uncertainty," SciencePo Working papers Main hal-01030812, HAL.
- Blanchard Olivier & Weil Philippe, 2001. "Dynamic Efficiency, the Riskless Rate, and Debt Ponzi Games under Uncertainty," The B.E. Journal of Macroeconomics, De Gruyter, vol. 1(2), pages 1-23, November.
- Olivier Blanchard & Philippe Weil, 1992. "Dynamic Efficiency, the Riskless Rate, and Debt Ponzi Games under Uncertainty," Working Papers hal-03399126, HAL.
- Olivier Jean Blanchard & Philippe Weil, 1992. "Dynamic Efficiency, the Riskless Rate, and Debt Ponzi Games Under Uncertainty," NBER Working Papers 3992, National Bureau of Economic Research, Inc.
- Olivier Blanchard & Philippe Weil, 1992. "Dynamic Efficiency, the Riskless Rate, and Debt Ponzi Games under Uncertainty," SciencePo Working papers Main hal-03399126, HAL.
- Kazuya Kamiya & So Kubota & Kayuna Nakajima, 2011. "Efficient estimation and particle filter for max-stable processes," CIRJE F-Series CIRJE-F-792, CIRJE, Faculty of Economics, University of Tokyo.
- Kazuya Kamiya & So Kubota & Kayuna Nakajima, 2017.
"Real Indeterminacy of Stationary Monetary Equilibria in Centralized Economies,"
The Japanese Economic Review, Springer, vol. 68(4), pages 497-520, December.
- Kazuya Kamiya & So Kubota & Kayuna Nakajima, 2017. "Real Indeterminacy of Stationary Monetary Equilibria in Centralized Economies," The Japanese Economic Review, Japanese Economic Association, vol. 68(4), pages 497-520, December.
- Carsten Nielsen, 2011. "Price stabilizing, Pareto improving policies," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 47(2), pages 459-500, June.
- Bertrand Wigniolle, 2012.
"Optimism, pessimism and financial bubbles,"
Documents de travail du Centre d'Economie de la Sorbonne
12005, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Bertrand Wigniolle, 2012. "Optimism, pessimism and financial bubbles," Post-Print halshs-00673892, HAL.
- Bertrand Wigniolle, 2012. "Optimism, pessimism and financial bubbles," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00673892, HAL.
- Bertrand Wigniolle, 2014. "Optimism, pessimism and financial bubbles," Post-Print halshs-00974144, HAL.
- Bertrand Wigniolle, 2014. "Optimism, pessimism and financial bubbles," PSE-Ecole d'économie de Paris (Postprint) halshs-00974144, HAL.
- Bertrand Wigniolle, 2014. "Optimism, pessimism and financial bubbles," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00974144, HAL.
- Bertrand Wigniolle, 2012. "Optimism, pessimism and financial bubbles," PSE - Labex "OSE-Ouvrir la Science Economique" halshs-00673892, HAL.
- Wigniolle, B., 2014. "Optimism, pessimism and financial bubbles," Journal of Economic Dynamics and Control, Elsevier, vol. 41(C), pages 188-208.
- Chattopadhyay, Subir & Gottardi, Piero, 1999.
"Stochastic OLG Models, Market Structure, and Optimality,"
Journal of Economic Theory, Elsevier, vol. 89(1), pages 21-67, November.
- Piero Gottardi & Subir Chattopadhyay, 1999. "- Stochastic Olg Models, Market Structure And Optimality," Working Papers. Serie AD 1999-15, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Subir Chattopadhyay & Piero Gottardi, 1999. "Stochastic OLG Models, Market Structure, and Optimality," Working Papers 99-12, Brown University, Department of Economics.
- Semyon Malamud & Andreas Schrimpf, 2016.
"Intermediation Markups and Monetary Policy Passthrough,"
Swiss Finance Institute Research Paper Series
16-75, Swiss Finance Institute.
- Andreas Schrimpf & Semyon Malamud, 2017. "Intermediation Markups and Monetary Policy Passthrough," 2017 Meeting Papers 812, Society for Economic Dynamics.
- Schrimpf, Paul & Malamud, Semyon, 2018. "Intermediation markups and monetary policy pass-through," CEPR Discussion Papers 12623, C.E.P.R. Discussion Papers.
- Eugeni, Sara, 2015.
"Nominal Exchange Rates and Net Foreign Assets' Dynamics: the Stabilization Role of Valuation Effects,"
MPRA Paper
63549, University Library of Munich, Germany.
- Sara Eugeni, 2017. "Nominal Exchange Rates and Net Foreign Assets' Dynamics: the Stabilization Role of Valuation Effects," Working Papers 2017_09, Durham University Business School.
- Eugeni, Sara, 2024. "Nominal exchange rates and net foreign assets' dynamics: The stabilization role of valuation effects," Journal of International Money and Finance, Elsevier, vol. 141(C).
- Eisei Ohtaki & Hiroyuki Ozaki, 2014. "Optimality in a Stochastic OLG Model with Ambiguity," Working Papers e069, Tokyo Center for Economic Research.
- Florenzano, Monique & Gourdel, Pascal & Pascoa, Mario Rui, 2001. "Overlapping generations models with incomplete markets," Journal of Mathematical Economics, Elsevier, vol. 36(3), pages 201-218, December.
- Kaas, Leo, 1998. "Multiplicity of Cournot Equilibria and Involuntary Unemployment," Journal of Economic Theory, Elsevier, vol. 80(2), pages 332-349, June.
- Takeoka, Norio, 2006. "Stationary Markov equilibria on a non-compact self-justified set," Journal of Mathematical Economics, Elsevier, vol. 42(3), pages 269-290, June.
- Jean-Marc Tallon, 1995.
"Théorie de l'équilibre général avec marchés financiers incomplets,"
Post-Print
halshs-00502526, HAL.
- Jean-Marc Tallon, 1995. "Théorie de l'équilibre général avec marchés financiers incomplets," Revue Économique, Programme National Persée, vol. 46(5), pages 1207-1239.
- Eisei Ohtaki, 2020.
"Optimality in an OLG model with nonsmooth preferences,"
Working Papers
e145, Tokyo Center for Economic Research.
- Eisei Ohtaki, 2023. "Optimality in an OLG model with nonsmooth preferences," International Journal of Economic Theory, The International Society for Economic Theory, vol. 19(3), pages 611-659, September.
- Sara Eugeni, 2019. "Exchange rate volatility and cooperation in an incomplete markets' economy," Working Papers 2019_02, Durham University Business School.
- Antonio Jiménez-Martínez & Subir Chattopadhyay, 2000. "The Unit Root Property When Markets Are Sequentially Incomplete," Working Papers. Serie AD 2000-32, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Eisei Ohtaki & Hiroyuki Ozaki, 2013.
