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Research classified by Journal of Economic Literature (JEL) codes


Top JEL
/ D: Microeconomics
/ / D5: General Equilibrium and Disequilibrium
/ / / D52: Incomplete Markets
This JEL code is mentioned in the follow RePEc Biblio entries:
  1. > Agricultural Economics > Agricultural Policy

This topic is covered by the following reading lists:
  1. SOEP based publications

Most recent items first, undated at the end.
  • 2014 Asset pricing and consumption-portfolio choice with recursive utility and unspanned risk
    by Kraft, Holger & Seiferling, Thomas & Seifried, Frank Thomas
  • 2014 Constrained Inefficiency and Optimal Taxation with Uninsurable Risks
    by Piero Gottardi & Atsushi Kajii & Tomoyuki Nakajima
  • 2014 The Lindahl equilibrium in Schumpeterian growth models: Knowledge diffusion, social value of innovations and optimal R&D incentives
    by Gray, Elie & Grimaud, André
  • 2014 General Equilibrium with Endogenous Trading Constraints
    by Cea-Echenique, Sebastián & Torres-Martínez, Juan Pablo
  • 2014 On the pseudo-equilibrium manifold in semi-algebraic economies with real financial assets
    by Arias-R., Omar Fdo.
  • 2014 A Market Based Solution to Price Externalities: A Generalized Framework
    by Weerachart T. Kilenthong & Robert M. Townsend
  • 2014 Asset Pricing with Countercyclical Household Consumption Risk
    by George M. Constantinides & Anisha Ghosh
  • 2014 Segregated Security Exchanges with Ex Ante Rights to Trade: A Market-Based Solution to Collateral-Constrained Externalities
    by Weerachart Kilenthong & Robert Townsend
  • 2014 Price revelation and existence of equilibrium in a private belief economy
    by Lionel de Boisdeffre
  • 2014 Optimal taxation and debt with uninsurable risks to human capital accumulation
    by Piero Gottardi & Atsushi Kajii & Tomoyuki Nakajima
  • 2014 The Redistributional Consequences of Tax Reform Under Financial Integration
    by Ayse Kabukcuoglu
  • 2014 On the existence of equilibrium in an incomplete financial economy with numeraire assets
    by Cuong Le Van & Ali Oguz Polat & Hüseyin Cagri Saglam
  • 2014 The Lindahl equilibrium in Schumpeterian growth models: Knowledge diffusion, social value of innovations and optimal R&D incentives
    by Gray, Elie & Grimaud, André
  • 2014 Capital Taxes, Labor Taxes and the Household
    by Rigas Oikonomou & Christian Siegel
  • 2014 Optimal taxation and debt with uninsurable risks to human capital accumulation
    by Gottardi, Piero & Kajii, Atsushi & Nakajima, Tomoyuki
  • 2014 A model of scholarly publishing with hybrid academic journals
    by Besancenot, Damien & Vranceanu, Radu
  • 2014 The Lindahl Equilibrium in Schumpeterian Growth Models: Knowledge Diffusion, Social Value of Innovations and Optimal R&D Incentives
    by Elie Gray & André Grimaud
  • 2014 Counterparty risk externality: Centralized versus over-the-counter markets
    by Acharya, Viral & Bisin, Alberto
  • 2014 International capital flows, returns and world financial integration
    by Evans, Martin D.D. & Hnatkovska, Viktoria V.
  • 2014 Optimal multi-period consumption and investment with short-sale constraints
    by Arısoy, Yakup Eser & Altay-Salih, Aslıhan & Pınar, Mustafa Ç
  • 2014 The role of asset testing in public health insurance reform
    by Janicki, Hubert P.
  • 2014 Equilibrium Heterogeneous-Agent models as measurement tools: Some Monte Carlo evidence
    by Cozzi, Marco
  • 2014 Endogenous Collateral Constraints and the Leverage Cycle
    by Ana Fostel & John Geanakoplos
  • 2013 CRRA Utility Maximization under Risk Constraints
    by Moreno-Bromberg, Santiago & Pirvu, Traian A. & Réveillac, Anthony
  • 2013 Urbanization in China and how urban housing demand can be met
    by Gottschalch, Sören
  • 2013 The structure of competitive equilibrium with unsecured debt
    by Gaetano Bloise
  • 2013 Consumer Default with Complete Markets: Default-based Pricing and Finite Punishment
    by Xavier Mateos-Planas & Giulio Seccia
  • 2013 Equilibrium Heterogeneous-Agent Models as Measurement Tools: some Monte Carlo Evidence
    by Marco Cozzi
  • 2013 Optimal Unemployment Insurance with Private Insurance
    by Oikonomou, Rigas
  • 2013 Work Incentives of Medicaid Beneficiaries and The Role of Asset Testing
    by Pashchenko, Svetlana & Porapakkarm, Ponpoje
  • 2013 Cross-subsidization in employer-based health insurance and the effects of tax subsidy reform
    by Pashchenko, Svetlana & Porapakkarm, Ponpoje
  • 2013 Liquidity Contractions, Incomplete Financial Participation and the Prevalence of Negative Equity Non-recourse Loans
    by Iraola, Miguel & Torres-Martínez, Juan Pablo
  • 2013 Financial Globalization, Financial Crises, and the External Portfolio Structure of Emerging Markets
    by Enrique G. Mendoza & Katherine A. Smith
  • 2013 Collateral monetary equilibrium with liquidity constraints in an infinite horizon economy
    by Ngoc-Sang Pham
  • 2013 Collateral monetary equilibrium with liquidity constraints in an infinite horizon economy
    by Ngoc-Sang Pham
  • 2013 Equilibria in a multi-period economy
    by Bernard Cornet & Abhishek Ranjan
  • 2013 Existence of equilibria via quasi-equilibria
    by Bernard Cornet & Abhishek Ranjan
  • 2013 Liquidity Contractions, Incomplete Financial Participation and the Prevalence of Negative Equity Non-Recourse Loans
    by Miguel A. Iraola & Juan Pablo Torres-Martinez
  • 2013 Booms and Busts with dispersed information
    by Kenza Benhima
  • 2013 Education, Birth Order, and Family Size
    by Bagger, Jesper & Birchenall, Javier A. & Mansour, Hani & Urzua, Sergio
  • 2013 Approximate dynamic programming with postdecision states as a solution method for dynamic economic models
    by Hull, Isaiah
  • 2013 Prolonged reserves accumulation, credit booms, asset prices and monetary policy in Asia
    by Filardo , Andrew J. & Siklos , Pierre L.
  • 2013 Occupation-level income shocks and asset returns: their covariance and implications for portfolio choice
    by Davis, Steven J. & Willen, Paul S.
  • 2013 Reconciling Consumption Inequality with Income Inequality
    by Vadym Lepetyuk & Christian A. Stoltenberg
  • 2013 Financial Innovation, Collateral and Investment
    by Ana Fostel & John Geanakoplos
  • 2013 Existence and multiplicity of temporary equilibria under nominal price rigidities
    by DREZE, Jacques
  • 2013 When Borch’s Theorem does not apply: some key implications of market incompleteness, with policy relevance today
    by DREZE, Jacques
  • 2013 Intersectoral Linkages, Diverse Information, and Aggregate Dynamics in a Neoclassical Model
    by Manoj Atolia & Ryan Chahrour
  • 2013 Coherent price systems and uncertainty-neutral valuation
    by Patrick Beißner
  • 2013 Existence of Financial Equilibria in Continuous Time with Potentially Complete Markets
    by Frank Riedel & Frederik Herzberg
  • 2013 Global Invertibility of Excess Demand Functions
    by Enrique Covarrubias
  • 2013 Ergodic Markov equilibrium with incomplete markets and short sales
    by Braido, Luis H. B.
  • 2013 Quantitative Analysis of Health Insurance Reform: Separating Regulation from Redistribution
    by Svetlana Pashchenko & Ponpoje Porapakkarm
  • 2013 Fragility of Competitive Equilibrium with Risk of Default
    by Gaetano Bloise & Pietro Reichlin & Mario Tirelli
  • 2013 Health Insurance and Precautionary Saving: A Structural Analysis
    by Minchung Hsu
  • 2013 Rare event risk and emerging market debt with heterogeneous beliefs
    by Dieckmann, Stephan & Gallmeyer, Michael
  • 2013 Pricing participating products with Markov-modulated jump–diffusion process: An efficient numerical PIDE approach
    by Fard, Farzad Alavi & Siu, Tak Kuen
  • 2013 Optimal food price stabilisation policy
    by Gouel, Christophe
  • 2013 Consumption taxes and precautionary savings
    by Anagnostopoulos, Alexis & Li, Qian
  • 2013 Savings for retirement under liquidity constraints: A note
    by Corsini, Lorenzo & Spataro, Luca
  • 2013 Social security reform with impure intergenerational altruism
    by Yang, Fang
  • 2013 The Optimal Price of Default
    by Wei Ma & Chuangyin Dang
  • 2013 Evaluación del efecto tamaño de empresa en los mercados bursátiles de América Latina
    by Juan Benjamín Duarte Duarte & Zulay Yesenia Ramírez León & Katherine Julieth Sierra Suárez
  • 2012 Harsh default penalties lead to Ponzi schemes: A counterexample
    by Martins-da-Rocha, Victor-Filipe & Vailakis, Yiannis
  • 2012 A note on utility based pricing and asymptotic risk diversification
    by Bouchard, Bruno & Elie, Romuald & Moreau, Ludovic
  • 2012 On Ponzi schemes in infinite horizon collateralized economies with default penalties
    by Martins-da-Rocha, Victor-Filipe & Vailakis, Yannis
  • 2012 Risk Aversion Heterogeneity, Risky Jobs and Wealth Inequality
    by Marco Cozzi
  • 2012 Fiancial Innovation, Structuring and Risk Transfer
    by Vanini, Paolo
  • 2012 Quantitative analysis of health insurance reform: separating regulation from redistribution
    by Pashchenko, Svetlana & Porapakkarm, Ponpoje
  • 2012 Savings for retirement under liquidity constraints: a note
    by Corsini, Lorenzo & Spataro, Luca
  • 2012 Real wages and monetary policy: A DSGE approach
    by Perry, Bryan & Phillips, Kerk L. & Spencer, David E.
  • 2012 Incomplete financial participation: exclusive markets, investment clubs and credit risk
    by Pérez Fernández, Víctor & Torres-Martínez, Juan Pablo
  • 2012 Optimal Taxation in a Limited Commitment Economy
    by Yena Park
  • 2012 Learning by Trading in Infinite Horizon Strategic Market Games with Default
    by Sonja Brangewitz & Gaël Giraud
  • 2012 Learning by Trading in Infinite Horizon Strategic Market Games with Default
    by Sonja Brangewitz & Gaël Giraud
  • 2012 On the existence of financial equilibrium when beliefs are private
    by Lionel de Boisdeffre
  • 2012 Arbitrage and price revelation with private beliefs
    by Lionel de Boisdeffre
  • 2012 Trading and rational security pricing bubbles
    by Jean-Marc Bottazzi & Jaime Luque & Mário R. Páscoa
  • 2012 The dollar squeeze of the financial crisis
    by Jean-Marc Bottazzi & Jaime Luque & Mário R. Páscoa & Suresh Sundaresan
  • 2012 Macroeconomic Evaluation of Labor Market Reform in Germany
    by Krebs, Tom & Scheffel, Martin
  • 2012 The role of the interchange fee in card payment systems
    by Éva Keszy-Harmath & Gergely Kóczán & Surd Kováts & Boris Martinovic & Kristóf Takács
  • 2012 Reconciling consumption inequality with income inequality
    by Christian A. Stoltenberg & Vadym Lepetyuk
  • 2012 The Inefficiency of Price Taking Behavior in Multiperiod Production Economies with Incomplete Markets
    by Dierker, Egbert
  • 2012 Risk-Sharing and Retrading in Incomplete Markets
    by Piero Gottardi & Rohit Rahi
  • 2012 Differentiability of quadratic BSDEs generated by continuous martingales
    by Richter, Anja & Réveillac, Anthony & Imkeller, Peter
  • 2012 Leverage and Default in Binomial Economies: A Complete Characterization
    by Ana Fostel & John Geanakoplos
  • 2012 Leverage and Default in Binomial Economies: A Complete Characterization
    by Ana Fostel & John Geanakoplos
  • 2012 Endogenous Leverage in a Binomial Economy: The Irrelevance of Actual Default
    by Ana Fostel & John Geanakoplos
  • 2012 Incomplete-markets economies: the seminal work of Diamond, Drèze and Radner
    by DEHEZ, Pierre
  • 2012 Optimal Food Price Stabilization in a Small Open Developing Country
    by Christophe Gouel & Sébastien Jean
  • 2012 Liquidity Contractions and Prepayment Risk on Collateralized Asset Markets
    by Miguel Angel Iraola & Juan Pablo Torres-Martinez
  • 2012 A Market for Connections
    by Topi Miettinen & Panu Poutvaara
  • 2012 Search and Matching in the Labor Market without Unemployment Insurance
    by Francesc Obiols
  • 2012 A contribution in stochastic control applied to finance and insurance
    by Moreau, Ludovic
  • 2012 Background Risk and University Endowment Funds
    by Stephen G. Dimmock
  • 2012 Rational asset pricing bubbles and portfolio constraints
    by Hugonnier, Julien
  • 2012 On the stability of nonsunspot equilibria
    by Balasko, Yves
  • 2012 Why does bad news increase volatility and decrease leverage?
    by Fostel, Ana & Geanakoplos, John
  • 2012 Securities market theory: Possession, repo and rehypothecation
    by Bottazzi, Jean-Marc & Luque, Jaime & Páscoa, Mário R.
