- Peck, James, 2003.
"Large market games with demand uncertainty,"
Journal of Economic Theory,
Elsevier, vol. 109(2), pages 283-299, April.
[Downloadable!] (restricted)
Cited by:
- Ehud Kalai, 2005.
"Partially-Specified Large Games,"
Discussion Papers
1403, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
[Downloadable!]
Other versions: - Régis Breton & Bertrand Gobillard, 2006.
"Robustness of equilibrium price dispersion in finite market games,"
EconomiX Working Papers
2006-10, University of Paris West - Nanterre la Défense, EconomiX.
[Downloadable!]
- James Peck & Karl Shell, 2003.
"Equilibrium Bank Runs,"
Journal of Political Economy,
University of Chicago Press, vol. 111(1), pages 103-123, February.
[Downloadable!] (restricted)
Cited by:
- David Andolfatto & Ed Nosal & Neil Wallace, 2006.
"The role of independence in the Green-Lin Diamond-Dybvig model,"
Working Paper
0615, Federal Reserve Bank of Cleveland.
[Downloadable!]
Other versions: - Antoine Martin, 2008.
"Reconciling Bagehot with the Fed's response to September 11,"
Staff Reports
217, Federal Reserve Bank of New York.
[Downloadable!]
- David Andolfatto & Ed Nosal, 2003.
"A Theory of Money and Banking,"
Macroeconomics
0310003, EconWPA.
[Downloadable!]
Other versions: - Eugenio Proto, 2007.
"Bank Fragility and Growth Expectations,"
Topics in Economic Analysis & Policy,
Berkeley Electronic Press, vol. 7(1), pages 1720-1720.
[Downloadable!] (restricted)
- Michael Loewy, 2003.
"``To Furnish an Elastic Currency'': Banking, Aggregate Risk, and Welfare,"
Topics in Macroeconomics,
Berkeley Electronic Press, vol. 3(1), pages 1052-1052.
[Downloadable!] (restricted)
- Huberto M. Ennis, 2000.
"Banking and the political support for dollarization,"
Working Paper
00-12, Federal Reserve Bank of Richmond.
[Downloadable!]
- Huberto M. Ennis & Todd Keister, 2004.
"Bank runs and investment decisions revisited,"
Working Paper
04-03, Federal Reserve Bank of Richmond.
[Downloadable!]
Other versions:- Ennis, Huberto M. & Keister, Todd, 2006.
"Bank runs and investment decisions revisited,"
Journal of Monetary Economics,
Elsevier, vol. 53(2), pages 217-232, March.
[Downloadable!] (restricted)
- Todd Keister & Huberto M. Ennis, 2004.
"Bank Runs and Investment Decisions Revisited,"
2004 Meeting Papers
180, Society for Economic Dynamics.
[Downloadable!]
- Gaetano Antinolfi & Todd Keister, 2003.
"Discount Window Policy, Banking Crises, and Indeterminacy of Equilibrium,"
Working Papers
0305, Centro de Investigacion Economica, ITAM.
[Downloadable!]
Other versions:- Antinolfi, Gaetano & Keister, Todd, 2005.
"Discount Window Policy, Banking Crises, And Indeterminacy Of Equilibrium,"
Macroeconomic Dynamics,
Cambridge University Press, vol. 10(01), pages 1-19, December.
[Downloadable!]
- Huberto M. Ennis & Todd Keister, 2008.
"Run equilibria in a model of financial intermediation,"
Staff Reports
312, Federal Reserve Bank of New York.
[Downloadable!]
- Mardi Dungey & Renee Fry & Vance Martin & Brenda González-Hermosillo, 2004.
"Characterizing Global Investors' Risk Appetite for Emerging Market Debt During Financial Crises,"
IMF Working Papers
03/251, International Monetary Fund.
[Downloadable!]
- Geethanjali Selvaretnam, 2005.
"Optimal Reserves and Short Term Interest Rates in a Model of Bank Runs,"
Economics Discussion Papers
605, University of Essex, Department of Economics.
[Downloadable!]
- 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.
[Downloadable!]
- Huberto M. Ennis & Todd Keister, 2007.