"Monetary Equilibria and Knightian Uncertainty,"
Keio/Kyoto Joint Global COE Discussion Paper Series
2012-032, Keio/Kyoto Joint Global COE Program.
- Eisei Ohtaki & Hiroyuki Ozaki, 2015. "Monetary equilibria and Knightian uncertainty," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 59(3), pages 435-459, August.
- Maldonado, Wilfredo L. & Orrillo, Jaime, 2006. "Two-Sided Altruism in an OLG Model with Incomplete Markets and Default," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 26(2), November.
- Ohtaki, Eisei, 2014. "Tractable graphical device for analyzing stationary stochastic OLG economies," Journal of Macroeconomics, Elsevier, vol. 40(C), pages 16-26.
- Ohtaki, Eisei, 2013. "Golden rule optimality in stochastic OLG economies," Mathematical Social Sciences, Elsevier, vol. 65(1), pages 60-66.
- Subir Chattopadhyay, 2001. "Long-Lived Assets, Incomplete Markets, And Optimality," Working Papers. Serie AD 2001-10, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Chattopadhyay, Subir & Jimnez-Martnez, Antonio, 2009. "Dividend paying assets, the unit root property, and suboptimality," Journal of Mathematical Economics, Elsevier, vol. 45(3-4), pages 223-232, March.
- Carsten Krabbe Nielsen, 2004. "Stabilizing, Pareto Improving Policies in an OLG model with Incomplete Markets: The Rational Expectations and Rational Beliefs Case," Econometric Society 2004 Far Eastern Meetings 617, Econometric Society.
- Piero Gottardi & Atsushi Kajii, "undated".
"Generic Existence of Sunspot Equilibria: The Case of real Assets,"
Penn CARESS Working Papers
4c2e0b92f85ceac3016cafb02, Penn Economics Department.
- Piero Gottardi & Atsushi Kajii, "undated". ""Generic Existence of Sunspot Equilibria: The Case of real Assets''," CARESS Working Papres 95-12, University of Pennsylvania Center for Analytic Research and Economics in the Social Sciences.
Cited by:
- Franklin Allen & Douglas Gale, 2003. "Financial Fragility, Liquidity and Asset Prices," Center for Financial Institutions Working Papers 01-37, Wharton School Center for Financial Institutions, University of Pennsylvania.
- Roger Guesnerie, 2006.
"General equilibrium, co-ordination and multiplicity on spot markets,"
Post-Print
halshs-00754738, HAL.
- Roger Guesnerie, 2006. "General equilibrium, coordination and multiplicity on spot markets," PSE Working Papers halshs-00590540, HAL.
- Roger Guesnerie, 2006. "General Equilibrium, Co-ordination and Multiplicity on Spot Markets," Chapters, in: Richard Arena & Agnès Festré (ed.), Knowledge, Beliefs and Economics, chapter 4, Edward Elgar Publishing.
- Roger Guesnerie, 2006. "General equilibrium, coordination and multiplicity on spot markets," Working Papers halshs-00590540, HAL.
- Julio Dvila & Piero Gottardi & Atsushi Kajii, "undated".
"Local Sunspot Equilibria Reconsidered,"
Penn CARESS Working Papers
164a7928416be97f49ebc2b58, Penn Economics Department.
- Julio Dávila & Piero Gottardi & Atsushi Kajii, 2007. "Local Sunspot Equilibria Reconsidered," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 31(3), pages 401-425, June.
- Julio Davila & Piero Gottardi & Atsushi Kajii, 2007. "Local Sunspot Equilibria Reconsidered," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00286023, HAL.
- Julio Davila & Piero Gottardi & Atsushi Kajii, 2007. "Local Sunspot Equilibria Reconsidered," Post-Print halshs-00286023, HAL.
- Julio Davila & Piero Gottardi & Atsushi Kajii, 2007. "Local Sunspot Equilibria Reconsidered," PSE-Ecole d'économie de Paris (Postprint) halshs-00286023, HAL.
Cited by:
- Dmitry Levando & Maxim Sakharov, 2018. "Natural Instability of Equilibrium Prices," Working Papers 2018:01, Department of Economics, University of Venice "Ca' Foscari".
- Fabrizio Orrego, 2014. "Habit formation and indeterminacy in overlapping generations models," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 55(1), pages 225-241, January.
- Bloise, Gaetano, 2004. "A note on sunspot equilibrium in sequential economies," Research in Economics, Elsevier, vol. 58(1), pages 59-74, March.
- Julio Dávila, "undated".
"Reducing Overlapping Generations Economies to Finite Economies,"
CARESS Working Papres
00-08, University of Pennsylvania Center for Analytic Research and Economics in the Social Sciences.
- Julio Davila, 2000. "Reducing Overlapping Generations Economies to Finite Economies," Econometric Society World Congress 2000 Contributed Papers 1124, Econometric Society.
- Julio Dávila, "undated". "Reducing Overlapping Generations Economies to Finite Economies," Penn CARESS Working Papers 9819996a2b80f99a81bf1509c, Penn Economics Department.
Articles
- Bisin, Alberto & Gottardi, Piero, 2021.
"Efficient policy interventions in an epidemic,"
Journal of Public Economics, Elsevier, vol. 200(C).
See citations under working paper version above.
- Gottardi, Piero & Bisin, Alberto, 2020. "Efficient Policy Interventions in an Epidemic," CEPR Discussion Papers 15386, C.E.P.R. Discussion Papers.
- Cabrales, Antonio & Feri, Francesco & Gottardi, Piero & Meléndez-Jiménez, Miguel A., 2020.
"Can there be a market for cheap-talk information? An experimental investigation,"
Games and Economic Behavior, Elsevier, vol. 121(C), pages 368-381.
See citations under working paper version above.
- Antonio Cabrales & Francesco Feri & Piero Gottardi & Miguel A. Meléndez-Jiménez, 2018. "Can there be a Market for Cheap-Talk Information? An Experimental Investigation," CESifo Working Paper Series 6975, CESifo.
- Gale, Douglas & Gottardi, Piero, 2020.
"A general equilibrium theory of banks' capital structure,"
Journal of Economic Theory, Elsevier, vol. 186(C).
Cited by:
- Segura, Anatoli & Villacorta, Alonso, 2023. "The paradox of safe asset creation," Journal of Economic Theory, Elsevier, vol. 210(C).
- Vadim Elenev & Tim Landvoigt & Stijn Van Nieuwerburgh, 2018.
"A Macroeconomic Model with Financially Constrained Producers and Intermediaries,"
NBER Working Papers
24757, National Bureau of Economic Research, Inc.