  • 2012 Regulating collateral-requirements when markets are incomplete
    by Araújo, Aloísio & Kubler, Felix & Schommer, Susan
  • 2012 Endogenous market incompleteness without market frictions: Dynamic suboptimality of competitive equilibrium in multiperiod overlapping generations economies
    by Henriksen, Espen & Spear, Stephen
  • 2012 Introduction to general equilibrium
    by Balasko, Yves & Geanakoplos, John
  • 2012 Are under- and over-reaction the same matter? Experimental evidence
    by Lin, Shengle & Rassenti, Stephen
  • 2012 Harsh default penalties lead to Ponzi schemes: A counterexample
    by Martins-da-Rocha, V. Filipe & Vailakis, Yiannis
  • 2012 Optimal unemployment insurance in GE: A robust calibration approach
    by Cozzi, Marco
  • 2012 Computational accuracy and distributional analysis in models with incomplete markets and aggregate uncertainty
    by Horvath, Michal
  • 2012 Lifetime investment and consumption using a defined-contribution pension scheme
    by Emms, Paul
  • 2012 The individual life-cycle, annuity market imperfections and economic growth
    by Heijdra, Ben J. & Mierau, Jochen O.
  • 2012 A method for solving general equilibrium models with incomplete markets and many financial assets
    by Evans, Martin D.D. & Hnatkovska, Viktoria
  • 2012 En equilibrio no hay crisis: crítica a los supuestos neoclásicos
    by Jorge Enrique Garcés Cano
  • 2011 Wealth inequality and the optimal level of government debt
    by Sigrid Röhrs & Christoph Winter
  • 2011 The natural projection approach to production and uncertainty
    by Stiefenhofer, Pascal
  • 2011 Equilibrium Structure of Production Economies with Uncertainty: The Natural Projection Approach
    by Pascal Stiefenhofer
  • 2011 Ownership structure and control in incomplete market economies with transferable utility
    by Egbert Dierker & Hildegard Dierker
  • 2011 Learning, information and heterogeneity
    by Liam Graham
  • 2011 Solving Models with Incomplete Markets and Aggregate Uncertainty Using the Krusell-Smith Algorithm: A Note on the Number and the Placement of Grid Points
    by Michal Horvath
  • 2011 Optimal Unemployment Insurance in GE: a RobustCalibration Approach
    by Marco Cozzi
  • 2011 Precautionary Savings and Wealth Inequality: a Global Sensitivity Analysis
    by Marco Cozzi
  • 2011 Microfinance and Missing Markets
    by Emran, M. Shahe & Morshed, A.K.M Mahbub & Stiglitz, Joseph E.
  • 2011 Indifference pricing with uncertainty averse preferences
    by Giammarino, Flavia & Barrieu, Pauline
  • 2011 Welfare costs of reclassification risk in the health insurance market
    by Pashchenko, Svetlana & Porapakkarm, Ponpoje
  • 2011 Growth and financial reforms trajectory: an optimal matching sequence analysis approach
    by Bicaba, Zorobabel
  • 2011 Credit Risk in General Equilibrium
    by Jürgen Eichberger & Klaus Rheinberger & Martin Summer
  • 2011 Human Capital Risk, Contract Enforcement, and the Macroeconomy
    by Tom Krebs & Moritz Kuhn & Mark L. J. Wright
  • 2011 Decentralization, Communication, and the Origins of Fluctuations
    by George-Marios Angeletos & Jennifer La'O
  • 2011 Counterparty Risk Externality: Centralized Versus Over-the-counter Markets
    by Viral V. Acharya & Alberto Bisin
  • 2011 Price uncertainty and the existence of financial equilibrium
    by Lionel de Boisdeffre
  • 2011 Decomposing Changes in Income Risk Using Consumption Data
    by Blundell, Richard & Low, Hamish & Preston, Ian
  • 2011 Decomposing Changes in Income Risk Using Consumption Data
    by Blundell, Richard & Low, Hamish & Preston, Ian
  • 2011 The Tragedy of Annuitization
    by Heijdra, Ben J. & Mierau, Jochen O. & Reijnders, Laurie S.M.
  • 2011 Equilibrium Pricing in Incomplete Markets under Translation Invariant Preferences
    by Patrick Cheridito & Ulrich Horst & Michael Kupper & Traian A. Pirvu
  • 2011 Continuous Equilibrium under Base Preferences and Attainable Initial Endowments
    by Ulrich Horst & Michael Kupper & Andrea Macrina & Christoph Mainberger
  • 2011 Forward-backward systems for expected utility maximization
    by Ulrich Horst & Ying Hu & Peter Imkeller & Anthony Reveillac
  • 2011 Welfare costs of reclassification risk in the health insurance market
    by Pashchenko, Svetlana & Porapakkarm, Ponpoje
  • 2011 Polarization, Risk and Welfare in General Equilibrium
    by Modalsli, Jørgen Heibø
  • 2011 Owner-occupied housing as an investment, regional house price cycles and residential sorting
    by Haavio, Markus & Kauppi , Heikki
  • 2011 Pooling, Pricing and Trading of Risks
    by Flåm, Sjur Didrik
  • 2011 Core Concepts for Incomplete Market Economies
    by Helga Habis & P. Jean-Jacques Herings
  • 2011 Computing Equilibrium Wealth Distributions in Models with Heterogeneous-Agents, Incomplete Markets and Idiosyncratic Risk
    by Muffasir Badshah & Paul Beaumont & Anuj Srivastava
  • 2011 Optimal taxation and constrained inefficiency in an infinite-horizon economy with incomplete markets
    by Piero Gottardi & Atsushi Kajii & Tomoyuki Nakajima
  • 2011 Solvability and numerical simulation of BSDEs related to BSPDEs with applications to utility maximization
    by Imkeller, Peter & Réveillac, Anthony & Zhang, Jianing
  • 2011 Monitoring Leverage
    by John Geanakoplos & Lasse H. Pedersen
  • 2011 Greek Debt and American Debt: Graduation Speech at the University of Athens Economics and Business School
    by John Geanakoplos
  • 2011 Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes
    by Ana Fostel & John Geanakoplos
  • 2011 Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes
    by Ana Fostel & John Geanakoplos
  • 2011 Endogenous Leverage: VaR and Beyond
    by Ana Fostel & John Geanakoplos
  • 2011 The dollar squeeze of the financial crisis
    by Jean-Marc Bottazzi & Jaime Luque & Mario R. Pascoa & Suresh Sundaresan
  • 2011 Trading and rational security pricing bubbles
    by Jean-Marc Bottazzi & Jaime Luque & Mario R. Pascoa
  • 2011 Endogenous bourse structures
    by Marta Faias & Jaime Luque
  • 2011 The wrong shape of insurance? What cross-sectional distributions tell us about models of consumption-smoothing
    by Broer, Tobias
  • 2011 Optimal Taxation and Constrained Inefficiency in an Infinite-Horizon Economy with Incomplete Markets
    by Piero Gottardi & Atsushi Kajii & Tomoyuki Nakajima
  • 2011 Welfare and excess volatility of exchange rates
    by M. Salto & T. Pietra
  • 2011 Learning in Infinite Horizon Strategic Market Games with Collateral and Incomplete Information
    by Sonja Brangewitz & Gael Giraud
  • 2011 Contrôle stochastique appliqué à la finance
    by Vu, Thanh Nam
  • 2011 On borrowing limits and welfare
    by Francesc Obiols-Homs
  • 2011 On the Properties of General Equilibrium with Default in Economies with Incomplete Markets
    by Eduardo A. Rodríguez
  • 2011 Pareto improvement and agenda control of sequential financial innovations
    by Hara, Chiaki
  • 2011 Reduced equivalent form of a financial structure
    by Aouani, Zaier & Cornet, Bernard
  • 2011 Markets and contracts
    by Bisin, A. & Geanakoplos, J.D. & Gottardi, P. & Minelli, E. & Polemarchakis, H.
  • 2011 Long-lived collateralized assets and bubbles
    by Araujo, Aloisio & Páscoa, Mário R. & Torres-Martínez, Juan Pablo
  • 2011 Endogenous market power
    by Weretka, Marek
  • 2011 Structural analysis in times of crisis
    by .
  • 2011 Expectations, Inter-Sectorial Relationships and the Business Cycle
    by Francisco Sáez & Fernando Alvarez & Jesús Morales & Giovanni Guedez
  • 2010 The future of financial risk management
    by Tapiero, Charles
  • 2010 Demographic and structural effects on labor demand in incomplete markets: Testing “Separability Hypothesis” in Turkish agricultural labor market
    by Perihan Özge SAYGIN & Selim ÇAĞATAY
  • 2010 Endogenous Financing of Production in General Equilibrium with Incomplete Markets
    by Pascal Christian Stiefenhofer
  • 2010 A Theorem on the Decentralization of the Objective Function of the Firm in GEI
    by P Stiefenhofer
  • 2010 On equilibrium existence with endogenous restricted financial participation
    by Abdelkrim Seghir & Juan Pablo Torres-Martínez
  • 2010 Long-lived collateralized assets and bubbles
    by Aloisio Araujo & Mário R. Pascoa & Juan Pablo Torres-Martínez
  • 2010 Equilibrium with limited-recourse collateralized loans
    by Rubén Poblete-Cazenave & Juan Pablo Torres-Martínez
  • 2010 Endogenous differential information in financial markets
    by Sebastian cea-Echenique & Juan Pablo Torres-Martínez
  • 2010 Upper and lower bounds on dynamic risk indifference prices in incomplete markets
    by Xavier De Scheemaekere
  • 2010 A Simple Critical Introduction to Temporary General Equilibrium Theory
    by Fabio Ravagnani
  • 2010 Accounting for the Racial Property Crime Gap in the US: A Quantitative Equilibrium Analysis
    by Marco Cozzi
  • 2010 Health insurance reform and bankruptcy
    by Kuklik, Michal
  • 2010 In nitely-lived agents via two-sided altruism
    by Seghir, Abdelkrim & Salem, Sherif
  • 2010 Quantitative Analysis of Health Insurance Reform: Separating Community Rating from Income Redistribution
    by Pashchenko, Svetlana & Porapakkarm, Ponpoje
  • 2010 Patterns of technological progress and corporate innovation
    by Waśniewski, Krzysztof
  • 2010 Structure, conduct and performance of grain trading in Tigray and its impact on demand for commodity exchange: The case Maychew, Mokone, Alemata, Mekelle and Himora
    by Mezgebo, Taddese & Dereje, Fikadu
  • 2010 Dividend and Capital Gains Taxation under Incomplete Markets
    by Alexis Anagnostopoulos & Eva Carceles-Poveda
  • 2010 Proper Welfare Weights for Social Optimization Problems
    by Alexis Anagnostopoulos & Eva Carceles-Poveda & Yair Tauman
  • 2010 Competitive Equilibria with Production and Limited Commitment
    by Arpad Abraham & Eva Carceles-Poveda
  • 2010 Inferring Labor Income Risk from Economic Choices: An Indirect Inference Approach
    by Fatih Guvenen & Anthony Smith
  • 2010 Do Social Connections Reduce Moral Hazard? Evidence from the New York City Taxi Industry
    by C. Kirabo Jackson & Henry S. Schneider
  • 2010 Re-hypothecation of securities
    by Jean-Marc Bottazzi & Jaime Luque & Mário Páscoa
  • 2010 A price uncertainty principle and the existence of sequential equilibrium : (I) a numerical example
    by Lionel de Boisdeffre
  • 2010 Hicks on Walrasian equilibrium in the 1930s and beyond
    by Franco DONZELLI
  • 2010 Pareto Improvement and Agenda Control of Sequential Financial Innovations
    by Chiaki Hara
  • 2010 Optimal taxation and constrained inefficiency in an infinite-horizon economy with incomplete markets
    by Piero Gottardi & Atsushi Kajii & Tomoyuki Nakajima
  • 2010 On Securitization, Market Completion and Equilibrium Risk Transfer
    by Ulrich Horst & Traian A. Pirvu & Gonçalo Dos Reis
  • 2010 On a Unique Nondegenerate Distribution of Agents in the Huggett Model
    by Kam, Timothy
  • 2010 Increasing National Pension Premium Defaulters and Dropouts in Japan
    by Suzuki, Wataru & Zhou, Yanfei
  • 2010 Equilibrium asset prices and the wealth distribution with inattentive consumers
    by Finocchiaro, Daria
  • 2010 Why does Bad News Increase Volatility and Decrease Leverage?