"Bank runs and institutions : the perils of intervention,"
Working Paper
07-02, Federal Reserve Bank of Richmond.
[Downloadable!]
- Huberto M. Ennis & Todd Keister, 2007.
"Commitment and equilibrium bank runs,"
Staff Reports
274, Federal Reserve Bank of New York.
[Downloadable!]
- Matias Fontenla & Fidel Gonzalez, 2007.
"Self-fulfilling and Fundamental Banking Crises: A Multinomial Logit Approach,"
Economics Bulletin,
Economics Bulletin, vol. 6(17), pages 1-11.
[Downloadable!]
- David Andolfatto & Ed Nosal, 2006.
"Moral hazard in the Diamond-Dybvig model of banking,"
Working Paper
0623, Federal Reserve Bank of Cleveland.
[Downloadable!]
Other versions: - Douglas W. Diamond, 2007.
"Banks and liquidity creation : a simple exposition of the Diamond-Dybvig model,"
Economic Quarterly,
Federal Reserve Bank of Richmond, issue Spr, pages 189-200.
[Downloadable!]
- Huberto M. Ennis & Todd Keister, 2003.
"Economic growth, liquidity, and bank runs,"
Working Paper
03-01, Federal Reserve Bank of Richmond.
[Downloadable!]
Other versions:- Ennis, Huberto M. & Keister, Todd, 2003.
"Economic growth, liquidity, and bank runs,"
Journal of Economic Theory,
Elsevier, vol. 109(2), pages 220-245, April.
[Downloadable!] (restricted)
- Geethanjali Selvaretnam, 2007.
" Regulation of Reserves and Interest Rates in a Model of Bank Runs,"
CDMA Working Paper Series
0714, Centre for Dynamic Macroeconomic Analysis.
[Downloadable!]
- Andrew Feltenstein & Roger Lagunoff, 2003.
"International versus Domestic Auditing of Bank Solvency,"
Macroeconomics
0308002, EconWPA.
[Downloadable!]
Other versions:- Andrew Feltenstein & Roger Lagunoff, .
"International versus Domestic Auditing of Bank Solvency,"
Working Papers
gueconwpa~03-03-08, Georgetown University, Department of Economics.
[Downloadable!]
- Feltenstein, Andrew & Lagunoff, Roger, 2005.
"International versus domestic auditing of bank solvency,"
Journal of International Economics,
Elsevier, vol. 67(1), pages 73-96, September.
[Downloadable!] (restricted)
- Roger Dean Lagunoff & Andrew Feltenstein, 2003.
"International Versus Domestic Auditing of Bank Solvency,"
IMF Working Papers
03/190, International Monetary Fund.
[Downloadable!]
- James Peck & Karl Shell, 2003.
"Bank Portfolio Restrictions and Equilibrium Bank Runs,"
Levine's Bibliography
666156000000000077, UCLA Department of Economics.
[Downloadable!]
Other versions: - Guido Cozzi & Paolo E. Giordani, .
"Uncertainty Averse Bank Runners,"
Working Papers
2008_03, Department of Economics, University of Glasgow.
[Downloadable!]
- Huberto M. Ennis, 2003.
"Economic fundamentals and bank runs,"
Economic Quarterly,
Federal Reserve Bank of Richmond, issue Spr, pages 55-71.
[Downloadable!]
- Guilherme Carmona, 2004.
"On the Existence of Equilibrium Bank Runs in a Diamond-Dybvig Environment,"
Finance
0404009, EconWPA.
[Downloadable!]
Other versions: - Raphael H. Solomon, 2003.
"Anatomy of a Twin Crisis,"
Working Papers
03-41, Bank of Canada.
[Downloadable!]
- Franklin Allen & Douglas Gale, 2003.
"Financial Intermediaries and Markets,"
Center for Financial Institutions Working Papers
00-44, Wharton School Center for Financial Institutions, University of Pennsylvania.
[Downloadable!]
Other versions: - Huberto M. Ennis & Todd Keister, 2003.
"Government Policy and the Probability of Coordination Failures,"
Working Papers
0301, Centro de Investigacion Economica, ITAM.
[Downloadable!]
Other versions: - Chao Gu, 2007.