- Van Nieuwerburgh, Stijn & Landvoigt, Tim & Elenev, Vadim, 2017. "A Macroeconomic Model with Financially Constrained Producers and Intermediaries," CEPR Discussion Papers 12282, C.E.P.R. Discussion Papers.
- Tim Landvoigt & Stijn Van Nieuwerburgh & Vadim Elenev, 2016. "A Macroeconomic Model with Financially Constrained Producers and Intermediaries," 2016 Meeting Papers 1224, Society for Economic Dynamics.
- Vadim Elenev & Tim Landvoigt & Stijn Van Nieuwerburgh, 2021. "A Macroeconomic Model With Financially Constrained Producers and Intermediaries," Econometrica, Econometric Society, vol. 89(3), pages 1361-1418, May.
- Anand, Kartik & Mankart, Jochen, 2020. "Sovereign risk and bank fragility," Discussion Papers 54/2020, Deutsche Bundesbank.
- Jens Dick‐Nielsen & Jacob Gyntelberg & Christoffer Thimsen, 2022. "The Cost of Capital for Banks: Evidence from Analyst Earnings Forecasts," Journal of Finance, American Finance Association, vol. 77(5), pages 2577-2611, October.
- Auster, Sarah & Gottardi, Piero, 2019.
"Competing mechanisms in markets for lemons,"
Theoretical Economics, Econometric Society, vol. 14(3), July.
See citations under working paper version above.
- Auster, Sarah; Gottardi, Piero, 2016. "Competing Mechanisms in Markets for Lemons," Economics Working Papers ECO2016/01, European University Institute.
- Piero Gottardi & Sarah Auster, 2016. "Competing Mechanisms in Markets for Lemons," 2016 Meeting Papers 264, Society for Economic Dynamics.
- Piero Gottardi & Vincent Maurin & Cyril Monnet, 2019.
"A theory of repurchase agreements, collateral re-use, and repo intermediation,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 33, pages 30-56, July.
See citations under working paper version above.
- Vincent Maurin & Cyril Monnet & Piero Gottardi, 2016. "A Theory of Repurchase Agreement, Collateral Re-use, and Repo Intermediation," 2016 Meeting Papers 417, Society for Economic Dynamics.
- GOTTARDI, Piero; MAURIN, Vincent; MONNET, Cyril, 2017. "A theory of repurchase agreements, collateral re-use, and repo intermediation," Economics Working Papers ECO2017/03, European University Institute.
- Piero Gottardi & Vincent Maurin & Cyril Monnet, 2019. "Online Appendix to "A theory of repurchase agreements, collateral re-use, and repo intermediation"," Online Appendices 18-284, Review of Economic Dynamics.
- Piero Gottardi & Vincent Maurin & Cyril Monnet, 2017. "A Theory of Repurchase Agreements, Collateral Re-use, and Repo Intermediation," CESifo Working Paper Series 6579, CESifo.
- Antonio Cabrales & Piero Gottardi & Fernando Vega-Redondo, 2017.
"Risk Sharing and Contagion in Networks,"
The Review of Financial Studies, Society for Financial Studies, vol. 30(9), pages 3086-3127.
See citations under working paper version above.
- Antonio Cabrales & Piero Gottardi & Fernando Vega-Redondo, 2014. "Risk-Sharing and Contagion in Networks," CESifo Working Paper Series 4715, CESifo.
- Antonio Cabrales & Piero Gottardi & Fernando Vega-Redondo, 2014. "Risk-sharing and contagion in networks," Working Papers 2014-18, FEDEA.
- Antonio Cabrales & Piero Gottardo & Fernando Vega-Redondo, 2013. "Risk-Sharing and Contagion in Networks," Economics Working Papers ECO2013/01, European University Institute.
- Cabrales, Antonio & Gottardi, Piero & Vega-Redondo, Fernando, 2013. "Risk-sharing and contagion in networks," UC3M Working papers. Economics we1301, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- Piero Gottardi & Fernando Vega-Redondo & Antonio Cabrales, 2014. "Risk Sharing and Contagion in Networks," 2014 Meeting Papers 278, Society for Economic Dynamics.
- Gottardi, Piero & Tallon, Jean Marc & Ghirardato, Paolo, 2017.
"Flexible contracts,"
Games and Economic Behavior, Elsevier, vol. 103(C), pages 145-167.
See citations under working paper version above.
- Piero Gottardi & Jean-Marc Tallon & Paolo Ghirardato, 2017. "Flexible contracts," PSE-Ecole d'économie de Paris (Postprint) hal-01238046, HAL.
- Piero Gottardi & Jean Marc Tallon & Paolo Ghirardato, 2009. "Flexible Contracts," Economics Working Papers ECO2009/34, European University Institute.
- Piero Gottardi & Jean-Marc Tallon & Paolo Ghirardato, 2017. "Flexible contracts," Post-Print hal-01238046, HAL.
- Piero Gottardi & Jean Marc Tallon & Paolo Ghirardato, 2011. "Flexible contracts," Economics Working Papers ECO2011/26, European University Institute.
- Piero Gottardi & Jean-Marc Tallon & Paolo Ghirardato, 2011. "Flexible contracts," Post-Print halshs-00429784, HAL.
- Piero Gottardi & Jean-Marc Tallon & Paolo Ghirardato, 2009. "Flexible contracts," Carlo Alberto Notebooks 128, Collegio Carlo Alberto, revised 2015.
- Piero Gottardi & Jean-Marc Tallon & Paolo Ghirardato, 2009. "Flexible contracts," Documents de travail du Centre d'Economie de la Sorbonne 09072, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Piero Gottardi & Jean-Marc Tallon & Paolo Ghirardato, 2011. "Flexible contracts," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00429784, HAL.
- Piero Gottardi & Jean Marc Tallon & Paolo Ghirardato, 2010. "Flexible Contracts," CESifo Working Paper Series 2927, CESifo.
- Piero Gottardi & Atsushi Kajii & Tomoyuki Nakajima, 2016.
"Constrained Inefficiency and Optimal Taxation with Uninsurable Risks,"
Journal of Public Economic Theory, Association for Public Economic Theory, vol. 18(1), pages 1-28, February.
See citations under working paper version above.
- Piero Gottardi & Atsushi Kajii & Tomoyuki Nakajima, 2014. "Constrained inefficiency and optimal taxation with uninsurable risks," CIGS Working Paper Series 14-002E, The Canon Institute for Global Studies.
- Piero Gottardi & Atsushi Kajii & Tomoyuki Nakajima, 2014. "Constrained Inefficiency and Optimal Taxation with Uninsurable Risks," KIER Working Papers 694, Kyoto University, Institute of Economic Research.