    by Ana Fostel & John Geanakoplos
  • 2010 Existence of financial equilibria with endogenous short selling restrictions and real assets
    by Michele Gori & Marina Pireddu & Antonio Villanacci
  • 2010 Value of Information in Competitive Economies with Incomplete Markets
    by Piero Gottardi & Rohit Rahi
  • 2010 Markets and contracts
    by Alberto Bisin & John Geanakoplos & Piero Gottardi & Enrico Minelli & Herakles Polemarchakis
  • 2010 Asset pricing with heterogeneous investors and portfolio constraints
    by Georgy Chabakauri
  • 2010 Option hedging for small investors under liquidity costs
    by H. Mete Soner & Umut Cetin & Nizar Touzi
  • 2010 On a Unique Nondegenerate Distribution of Agents in the Huggett Model
    by Timothy Kam & Junsang Lee
  • 2010 How well-behaved are higher-order perturbation solutions?
    by Wouter J. den Haan & Joris de Wind
  • 2010 Why Does Bad News Increase Volatility and Decrease Leverage?
    by Ana Fostel & John Geanakoplos
  • 2010 Why Does Bad News Increase Volatility and Decrease Leverage?
    by Ana Fostel & John Geanakoplos
  • 2010 Why Does Bad News Increase Volatility and Decrease Leverage?
    by Ana Fostel & John Geanakoplos
  • 2010 Moral Hazard and Efficiency in General Equilibrium with Anonymous Trading
    by Acemoglu, Daron & Simsek, Alp
  • 2010 Public versus Private Risk Sharing
    by Krueger, Dirk & Perri, Fabrizio
  • 2010 Generalized Nash Equilibrium and market coupling in the European power system
    by SMEERS, Yves & OGGIONI, Giorgia & ALLEVI, Elisabetta & SCHAIBLE, Siegfried
  • 2010 The Tragedy of Annuitization
    by Ben J. Heijdra & Jochen O. Mierau & Laurie S. M. Reijnders
  • 2010 Generalized Nash Equilibrium and Market Coupling in the European Power System
    by Smeers, Y. & Oggioni, G. & Allevi, E. & Schaible, S.
  • 2010 On Endogenous Compactness of the Individual State Space in the Huggett Model
    by Timothy Kam
  • 2010 Spot price and future price for Brent and WTI markers: Behavior and determinants (1998-2008)
    by Giuseppe Pulitano & Emmanuel Borgucci
  • 2010 Owning Capital or Being Shareholders: An Equivalence Result with Incomplete Markets
    by Eva Carceles-Poveda & Daniele Coen Pirani
  • 2010 Heterogeneity, Selection, and Wealth Dynamics
    by Lawrence Blume & David Easley
  • 2010, 1st quarter update general equilibrium with incomplete markets
    by Michael Magill & Martine Quinzii
  • 2009 Price Level Volatility: A Simple Model of Money Taxes and Sunspots
    by Bhattacharya, Joydeep & Guzman, Mark G. & Shell, Karl
  • 2009 Production in General Equilibrium with Incomplete Markets
    by Pascal Stiefenhofer
  • 2009 Positional Goods: A Diagrammatic Exposition
    by Massimiliano Vatiero
  • 2009 Marrying in the Cathedral: a Framework for the Analysis of Corporate Governance
    by Ugo Pagano
  • 2009 House Price Fluctuations and Residential Sorting
    by Markus Haavio & Heikki Kauppi
  • 2009 Existence of financial equilibria with restricted participation
    by Zaier Aouani & Bernard Cornet
  • 2009 Production in incomplete markets: Expectations matter for political stability
    by Hervé Crès & Mich Tvede
  • 2009 Indeterminacy of competitive equilibrium with risk of default
    by Gaetano Bloise & Pietro Reichlin & Mario Tirelli
  • 2009 Monetary Policy and the Financing of Firms
    by Fiorella de Fiore & Pedro Teles & Oreste Tristani
  • 2009 Second-degree price discrimination and universal access under (weighted average) price cap regulation
    by Li Ning, Jorge
  • 2009 Borrowing Constraint as an Optimal Contract
    by Grochulski, Borys & Zhang, Yuzhe
  • 2009 A Small Open Economy with Heterogenous Agents Facing Interest Rate Ceilings on Loans
    by Arend, Mario
  • 2009 Framework for Analisis and Improvement of Agrarian Dynamics
    by Bachev, Hrabrin
  • 2009 Risk, Leverage, and Regulation of Financial Intermediaries
    by Tianxi, Wang
  • 2009 The impossibility of effective enforcement mechanisms in collateralized credit markets
    by Ferreira, Thiago Revil T. & Torres-Martínez, Juan Pablo
  • 2009 Financial Structure and Social Coalitional Equilibrium
    by Ken Urai & Akihiko Yoshimachi & Kousuke Yokota
  • 2009 Public versus Private Risk Sharing
    by Dirk Krueger & Fabrizio Perri
  • 2009 Labor-Market Matching with Precautionary Savings and Aggregate Fluctuations
    by Per Krusell & Toshihiko Mukoyama & Aysegul Sahin
  • 2009 A price uncertainty principle and the existence of sequential equilibrium
    by Lionel de Boisdeffre
  • 2009 Elimination of arbitrage states in asymmetric information models
    by Bernard Cornet & Lionel De Boisdeffre
  • 2009 Arbitrage and equilibrium with portofolio constraints
    by Bernard Cornet & Ramu Gopalan
  • 2009 Existence of financial equilibria with restricted participation
    by Zaier Aouani & Bernard Cornet
  • 2009 Effectively Complete Asset Markets with Multiple Goods and over Multiple Periods
    by Chiaki Hara
  • 2009 Incomplete Financial Markets and Jumps in Asset Prices
    by Hervé Crès & Tobias Markeprand & Mich Tvede
  • 2009 Production in Incomplete Markets: Expectations Matter for Political Stability
    by Hervé Crès & Mich Tvede
  • 2009 Information, heterogeneity and market incompleteness
    by Liam Graham & Stephen Wright
  • 2009 Elimination of Arbitrage States in Asymmetric Information Models
    by Bernard Cornet & Lionel D Boisdeffre
  • 2009 Arbitrage and Equilibrium with Portfolio Constraints
    by Bernard Cornet & Ramu Gopalan
  • 2009 Existence of financial equilibria with restricted participation
    by Bernard Cornet & Zaier Aouani
  • 2009 Factors affecting the schooling performance of secondary school pupils - the cost of high unemployment and imperfect financial markets
    by Claudia Trentini & Lídia Farré
  • 2009 Regulating a Monopoly with Universal Service Obligation: The Role of Flexible Tariff Schemes
    by Manuel Willington & Jorge Lining
  • 2009 Are there Financial Constraints for Firms Investing in Skilled Employees?
    by Martinsson, Gustav
  • 2009 House price fluctuations and residential sorting
    by Haavio, Markus & Kauppi, Heikki
  • 2009 The Saving Glut Explanation of Global Imbalances: the Role of Underinvestment
    by Flavia Corneli
  • 2009 Stationary equilibrium distributions in economies with limited commitment
    by Tobias Broer
  • 2009 Notes on the Constrained Suboptimality Result by J. D. Geanakoplos and H. M. Polemarchakis (1986)
    by Antonio Jiménez-Martínez
  • 2009 Endogenous liquidity and contagion
    by Rohit Rahi & Jean-Pierre Zigrand
  • 2009 Gas Storage Valuation Under Limited Market Liquidity: An Application In Germany
    by Bastian Felix & Oliver Woll & Christoph Weber
  • 2009 Indeterminacy of Competitive Equilibrium with Risk of Default
    by Bloise, Gaetano & Reichlin, Pietro & Tirelli, Mario
  • 2009 Labor-Market Matching with Precautionary Savings and Aggregate Fluctuations
    by Krusell, Per & Mukoyama, Toshihiko & Sahin, Aysegul
  • 2009 Incomplete-Market Equilibria Solved Recursively on an Event Tree
    by Dumas, Bernard J & Lyasoff, Andrew
  • 2009 Stock prices, anticipations and investment in general equilibrium
    by DREZE, Jacques H. & LACHIRI, Oussama & MINELLI, Enrico
  • 2009 Economic Growth and Longevity Risk with Adverse Selection
    by Ben J. Heijdra & Laurie S. M. Reijnders
  • 2009 Annuity Market Imperfection, Retirement and Economic Growth
    by Ben J. Heijdra & Jochen O. Mierau
  • 2009 On borrowing limits and welfare
    by Francesc Obiols-Homs
  • 2009 Estimating DSGE-Model-Consistent Trends for Use in Forecasting
    by Jean-Philippe Cayen & Marc-André Gosselin & Sharon Kozicki
  • 2009 On borrowing limits and welfare
    by Francesc Obiols-Homs
  • 2009 Asset Prices and Business Cycles under Market Incompleteness
    by Eva Carceles-Poveda
  • 2009 Welchen Zusammenhang zwischen Preis und Qualität sollte der Wettbewerb auf Konsumgütermärkten herstellen? Empirische Befunde, normative Überlegungen, marktpolitische Schlussfolgerungen
    by Heiner Imkamp
  • 2009 Making promises in infinite-horizon economies with default and collateral
    by Orrillo, Jaime
  • 2009 Endogenous Default Penalties in Nominal Incomplete Markets
    by Nuno Gouveia & Abdelkrim Seghir
  • 2009 Quantitative Macroeconomics with Heterogeneous Households
    by Jonathan Heathcote & Kjetil Storesletten & Giovanni L. Violante
  • 2008 Aggregate and Idiosyncratic Risk in a Frictional Labor Market
    by Leena Rudanko
  • 2008 Family Labor Supply and Aggregate Saving
    by Santos Monteiro, Paulo
  • 2008 Social Preferences and Public Economics: Mechanism Design when Social Preferences Depend on Incentives
    by Samuel Bowles & Sung-Ha Hwang
  • 2008 Long-lived Collateralized Assets and Bubbles
    by Aloisio Araujo & Mário Páscoa & Juan Pablo Torres-Martínez
  • 2008 Fiat money and the value of binding portfolio constraints
    by Mário Páscoa & Myrian Petrassi & Juan Pablo Torres-Martínez
  • 2008 With Additional Enforcement Mechanisms, does Collateral Avoid Ponzi Schemes?