"Herding and Bank Runs,"
Working Papers
0716, Department of Economics, University of Missouri.
[Downloadable!]
- Marie Hoerova, 2007.
"Run-prone banking and asset markets,"
Working Paper Series
845, European Central Bank.
[Downloadable!]
- Gaetano Antinolfi & Elisabeth Huybens & Todd Keister, 2000.
"Monetary Stability and Liquidity Crises: The Role of the Lender of Last Resort,"
Working Papers
0001, Centro de Investigacion Economica, ITAM.
[Downloadable!]
Other versions:- Gaetano Antinolfi & Elisabeth Huybens, 2000.
"Monetary Stability and Liquidity Crises: The Role of the Lender of Last Resort,"
Econometric Society World Congress 2000 Contributed Papers
1156, Econometric Society.
[Downloadable!]
- Antinolfi, Gaetano & Huybens, Elisabeth & Keister, Todd, 2001.
"Monetary Stability and Liquidity Crises: The Role of the Lender of Last Resort,"
Journal of Economic Theory,
Elsevier, vol. 99(1-2), pages 187-219, July.
[Downloadable!] (restricted)
- Chao Gu, 2007.
"Asymmetric Information and Bank Runs,"
Working Papers
0721, Department of Economics, University of Missouri.
[Downloadable!]
- Carmona, Guilherme & Leoni, Patrick, 2003.
"Equilibrium Non-Panic Bank Failures,"
FEUNL Working Paper Series
wp424, Universidade Nova de Lisboa, Faculdade de Economia.
[Downloadable!]
- Levin, Dan & Peck, James, 2003.
" To Grab for the Market or to Bide One's Time: A Dynamic Model of Entry,"
RAND Journal of Economics,
The RAND Corporation, vol. 34(3), pages 536-56, Autumn.
Cited by:
- Marc Rysman, 2003.
"Adoption Delay in a Standards War,"
Working Papers
03-11, NET Institute, revised Oct 2003.
[Downloadable!]
- Andreas Park & Lones Smith, 2008.
"Caller Number Five and Related Timing Games,"
Working Papers
tecipa-317, University of Toronto, Department of Economics.
[Downloadable!]
Other versions: - Tobias Kretschmer & Katrin Muehlfeld, 2006.
"Co-Opetition and Prelaunch in Standard-Setting for Developing Technologies,"
CEP Discussion Papers
dp0742, Centre for Economic Performance, LSE.
[Downloadable!]
- Dan Levin & James Peck, 2005.
"Investment Dynamics with Common and Private Values,"
Levine's Bibliography
666156000000000607, UCLA Department of Economics.
[Downloadable!]
- Andreas Park & Lones Smith, 2006.
"Caller Number Five: Timing Games that Morph from One Form to Another,"
Cowles Foundation Discussion Papers
1554, Cowles Foundation, Yale University.
[Downloadable!]
Other versions:
- James Peck & Matthew O. Jackson, 1999.
"Asymmetric information in a competitive market game: Reexamining the implications of rational expectations,"
Economic Theory,
Springer, vol. 13(3), pages 603-628.
[Downloadable!] (restricted)
Other versions: See citations under working paper version above.
- Deneckere, Raymond & Marvel, Howard P & Peck, James, 1997.
"Demand Uncertainty and Price Maintenance: Markdowns as Destructive Competition,"
American Economic Review,
American Economic Association, vol. 87(4), pages 619-41, September.
[Downloadable!] (restricted)
Other versions: See citations under working paper version above.
- Deneckere, Raymond & Marvel, Howard P & Peck, James, 1996.
"Demand Uncertainty, Inventories, and Resale Price Maintenance,"
The Quarterly Journal of Economics,
MIT Press, vol. 111(3), pages 885-913, August.
[Downloadable!] (restricted)
Other versions: See citations under working paper version above.
- Peck, James, 1996.
"Demand Uncertainty, Incomplete Markets, and the Optimality of Rationing,"
Journal of Economic Theory,
Elsevier, vol. 70(2), pages 342-363, August.
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Cited by:
- Larry Karp & Jeffrey Perloff, 2003.
"When Promoters Like Scalpers,"
Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series
916R, Department of Agricultural & Resource Economics, UC Berkeley.