- Piero Gottardi & Atsushi Kajii & Tomoyuki Nakajima, 2014. "Constrained Inefficiency and Optimal Taxation with Uninsurable Risks," UTokyo Price Project Working Paper Series 021, University of Tokyo, Graduate School of Economics.
- Piero Gottardi & Atsushi Kajii & Tomoyuki Nakajima, 2010. "Constrained Inefficiency and Optimal Taxation with Uninsurable Risks," Economics Working Papers ECO2010/02, European University Institute.
- Piero Gottardi & Atsushi Kajii & Tomoyuki Nakajima, 2015. "Constrained Inefficiency and Optimal Taxation with Uninsurable Risks," UTokyo Price Project Working Paper Series 046, University of Tokyo, Graduate School of Economics.
- Piero Gottardi & Atsushi Kajii & Tomoyuki Nakajima, 2014. "Constrained inefficiency and optimal taxation with uninsurable risks," FRB Atlanta Working Paper 2014-25, Federal Reserve Bank of Atlanta.
- Piero Gottardi & Atsushi Kajii & Tomoyuki Nakajima, 2015.
"Optimal Taxation and Debt with Uninsurable Risks to Human Capital Accumulation,"
American Economic Review, American Economic Association, vol. 105(11), pages 3443-3470, November.
See citations under working paper version above.
- Piero Gottardi & Atsushi Kajii & Tomoyuki Nakajima, 2014. "Optimal taxation and debt with uninsurable risks to human capital accumulation," FRB Atlanta Working Paper 2014-24, Federal Reserve Bank of Atlanta.
- Piero Gottardi & Atsushi Kajii & Tomoyuki Nakajima, 2014. "Optimal taxation and debt with uninsurable risks to human capital accumulation," KIER Working Papers 897, Kyoto University, Institute of Economic Research.
- Piero Gottardi & Atsushi Kajii & Tomoyuki Nakajima, 2014. "Optimal taxation and debt with uninsurable risks to human capital accumulation," CIGS Working Paper Series 14-007E, The Canon Institute for Global Studies.
- Gottardi, Piero & Kajii, Atsushi & Nakajima, Tomoyuki, 2014. "Optimal taxation and debt with uninsurable risks to human capital accumulation," Economics Working Papers ECO2014/08, European University Institute.
- Piero Gottardi & Atsushi Kajii & Tomoyuki Nakajima, 2015. "Optimal taxation and debt with uninsurable risks to human capital accumulation," UTokyo Price Project Working Paper Series 051, University of Tokyo, Graduate School of Economics.
- Ronel Elul & Piero Gottardi, 2015.
"Bankruptcy: Is It Enough to Forgive or Must We Also Forget?,"
American Economic Journal: Microeconomics, American Economic Association, vol. 7(4), pages 294-338, November.
See citations under working paper version above.
- Ronel Elul & Piero Gottardi, 2008. "Bankruptcy: Is It Enough to Forgive or Must We Also Forget?," Economics Working Papers ECO2008/41, European University Institute.
- Ronel Elul & Piero Gottardi, 2011. "Bankruptcy: is it enough to forgive or must we also forget?," Working Papers 11-14, Federal Reserve Bank of Philadelphia.
- Ronel Elul & Piero Gottardi, 2007. "Bankruptcy: Is it enough to forgive or must we also forget?," Working Papers 07-10, Federal Reserve Bank of Philadelphia.
- Ronel Elul & Piero Gottardi, 2008. "Bankruptcy: Is it enough to Forgive or must we also Forget?," CESifo Working Paper Series 2313, CESifo.
- Piero Gottardi & Ronel Elul, 2007. "Bankruptcy: Is It Enough to Forgive or Must we Also Forget?," Working Papers 2007_23, Department of Economics, University of Venice "Ca' Foscari".
- Douglas Gale & Piero Gottardi, 2015.
"Capital Structure, Investment, and Fire Sales,"
The Review of Financial Studies, Society for Financial Studies, vol. 28(9), pages 2502-2533.
See citations under working paper version above.
- Gale, Douglas & Gottardi, Piero, 2014. "Capital structure, investment, and fire sales," LSE Research Online Documents on Economics 60958, London School of Economics and Political Science, LSE Library.
- Piero Gottardi & Felix Kubler, 2015.
"Dynamic Competitive Economies with Complete Markets and Collateral Constraints,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 82(3), pages 1119-1153.
See citations under working paper version above.
- Felix Kubler & Piero Gottardi, 2012. "Dynamic Competitive Economies with Complete Markets and Collateral Constraints," 2012 Meeting Papers 467, Society for Economic Dynamics.
- GOTTARDI, Piero & KUBLER, Felix, 2012. "Dynamic Competitive Economies with Complete Markets and Collateral Constraints," Economics Working Papers ECO2012/17, European University Institute.
- Piero Gottardi & Rohit Rahi, 2014.
"Value Of Information In Competitive Economies With Incomplete Markets,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 55(1), pages 57-81, February.
See citations under working paper version above.
- Gottardi, Piero & Rahi, Rohit, 2010. "Value of information in competitive economies with incomplete markets," LSE Research Online Documents on Economics 119083, London School of Economics and Political Science, LSE Library.
- Piero Gottardi & Rohit Rahi, 2010. "Value of Information in Competitive Economies with Incomplete Markets," FMG Discussion Papers dp658, Financial Markets Group.
- Gottardi, Piero & Rahi, Rohit, 2007. "Value of information in competitive economies with incomplete markets," LSE Research Online Documents on Economics 4749, London School of Economics and Political Science, LSE Library.
- Piero Gottardi & Rohit Rahi, 2007. "Value of Information in Competitive Economies with Incomplete Markets," Working Papers 2007_25, Department of Economics, University of Venice "Ca' Foscari".
- Rohit Rahi & Piero Gottardi, 2007. "Value of Information in Competitive Economies with Incomplete Markets," FMG Discussion Papers dp596, Financial Markets Group.
- Piero Gottardi & Rohit Rahi, 2010. "Value of Information in Competitive Economies with Incomplete Markets," Economics Working Papers ECO2010/34, European University Institute.
- Cabrales, Antonio & Gottardi, Piero, 2014.
"Markets for information: Of inefficient firewalls and efficient monopolies,"
Games and Economic Behavior, Elsevier, vol. 83(C), pages 24-44.
See citations under working paper version above.
- Antonio Cabrales & Piero Gottardi, 2009. "Markets for Information: Of Inefficient Firewalls and Efficient Monopolies," Economics Working Papers ECO2009/11, European University Institute.