    by Thiago Revil & Juan Pablo Torres-Martínez
  • 2008 Beggar-thy-parents? A Lifecycle Model of Intergenerational Altruism
    by Sang-Wook Stanley Cho
  • 2008 A social welfare function characterizing competitive equilibria of incomplete financial markets
    by Mario Tirelli & Sergio Turner
  • 2008 Asset prices, debt constraints and inefficiency
    by Gaetano Bloise & Pietro Reichlin
  • 2008 Constrained inefficiency in GEI: a geometric argument
    by Mario Tirelli
  • 2008 Statistical Arbitrage with Default and Collateral
    by José Fajardo & Ana Lacerda
  • 2008 Recursive equilibria in an Aiyagari style economy with permanent income shocks
    by Kuhn, Moritz
  • 2008 Health Insurance, the Social Welfare System and Household Saving
    by Hsu, Minchung
  • 2008 Welfare dynamics based on a new concept of inefficient equilibrium
    by Zaman, Md Monowaruz
  • 2008 The "De Medici New Generation": The Italian Foundations' Collections and Philanthropy in the Third Millennium
    by Besana, Angela
  • 2008 Production and financial decisions under uncertainty
    by Bejan, Camelia
  • 2008 Incomplete-Market Equilibria Solved Recursively on an Event Tree
    by Bernard Dumas & Andrew Lyasoff
  • 2008 Sudden Stops, Financial Crises and Leverage: A Fisherian Deflation of Tobin's Q
    by Enrique G. Mendoza
  • 2008 The perfect foresight assumption revisited : the existence of sequential equilibrium with price uncertainty
    by Lionel De Boisdeffre
  • 2008 The perfect foresights' assumption revisited : the existence of equilibrium with multiple price expectations
    by Lionel De Boisdeffre
  • 2008 General equilibrium
    by Monique Florenzano
  • 2008 Sunspot Equilibria in a Production Economy: Do Rational Animal Spirits Cause Overproduction?
    by Atsushi Kajii
  • 2008 Decomposing changes in income risk using consumption data
    by Richard Blundell & Hamish Low & Ian Preston
  • 2008 The Impact of Firm Collateral on Knowledge Intensive Consulting Firms
    by Martinsson, Gustav
  • 2008 Firm Collateral and the Cyclicality of Knowledge Intensity
    by Martinsson, Gustav
  • 2008 From Revolution to Evolution: Charting the Main Features of Microfinance 2.0
    by Ronald Mendoza & Brandon Vick
  • 2008 Arbitrage networks
    by Rohit Rahi & Jean-Pierre Zigrand
  • 2008 Emerging Markets in an Anxious Global Economy
    by Ana Fostel & John Geanakoplos
  • 2008 Solving the Incomplete Markets Model with Aggregate Uncertainty using Explicit Aggregation
    by Den Haan, Wouter & Rendahl, Pontus
  • 2008 Asset Prices, Debt Constraints and Inefficiency
    by Bloise, Gaetano & Reichlin, Pietro
  • 2008 Moral Hazard, Collateral and Liquidity
    by Acharya, Viral V & Viswanathan, S
  • 2008 Bubbles and multiplicity of equilibria under portfolio constraints
    by Julien Hugonnier
  • 2008 On the foundations of Lévy finance: Equilibrium for a single-agent financial market with jumps
    by Frederik Herzberg
  • 2008 Evaluating Asset Pricing Models with Limited Commitment Using Household Consumption Data
    by Dirk Krueger & Hanno Lustig & Fabrizio Perri
  • 2008 Aggregate Savings When Individual Income Varies
    by Martin Floden
  • 2008 Social Security with Uninsurable Income Risk and Endogenous Borrowing Constraints
    by Juan A. Rojas & Carlos Urrutia
  • 2008 Non-Market Coordination: Towards an Ecological Response to Austrian Economics
    by Dan Greenwood
  • 2007 Ramsey Waits: A Computational Study on General Equilibrium Pricing of Derivative Securities
    by Jacco Thijssen
  • 2007 Market Selection and Payout Policy Under Majority Rule
    by Beker, Pablo F
  • 2007 Retained Earnings Dynamic, Internal Promotions and Walrasian Equilibrium
    by Beker, Pablo F
  • 2007 Value of Information in Competitive Economies with Incomplete Markets
    by Piero Gottardi & Rohit Rahi
  • 2007 Social Preferences and Public Economics: Are good laws a substitute for good citizens?
    by Samuel Bowles
  • 2007 Power
    by Samuel Bowles & Herbert Gintis
  • 2007 Solving Heterogeneous-agent Models with Parameterized Cross-sectional Distributions
    by Olivier Allais & Wouter J Den Haan & Yann Algan
  • 2007 Incomplete Markets, Labor Supply and Capital Accumulation
    by Albert Marcet & Francesc Obiols-Homs & Philippe Weil
  • 2007 Information, heterogeneity and market incompleteness in the stochastic growth model
    by Liam Graham & Stephen Wright
  • 2007 Information, heterogeneity and market incompleteness in the stochastic growth model
    by Liam Graham & Stephen Wright
  • 2007 Monitoring Bands and Monitoring Rules: how currency intervention can change market composition
    by Luisa Corrado & Marcus Miller & Lei Zhang
  • 2007 A Note On The Characterization Of Inefficiency In Stochastic Overlapping Generations Economies
    by Gaetano Bloise & Filippo L. Calciano
  • 2007 Su Mandler e la Indeterminatezza Sraffiana
    by Enrico Sergio Levrero & Saverio M. Fratini
  • 2007 Efficiency and prices in economies of overlapping generations
    by Gaetano Bloise
  • 2007 With additional enforcement mechanisms,does Collateral avoid Ponzi Schemes ?
    by Thiago Revil & Juan Pablo Torres-Martinez
  • 2007 Long-lived collateralized assets and bubbles
    by Aloisio Araujo & Mario Rui Pascoa & Juan Pablo Torres-Martinez
  • 2007 Welfare-improving debt constraints
    by Mario R. Páscoa & Myrian Petrassi & Juan Pablo Torres-Martinez
  • 2007 Collateralized Assets And Asymmetric Information
    by Myrian Petrassi & Juan Pablo Torres-Martinez
  • 2007 The Poor, the Rich and the Enforcer: Institutional Choice and Growth
    by Thor Koeppl & Cyril Monnet & Erwan Quintin
  • 2007 A Characterization of Inefficiency in Stochastic Overlapping Generations Economies
    by Bloise, Gaetano & Calciano, Filippo L.
  • 2007 Market Based, Segregated Exchanges with Default Risk
    by Kilenthong, Weerachart & Townsend, Robert
  • 2007 Evaluating Asset Pricing Models with Limited Commitment using Household Consumption Data
    by Dirk Krueger & Hanno Lustig & Fabrizio Perri
  • 2007 Incomplete Markets, Heterogeneity and Macroeconomic Dynamics
    by Bruce Preston & Mauro Roca
  • 2007 Risk Based Explanations of the Equity Premium
    by John Donaldson & Rajnish Mehra
  • 2007 Precautionary Demand for Foreign Assets in Sudden Stop Economies: An Assessment of the New Merchantilism
    by Ceyhun Bora Durdu & Enrique G. Mendoza & Marco E. Terrones
  • 2007 Shareholder-efficient production plans in a multi-period economy
    by Jacques H. Drèze & Oussama Lachiri & Enrico Minelli
  • 2007 The perfect foresights' assumption revisited : (I) the existence of equilibrium with multiple price expectations
    by Lionel de Boisdeffre
  • 2007 Capital Flows, Interest Rates and Precautionary Behaviour: a model of Global Imbalances
    by Marcus Miller & Lei Zhang
  • 2007 Exchange Rate Monitoring Bands: Theory and Policy
    by Luisa Corrado & Marcus Miller & Lei Zhang
  • 2007 Heterogeneous Life-Cycle Profiles, Income Risk and Consumption Inequality
    by Primiceri, Giorgio E. & van Rens, Thijs
  • 2007 Heterogeneous Life-Cycle Profiles, Income Risk and Consumption Inequality
    by Giorgio E. Primiceri & Thijs van Rens
  • 2007 La Regulación de un Monopolio con Obligación de Servicio Universal: El Rol de la Flexibilidad Tarifaria
    by Jorge Li Ning & Manuel Willington
  • 2007 A theory of strategic intermediation and endogenous liquidity
    by Rohit Rahi & Jean-Pierre Zigrand
  • 2007 Value of information in competitive economies with incomplete markets
    by Piero Gottardi & Rohit Rahi
  • 2007 Strategic financial innovation in segmented markets
    by Rohit Rahi & Jean-Pierre Zigrand
  • 2007 Lessons from the 2007 Financial Crisis
    by Buiter, Willem H
  • 2007 Consumption and Labour Supply with Partial Insurance: An Analytical Framework
    by Heathcote, Jonathan & Storesletten, Kjetil & Violante, Giovanni L
  • 2007 Solving Heterogeneous-Agent Models with Parameterized Cross-Sectional Distributions
    by Algan, Yann & Allais, Olivier & Den Haan, Wouter
  • 2007 A characterization of inefficiency in stochastic overlapping generations economies
    by BLOISE, Gaetano & CALCIANO, Filippo L.
  • 2007 Bulls, Bears and Excess Volatility: can currency intervention help?
    by Corrado, L. & Miller, M. & Zhang, L.
  • 2007 Incomplete markets with no Hart points
    by Anderson, Robert M. & Raimondo, Roberto C.