[Downloadable!]
Other versions:- Karp, Larry S. & Perloff, Jeffrey M., 2000.
"Why promoters like scalpers,"
CUDARE Working Paper Series
916, University of California at Berkeley, Department of Agricultural and Resource Economics and Policy.
- Larry Karp & Jeffrey M. Perloff, 2005.
"When Promoters Like Scalpers,"
Journal of Economics & Management Strategy,
Blackwell Publishing, vol. 14(2), pages 477-508, 06.
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- James Peck, 1995.
"Competition in Transactions Mechanisms: The Emergence of Price Competition,"
Working Papers
022, Ohio State University, Department of Economics.
[Downloadable!]
Other versions: - James Peck & Karl Shell, 2003.
"Bank Portfolio Restrictions and Equilibrium Bank Runs,"
Levine's Bibliography
666156000000000077, UCLA Department of Economics.
[Downloadable!]
Other versions:
- Peck, James, 1996.
"Competition in Transactions Mechanisms: The Emergence of Price Competition,"
Games and Economic Behavior,
Elsevier, vol. 16(1), pages 109-123, September.
[Downloadable!] (restricted)
Other versions: See citations under working paper version above.
- Marvel, Howard P & Peck, James, 1995.
"Demand Uncertainty and Returns Policies,"
International Economic Review,
Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 36(3), pages 691-714, August.
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Cited by:
- Steven A. Matthews & Nicola Persico, 2007.
"Information Acquisition and Refunds for Returns,"
PIER Working Paper Archive
07-021, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
[Downloadable!]
Other versions: - Charles E. Hyde, 2001.
"What Motivates Returns Policies?,"
Department of Economics - Working Papers Series
821, The University of Melbourne.
[Downloadable!]
- Steven A. Matthews & Nicola Persico, 2005.
"Information Acquisition and the Excess Refund Puzzle,"
PIER Working Paper Archive
05-015, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
[Downloadable!]
- V. Padmanabhan & I.P.L. Png, 2004.
"Returns Policies and Retail Price Competition,"
Industrial Organization
0401007, EconWPA.
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- James D. Dana & Kathryn Spier, 2000.
"Revenue Sharing, Demand Uncertainty, and Vertical Control of Competing Firms,"
Econometric Society World Congress 2000 Contributed Papers
1511, Econometric Society.
[Downloadable!]
- Raymond Deneckere & James Peck, 1995.
"Competition Over Price and Service Rate When Demand is Stochastic: A Strategic Analysis,"
RAND Journal of Economics,
The RAND Corporation, vol. 26(1), pages 148-162, Spring.
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Other versions: See citations under working paper version above.
- Forges, Francoise & Peck, James, 1995.
"Correlated Equilibrium and Sunspot Equilibrium,"
Economic Theory,
Springer, vol. 5(1), pages 33-50, January.
Cited by:
- 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, Department of Finance and Management Science, Norwegian School of Economics and Business Administration.
[Downloadable!]
- Thorsten Hens & Beate Pilgrim, .
"Subsidizing Charitable Giving in a Field Experiment,"
IEW - Working Papers
iewwp070, Institute for Empirical Research in Economics - IEW.
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- Matthew O. Jackson, 1992.
"Proof of the Existence of Speculative Equilibria,"
Discussion Papers
1003, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
[Downloadable!]
Other versions: - Julio Dávila, .
"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.
[Downloadable!]
Other versions: - Sayantan Ghosal & Massimo Morelli, 2002.
"Retrading in Market Games,"
Economics Working Papers
0012, Institute for Advanced Study, School of Social Science.
[Downloadable!]
Other versions:- Massimo Morelli & Sayantan Ghosal, 2001.
"Retrading in Market Games,"
Working Papers
01-09, Ohio State University, Department of Economics.
[Downloadable!]
- Ghosal, Sayantan & Morelli, Massimo, 2004.
"Retrading in market games,"
Journal of Economic Theory,
Elsevier, vol. 115(1), pages 151-181, March.
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- Martin Shubik, 1986.
"A Game Theoretic Approach to the Theory of Money and Financial Institutions,"
Cowles Foundation Discussion Papers
805, Cowles Foundation, Yale University.