- Cabrales, Antonio & Gottardi, Piero, 2008. "Markets for information : of inefficient firewalls and efficient monopolies," UC3M Working papers. Economics we080201, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- Antonio Cabrales & Piero Gottardi, 2008. "Markets for Information: Of Inefficient Firewalls and Efficient Monopolies," CESifo Working Paper Series 2336, CESifo.
- Antonio Cabrales & Piero Gottardi, 2008. "Markets for Information: Of Inefficient Firewalls and Efficient Monopolies," Working Papers 2008_37, Department of Economics, University of Venice "Ca' Foscari".
- Piero Gottardi & Rohit Rahi, 2013.
"Risk sharing and retrading in incomplete markets,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 54(2), pages 287-304, October.
See citations under working paper version above.
- Piero Gottardi & Rohit Rahi, 2012. "Risk-Sharing and Retrading in Incomplete Markets," Economics Working Papers ECO2012/03, European University Institute.
- Gottardi, Piero & Kubler, Felix, 2011.
"Social security and risk sharing,"
Journal of Economic Theory, Elsevier, vol. 146(3), pages 1078-1106, May.
See citations under working paper version above.
- Piero Gottardi & Felix Kubler, 2009. "Social Security and Risk Sharing," Economics Working Papers ECO2009/12, European University Institute.
- Felix Kubler & Department of Economics & Department of Economics & Piero Gottardi, 2007. "Social Security and RIsk Sharing," 2007 Meeting Papers 625, Society for Economic Dynamics.
- Piero Gottardi & Felix Kubler, 2006. "Social Security and Risk Sharing," CESifo Working Paper Series 1705, CESifo.
- Piero Gottardi & Felix Kubler, 2006. "Social Security and Risk Sharing," Working Papers 2006_38, Department of Economics, University of Venice "Ca' Foscari".
- Bisin, A. & Geanakoplos, J.D. & Gottardi, P. & Minelli, E. & Polemarchakis, H., 2011.
"Markets and contracts,"
Journal of Mathematical Economics, Elsevier, vol. 47(3), pages 279-288.
See citations under working paper version above.
- Alberto Bisin & John Geanakoplos & Piero Gottardi & Enrico Minelli & Heracles Polemarchakis, 2009. "Markets and Contracts," Working Papers 0915, University of Brescia, Department of Economics.
- Alberto Bisin & John Geanakoplos & Piero Gottardi & Enrico Minelli & Herakles Polemarchakis, 2010. "Markets and contracts," Economics Working Papers ECO2010/29, European University Institute.
- Douglas Gale & Piero Gottardi, 2011.
"Bankruptcy, Finance Constraints, and the Value of the Firm,"
American Economic Journal: Microeconomics, American Economic Association, vol. 3(2), pages 1-37, May.
See citations under working paper version above.
- Gale, Douglas & Gottardi, Piero, 2011. "Bankruptcy, Finance Constraints and the Value of the Firm," Working Papers 11-09, University of Pennsylvania, Wharton School, Weiss Center.
- Alberto Bisin & Piero Gottardi & Adriano A. Rampini, 2008.
"Managerial Hedging and Portfolio Monitoring,"
Journal of the European Economic Association, MIT Press, vol. 6(1), pages 158-209, March.
See citations under working paper version above.
- Alberto Bisin & Piero Gottardi & Adriano A. Rampini, 2004. "Managerial Hedging and Portfolio Monitoring," CESifo Working Paper Series 1322, CESifo.
- Piero Gottardi & Alberto Bisin & Adriano Rampini, 2007. "Managerial Hedging and Portfolio Monitoring," Working Papers 2007_24, Department of Economics, University of Venice "Ca' Foscari".
- Julio Dávila & Piero Gottardi & Atsushi Kajii, 2007.
"Local Sunspot Equilibria Reconsidered,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 31(3), pages 401-425, June.
See citations under working paper version above.
- Julio Davila & Piero Gottardi & Atsushi Kajii, 2007. "Local Sunspot Equilibria Reconsidered," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00286023, HAL.
- Julio Dvila & Piero Gottardi & Atsushi Kajii, "undated". "Local Sunspot Equilibria Reconsidered," Penn CARESS Working Papers 164a7928416be97f49ebc2b58, Penn Economics Department.
- Julio Davila & Piero Gottardi & Atsushi Kajii, 2007. "Local Sunspot Equilibria Reconsidered," Post-Print halshs-00286023, HAL.
- Julio Davila & Piero Gottardi & Atsushi Kajii, 2007. "Local Sunspot Equilibria Reconsidered," PSE-Ecole d'économie de Paris (Postprint) halshs-00286023, HAL.
- Piero Gottardi & Belén Jerez, 2007.
"Comment on "Bertrand and Walras Equilibria under Moral Hazard","
Journal of Political Economy, University of Chicago Press, vol. 115(5), pages 893-900, October.
Cited by:
- Joon Song, 2012.
"Futures market: contractual arrangement to restrain moral hazard in teams,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 51(1), pages 163-189, September.
- Song, Joon, 2007. "Futures Market: Contractual Arrangement to Restrain Moral Hazard in Teams," Economics Discussion Papers 8912, University of Essex, Department of Economics.
- Paolo Siconolfi & Aldo Rustichini, 2012. "Economies with Observable Types," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 15(1), pages 57-71, January.
- Acemoglu, Daron & ÅžimÅŸek, Alp, 2010.
"Moral Hazard and Efficiency in General Equilibrium with Anonymous Trading,"
CEPR Discussion Papers
7821, C.E.P.R. Discussion Papers.
- Daron Acemoglu & Alp Simsek, 2010. "Moral Hazard and Efficiency in General Equilibrium with Anonymous Trading," Levine's Working Paper Archive 661465000000000232, David K. Levine.
- Joon Song, 2012.
"Futures market: contractual arrangement to restrain moral hazard in teams,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 51(1), pages 163-189, September.
- Alberto Bisin & Piero Gottardi, 2006.
"Efficient Competitive Equilibria with Adverse Selection,"
Journal of Political Economy, University of Chicago Press, vol. 114(3), pages 485-516, June.
See citations under working paper version above.
- Alberto Bisin & Piero Gottardi, 2005. "Efficient Competitive Equilibria with Adverse Selection," CESifo Working Paper Series 1504, CESifo.
- Piero Gottardi & Roberto Serrano, 2005.
"Market Power And Information Revelation In Dynamic Trading,"
Journal of the European Economic Association, MIT Press, vol. 3(6), pages 1279-1317, December.
See citations under working paper version above.
- Piero Gottardi & Roberto Serrano, 2004. "Market Power and Information Revelation in Dynamic Trading," CESifo Working Paper Series 1300, CESifo.