  • 2007 Uninsured Idiosyncratic Investment Risk and Aggregate Saving
    by George-Marios Angeletos
  • 2007 General Equilibrium Stock Index Futures Pricing Allowing for Event Risk
    by Simon H. Yen & Jai Jen Wang
  • 2007 Trust and Trustworthiness in the Economy: How They Function and How They Should Be Promoted
    by Arai, Kazuhiro
  • 2006 House price fluctuations and residential sorting
    by Markus Haavio & Heikki Kauppi
  • 2006 Uninsured Idiosyncratic Investment Risk: Positive and Normative Implications
    by George-Marios Angeletos
  • 2006 Polarization under incomplete markets and endogenous labor productivity
    by Albert Marcet & Francesc Obiols-Homs
  • 2006 Evaluation asset pricing models with limited commitment using household consumption data
    by Krueger, Dirk & Lustig, Hanno & Perri, Fabrizio
  • 2006 Stochastic modeling of private equity: an equilibrium based approach to fund valuation
    by Buchner, Axel & Kaserer, Christoph & Wagner, Niklas
  • 2006 Capital Flows, Interest Rates and Precautionary Behaviour: a model of "global imbalances"
    by Marcus Miller & Lei Zhang
  • 2006 Heterogeneous life-cycle profiles, income risk and consumption inequality
    by Giorgio E. Primiceri & Thijs van Rens
  • 2006 Solving Heterogeneous-agent Models with Parameterized Cross-sectional Distributions
    by Olivier Allais & Wouter J Den Haan & Yann Algan
  • 2006 Complete Markets, Enforcement Constraints and Intermediation
    by Arpad Abraham & Eva Carceles-Poveda
  • 2006 Wealth transfers and the role of collateral when lifetimes are uncertain
    by Abdelkrim Seghir & Juan Pablo Torres-Martinez
  • 2006 Finite-Life, Private-Information Theory of Unsecured Debt
    by Satyajit Chatterjee & Dean Corbae & Jose-Victor Rios-Rull
  • 2006 International Capital Flows Returns and World Financial Integration
    by Martin D D Evans & Viktoria Hnatkovska
  • 2006 Dynamic Suboptimality of Competitive Equilibrium in Multiperiod Stochastic Overlapping Generations Economies
    by Espen Henriksen & Stephen Spear
  • 2006 Pricing Rare Event Risk in Emerging Markets
    by Stephan Dieckmann & Michael Gallmeyer
  • 2006 Taxation and Transaction Costs in a General Equilibrium Asset Economy
    by Frank Milne & Xing Jin
  • 2006 Nash equilibria applied to Spot-financial equilibria in General equilibrium incomplete market models
    by Fugarolas, Guadalupe
  • 2006 Money, Tobin Effect, and Incerasing Returns
    by Basci, Erdem & Erdogan, Ayse M. & Saglam, Ismail
  • 2006 Testing for Separation in Agricultural Household Models and Unobservable Household-Specific Effects
    by Arcand, Jean-Louis & d'Hombres, Beatrice
  • 2006 Multiplicity in General Financial Equilibrium with Portfolio Constraints, Second Version
    by Suleyman Basak & David Cass & Juan Manuel Licari & Anna Pavlova
  • 2006 Multiplicity and Sunspots in General Financial Equilibrium with Portfolio Constraints
    by Suleyman Basak & David Cass & Juan Manuel Licari & Anna Pavlova
  • 2006 Musings on the Cass Trick
    by David Cass
  • 2006 Competitive Equilibrium with Incomplete Financial Markets
    by David Cass
  • 2006 Discount Rates in Emerging Capital Markets
    by Samuel Mongrut & Dídac Ramírez
  • 2006 Bankruptcy and Collateral in Debt Constrained Markets
    by Timothy J. Kehoe & David K. Levine
  • 2006 Bubbles and Self-Enforcing Debt
    by Christian Hellwig & Guido Lorenzoni
  • 2006 Endogenous Sudden Stops in a Business Cycle Model with Collateral Constraints:A Fisherian Deflation of Tobin's Q
    by Enrique G. Mendoza
  • 2006 Irreversible Investment, Real Options, and Competition: Evidence from Real Estate Development
    by Laarni Bulan & Christopher J. Mayer & C. Tsuriel Somerville
  • 2006 Lessons From the Debt-Deflation Theory of Sudden Stops
    by Enrique G. Mendoza
  • 2006 About the second theorem of welfare economics with stock markets
    by Jean-Marc Bonnisseau & Oussama Lachiri
  • 2006 Economic Survival When Markets Are Incomplete
    by Pablo F. Beker & Subir Chattopadhyay
  • 2006 Externalities, Monopoly and the Objective Function of the Firm
    by David Kelsey & Frank Milne
  • 2006 Portfolio diversification and internalization of production externalities through majority voting
    by Crès, Hervé & Tvede, Mich
  • 2006 More Hedging Instruments may destablize Markets
    by William Brock & Cars Hommes & Florian Wagener
  • 2006 On the orientability of the asset equilibrium manifold
    by Bich, Philippe
  • 2006 Money and Production, and Liquidity Trap
    by Pradeep Dubey & John Geanakoplos
  • 2006 Fear and Market Failure: Global Imbalances and 'Self-insurance'
    by Miller, Marcus & Zhang, Lei
  • 2006 Heterogenous Life-Cycle Profiles, Income Risk and Consumption Inequality
    by Primiceri, Giorgio E. & van Rens, Thijs
  • 2006 Multiplicity in General Financial Equilibrium with Portfolio Constraints
    by Basak, Suleyman & Cass, David & Licari, Juan Manuel & Pavlova, Anna
  • 2006 Pricing Risk in Economies with Heterogenous Agents and Incomplete Markets
    by Pijoan-Mas, Josep
  • 2006 Belief Non-Equivalence And Financial Trade: A Comment On A Result By Araujo And Sandroni
    by Andrés Carvajal & Alvaro Riascos
  • 2006 Private Finance and Public Policy
    by Garry J. Schinasi
  • 2006 Risk in financial reporting: status, challenges and suggested directions
    by Claudio E. V. Borio & Kostas Tsatsaronis
  • 2006 Belief Heterogeneity and Survival in Incomplete Markets
    by Tarek Coury & Emanuela Sciubba
  • 2006 Public Policy Evaluation, Social Risk and Pension Capital
    by Mordecai KURZ
  • 2006 Endogenous incomplete markets, enforcement constraints, and intermediation
    by Abraham, Arpad & Carceles-Poveda, Eva
  • 2006 Multi-Dimensional Risk and the Cost of Business Cycles
    by Tom Krebs
  • 2006 Arrow-Debreu-modell és a Kornai-kritika harminc év után
    by Móczár, József
  • 2006 Model Dependency of the Digital Option Replication – Replication under an Incomplete Model (in English)
    by Tomáš Tichý
  • 2005 Equilibrium Pricing in Incomplete Markets
    by Bizid, Abdelhamid & Jouini, Elyès
  • 2005 Intertemporal choice and consumption mobility
    by Jappelli, Tullio & Pistaferri, Luigi
  • 2005 Equilibria in exchange economies with financial constraints: Beyond the Cass Trick
    by V.F. Martins-da-Rocha & L. Triki
  • 2005 Learning Your Earning: Are Labor Income Shocks Really Very Persistent?
    by Fatih Guvenen
  • 2005 Monetary Policy with Incomplete Markets
    by Gourdel & Triki
  • 2005 Discount Rates in Emerging Capital Markets
    by Samuel Mongrut Montalván & Didac Ramírez Sarrió
  • 2005 Currency Derivatives under a Minimal Market Model with Random Scaling
    by David Heath & Eckhard Platen
  • 2005 Portfolio Diversification and Internalization of Production Externalities through Majority Voting
    by Mich Tvede & Hervé Crès
  • 2005 International Capital Flows in a World of Greater Financial Integration
    by Viktoria Hnatkovska & Martin Evans
  • 2005 Externalities, Monopoly and the Objective Function of the Firm
    by Frank Milne & David Kelsey
  • 2005 Family labor supply, precautionary behavior, aggregate saving and employment
    by Santos Monteiro, Paulo
  • 2005 International Capital Flows, Returns and World Financial Integration
    by Martin D. D. Evans & Viktoria Hnatkovska
  • 2005 Trade Policy, Income Risk, and Welfare
    by Tom Krebs & Pravin Krishna & William Maloney
  • 2005 Uninsured Idiosyncratic Investment Risk
    by George-Marios Angeletos
  • 2005 Are Asset Price Guarantees Useful for Preventing Sudden Stops?: A Quantitative Investigation of the Globalization Hazard-Moral Hazard Tradeoff
    by Ceyhun Bora Durdu & Enrique G. Mendoza
  • 2005 Solving General Equilibrium Models with Incomplete Markets and Many Assets
    by Martin D. D. Evans & Viktoria Hnatkovska
  • 2005 Competitive equilibrium with asymmetric information : the arbitrage characterization
    by Lionel de Boisdeffre
  • 2005 Competitive equilibrium with asymmetric information : an existence theorem for numeraire assets
    by Lionel de Boisdeffre
  • 2005 Incomplete markets and monetary policy
    by Pascal Gourdel & Leila Triki
  • 2005 Monetary Equilibria in a Cash-in-Advance Economy with Incomplete Financial Markets
    by Ingolf Schwarz & Jinhui H. Bai
  • 2005 Incremental Risk Vulnerability
    by Günter Franke & Richard C. Stapleton & Marti G. Subrahmanyam
  • 2005 Elimination Of Arbitrage States In Asymmetric Information Models
    by Bernard Cornet & Lionel De Boisdeffre
  • 2005 Monetary Equilibria in a Cash-in-Advance Economy with Incomplete Financial Markets
    by Jinhui H. Bai & Ingolf Schwarz
  • 2005 Aggregate Savings When Individual Income Varies
    by Floden, Martin
  • 2005 Trading Volumes in Dynamically Efficient Markets
    by Tony Berrada & Julien Hugonnier & Marcel Rindisbacher
  • 2005 Optimal risk sharing with background risk
    by Scarsini, Marco & Dana, Rose-Anne
  • 2005 On the existence of approximated equilibria in discontinuous economies
    by Bich, Philippe
  • 2005 Local Interactions as a Decentralized Mechanism Coordinating Equilibrium Expectations
    by Martin Hohnisch
  • 2005 The New Wave of Liquidity: Impact of Friction
    by Shojai, Shahin & Wang, Samuel
  • 2004 Wage risk and employment risk over the life-cycle
    by Luigi Pistaferri & Hamish Low & Costas Meghir
  • 2004 Endogenous Trading Constraints with Incomplete Asset Markets
    by Eva Carceles Poveda & Arpad Abraham
  • 2004 Leverage, Incomplete Markets and Crises
    by John Geanakoplos & Felix Kubler
  • 2004 Pension Reform and Endogenous Borrowing Constraints
    by Juan Rojas & Carlos Urrutia
  • 2004 Consumption Inequality, Income Uncertainty and Insurance
    by Luigi Pistaferri & Richard Blundell & Ian Preston
  • 2004 Legal Institutions, Sectoral Heterogeneity, and Economic Development
    by Rui Castro & Gian Luca Clementi & Glenn MacDonald
  • 2004 A Model to Analyse Financial Fragility: Applications
    by Dimitrios P Tsomocos & Charles A.E. Goodhart
  • 2004 Dual Formulation of the Utility Maximization Problem : the case of Nonsmooth Utility
    by Zhegal, Amina & Touzi, Nizar & Bouchard, Bruno
  • 2004 Pricing in incomplete markets : from absence of good deals to acceptable risk
    by Geman, Hélyette & Madan, Dilip B.
  • 2004 Optimal lender of last resort policy in different financial systems
    by Fecht, Falko & Tyrell, Marcel
  • 2004 The Ideal Inflation Indexed Bond and Irving Fisher's Impatience Theory of Interest in an Overlapping Generations World
    by John Geanakoplos
  • 2004 General Equilibrium with Endogenous Securities and Moral Hazard
    by Luis H. B. Braido
  • 2004 On the Allocative Efficiency of Competitive Prices in Economies with Incomplete Markets
    by Tarun Sabarwal
  • 2004 Value Maximization As An Ex Post Consistent Firm Objective When Markets are Incomplete
    by Tarun Sabarwal
  • 2004 The Arbitrage Pricing Theorem with Incomplete Preferences
    by David Kelsey & Erkan Yalcin
  • 2004 Measuring Financial Cash Flow and Term Structure Dynamics
    by CORNELIS A. LOS
  • 2004 Hedging Diffusion Processes by Local Risk-Minimisation with Applications to Index Tracking
    by D. Colwell & Nadima El-Hassan & Oh-Kang Kwon
  • 2004 Quadratic term structure models with jumps in incomplete currency markets
    by Daal, Elton
  • 2004 On Price-Taking Behavior in Asymmetric Information Economies
    by Richard McLean & James Peck & Andrew Postlewaite
  • 2004 The Aggregate Weak Axiom in a Financial Economy through Dominant Substitution Effects
    by John Quah
  • 2004 Incomplete Market Dynamics in a Neoclassical Production Economy
    by George-Marios Angeletos & Laurent-Emmanuel Calvet
  • 2004 Quantitative Implication of A Debt-Deflation Theory of Sudden Stops and Asset Prices
    by Enrique G. Mendoza & Katherine A. Smith
  • 2004 Putting the Brakes on Sudden Stops: The Financial Frictions-Moral Hazard Tradeoff of Asset Price Guarantees
    by Enrique G. Mendoza & Ceyhun Bora Durdu
  • 2004 Pension reform, assets returns and wealth distribution
    by Falilou Fall
  • 2004 General equilibrium with asymmetric information and default penalties
    by Nuno Gouveia
  • 2004 On the objective of firms under uncertainty with stock markets
    by Jean-Marc Bonnisseau & Oussama Lachiri
  • 2004 A note on the Drèze’s criterion for large capitalist firms
    by Jean-Marc Bonnisseau & Oussama Lachiri
  • 2004 Walrasian non-tâtonnement with incomplete and imperfect markets
    by Gaël Giraud
  • 2004 No-arbitrage equilibria with differential information : an enlarged existence theorem
    by Lionel de Boisdeffre
  • 2004 No-arbitrage equilibria with differential information : a proof of existence
    by Lionel de Boisdeffre
  • 2004 On the survival and irreducibility assumptions for financial markets with nominal assets
    by Abdelkrim Seghir & Leila Triki & Stella Kanellopoulou
  • 2004 Risk-Free Bond Prices in Incomplete Markets with Recursive Utility Functions and Multiple Beliefs
    by Chaiki Hara & Atsushi Kajii
  • 2004 Voting in Assemblies of Shareholders and Incomplete Markets
    by Mich Tvede & Hervé Crès
  • 2004 Survival of the Fittest on Wall Street
    by Thorsten Hens & Klaus Reiner Schenk-Hoppé
  • 2004 Retained Earnings Dynamic, Internal Promotions And Walrasian Equilibrium
    by Pablo F. Beker
  • 2004 Income risk and consumption inequality: a simulation study
    by Richard Blundell & Hamish Low & Ian Preston
  • 2004 The perpetual American put option for jump-diffusions: Implications for equity premiums
    by Aase, Knut K.