[Downloadable!]
Other versions: - Kam-Chau Wong & Chongmin Kim, 2004.
"Evolutionarily Stable Correlation,"
Econometric Society 2004 Far Eastern Meetings
495, Econometric Society.
[Downloadable!]
- Thorsten Hens & Beate Pilgrim & Janos Mayer, .
"Existence of Sunspot Equilibria and Uniqueness of Spot Market Equilibria: The Case of Intrinsically Complete Markets,"
IEW - Working Papers
iewwp188, Institute for Empirical Research in Economics - IEW.
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- Hens, Thorsten & Pilgrim, Beate, 2004.
"Sunspot Equilibria and the Transfer Paradox,"
Discussion Papers
2004/14, Department of Finance and Management Science, Norwegian School of Economics and Business Administration.
[Downloadable!]
- Manuelli, Rodolfo & Peck, James, 1992.
"Sunspot-like effects of random endowments,"
Journal of Economic Dynamics and Control,
Elsevier, vol. 16(2), pages 193-206, April.
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Cited by:
- George J.Mailath & Andrew Postlewaite & Larry Samuelson, 2003.
"Sunk Investments Lead to Unpredictable Prices (Second Version),"
PIER Working Paper Archive
04-007, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 30 Jan 2004.
[Downloadable!]
- George Mailath & Andrew Postlewaite & Larry Samuelson, 2003.
"Sunk Investments Lead to Unpredictable Prices,"
Levine's Bibliography
666156000000000019, UCLA Department of Economics.
[Downloadable!]
Other versions:- George Mailath & Andrew Postlewaite & Larry Samuelson, 2003.
"Sunk Investments Lead to Unpredictable Prices,"
PIER Working Paper Archive
03-014, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
[Downloadable!]
- George J. Mailath & Andrew Postlewaite & Larry Samuelson, 2004.
"Sunk Investments Lead to Unpredictable Prices,"
American Economic Review,
American Economic Association, vol. 94(4), pages 896-918, September.
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-
- Huberto Ennis & Todd Keister, 2001.
"Optimal policy with probabilistic equilibrium selection,"
Working Paper
01-03, Federal Reserve Bank of Richmond.
[Downloadable!]
- Peck, James & Shell, Karl & Spear, Stephen E., 1992.
"The market game: existence and structure of equilibrium,"
Journal of Mathematical Economics,
Elsevier, vol. 21(3), pages 271-299.
[Downloadable!] (restricted)
Cited by:
- Leonidas Koutsougeras, 2007.
"From strategic to price taking behavior,"
The School of Economics Discussion Paper Series
0717, Economics, The University of Manchester.
[Downloadable!]
- Gaël GIRAUD & Sonia WEYERS, 2003.
"Strategic Market Games with a Finite Horizon and Incomplete,"
Working Papers of BETA
2003-04, Bureau d'Economie Théorique et Appliquée, ULP, Strasbourg.
[Downloadable!]
- Sayantan Ghosal & Massimo Morelli, 2002.
"Retrading in Market Games,"
Economics Working Papers
0012, Institute for Advanced Study, School of Social Science.
[Downloadable!]
Other versions:- Massimo Morelli & Sayantan Ghosal, 2001.
"Retrading in Market Games,"
Working Papers
01-09, Ohio State University, Department of Economics.
[Downloadable!]
- Ghosal, Sayantan & Morelli, Massimo, 2004.
"Retrading in market games,"
Journal of Economic Theory,
Elsevier, vol. 115(1), pages 151-181, March.
[Downloadable!] (restricted)
- Pradeep Dubey und Dieter Sondermann, .
"Perfect Competition in an Oligoply (including Bilateral Monopoly),"
Bonn Econ Discussion Papers
bgse9_2008, University of Bonn, Germany.
[Downloadable!]
- David Cass, 2006.
"Compatible Beliefs and Equilibrium,"
PIER Working Paper Archive
06-009, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
[Downloadable!]
- Huberto Ennis & Todd Keister, 2001.
"Optimal policy with probabilistic equilibrium selection,"
Working Paper
01-03, Federal Reserve Bank of Richmond.