- Piero Gottardi & Roberto Serrano, 2002. "Market Power and Information Revelation in Dynamic Trading," Economics Working Papers 0027, Institute for Advanced Study, School of Social Science.
- Piero Gottardi & Roberto Serrano, 2002. "Market Power and Information Revelation in Dynamic Trading," Game Theory and Information 0203005, University Library of Munich, Germany.
- Alberto Bisin & Piero Gottardi, 2003.
"Competitive Markets for Non-Exclusive Contracts with Adverse Selection: the Role of Entry Fees,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 6(2), pages 313-338, April.
Cited by:
- Andrea Attar & Thomas Mariotti & François Salanié, 2021.
"Entry-proofness and discriminatory pricing under adverse selection,"
Post-Print
hal-03353054, HAL.
- Attar, Andrea & Mariotti, Thomas & Salanié, François, 2017. "Entry-Proofness and Discriminatory Pricing under Adverse Selection," TSE Working Papers 17-788, Toulouse School of Economics (TSE), revised Jan 2021.
- Andrea Attar & Thomas Mariotti & François Salanié, 2021. "Entry-Proofness and Discriminatory Pricing under Adverse Selection," American Economic Review, American Economic Association, vol. 111(8), pages 2623-2659, August.
- Andrea Attar & Thomas Mariotti & François Salanié, 2021. "Entry-proofness and discriminatory pricing under adverse selection," Working Papers hal-03485384, HAL.
- Attar, Andrea & Mariotti, Thomas & Salanié, François, 2014.
"Multiple Contracting in Insurance Markets,"
TSE Working Papers
14-532, Toulouse School of Economics (TSE), revised Sep 2016.
- Mariotti, Thomas & Attar, Andrea & Salanié, François, 2016. "Multiple Contracting in Insurance Markets," CEPR Discussion Papers 11631, C.E.P.R. Discussion Papers.
- Attar, Andrea & Mariotti, Thomas & Salanié, François, 2014. "Multiple Contracting in Insurance Markets," IDEI Working Papers 839, Institut d'Économie Industrielle (IDEI), Toulouse, revised Sep 2016.
- Donaldson, Jason & Gromb, Denis & Piacentino, Giorgia, 2017.
"The Paradox of Pledgeability,"
HEC Research Papers Series
1185, HEC Paris.
- Jason Roderick Donaldson & Denis Gromb & Giorgia Piacentino, 2017. "The Paradox of Pledgeability," Working Papers hal-01970749, HAL.
- Donaldson, Jason Roderick & Gromb, Denis & Piacentino, Giorgia, 2020. "The paradox of pledgeability," Journal of Financial Economics, Elsevier, vol. 137(3), pages 591-605.
- Andrea Attar & Thomas Mariotti & François Salanié, 2010.
"Non-Exclusive Competition in the Market for Lemons,"
CEIS Research Paper
159, Tor Vergata University, CEIS, revised 28 May 2010.
- Attar, Andrea & Mariotti, Thomas & Salanié, François, 2009. "Non-Exclusive Competition in the Market for Lemons," IDEI Working Papers 558, Institut d'Économie Industrielle (IDEI), Toulouse.
- Andrea Attar & Thomas Mariotti & François Salanié, 2011. "Nonexclusive Competition in the Market for Lemons," Econometrica, Econometric Society, vol. 79(6), pages 1869-1918, November.
- Andrea Attar & Thomas Mariotti & Francois Salanie, 2009. "Non-Exclusive Competition in the Market for Lemons," LERNA Working Papers 09.13.289, LERNA, University of Toulouse.
- Attar, Andrea & Mariotti, Thomas & Salanié, François, 2009. "Non-Exclusive Competition in the Market for Lemons," TSE Working Papers 09-055, Toulouse School of Economics (TSE).
- Jason Donaldson & Denis Gromb & Giorgia Piacentino, 2019. "Conflicting Priorities: A Theory of Covenants and Collateral," 2019 Meeting Papers 157, Society for Economic Dynamics.
- Andrea Attar & Thomas Mariotti & François Salanié, 2021.
"Entry-proofness and discriminatory pricing under adverse selection,"
Post-Print
hal-03353054, HAL.
- Gottardi, Piero & Mas-Colell, Andreu, 2000.
"A note on the decomposition (at a point) of aggregate excess demand on the Grassmannian1,"
Journal of Mathematical Economics, Elsevier, vol. 33(4), pages 463-473, May.
Cited by:
- Momi, Takeshi, 2010. "Excess demand function around critical prices in incomplete markets," Journal of Mathematical Economics, Elsevier, vol. 46(3), pages 293-302, May.
- Chiaki Hara, 2010. "Pareto Improvement and Agenda Control of Sequential Financial Innovations," KIER Working Papers 748, Kyoto University, Institute of Economic Research.
- Takeshi Momi, "undated".
"Excess Demand Functions with Incomplete Markets - A Global Result,"
IEW - Working Papers
096, Institute for Empirical Research in Economics - University of Zurich.
- Momi, Takeshi, 2003. "Excess demand functions with incomplete markets--a global result," Journal of Economic Theory, Elsevier, vol. 111(2), pages 240-250, August.
- Hens, Thorsten, 2001. "An extension of Mantel (1976) to incomplete markets," Journal of Mathematical Economics, Elsevier, vol. 36(2), pages 141-149, November.
- Momi, Takeshi, 2009. "Excess demand functions when new assets are introduced," Journal of Economic Theory, Elsevier, vol. 144(4), pages 1832-1843, July.
- Hara, Chiaki, 2011. "Pareto improvement and agenda control of sequential financial innovations," Journal of Mathematical Economics, Elsevier, vol. 47(3), pages 336-345.
- Piero Gottardi & Atsushi Kajii, 1999.
"The Structure of Sunspot Equilibria: The Role of Multiplicity,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 66(3), pages 713-732.
Cited by:
- Thorsten Hens & Beate Pilgrim, "undated". "Subsidizing Charitable Giving in a Field Experiment," IEW - Working Papers 070, Institute for Empirical Research in Economics - University of Zurich.
- Alessandro Citanna & Karl Schmedders, 2002.
"Controlling Price Volatility Through Financial Innovation,"
Discussion Papers
1338, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
- Alessandro Citanna & Karl Schmedders, 2002. "Controlling Price Volatility Through Financial Innovation," Working Papers hal-00594367, HAL.
- Alessandro, CITANNA & SCHMEDDERS, Karl, 2002. "Controlling price volatility through financial innovation," HEC Research Papers Series 749, HEC Paris.
- Atsushi Kajii, 2008.
"Sunspot Equilibria in a Production Economy: Do Rational Animal Spirits Cause Overproduction?,"
KIER Working Papers
655, Kyoto University, Institute of Economic Research.