  • 2004 Sunspot Equilibria and the Transfer Paradox
    by Hens, Thorsten & Pilgrim, Beate
  • 2004 A model to analyse financial fragility: applications
    by Charles Goodhart & Pojanart Sunirand & Dimitrios P. Tsomocos
  • 2004 Pareto Improving Taxation in Incomplete Markets
    by Sergio Turner
  • 2004 Investment in Human Capital in a Macrodynamic Framework: Redistributive Taxation, Public Debt and Welfare
    by Leandro Gonçalves do Nascimento
  • 2004 welfare cost of business cycles when markets are incomplete
    by tom krebs
  • 2004 Global identification from the equilibrium manifold under incomplete markets
    by Andres Carvajal & Alvaro Riascos
  • 2004 Does Housing Wealth Make Us Less Equal? The Role of Durable Goods in the Distribution of Wealth
    by Robert F. Martin Joseph W. Gruber
  • 2004 A Consistent Firm Objective When Markets are Incomplete: Profit Maximization
    by Tarun Sabarwal
  • 2004 Pareto Improving Taxation in Incomplete Markets
    by Sergio Turner
  • 2004 Global Identification from the equilibrium Manifold under Incomplete markets
    by Andres Carvajal & Alvaro Riascos
  • 2004 Endogenous Collateral
    by Mário Páscoa & Aloisio Araujo & José Fajardo
  • 2004 Investment in Human Capital in a Macrodynamic Framework: Redistributive Taxation, Public Debt and Welfare
    by Leandro Nascimento
  • 2004 Are Sunspots Inevitable?
    by Christophe Prechac & Aditya Goenka
  • 2004 Internalisation of Transport Noise Externalities: Activity Disturbance Pricing and Implementation
    by Ernestine M. A. Gross
  • 2004 The Dreze and Grossman-Hart criteria for production in incomplete markets: Voting foundations and compared political stability
    by CRES, Hervé & TVEDE, Mich
  • 2004 Equilibria in exchange economies with financial constraints: Beyond the Cass Trick
    by Triki, Leila & Martins-da-Rocha, Victor-Filipe
  • 2004 Gold, Fiat and Credit. An Elementary Discussion of Commodity Money, Fiat Money and Credit, Part II
    by Thomas Quint & Martin Shubik
  • 2004 A Consumable Money. An Elementary Discussion of Commodity Money, Fiat Money and Credit: Part I
    by Thomas Quint & Martin Shubik
  • 2004 Competitive Equilibria of Economies with a Continuum of Consumers and Aggregate Shocks
    by Jianjun Miao
  • 2004 Risk Shifting, Technology Policy and Sales Contingent Claims: When is Launch Aid to the Aerospace Industry A Subsidy?
    by Kaivanto, Kim & Stoneman, Paul
  • 2004 Production and financial policies under asymmetric information
    by DRÈZE, Jacques & MINELLI, Enrico & TIRELLI, Mario
  • 2004 Efficiency of competitive equilibria with hidden action : the role of separable preferences
    by PANACCIONE, Luca
  • 2004 'Insufficient Incentives for Investment in Electricity Generation’
    by Neuhoff, K. & de Vries, L.
  • 2004 Análise Da Influência Da Lei De Falências E Da Eficiência Do Judiciário No Desenvolvimento Do Mercado De Crédito
    by Aloisio Araújo & Bruno Funchal
  • 2004 Investment Decisions and Normalization with Incomplete Markets: A Pitfall in Aggregating Shareholders' Preferences
    by Luigi Ventura
  • 2003 Capital Ownership under Market Incompleteness: Does it matter?
    by Eva Carceles-Poveda
  • 2003 Endogenous Trading Constraints in Asset Markets
    by Eva Carceles-Poveda & Arpad Abraham
  • 2003 Equilibrium Analysis, Banking, Contagion and Financial Fragility
    by David Vines
  • 2003 Convergence of the equilibrium prices in a family of financial models
    by Jouini, Elyès
  • 2003 The Role of Transaction Costs and Risk Premia in the Determination of Climate Change Policy Responses
    by Stronzik, Marcus & Hunt, Alistair & Eckermann, Frauke & Taylor, Tim
  • 2003 Optimaler Wettbewerb: Überlegungen zur Dimensionierung von Konkurrenz
    by Kramer, Jost W.
  • 2003 Competitive Equilibria of Economies with a Continuum of Consumers and Aggregate Shocks
    by Jianjun Miao
  • 2003 Buyer feedback as a filtering mechanism for reputable sellers
    by Paolo Laureti & Frantisek Slanina & Yi-Kuo Yu & Yi-Cheng Zhang
  • 2003 A Benchmark Framework for Risk Management
    by Eckhard Platen
  • 2003 On Rothschild-Stiglitz as competitive pooling
    by Alberto Martin
  • 2003 Strategic Market Games with a Finite Horizon and Incomplete
    by Gaël GIRAUD & Sonia WEYERS
  • 2003 Incomplete Markets, Labor Supply and Capital Accumulation
    by Albert Marcet & Francesc Obiols-Homs & Philippe Weil
  • 2003 Housing Markets and Labor Mobility
    by Heikki Kauppi & Markus Haavio
  • 2003 Equilibrium Analysis, Banking and Financial Instability
    by Dimitrios P. Tsomocos
  • 2003 Equilibrium Analysis, Banking, Contagion and Financial Fragility
    by Dimitrios Tsomocos
  • 2003 Exchange Monitoring Bands: Theory and Policy
    by Luisa Corrado & Marcus H. Miller & Lei Zhang
  • 2003 A General Equilibrium Financial Asset Economy with Transaction Costs and Trading Constraints
    by Frank Milne & Edwin Neave
  • 2003 Financial Innovation, Market Participation and Asset Prices
    by Laurent Calvet & Martin Gonzalez-Eiras & Paolo Sodini
  • 2003 On the Range of the Risk-Free Interest Rate in Incomplete Markets
    by Chiaki Hara & Atsushi Kajii
  • 2003 Evolutionary Stable Stock Markets
    by Igor Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé
  • 2003 Pareto Improving Price Regulation When the Asset Market is Incomplete
    by P. J. J. Herings & H. M. Polemarchakis
  • 2003 Evolutionary Stability of Portfolio Rules in Incomplete Markets
    by Thorsten Hens & Klaus Reiner Schenk-Hoppé
  • 2003 Rational Expectation Can Preclude Trades
    by Matsuhisa, Takashi & Ishikawa, Ryuichiro
  • 2003 Equilibrium analysis, banking, contagion and financial fragility
    by Dimitrios P. Tsomocos
  • 2003 Existence of Equilibrium and Price Adjustments in a Finance Economy with Incomplete Markets
    by Talman, A.J.J. & Thijssen, J.J.J.
  • 2003 The Ideal Inflation Indexed Bond and Irving Fisher's Impatience Theory of Interest in an Overlapping Generations World
    by John Geanakoplos
  • 2003 Optimal Financial Market Integration and Security Design
    by Acharya, Viral V & Bisin, Alberto
  • 2003 Market selection and survival of investment strategies
    by AMIR, Rabah & EVSTIGNEEV, Igor & HENS, Thorsten & SCHENK-HOPPÉ, Klaus Reiner
  • 2003 Sequentially complete markets remain incomplete
    by DRÈZE, Jacques & HERINGS, Jean-Jacques
  • 2003 Incomplete Markets, Labor Supply and Capital Accumulation
    by Albert Marcet & Francesc Obiols-Homs & Philippe Weil
  • 2003 Growth and Welfare Effects of Business Cycles in Economies with Idiosyncratic Human Capital Risk
    by Tom Krebs
  • 2003 Multilateral and Bilateral Meetings with Production Heterogeneity
    by Klaus Kultti & Toni Riipinen
  • 2003 Existence of Equilibrium and Zero-Beta Pricing Formula in the Capital Asset Pricing Model with Heterogeneous Beliefs
    by Ning Sun & Zaifu Yang
  • 2002 Pricing and hedging options in incomplete markets
    by Joseph Andria & Manfred Gilli
  • 2002 Inequality over the Business Cycle: Estimating Income Risk using Micro-Data on Consumption
    by Giorgio Primiceri & Thijs van Rens
  • 2002 Existence of Equilibrium in Incomplete Markets with Non-Ordered Preferences
    by Erkan Yalcin
  • 2002 The Strong Sequential Core in a Dynamic Exchange Economy
    by Arkadi Predtetchinski & P. Jean-Jacques Herings & Hans Peters
  • 2002 The Weak Sequential Core for Two-period Economies
    by Predtetchinski A. & Herings P.J.J. & Perea A.
  • 2002 Are Incomlete Markets Able to Achieve Minimal Efficiency?
    by Egbert Dierker & Hildegard Dierker & Birgit Grodal
  • 2002 A Benchmark Framework for Integrated Risk Management
    by Eckhard Platen
  • 2002 Inequality over the business cycle: Estimating income risk using micro-data on consumption
    by Giorgio Primiceri & Thijs van Rens
  • 2002 Incomplete markets, labor supply and capital accumulation
    by Albert Marcet & Francesc Obiols-Homs & Philippe Weil
  • 2002 Inside versus outside money: indeterminacy in GEI models
    by Leo Ferraris
  • 2002 Income Taxation when Markets are Incomplete
    by Tirelli, Mario
  • 2002 Are Incomplete Markets Able to Achieve Minimal Efficiency?
