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Risk Sharing and Market Incompleteness

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  • David K Levine
  • William R Zame

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File URL: http://www.dklevine.com/papers/nether2.pdf
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Bibliographic Info

Paper provided by David K. Levine in its series Levine's Working Paper Archive with number 2080.

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Date of creation: 17 Apr 2000
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Handle: RePEc:cla:levarc:2080

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Web page: http://www.dklevine.com/

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  1. Levine, David K. & Zame, William R., 1996. "Debt constraints and equilibrium in infinite horizon economies with incomplete markets," Journal of Mathematical Economics, Elsevier, vol. 26(1), pages 103-131.
  2. Lucas, Deborah J., 1994. "Asset pricing with undiversifiable income risk and short sales constraints: Deepening the equity premium puzzle," Journal of Monetary Economics, Elsevier, vol. 34(3), pages 325-341, December.
  3. Milton Friedman, 1957. "A Theory of the Consumption Function," NBER Books, National Bureau of Economic Research, Inc, number frie57-1, octubre-d.
  4. Magill, Michael & Quinzii, Martine, 1994. "Infinite Horizon Incomplete Markets," Econometrica, Econometric Society, vol. 62(4), pages 853-80, July.
  5. Chris I. Telmer, 1991. "Asset Pricing Puzzles and Incomplete Markets," Working Papers 806, Queen's University, Department of Economics.
  6. David K. Levine & William R. Zame, 2002. "Does Market Incompleteness Matter?," Econometrica, Econometric Society, vol. 70(5), pages 1805-1839, September.
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Cited by:
  1. Felix Kubler & Karl Schmedders, 2000. "Incomplete Markets, Transitory Shocks, and Welfare," Discussion Papers 1285, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  2. Chiaki Hara & Atsushi Kajii, 2003. "On the Range of the Risk-Free Interest Rate in Incomplete Markets," KIER Working Papers 577, Kyoto University, Institute of Economic Research.
  3. Gaël GIRAUD & Sonia WEYERS, 2003. "Strategic Market Games with a Finite Horizon and Incomplete," Working Papers of BETA 2003-04, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.

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