- Atsushi Kajii, 2009. "Sunspot Equilibria In A Production Economy: Do Rational Animal Spirits Cause Overproduction?," The Japanese Economic Review, Japanese Economic Association, vol. 60(1), pages 35-54, March.
- Hens, Thorsten & Pilgrim, Beate, 2004. "Sunspot Equilibria and the Transfer Paradox," Discussion Papers 2004/14, Norwegian School of Economics, Department of Business and Management Science.
- Sushant Acharya & Jess Benhabib & Zhen Huo, 2017.
"The Anatomy of Sentiment-Driven Fluctuations,"
NBER Working Papers
23136, National Bureau of Economic Research, Inc.
- Sushant Acharya & Jess Benhabib & Zhen Huo, 2021. "The Anatomy of Sentiment-Driven Fluctuations," Staff Working Papers 21-33, Bank of Canada.
- Zhen Huo & Jess Benhabib & Sushant Acharya, 2017. "The Anatomy of Sentiment-driven Fluctuations," 2017 Meeting Papers 513, Society for Economic Dynamics.
- Acharya, Sushant & Benhabib, Jess & Huo, Zhen, 2021. "The anatomy of sentiment-driven fluctuations," Journal of Economic Theory, Elsevier, vol. 195(C).
- Franklin Allen & Douglas Gale, 2003. "Financial Fragility, Liquidity and Asset Prices," Center for Financial Institutions Working Papers 01-37, Wharton School Center for Financial Institutions, University of Pennsylvania.
- Atsushi Kajii, 2006.
"Welfare Gains and Losses in Sunspot Equilibria,"
KIER Working Papers
624, Kyoto University, Institute of Economic Research.
- Atsushi Kajii, 2007. "Welfare Gains And Losses In Sunspot Equilibria," The Japanese Economic Review, Japanese Economic Association, vol. 58(3), pages 329-344, September.
- Luis Fernando Medina, 2005. "The Comparative Statics of Collective Action: A Pragmatic Approach to Games with Multiple Equilibria," Rationality and Society, , vol. 17(4), pages 423-452, November.
- Julio Dávila & Piero Gottardi & Atsushi Kajii, 2007.
"Local Sunspot Equilibria Reconsidered,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 31(3), pages 401-425, June.
- Julio Davila & Piero Gottardi & Atsushi Kajii, 2007. "Local Sunspot Equilibria Reconsidered," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00286023, HAL.
- Julio Dvila & Piero Gottardi & Atsushi Kajii, "undated". "Local Sunspot Equilibria Reconsidered," Penn CARESS Working Papers 164a7928416be97f49ebc2b58, Penn Economics Department.
- Julio Davila & Piero Gottardi & Atsushi Kajii, 2007. "Local Sunspot Equilibria Reconsidered," Post-Print halshs-00286023, HAL.
- Julio Davila & Piero Gottardi & Atsushi Kajii, 2007. "Local Sunspot Equilibria Reconsidered," PSE-Ecole d'économie de Paris (Postprint) halshs-00286023, HAL.
- Thorsten Hens & Beate Pilgrim & Janos Mayer, "undated". "Existence of Sunspot Equilibria and Uniqueness of Spot Market Equilibria: The Case of Intrinsically Complete Markets," IEW - Working Papers 188, Institute for Empirical Research in Economics - University of Zurich.
- Hens, Thorsten & Mayer, Janós & Pilgrim, Beate, 2004. "Existence of Sunspot Equilibria and Uniqueness of Spot Market Equilibria: The Case of Intrinsically Complete Markets," Discussion Papers 2004/15, Norwegian School of Economics, Department of Business and Management Science.
- Sushant Acharya & Keshav Dogra & Sanjay R. Singh, 2021.
"The financial origins of non-fundamental risk,"
Working Papers
345, University of California, Davis, Department of Economics.
- Sushant Acharya & Keshav Dogra & Sanjay R. Singh, 2023. "The Financial Origins of Non-Fundamental Risk," Working Paper Series 2023-20, Federal Reserve Bank of San Francisco.
- Acharya, Sushant & Dogra, Keshav & Singh, Sanjay, 2021. "The Financial Origins of Non-Fundamental Risk," CEPR Discussion Papers 16793, C.E.P.R. Discussion Papers.
- Sushant Acharya & Keshav Dogra & Sanjay Singh, 2022. "The Financial Origins of Non-fundamental Risk," Staff Working Papers 22-4, Bank of Canada.
- Drèze, J. & Herings, P.J.J., 2003.
"Sequentially complete markets remain incomplete,"
Research Memorandum
044, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Drèze, Jacques H. & Herings, P. Jean-Jacques, 2008. "Sequentially complete markets remain incomplete," Economics Letters, Elsevier, vol. 100(3), pages 445-447, September.
- DRÈZE, Jacques & HERINGS, Jean-Jacques, 2003. "Sequentially complete markets remain incomplete," LIDAM Discussion Papers CORE 2003085, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- DREZE, Jacques H. & HERINGS, Jean-Jacques P., 2009. "Sequentially complete markets remain incomplete," LIDAM Reprints CORE 2034, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Citanna, Alessandro & Siconolfi, Paolo, 2007. "Short-memory equilibrium in stochastic overlapping generations economies," Journal of Economic Theory, Elsevier, vol. 134(1), pages 448-469, May.
- Xu, Zhiwei & Zhou, Fei & Zhou, Jing, 2022. "Sentiments and real business cycles," Journal of Economic Dynamics and Control, Elsevier, vol. 141(C).
- Thorsten Hens & Beate Pilgrim, 2004. "Sunspot equilibria and the transfer paradox," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 24(3), pages 583-602, October.
- Aditya Goenka & Stefano Matta, 2008. "Manipulation of endowments and sunspot equilibria," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 36(2), pages 267-282, August.
- Gottardi, Piero & Kajii, Atsushi, 2003. "A note on the regularity of competitive equilibria and asset structures," Journal of Mathematical Economics, Elsevier, vol. 39(7), pages 763-776, September.
- Hoelle, Matthew, 2014. "The relation between sunspot effects and multiplicity in incomplete markets models with numeraire assets," Journal of Mathematical Economics, Elsevier, vol. 50(C), pages 119-127.
- Stangebye, Zachary, 2015. "Dynamic Panics: Theory and Application to the Eurozone," MPRA Paper 69967, University Library of Munich, Germany.
- Bisin, Alberto & Gottardi, Piero, 1999.
"Competitive Equilibria with Asymmetric Information,"
Journal of Economic Theory, Elsevier, vol. 87(1), pages 1-48, July.
See citations under working paper version above.