    by Egbert Dierker & Hildegard Dierker & Birgit Grodal
  • 2002 Market Selection and Survival of Investment Strategies
    by Rabah Amir & Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé
  • 2002 Partial insurance, information and consumption dynamics
    by Richard Blundell & Luigi Pistaferri & Ian Preston
  • 2002 Limited Enforceable International Loans, International Risk Sharing and Trade
    by Almuth Scholl
  • 2002 Core Equivalence in Economy under Generalized Information
    by Matsuhisa, Takashi & Ishikawa, Ryuichiro & Hosino, Yoshiaki
  • 2002 No Speculation in Rational Expectations under Generalized Information
    by Ishikawa, Ryuichiro & Matsuhisa, Takashi & Hoshino, Yoshiaki
  • 2002 Option Pricing with Discrete Rebalancing
    by Jean-Luc PRIGENT & Olivier RENAULT & Olivier SCAILLET
  • 2002 Controlling price volatility through financial innovation
    by Alessandro, CITANNA & SCHMEDDERS, Karl
  • 2002 The Identification of Preferences from Equilibrium Prices under Uncertainty
    by Kubler, Félix & Chiappori, Pierre-André & Ekeland, Ivar & Polemarchakis, Herades
  • 2002 Partial Insurance, Information, and Consumption Dynamics
    by Blundell, Richard William & Pistaferri, Luigi & Preston, Ian
  • 2002 Entrepreneurial Incentives in Stock Market Economies
    by Acharya, Viral V & Bisin, Alberto
  • 2002 Exchange Rate Monitoring Bands: Theory and Policy
    by Corrado, Luisa & Miller, Marcus & Zhang, Lei
  • 2002 Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies
    by Kogan, Leonid & Uppal, Raman
  • 2002 Exchange Rate Monitoring Bands: Theory and Policy
    by Corrado, L. & Marcus Miller & Lei Zhang
  • 2002 Pricing Risk in Economies with Heterogenous Agents and Incomplete Markets
    by Josep Pijoan-Mas
  • 2002 Bancruptcy in a model of unsecured claims
    by Mário R. Páscoa & Aloisio P. Araujo
  • 2002 Incomplete markets: transverse financial structures
    by Jean-Marc Bottazzi
  • 2002 On optimality in intergenerational risk sharing
    by Gabrielle Demange
  • 2002 The cumulant process and Esscher's change of measure
    by Albert N. Shiryaev & Jan Kallsen
  • 2002 Derivative pricing based on local utility maximization
    by Jan Kallsen
  • 2002 An Application of Evolutionary Finance to Firms Listed in the Swiss Market Index
    by Thorsten Hens & Klaus Reiner Schenk-Hoppé & Martin Stalder
  • 2001 Patience, Persistence, and Welfare Costs of Incomplete Markets in Open Economies
    by Jinill Kim, Sunghyun Kim, and Andrew Levin
  • 2001 The Influence of Heterogeneous Preferences on Asset Prices in an Incomplete Market Model
    by Frank Niehaus
  • 2001 Asset Pricing in Models with incomplete markets and default
    by Karl Schmedders, Felix Kubler
  • 2001 A Partial Equilibrium Model of Option Markets
    by Dietmar P.J. Leisen and Kenneth L. Judd
  • 2001 Stock Based Compensation: Firm-specific risk, Efficiency and Incentives
    by Vicky Henderson
  • 2001 Uniqueness of Arrow-Debreu and Arrow-Radner equilibrium when utilities are additively separable
    by Dana, Rose-Anne
  • 2001 The Influence of Heterogeneous Preferences on Asset Prices in an Incomplete Market Model
    by Frank Niehaus
  • 2001 Computing Equilibria in Finance Economies
    by P.J.J. Herings & F. Kubler
  • 2001 Nonexistence of constrained Efficient Equilibria when Markets are Incomplete
    by Egbert Dierker & Hildegard Dierker & Birgit Grodal
  • 2001 Voting in Assemblies of shareholders and Incomplete Markets
    by Mich Tvede & Hervé Crès
  • 2001 Proxy fights in incomplete markets: when majority voting and sidepayments are equivalent
    by Mich Tvede & Hervé Crès
  • 2001 Competitive Pooling: Rothschild-Stiglitz Reconsidered
    by P. Dubey & J. Geanakoplos
  • 2001 Insurance Contracts Designed by Competitive Pooling
    by P. Dubey & J. Geanakoplos
  • 2001 Default and Punishment in General Equilibrium
    by P. Dubey & J. Geanakoplos & M . Shubik
  • 2001 Asymptotic Methods for Asset Market Equilibrium Analysis
    by Kenneth L. Judd & Sy-Ming Guu
  • 2001 Small Income Effects Destroy the Constrained Efficiency of All Equilibria in Finance Economies with Production
    by Egbert Dierker & Hildegard Dierker & Birgit Grodal
  • 2001 Undiversifiable Returns in a CAPM Economy
    by Peghe Braila & Claude Wampach
  • 2001 Capital Income Taxation of Asymmetric Countries
    by Michael J. Koop
  • 2001 Long-Lived Assets, Incomplete Markets, And Optimality
    by Subir Chattopadhyay
  • 2001 Financial Innovation, Market Participation and Asset Prices
    by Calvet, Laurent & Gonzalez-Eiras, Martin & Sodini, Paolo
  • 2001 The Influence of Heterogeneous Preferences on Asset Prices in an Incomplete Market Model
    by Niehaus, Frank
  • 2001 Efficiency properties of rational expectations equilibria with asymmetric information
    by Rohit Rahi & Piero Gottardi
  • 2001 Proxy fights in incomplete markets: when majority voting and sidepayments are equivalent
    by CRES, Herve & TVEDE, Mich
  • 2001 Voting in assemblies of shareholders and incomplete markets
    by CRES, Herve & TVEDE, Mich
  • 2001 Complete and Incomplete Markets with Short-Sale Constraints
    by Eduardo L. Gim�nez
  • 2001 Competitive Pooling: Rothschild-Stiglitz Reconsidered
    by Pradeep Dubey & John Geanakoplos
  • 2001 Competitive Pooling: Rothschild-Stiglitz Reconsidered
    by Pradeep Dubey & John Geanakoplos
  • 2001 If You're So Smart, Why Aren't You Rich? Belief Selection in Complete and Incomplete Markets
    by Larry Blume & David Easley
  • 2001 Liquidity, Default and Crashes: Endogenous Contracts in General Equilibrium
    by John Geanakoplos
  • 2001 Liquidity, Default and Crashes: Endogenous Contracts in General Equilibrium
    by John Geanakoplos
  • 2001 Insurance Contracts Designed by Competitive Pooling
    by Pradeep Dubey & John Geanakoplos
  • 2001 Signalling and Default: Rothschild-Stiglitz Reconsidered
    by Pradeep Dubey & John Geanakoplos
  • 2001 Default and Punishment in General Equilibrium
    by Pradeep Dubey & John Geanakoplos & Martin Shubik
  • 2001 Default and Punishment in General Equilibrium
    by Pradeep Dubey & John Geanakoplos & Martin Shubik
  • 2001 Efficiency Properties of Rational Expectations Equilibria with Asymmetric Information
    by Gottardi, Piero & Rahi, Rohit
  • 2001 The taxation of trades in assets
    by CITANNA, Alessandro & POLEMARCHAKIS, Herakles M. & TIRELLI, Mario
  • 2001 General Equilibrium Pricing of Trading Strategy Risk
    by Abraham Lioui & Patrice Poncet
  • 2001 Dynamic Asset Pricing With Non-Redundant Forwards
    by Abraham Lioui & Patrice Poncet
  • 2001 Existence of Competitive Equilibrium under Financial Constraints and Increasing Returns
    by Erdem Basci & Nur Ata
  • 2001 Bertrand-Edgeworth Equilibrium in a Cash-Advance Economy
    by Erdem Basci & Ismail Saðlam
  • 2001 Labor Income and Risky Assets under Market Incompleteness: Evidence from Italian Data
    by Giuseppe Grande & Luigi Ventura
  • 2001 Three Exchange Rate Regimes and a Monetary Union: Determinacy, Currency Crises, and Welfare
    by Carsten K. Nielsen
  • 2001 The set of sunspot equilibria in economies with incomplete financial markets: variable asset prices
    by Tito Pietra
  • 2001 Moral hazard and general equilibrium in large economies
    by Marcos B. Lisboa
  • 2001 Computable general equilibrium with financial markets
    by Felix Kubler
  • 2001 Monopolistic security design in finance economies
    by Karl Schmedders
  • 2001 Asymptotic methods for asset market equilibrium analysis
    by Sy-Ming Guu & Kenneth L. Judd
  • 2001 Coherent risk measures and good-deal bounds
    by Stefan Jaschke & Uwe Küchler
  • 2001 Incomplete Markets, Transitory Shocks, and Welfare
    by Felix Kubler & Karl Schmedders
  • 2001 A General Refutation of the Law of One Price as Empirical Hypothesis
    by Carsten Herrmann-Pillath
  • 2001 Bankruptcy Law, Capital Allocation, and Aggregate Effects: A Dynamic Heterogenous Agent Model with Incomplete Markets
    by Tao Zha
  • 2000 Investor´s Distrust and the Marketing of New Financial Assets
    by Enrique L. Kawamura
  • 2000 Equilibrium Analysis, Banking and Financial Instability
    by Dimitrios P Tsomocos
  • 2000 Nonexistence of Constrained Efficient Equilibria when Markets are Incomplete
    by Egbert Dierker & Hildegard Dierker & Birgit Grodal
  • 2000 Dynamique et marche intertemporel : deroulement reel et anticipations
    by Courrege, P. & Lacroix, J. & Matarasso, P.
  • 2000 Why the Poor can Gain from Increased Interest Rates in Grameen Bank
    by Hatlebakk, M.
  • 2000 Competitive Equilibrium with moral hazard in Economies with multiple commodities
    by CITANNA, Alessandro
  • 2000 The relevance of extrinsic uncertainty
    by POLEMARCHAKIS, Heracles M. & VENTURA, Luigi
  • 2000 The identification of preferences from equilibrium prices under uncertainty
    by POLEMARCHAKIS, Heracles M. & CHIAPPORI, P. A. & KUBLER, F. & EKELAND, I.
  • 2000 Majority Stable Production Equilibria: A Multivariate Mean Shareholders Theorem
    by Hervé Crès
  • 2000 Asset Market Structure and Growth
    by Pighi Braila & Alessandro Turrini
  • 2000 Ambiguity Aversion and Incompleteness of Financial Markets
    by Sujoy Mukerji & Jean-Marc Tallon
  • 2000 The Unit Root Property When Markets Are Sequentially Incomplete
    by Antonio Jiménez-Martínez & Subir Chattopadhyay
  • 2000 The Taxation of Trades in assets
    by CITANNA, Alessandro & POLEMARCHAKIS, Heracles M. & TIRELLI, M.
  • 2000 Proportional transaction costs on asset trades : a note on existence by homotopy methods
    by CITANNA, Alessandro
  • 2000 Competitive Equilibrium with Moral Hazard in Economies with Multiple Commodities
    by CITANNA, Alessandro
  • 2000 The Theory of Money
    by Martin Shubik
  • 2000 Equilibrium and arbitrage in incomplete asset markets with fixed prices
    by HERINGS, Jean-Jacques & POLEMARCHAKIS, Heracles
  • 2000 The identification of preferences from equilibrium prices under uncertainty
    by CHIAPPORI, Pierre-André & EKELAND, Ivar & KUBLER, Félix & POLEMARCHAKIS, Heracles
  • 2000 Constrained suboptimality and financial innovation in GEI with a single commodity
    by TIRELLI, Mario
  • 2000 Capital income taxation when markets are incomplete
    by TIRELLI, Mario
  • 2000 Informational efficiency properties of rational expectations equilibria in non-convex economies
    by Giulio Seccia
  • 2000 Introduction to a theory of value coherent with the no-arbitrage principle
    by Marco Frittelli
  • 2000 Convergence of discrete time option pricing models under stochastic interest rates
    by O. Scaillet & J.-L. Prigent & J.-P. Lesne
  • 1999 Enforcement of Contracts when Markets are Incomplete
    by Søren Kyhl
  • 1999 Incomplete Risk Sharing Arrangements and the Value of Information
    by Eckwert, B. & Zilcha, I.
  • 1999 On Generically Complete Markets With an Open-Ended Horizon
    by Bottazzi, J.-M. & Meddeb, M.
  • 1999 On Generically Complete Markets With an Open-Ended Horizon
    by Bottazzi, J.-M. & Meddeb, M.
  • 1999 Incomplete Markets : "Financial Engineering" of Transverse Asset Structures
    by Bottazzi, J.-M.
  • 1999 Incomplete Markets : "Financial Engineering" of Transverse Asset Structures
    by Bottazzi, J.-M.
  • 1999 Ambiguity Aversion and Incompleteness of Financial Markets
    by Mukerji, S. & Tallon, J.-M.
  • 1999 Ambiguity Aversion and Incompleteness of Financial Markets
    by Mukerji, S. & Tallon, J.-M.
  • 1999 Incomplete Markets and Volatility
    by Calvet, L.E.
  • 1999 Precautionary Savings in Incomplete Financial Markets
    by Kast, R. & Lapied, A.
  • 1999 Disaggregation of excess demand functions in incomplete markets
    by Chiappori, Pierre-André & Ekeland, Ivar
  • 1999 Complete Markets in Italy: An Analysis on Micro Data
    by Tomaso Duso
  • 1999 Utility based pricing of contingent claims
    by A. Gamba & P. Pellizzari
  • 1999 Intertemporal Choice and Consumption Mobility
    by Tullio Jappelli & Luigi Pistaferri
  • 1999 Consumption Insurance or Consumption Mobility?
    by Tullio Jappelli & Luigi Pistaferri
  • 1999 - Information, Stabilization, And Welfare: The Case Of Sunspots
    by Subir Chattopadhyay
  • 1999 Financial Innovation and Price Volatility
    by Alessandro, CITANNA
  • 1999 The Robustness of the CAPM - A Computational Approach
    by Herings, P.J.J. & Kubler, F.
  • 1999 Pareto Improving Price Regulation when the Asset Market is Incomplete
    by Herings, P.J.J. & Polemarchakis, H.M.
  • 1999 Pareto Improving Price Regulation When the Asset Market Is Incomplete
    by P. Jean-Jacques Herings & Heracles M. Polemarchakis
  • 1999 On a shareholder constrained efficient criterion for strategic firms
    by Luigi VENTURA
  • 1999 Option Pricing with Discrete Rebalancing
    by Prigent, J.-L. & Renault, O. & Scaillet, O.
  • 1999 Insider Trading, Investment and Liquidity
    by Bhattacharya, Sudipto & Nicodano, Giovanna
  • 1999 Consumption Insurance or Consumption Mobility
    by Jappelli, Tullio & Pistaferri, Luigi
  • 1999 Arbitrage and equilibrium with exchangeable risks
    by HEIFETZ, Aviad & MINELLI, Enrico & POLEMARCHAKIS, Heracles
  • 1999 Nash-Walras equilibria of a large economy
    by MINELLI, Enrico & POLEMARCHAKIS, Heracles
  • 1999 Some recent developments in capital market theory: A survey
    by Richard C. Stapleton
  • 1999 Disaggregation of excess demand and comparative statics with incomplete markets and nominal assets
    by Thorsten Hens & Piero Gottardi
  • 1999 Welfare-improving financial innovation with a single good
    by Ronel Elul
  • 1999 Social Security in an Overlapping Generations Economy with Land
    by Ayse Imrohoroglu & Selahattin Imrohoroglu & Douglas H. Joines
  • 1999 Projected U.S. Demographics and Social Security
    by Mariacristina De Nardi & Selahattin Imrohoroglu & Thomas J. Sargent
  • 1998 Equity as a Call Option on Mean-Reverting Cash Flows
    by Chang, S.W.
