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Research classified by
Journal of
Economic Literature (JEL) codes Top JEL D: MicroeconomicsD5: General Equilibrium and DisequilibriumD53: Financial Markets
This topic is covered by the following reading lists: SOEP based publications
2009 Production in General Equilibrium with Incomplete Markets by Pascal Stiefenhofer [Downloadable!] 2009 A Dynamic Analysis of the Microstructure of Moving Average Rules in a Double Auction Market by Carl Chiarella & Xue-Zhong He & Paolo Pellizzari [Downloadable!] 2009 Existence of financial equilibria with restricted participation by  Zaier Aouani &  Bernard Cornet [Downloadable!] 2009 Über die Natur und das Wesen des Geldes – Johann Heinrich von Thünens unveröffentlichter Beitrag zur Geldtheorie by Ludwig Nellinger [Downloadable!] 2009 RATIONAL bubbles and volatility persistence in INDIA stock market by Onour, Ibrahim [Downloadable!] 2009 Unawareness, Beliefs and Speculative Trade by Heifetz, Aviad & Meier, Martin & Schipper, Burkhard C [Downloadable!] 2009 How to adapt to changing markets: experience and personality in a repeated investment game by Hopfensitz, Astrid & Wranik, Tanja [Downloadable!] 2009 Long term financing decision at the level of companies by Dobrota, Gabriela & Chirculescu, Felicia Maria [Downloadable!] 2009 Doves and hawks in economics revisited [An evolutionary quantum game theory-based analysis of financial crises] by Hanauske, Matthias & Kunz, Jennifer & Bernius, Steffen & König, Wolfgang [Downloadable!] 2009 Axiomatization of residual income and generation of financial securities by Ghiselli Ricci, Roberto & Magni, Carlo Alberto [Downloadable!] 2009 The impossibility of effective enforcement mechanisms in collateralized credit markets by Ferreira, Thiago Revil T. & Torres-Martínez, Juan Pablo [Downloadable!] 2009 Screening in New Credit Markets: Can Individual Lenders Infer Borrower Creditworthiness in Peer-to-Peer Lending? by Rajkamal Iyer & Asim Ijaz Khwaja & Erzo F.P. Luttmer & Kelly Shue [Downloadable!] 2009 Market Selection by Leonid Kogan & Stephen Ross & Jiang Wang & Mark M. Westerfield [Downloadable!] 2009 The 2007 Subprime Market Crisis Through the Lens of European Central Bank Auctions for Short-Term Funds by Nuno Cassola & Ali Hortacsu & Jakub Kastl [Downloadable!] 2009 Fund Managers, Career Concerns, and Asset Price Volatility by Veronica Guerrieri & Péter Kondor [Downloadable!] 2009 Groupthink: Collective Delusions in Organizations and Markets by Roland Bénabou [Downloadable!] 2009 Ratings Shopping and Asset Complexity: A Theory of Ratings Inflation by Vasiliki Skreta & Laura Veldkamp [Downloadable!] 2009 Existence of financial equilibria with restricted participation by Zaier Aouani & Bernard Cornet [Downloadable!] 2009 Financial Crisis And New Dimensions Of Liquidity Risk: Rethinking Prudential Regulation And Supervision by Elisabetta Gualandri & Andrea Landi & Valeria Venturelli [Downloadable!] 2009 Public investment under disequilibrium: a post Keynesian viewpoint by Massimo CINGOLANI [Downloadable!] 2009 Following LeRoy and Werner (2001), we propose a definition of effectively complete asset markets in a model with multiple goods and multiple periods, and establish the first and second welfare theorems in such markets. As applications of the first welfare theorem, we derive the sunspot irrelevance theorem of Mas-Colell (1992), and extend the no-retrade theorem of Judd, Kubler, and Schmedders (2003) and Kubler and Schmedders (2003) to the case where the asset prices need not be time-invariant Markov processes by Chiaki Hara [Downloadable!] 2009 Heterogeneous Impatience in a Continuous-Time Model by Chiaki Hara [Downloadable!] 2009 Incomplete Financial Markets and Jumps in Asset Prices by Hervé Crès & Tobias Markeprand & Mich Tvede [Downloadable!] 2009 Testing the Modigliani-Miller theorem directly in the lab: a general equilibrium approach by Jianying Qiu & Prashanth Mahagaonkar [Downloadable!] 2009 Transparency through Financial Claims with Fingerprints – A Free Market Mechanism for Preventing Mortgage Securitization Induced Financial Crises by Helmut Gründl & Thomas Post [Downloadable!] 