- Alberto Bisin & Piero Gottardi, 1998. "Competitive Equilibria with Asymmetric Information," Levine's Working Paper Archive 2062, David K. Levine.
- Chattopadhyay, Subir & Gottardi, Piero, 1999.
"Stochastic OLG Models, Market Structure, and Optimality,"
Journal of Economic Theory, Elsevier, vol. 89(1), pages 21-67, November.
See citations under working paper version above.
- Piero Gottardi & Subir Chattopadhyay, 1999. "- Stochastic Olg Models, Market Structure And Optimality," Working Papers. Serie AD 1999-15, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Subir Chattopadhyay & Piero Gottardi, 1999. "Stochastic OLG Models, Market Structure, and Optimality," Working Papers 99-12, Brown University, Department of Economics.
- Thorsten Hens & Piero Gottardi, 1999.
"Disaggregation of excess demand and comparative statics with incomplete markets and nominal assets,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 13(2), pages 287-308.
Cited by:
- Momi, Takeshi, 2010. "Excess demand function around critical prices in incomplete markets," Journal of Mathematical Economics, Elsevier, vol. 46(3), pages 293-302, May.
- JÊrÆme B. Detemple & Piero Gottardi, 1998.
"Aggregation, efficiency and mutual fund separation in incomplete markets,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 11(2), pages 443-455.
- Jérôme Detemple & Piero Gottardi, 1997. "Aggregation, Efficiency and Mutual Fund Separation in Incomplete Markets," CIRANO Working Papers 97s-11, CIRANO.
- Chiaki Hara, 2010. "Pareto Improvement and Agenda Control of Sequential Financial Innovations," KIER Working Papers 748, Kyoto University, Institute of Economic Research.
- Gottardi, Piero & Mas-Colell, Andreu, 2000. "A note on the decomposition (at a point) of aggregate excess demand on the Grassmannian1," Journal of Mathematical Economics, Elsevier, vol. 33(4), pages 463-473, May.
- Takeshi Momi, "undated".
"Excess Demand Functions with Incomplete Markets - A Global Result,"
IEW - Working Papers
096, Institute for Empirical Research in Economics - University of Zurich.
- Momi, Takeshi, 2003. "Excess demand functions with incomplete markets--a global result," Journal of Economic Theory, Elsevier, vol. 111(2), pages 240-250, August.
- Hens, Thorsten, 2001. "An extension of Mantel (1976) to incomplete markets," Journal of Mathematical Economics, Elsevier, vol. 36(2), pages 141-149, November.
- Momi, Takeshi, 2009. "Excess demand functions when new assets are introduced," Journal of Economic Theory, Elsevier, vol. 144(4), pages 1832-1843, July.
- Hara, Chiaki, 2011. "Pareto improvement and agenda control of sequential financial innovations," Journal of Mathematical Economics, Elsevier, vol. 47(3), pages 336-345.
- Douglas W. Blackburn & Andrey D. Ukhov, 2013. "Individual vs. Aggregate Preferences: The Case of a Small Fish in a Big Pond," Management Science, INFORMS, vol. 59(2), pages 470-484, August.
- Thorsten Hens, "undated". "An Extension of Mantel (1976) to Incomplete Markets," IEW - Working Papers 071, Institute for Empirical Research in Economics - University of Zurich.
- JÊrÆme B. Detemple & Piero Gottardi, 1998.
"Aggregation, efficiency and mutual fund separation in incomplete markets,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 11(2), pages 443-455.
See citations under working paper version above.
- Jérôme Detemple & Piero Gottardi, 1997. "Aggregation, Efficiency and Mutual Fund Separation in Incomplete Markets," CIRANO Working Papers 97s-11, CIRANO.
- Gottardi, Piero & Hens, Thorsten, 1996.
"The Survival Assumption and Existence of Competitive Equilibria When Asset Markets are Incomplete,"
Journal of Economic Theory, Elsevier, vol. 71(2), pages 313-323, November.
See citations under working paper version above.
- Gottardi, P. & Hens, T., 1995. "The Survival Assumption and Existence of Competitive Equilibria When Asset Markets are Incomplete," Papers 202, Cambridge - Risk, Information & Quantity Signals.
- Gottardi, Piero, 1996.
"Stationary Monetary Equilibria in Overlapping Generations Models with Incomplete Markets,"
Journal of Economic Theory, Elsevier, vol. 71(1), pages 75-89, October.
See citations under working paper version above.
- Gottardi, P., 1990. "On Stationary Monetary Equilibria In Overlapping Generations Models With Incomplete Markets," Papers 155, Cambridge - Risk, Information & Quantity Signals.
- Gottardi, Piero, 1995.
"Does sunspot monetary policy matter?,"
Economics Letters, Elsevier, vol. 47(3-4), pages 297-303, March.
Cited by:
- Carsten Nielsen, 2011. "Price stabilizing, Pareto improving policies," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 47(2), pages 459-500, June.
- Carsten Krabbe Nielsen, 2004. "Stabilizing, Pareto Improving Policies in an OLG model with Incomplete Markets: The Rational Expectations and Rational Beliefs Case," Econometric Society 2004 Far Eastern Meetings 617, Econometric Society.
- Detemple, J. & Gottardi, P. & Polemarchakis, H. M., 1995.
"The relevance of financial policy,"
European Economic Review, Elsevier, vol. 39(6), pages 1133-1154, June.
See citations under working paper version above.
- Detemple, J. & Gottardi, P. & Polemarchakis, H., 1989. "The Relevance Of Financial Policy," Papers fb-89-11, Columbia - Graduate School of Business.
- Detemple, J. & Gottardi, P. & Polemarchakis, H.M., 1995. "The relevance of financial policy," LIDAM Reprints CORE 1157, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Detemple, J. & Gottardi, P. & Polemarchakis, H., 1990. "The relevance of financial policy," LIDAM Discussion Papers CORE 1990011, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Gottardi, Piero, 1995.
"An Analysis of the Conditions for the Validity of Modigliani-Miller Theorem with Incomplete Markets,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 5(2), pages 191-207, March.
See citations under working paper version above.
- Gottardi, P., 1990. "An Analysis Of The Conditions For The Validity Of Modigliani-Miller Theorem With Incomplete Markets," Papers 157, Cambridge - Risk, Information & Quantity Signals.
- Gottardi Piero, 1994.
"On the Non-neutrality of Money with Incomplete Markets,"
Journal of Economic Theory, Elsevier, vol. 62(1), pages 209-220, February.
See citations under working paper version above.
- Gottardi, P., 1990. "On The Non Neutrality Of Money With Incomplete Market," Papers 158, Cambridge - Risk, Information & Quantity Signals.