  • 1998 ARCH Models and Option Pricing: The Continuous Time Connection
    by Fornari, F. & Mele, A.
  • 1998 Capital Market Equilibrium with Mispricing and Arbitrage Activity
    by Basak, S. & Croitoru, B.
  • 1998 Education and Borrowing Constraints: Tests vs. Prices
    by Raquel Fernandez
  • 1998 Education and Borrowing Constraints: Tests vs Prices
    by Fernandez, R.
  • 1998 Education and Borrowing Constraints: Tests Vs. Prices
    by Fernández, Raquel
  • 1998 Assets, human capital, and growth
    by BRAILA, Chrissopighi & TURRINI, Alessandro
  • 1998 Indeterminacy of equilibrium allocations in monetary open economies
    by SALTO, Matteo
  • 1998 Pareto improving price regulation when the asset market is incomplete
    by HERINGS, Jean-Jacques & POLEMARCHAKIS, Heracles
  • 1998 Investment decisions and normalization with incomplete markets: a remark
    by VENTURA, Luigi
  • 1998 On the Importance of Sequencing of Markets in Monetary Economies
    by Erdem Basci & Ismail Saglam
  • 1998 Unawareness and bankruptcy: A general equilibrium model
    by Salvatore Modica & J.-Marc Tallon & Aldo Rustichini
  • 1998 Constrained suboptimality in incomplete markets: a general approach and two applications
    by Atsushi Kajii & Antonio Villanacci & Alessandro Citanna
  • 1998 Pareto improving financial innovation in incomplete markets
    by David Cass & Alessandro Citanna
  • 1998 Aggregation, efficiency and mutual fund separation in incomplete markets
    by JÊrÆme B. Detemple & Piero Gottardi
  • 1998 Options and sunspots in a simple monetary economy
    by Gaetano Antinolfi & Todd Keister
  • 1998 Option pricing with transaction costs and a nonlinear Black-Scholes equation
    by Halil Mete Soner & Guy Barles
  • 1998 Robust hedging of the lookback option
    by David G. Hobson
  • 1998 Hedging American contingent claims with constrained portfolios
    by Ioannis Karatzas & (*), S. G. Kou
  • 1998 General Equilibrium Models of Financial Systems: Theory and Measurement in Village Economies
    by Youngjae Lim & Robert Townsend
  • 1997 Incomplete Markets: Convergence of Options Values under the Minimal Martingale Measure. The Multidimensional Case
    by Prigent, J.L.
  • 1997 Convergence of Discrete Time Options Pricing Models under Stochastic Rates
    by Lesne, J.P. & Prigent, J.L. & Scaillet, O.
  • 1997 Correlated Equilibria in Competitive Market Games
    by Giraud, G.
  • 1997 Heterogeneous Information Arrival and Option Pricing
    by Patrick K. Asea & Mthuli Ncube
  • 1997 To Each According To...? Markets, Tournaments, and the Matching Problem with Borrowing Constraints
    by Raquel Fernandez & Jordi Gali
  • 1997 A Note on "Stability of Tâtonnement Processes of Short Period Equilibria with Rational Expectations"
    by Herings, P.J.J.
  • 1997 Asset Markets and Investment Decisions
    by A. De Waegenaere & Heracles M. Polemarchakis & L. Ventura
  • 1997 To Each According to ...?: Markets, Tournaments, and The Matching Problem with Borrowing Constraints
    by Fernandez, Raquel & Gali, Jordi
  • 1997 Income and Consumption Smoothing Among US States: Regions or Clubs?
    by Sorensen, Bent E & Yosha, Oved
  • 1997 To Each According To...? Markets, Tournaments, and the Matching Problem with Borrowing Constraints
    by Fernández, Raquel & Galí, Jordi
  • 1997 Robustness of the coordinating role of a redundant security
    by HARA, Chiaki
  • 1997 Discreteness of equilibria in incomplete markets with a continuum of states
    by KLINGER MONTEIRO, Paulo & PASCOA, Mario R.
  • 1997 Nonparametric Methods and Option Pricing
    by Eric Ghysels & Valentin Patilea & Éric Renault & Olivier Torrès
  • 1997 Equilibrium Asset Prices and No-Arbitrage with Portfolio Constraints
    by Jérôme B. Detemple & Shashidhar Murthy
  • 1997 Aggregation, Efficiency and Mutual Fund Separation in Incomplete Markets
    by Jérôme B. Detemple & Piero Gottardi
  • 1997 Nash-implementation of the weak Pareto choice rule for indecomposable environments
    by Hiroaki Osana
  • 1997 Which improves welfare more: A nominal or an indexed bond?
    by Michael Magill & Martine Quinzii
  • 1996 Portfolio Dominance and Optimality in Infinite Security Markets
    by Aliprantis, C. D. & D. J. Brown & I. A. Polyrakis & J. Werner
  • 1996 Costly Acquisition of Information with Incomplete Markets
    by Marta Laitenberger
  • 1996 Expectational Diversity in Monetary Economics
    by Brock, W.A. & de Fontnouvelle, P.
  • 1996 Information revelation and market incompleteness
    by José M. Marín & Rohit Rahi
  • 1996 Stability of Tâtonnement processes of short period equilibria with rational expectations
    by Thorsten Hens
  • 1996 Prices, Asset Markets and Indeterminacy
    by Heracles M. Polemarchakis & P. Siconolfi
  • 1996 Two Roles for Monetary Policy when the Asset Market is Incomplete and Information is Asymmetric
    by DONATI, P.
  • 1996 American Options with Stochastic Dividends and Volatility: A Nonparametric Investigation
    by Mark Broadie & Jérôme B. Detemple & Eric Ghysels & Olivier Torrès
  • 1996 Nonparametric Estimation of American Options Exercise Boundaries and Call Prices
    by Mark Broadie & Jérôme B. Detemple & Eric Ghysels & Olivier Torrès
  • 1996 Arbitrage Based Pricing When Volatility Is Stochastic
    by Peter Bossaert & Eric Ghysels & Christian Gouriéroux
  • 1995 Incomplete Markets: A Remark on the Convergence of the Minimal Martingale Measure and Application to the Derivative Assets Pricing
    by Prigent, J.L.
  • 1995 Optimal Investment Policies for a Firm with a Random Risk Process: Exponential Utility and Minimizing the Probability of Ruin
    by Browne, S.
  • 1995 Too Few Risk Takers
    by Black, J. & de Meza, D.
  • 1995 Martingales and arbitrage in securities markets with transaction costs
    by Kallal, Hedi & Jouini, Elyès
  • 1995 Endogenous Borrowing Constraints with Incomplete Markets
    by Zhang, H.H.
  • 1995 A macroeconomic model
    by DE WAEGENAERE, Anja & POLEMARCHAKIS, Heracles & VENTURA , Luigi
  • 1995 The relevance of extrinsic uncertainty
    by POLEMARCHAKIS, Heracles & VENTURA, Luigi
  • 1995 Can Irrelevant Product Differentiation Matter ?
    by VENTURA , Luigi
  • 1995 Asset and Commodity Prices with Multiattribute Durable Goods
    by Jérôme B. Detemple & Christos I. Giannikos
  • 1994 A Role for Monetary Policy when Prices reveal Information : An Example
    by POLEMARCHAKIS, Heracles & SECCIA, Giulio
  • 1994 Prices, Asset Markets and Indeterminacy
    by POLEMARCHAKIS, Heracles & SICONOLFI , Paolo
  • 1994 On the Role of Paper Money in General Equilibrium Model without Transactions Costs
    by KAJII, Atsushi
  • 1994 On the Stability of Intertemporal Equilibria with Rational Expectations
    by Thorsten Hens
  • 1993 Stock Price Fluctuation as a Diffusion in a Random Environment
    by Föllmer, Hans
  • 1993 Generic Existence of Competitive Equilibria when the Asset Market is Incomplete : A Symmetric Argument
    by POLEMARCHAKIS, Heracles & SICONOLFI, Paolo
  • 1993 Equilibrium with Incomplete Financial Markets : Uniqueness of Equilibrium Expectations and Real Indeterminacy
    by PIETRA, Tito & SICONOLFI, Paolo
  • 1992 Partially revealing rational expectations equilibria with nominal assets
    by Rahi,Rohit
  • 1992 Infinite horizon,Incomplete markets
    by Magill,Michael & Quinzii,Martine
  • 1992 The Existence of Equilibrium and the Objective Function of the Firm
    by David Kelsey & Frank Milne
  • 1992 The generic existence of competitive equilibria with restricted participation
    by POLEMARCHAKIS, Heracles & SICONOLFI, Paolo
  • 1987 The Economics of Discrimination Thirty Years Later: Economists Enter the Courtroom
    by Orley Ashenfelter & Ronald Oaxaca
  • 1985 Marktverhalten bei Qualitätsunsicherheit
    by Gilroy, Bernard Michael & Broll, Udo
  • Existence of Sunspot Equilibria and Uniqueness of Spot Market Equilibria: The Case of Intrinsically Complete Markets
    by Thorsten Hens & Beate Pilgrim & Janos Mayer
  • Limits to Arbitrage when Market Participation Is Restricted
    by Thorsten Hens & P. Jean-Jacques Herings & Arkadi Predtetchinskii
  • Evolutionary Stable Stock Markets
    by Igor Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé
  • Two Paradigms and Nobel Prizes in Economics: A Contradiction or Coexistence?
    by Haim Levy & Enrico De Giorgi & Thorsten Hens
  • Prospect Theory and the CAPM: A contradiction or coexistence?
    by Haim Levy & Enrico De Giorgi & Thorsten Hens
  • An Application of Evolutionary Finance to Firms Listed in the Swiss Market Index
    by Thorsten Hens & Klaus Reiner Schenk-Hoppé & Martin Stalder
  • Excess Demand Functions with Incomplete Markets - A Global Result
    by Takeshi Momi
  • Market Selection and Survival of Investment Strategies
    by Rabah Amir & Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé
  • Market Selection of Financial Trading Strategies: Global Stability
    by Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé
  • Evolution of Portfolio Rules in Incomplete Markets
    by Thorsten Hens & Klaus Schenk-Hoppé
  • An Extension of Mantel (1976) to Incomplete Markets
    by Thorsten Hens
  • An Evolutionary Approach to Financial Innovation
    by Marc Oliver Bettzuege & Thorsten Hens
  • Financial Innovation, Communication and the Theory of the Firm
    by Marc Oliver Bettzuege & Thorsten Hens
  • Stationary Temporary Equilibrium in a General Model of Optimal Accumulation and Trade
    by Manjira Datta
  • Endogenous completeness of diffusion driven equilibrium markets
    by Julien HUGONNIER & Semyon MALAMUD & Eugene TRUBOWITZ
  • Incomplete-Market Equilibria Solved Recursively on an Event Tree
    by Bernard DUMAS & Andrew LYASOFF
  • Strategies of Survival in Dynamic Asset Market Games
    by Rabah AMIR & Igor V. EVSTIGNEEV & Le XU
  • Asset Market Games of Survival
    by Rabah AMIR & Igor V. EVSTIGNEEV & Klaus Reiner SCHENK-HOPPE
  • Martingale Representation Theorem for the G-expectation
    by Halil Mete SONER & Nizar TOUZI & Jianfeng ZHANG
  • Liquidity Models in Continuous and Discrete Time
    by Selim GOKAY & Alexandre F. ROCH & Halil Mete SONER
  • Stationary Temporary Equilibrium in a General Model of Optimal Accumulation and Trade
    by Manjira Datta
  • Interpreting Life Cycle Inequality Patterns as an Efficient Allocation: Mission Impossible?
    by Alejandro Badel & Mark Huggett