[Downloadable!]
- Nicholas Economides, 2003.
"A Parimutuel Market Microstructure for Contingent Claims,"
Working Papers
03-18, New York University, Leonard N. Stern School of Business, Department of Economics.
[Downloadable!]
- Alex Dickson & Roger Hartley, 2004.
"Partial Equilibrium Analysis in a Market Game:the Strategic Marshallian Cross,"
Keele Economics Research Papers
KERP 2004/07, Centre for Economic Research, Keele University.
[Downloadable!]
- Jeffrey Lange & Nicholas Economides, 2001.
"A Parimutuel Market Microstructure for Contingent Claims Trading,"
Working Papers
01-13, New York University, Leonard N. Stern School of Business, Department of Economics.
[Downloadable!]
- Leonidas C. Koutsougeras, 2002.
"Convergence to No Arbitrage Equilibria in Market Games,"
Discussion Papers
02-12, University of Copenhagen. Department of Economics.
[Downloadable!]
- Koutsougeras, L.C., 1999.
"Market games with multiple trading posts,"
Discussion Paper
40, Tilburg University, Center for Economic Research.
[Downloadable!]
- Régis Breton & Bertrand Gobillard, 2006.
"Robustness of equilibrium price dispersion in finite market games,"
EconomiX Working Papers
2006-10, University of Paris West - Nanterre la Défense, EconomiX.
[Downloadable!]
- Peck, James & Shell, Karl, 1991.
"Market Uncertainty: Correlated and Sunspot Equilibria in Imperfectly Competitive Economies,"
Review of Economic Studies,
Blackwell Publishing, vol. 58(5), pages 1011-29, October.
[Downloadable!] (restricted)
Cited by:
- John Geanakoplos & Pradeep Dubey, 1989.
"Existence of Walras Equilibrium Without a Price Player of Generalized Game,"
Cowles Foundation Discussion Papers
912, Cowles Foundation, Yale University.
[Downloadable!]
- Matthew O. Jackson & James Peck, 1997.
"Asymmetric Information in a Competitive Market Game: Reexamining the Implications of Rational Expectations,"
Microeconomics
9711004, EconWPA.
[Downloadable!]
Other versions: - Sonia Giannatale, 2008.
"Sunspot-like equilibria in an overlapping generations economy with strategic interactions,"
Economic Theory,
Springer, vol. 35(1), pages 191-199, April.
[Downloadable!] (restricted)
- Gaël GIRAUD & Sonia WEYERS, 2003.
"Strategic Market Games with a Finite Horizon and Incomplete,"
Working Papers of BETA
2003-04, Bureau d'Economie Théorique et Appliquée, ULP, Strasbourg.
[Downloadable!]
- Pengfei Wang & Yi Wen, 2007.
"Incomplete information and self-fulfilling prophecies,"
Working Papers
2007-033, Federal Reserve Bank of St. Louis.
[Downloadable!]
- Matthew O. Jackson, 1992.
"Proof of the Existence of Speculative Equilibria,"
Discussion Papers
1003, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
[Downloadable!]
Other versions: - John Duffy & Eric O. Fisher, 2005.
"Sunspots in the Laboratory,"
American Economic Review,
American Economic Association, vol. 95(3), pages 510-529, June.
[Downloadable!] (restricted)
- Karl Shell & Randall Wright, 1991.
"Indivisibilities, lotteries, and sunspot equilibria,"
Staff Report
133, Federal Reserve Bank of Minneapolis.
[Downloadable!]
Other versions:- Shell, Karl & Wright, Randall, 1993.
"Indivisibilities, Lotteries, and Sunspot Equilibria,"
Economic Theory,
Springer, vol. 3(1), pages 1-17, January.
- Huberto Ennis & Todd Keister, 2001.
"Optimal policy with probabilistic equilibrium selection,"
Working Paper
01-03, Federal Reserve Bank of Richmond.
[Downloadable!]
- Huberto M. Ennis & Todd Keister, 2007.
"Commitment and equilibrium bank runs,"
Staff Reports
274, Federal Reserve Bank of New York.
[Downloadable!]
- Pengfei Wang & Yi Wen, 2006.