2009 Heterogeneous Impatience in a Continuous-Time Model by Hara, Chiaki [Downloadable!] 2009 Origins and Resolution of Financial Crises; Lessons from the Current and Northern European Crises by Ostrup, Finn & Oxelheim, Lars & Wihlborg, Clas [Downloadable!] 2009 Introducing a spread into the Kyle model by Salomonsson, Marcus [Downloadable!] 2009 Screening in New Credit Markets: Can Individual Lenders Infer Borrower Creditworthiness in Peer-to-Peer Lending? by Iyer, Rajkamal & Khwaja, Asim Ijaz & Luttmer, Erzo F. P. & Shue, Kelly [Downloadable!] 2009 Consumer Choice and Merchant Acceptance of Payment Media by Wilko Bolt & Sujit Chakravorti [Downloadable!] 2009 Credit Cards and Inflation by John Geanakoplos & Pradeep Dubey [Downloadable!] 2009 Two-sided career concern and financial equilibrium by Yolanda Portilla [Downloadable!] 2009 Groupthink: Collective Delusions in Organizations and Markets by Bénabou, Roland [Downloadable!] 2009 Testing the Modigliani-Miller theorem directly in the lab: a general equilibrium approach by Jianying Qiu & Prashanth Mahagaonkar [Downloadable!] 2009 Kausalität in den Wirtschaftswissenschaften: Welche Ursachen hat die Finanzkrise? by Bernholz, Peter & Faber, Malte & Petersen, Thomas [Downloadable!] 2009 Development Of The Theory Of Economic Disequilibrium And Its Place In The System Of Macroeconomic Theories by Magdaléna Přívarová [Downloadable!] 2009 Efficiency of the Chilean stock market: A dynamic approach using volatility tests by Andrés Acuña & Cristián Pinto [Downloadable!] 2009 Banka birleşme ve devralmalarının etkinlik üzerine etkisi: Pamukbank’ın Halkbank’a devredilmesi by Mete BUMİN & Aslıhan CENGİZ 2009 Exchange Rate And Its Impact On Foreign Economic Activity by Boris KHOLOD & Alexei ZADOIA [Downloadable!] 2009 Verbraucherpolitik und Finanzmarkt: neue Institutionen braucht das Land? by Rainer Metz [Downloadable!] 2009 Increasing the efficiency of bond covenants: a proposal for the Italian market by Flavio Bazzana & Marco Palmieri [Downloadable!] 2009 Financial crisis and new dimensions of liquidity risk: rethinking prudential regulation and supervision by Elisabetta Gualandri & Andrea Landi & Valeria Venturelli [Downloadable!] 2008 How We Might Model a Credit Squeeze, and Draw Some Policy Implications for Responding to It by Sinclair, Peter J. N. [Downloadable!] 2008 A Frictionless Economy With Subotimizing Agents by José Manuel Gutiérrez [Downloadable!] 2008 Bonuses, Credit Rating Agencies and the Credit Crunch by Peter Sinclair & Guy Spier & Tom Skinner [Downloadable!] 2008 The Economics of Financial Derivative Instruments by NWAOBI, GODWIN C [Downloadable!] 2008 Psychological and environmental determinants of myopic loss aversion by Hopfensitz, Astrid & Wranik, Tanja [Downloadable!] 2008 How To Solve The U.S. Housing Problem and Avoid A Recession: A Revived HOLC and RTC by Davidson, Paul [Downloadable!] 2008 Romanian commercial banks and credit risk in financing SME by Covaci, Brindusa [Downloadable!] 2008 Comparing the accuracy of density forecasts from competing GARCH models by Shamiri, Ahmed & Shaari, Abu Hassan & Isa, Zaidi [Downloadable!] 2008 The Islamic Inter bank Money Market and a Dual Banking System : The Malaysian Experience by Bacha, Obiyathulla I. [Downloadable!] 2008 Co-integration and Causality Analysis on Developed Asian Markets For Risk Management & Portfolio Selection by Herwany, Aldrin & Febrian, Erie [Downloadable!] 2008 Do Social Networks Solve Information Problems for Peer-to-Peer Lending? Evidence from Prosper.com by Seth Freedman & Ginger Zhe Jin & [Downloadable!] 2008 Liquidity Needs in Economies with Interconnected Financial Obligations by Julio J. Rotemberg [Downloadable!] 2008 Sunspot Equilibria in a Production Economy: Do Rational Animal Spirits Cause Overproduction? by Atsushi Kajii [Downloadable!] 2008 Testing the Modigliani-Miller theorem directly in the lab: a general equilibrium approach by Prashanth Mahagaonkar & Jianying Qiu [Downloadable!] 