"Imperfect competition and sunspots,"
Working Papers
2006-015, Federal Reserve Bank of St. Louis.
[Downloadable!]
- Gaël Giraud & Dimitrios Tsomocos, 2004.
"Global uniqueness and money non-neutrality in a Walrasian dynamics without rational expectations,"
Cahiers de la Maison des Sciences Economiques
b04121, Université Panthéon-Sorbonne (Paris 1).
[Downloadable!]
Other versions: - Matthew O. Jackson & James Peck, 1993.
"Costly Information Acquisition,"
Discussion Papers
1087, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
[Downloadable!]
- Jackson, Matthew & Peck, James, 1991.
"Speculation and price fluctuations with private, extrinsic signals,"
Journal of Economic Theory,
Elsevier, vol. 55(2), pages 274-295, December.
[Downloadable!] (restricted)
Cited by:
- Matthew O. Jackson & James Peck, 1997.
"Asymmetric Information in a Competitive Market Game: Reexamining the Implications of Rational Expectations,"
Microeconomics
9711004, EconWPA.
[Downloadable!]
Other versions: - Matthew O. Jackson, 1992.
"Proof of the Existence of Speculative Equilibria,"
Discussion Papers
1003, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
[Downloadable!]
Other versions: - Matthew O. Jackson & James Peck, 1993.
"Costly Information Acquisition,"
Discussion Papers
1087, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
[Downloadable!]
- Peck, James, 1990.
"Liquidity without money: A General equilibrium model of market microstructure,"
Journal of Financial Intermediation,
Elsevier, vol. 1(1), pages 80-103, March.
[Downloadable!] (restricted)
Cited by:
- Sandro Brusco & Matthew O. Jackson, 1997.
"The Optimal Design of a Market,"
Microeconomics
9711003, EconWPA.
[Downloadable!]
Other versions:- Brusco, Sandro & Jackson, Matthew O., 1999.
"The Optimal Design of a Market,"
Journal of Economic Theory,
Elsevier, vol. 88(1), pages 1-39, September.
[Downloadable!] (restricted)
- Matthew O. Jackson & Sandro Brusco, 1997.
"The Optimal Design of a Market,"
Discussion Papers
1186, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
[Downloadable!]
- Xue-Zhong He, 2003.
"Asset Pricing, Volatility and Market Behaviour: A Market Fraction Approach,"
Research Paper Series
95, Quantitative Finance Research Centre, University of Technology, Sydney.
[Downloadable!]
- Peck, James & Shell, Karl, 1990.
"Liquid markets and competition,"
Games and Economic Behavior,
Elsevier, vol. 2(4), pages 362-377, December.
[Downloadable!] (restricted)
Cited by:
- Leonidas Koutsougeras, 2007.
"From strategic to price taking behavior,"
The School of Economics Discussion Paper Series
0717, Economics, The University of Manchester.
[Downloadable!]
- Sayantan Ghosal & Massimo Morelli, 2002.
"Retrading in Market Games,"
Economics Working Papers
0012, Institute for Advanced Study, School of Social Science.
[Downloadable!]
Other versions:- Massimo Morelli & Sayantan Ghosal, 2001.
"Retrading in Market Games,"
Working Papers
01-09, Ohio State University, Department of Economics.
[Downloadable!]
- Ghosal, Sayantan & Morelli, Massimo, 2004.
"Retrading in market games,"
Journal of Economic Theory,
Elsevier, vol. 115(1), pages 151-181, March.
[Downloadable!] (restricted)
- Alexander Matros & Ted Temzelides, 2006.
"Evolution and Walrasian Behavior in Market Games,"
Working Papers
201, University of Pittsburgh, Department of Economics, revised Jan 2006.
[Downloadable!]
Other versions: - Gaël Giraud & Hubert Stahn, 2008.
"On Shapley–Shubik equilibria with financial markets,"
Economic Theory,
Springer, vol. 35(3), pages 469-496, June.
[Downloadable!] (restricted)
- Manuelli, Rodolfo E & Peck, James, 1990.
"Exchange Rate Volatility in an Equilibrium Asset Pricing Model,"
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Other versions: - Allen Head & Shouyong Shi, 2002.
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