2008 Heterogeneous Impatience in a Continuous-Time Model by Hara, Chiaki [Downloadable!] 2008 Complete Monotonicity of the Representative Consumer's Discount Factor by Hara, Chiaki [Downloadable!] 2008 Determinants of board members’ financial expertise – Empirical evidence from France by Stolowy, Hervé & Jeanjean, Thomas [Downloadable!] 2008 Insiders-outsiders, transparency and the value of the ticker by Foucault, Thierry & Cespa, Giovanni [Downloadable!] 2008 Economics of Payment Cards: A Status Report by Wilko Bolt & Sujit Chakravorti [Downloadable!] 2008 Economics of Payment Cards: A Status Report by Wilko Bolt & Sujit Chakravorti [Downloadable!] 2008 Model-based Estimation of High Frequency Jump Diffusions with Microstructure Noise and Stochastic Volatility by Charles S. Bos [Downloadable!] 2008 Financial Control of a Competitive Economy without Randomness by Ioannis Karatzas & Martin Shubik & William D. Sudderth [Downloadable!] 2008 Moral Hazard, Collateral and Liquidity by Acharya, Viral V & Viswanathan, S [Downloadable!] 2008 Bubbles and multiplicity of equilibria under portfolio constraints by Julien Hugonnier [Downloadable!] 2008 Liquidity, Moral Hazard and Inter-Bank Market Collapse by Kharroubi, E. & Vidon E. [Downloadable!] 2008 Evaluating Asset Pricing Models with Limited Commitment Using Household Consumption Data by Dirk Krueger & Hanno Lustig & Fabrizio Perri [Downloadable!] 2008 La crise actuelle des marches financiers : l’impact au niveau Europeen by Albulescu Claudiu Tiberiu [Downloadable!] 2008 Türkiye’de Döviz ve Endeks Futures Sözleşmelerinin Stokastik Modellenmesi by Alper ÖZÜN & Mehmet TÜRK 2008 Estimating the Dynamics of Weak Efficiency on the Prague Stock Exchange Using the Kalman Filter by Vít Pošta [Downloadable!] 2007 Price Discovery for Cross-Listed Securities from Emerging Eastern European Countries by Wölfle, Marco [Downloadable!] 2007 Endogenous credit derivatives and bank behavior by Pausch, Thilo [Downloadable!] 2007 The payment system intraday liquidity in a dollarized economy: The Peruvian experience by Marylin Choy & Roy Ayllón [Downloadable!] 2007 Practical Volatility Modeling for Financial Market Risk Management by Shamiri, Ahmed & Shaari, Abu Hassan & Isa, Zaidi [Downloadable!] 2007 Co-integration and Causality Among Jakarta Stock Exchange, Singapore Stock Exchange, and Kuala Lumpur Stock Exchange by Febrian, Erie & Herwany, Aldrin [Downloadable!] 2007 A new Model for Stock Price Movements by Venier, Guido [Downloadable!] 2007 World War Iii A Techno Economic Introspection by Lahiri, Soumitra [Downloadable!] 2007 Eficiencia del Mercado Accionario Chileno: Un Enfoque Dinámico usando Tests de Volatilidad by Acuña, Andrés & Pinto, Cristián [Downloadable!] 2007 Waiting Times in Simulated Stock Markets by Cappellini, Alessandro & Ferraris, Gianluigi [Downloadable!] 2007 Exact prediction of S&P 500 returns by Kitov, Ivan & Kitov, Oleg [Downloadable!] 2007 Why Bubble-Bursting Is Unpredictable: Welfare Effects Of Anti-Bubble Policy When Central Banks Make Mistakes by Kai, Guo & Conlon, John R. [Downloadable!] 2007 El Intangible Como Problema Conceptual Y La Ficción Del Valor Razonable by Galindo Lucas, ALFONSO [Downloadable!] 2007 Visitor and firm taxes versus environmental options in a dynamical context by Antoci, Angelo & Galeotti, Marcello & Geronazzo, Lucio [Downloadable!] 2007 Day-of-the-Week Effect on the Bursa (Bourse) Malaysia: Further Evidence from Robust Estimations by Zainal Abidin, Shahida Nadia & Wan Mahmood, Wan Mansor [Downloadable!] 2007 Evaluating Asset Pricing Models with Limited Commitment using Household Consumption Data by Dirk Krueger & Hanno Lustig & Fabrizio Perri [Downloadable!] 2007 Corporate Financial Policies With Overconfident Managers by Ulrike Malmendier & Geoffrey Tate & Jonathan Yan [Downloadable!] 2007 Complete Monotonicity of the Representative Consumer's Discount Factor by Chiaki Hara [Downloadable!] 2007 Real-Time Effects of Central Bank Interventions in the Euro Market by Rasmus Fatum & Jesper Pedersen [Downloadable!] 2007 The Determinants of Foreign Direct Investment Flows to the Federal Region of Kurdistan by Almas Heshmati & Rhona Davis [Downloadable!] 2007 Default Option, Risk-Aversion and Household Borrowing Behaviour by Ingrid Groessl & Ulrich Fritsche [Downloadable!] 2007 Lessons from the 2007 Financial Crisis by Buiter, Willem H [Downloadable!] 2007 Two-fund separation in dynamic general equilibrium by Schmedders, Karl [Downloadable!] 2007 Complementarities in information acquisition with short-term trades by Chamley, Christophe [Downloadable!] 2007 Türkiye’de temel makro ekonomik değişkenler ile hisse senedi fiyatları arasındaki nedensellik ilişkisi by Erman ERBAYKAL & H. Aydın OKUYAN 2007 Pareto Optima and Competitive Equilibria with Moral Hazard and Financial Markets by Luca Panaccione [Downloadable!] 2006 Reforming China’s Exchange Rate Policy by John Ryan [Downloadable!] 2006 The role of professional economists in the financial markets by Porzecanski, Arturo C. [Downloadable!] 2006 Multifrequency Jump-Diffusions: An Equilibrium Approach by Laurent E. Calvet & Adlai J. Fisher [Downloadable!] 2006 Bubbles and Self-Enforcing Debt by Christian Hellwig & Guido Lorenzoni [Downloadable!] 2006 Recursive Competitive Equilibrium by Rajnish Mehra [Downloadable!] 2006 The wedge of arbitrage free prices : anything goes by Roko Aliprantis & Monique Florenzano & Daniella Puzzello & Rabee Tourky [Downloadable!] 2006 More Hedging Instruments may destablize Markets by William Brock & Cars Hommes & Florian Wagener [Downloadable!] 2006 Inefficiency of competitive equilibrium with hidden action and financial markets by Luca, PANACCIONE [Downloadable!] 2006 Taxing Capital? Not a Bad Idea After All! by Dirk Krueger & Hanno Lustig & Fabrizio Perri [Downloadable!] 2006 Ambiguity in Asset Markets: Theory and Experiment by Peter Bossaerts & Paolo Ghirardato & Serena Guarnaschelli & William R. Zame [Downloadable!] 2006 Nuevo paradigma monetarista by Galindo Lucas, Alfonso [Downloadable!] 2005 Two Essays on Self-Tender Offers by Gray, W [Downloadable!] 2005 Market dynamics and agents behaviors: a computational approach by Derveeuw, Julien [Downloadable!] 2004 Value Preservation through Risk Management - A Shariah Compliant Proposal for Equity Risk Management by Bacha, Obiyathulla I. [Downloadable!] 2003 On CAPM and Black-Scholes, differing risk-return strategies by McCauley, Joseph L. & Gunaratne, Gemunu H. [Downloadable!] 2003 Financial Markets and Politics: The Confidence Game in Latin American Emerging Economies by Martínez, Juan & Santiso, Javier [Downloadable!] 2002 Sovereign Credit Ratings Before and After Financial Crises by Reinhart, Carmen [Downloadable!] 2002 Ratings, rating agencies and the global financial system: Summary and policy implications by Reinhart, Carmen & Levich, Richard & Majoni, Giovanni [Downloadable!] 2001 Yükselen Piyasalarda Finansal Kriz by TOPRAK, METIN [Downloadable!] 2001 Halal Stock Designation and Impact on Price and Trading Volume by Bacha, Obiyathulla I. & Abdullah, Mimi H. [Downloadable!] 1999 Derivative Instruments and Islamic Finance: Some Thoughts for a Reconsideration by Bacha, Obiyathulla I. [Downloadable!] 1987 An Empirical Study of Dispute Resolution Under an Arbitration System: The Case of British Columbia's Teachers by Janet Neelin [Downloadable!] Bonuses, Credit Rating Agencies and the Credit Crunch by Peter Sinclair & Guy Spier & Tom Skinner [Downloadable!] Endogenous completeness of diffusion driven equilibrium markets by Julien HUGONNIER & Semyon MALAMUD & Eugene TRUBOWITZ [Downloadable!] Equilibrium Driven by Discounted Dividend Volatility by Jaksa CVITANIC & Semyon MALAMUD [Downloadable!] Asset Prices, Funds’ Size and PortfolioWeights in Equilibrium with Heterogeneous and Long-Lived Funds by Jaksa CVITANIC & Semyon MALAMUD [Downloadable!] How We Might Model a Credit Squeeze, and Draw some Policy Implications for Responding to it by Peter Sinclair [Downloadable!] Bonuses, Credit Rating Agencies and the Credit Crunch by Peter Sinclair & Guy Spier & Tom Skinner [Downloadable!]
This page was last updated on 2009-11-15.
IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics . 
