On the Range of the Risk-Free Interest Rate in Incomplete Markets

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On the Range of the Risk-Free Interest Rate in Incomplete Markets

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Atsushi Kajii
Chiaki Hara

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Atsushi Kajii

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Paper provided by UCLA Department of Economics in its series Levine's Bibliography with number 666156000000000383.

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Date of creation: 26 Nov 2003
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Handle: RePEc:cla:levrem:666156000000000383

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Paper
- 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. [Downloadable!]
- Kajii, A. & Hara, C., 2000. "On the Range of the Risk-Free Interest Rate in Incomplete Markets," Cambridge Working Papers in Economics 0030, Faculty of Economics, University of Cambridge. [Downloadable!]

This paper has been announced in the following NEP Reports:

NEP-ALL-2003-11-30 (All new papers)
NEP-FIN-2003-11-30 (Finance)
NEP-MON-2003-11-30 (Monetary Economics)

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Tyge Nielsen, Lars, 1993. "The expected utility of portfolios of assets," Journal of Mathematical Economics, Elsevier, vol. 22(5), pages 439-461. [Downloadable!] (restricted)
David K. Levine & William Zame, 2001. "Does Market Incompleteness Matter," Levine's Working Paper Archive 78, David K. Levine. [Downloadable!]
Other versions:
- David K. Levine & William R. Zame, 2002. "Does Market Incompleteness Matter?," Econometrica, Econometric Society, vol. 70(5), pages 1805-1839, September. [Downloadable!] (restricted)
Rahi Rohit, 1995. "Optimal Incomplete Markets with Asymmetric Information," Journal of Economic Theory, Elsevier, vol. 65(1), pages 171-197, February. [Downloadable!] (restricted)
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Laurent Calvet ; Jean-Michel Grandmont ; Isabelle Lemaire, 2001. "Aggregation of Heterogenous Beliefs and Asset Pricing in Complete Financial Markets," Working Papers 2001-01, Centre de Recherche en Economie et Statistique. [Downloadable!]
Kimball, Miles S, 1990. "Precautionary Saving in the Small and in the Large," Econometrica, Econometric Society, vol. 58(1), pages 53-73, January. [Downloadable!] (restricted)
Other versions:
- Miles S. Kimball, 1989. "Precautionary Saving in the Small and in the Large," NBER Working Papers 2848, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
Ohashi Kazuhiko, 1995. "Endogenous Determination of the Degree of Market-Incompleteness in Futures Innovation," Journal of Economic Theory, Elsevier, vol. 65(1), pages 198-217, February. [Downloadable!] (restricted)
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- Gabrielle Demange & Guy Laroque, 1993. "Private Information and the Design of Securities," CEPR Financial Markets Paper 0036, European Science Foundation Network in Financial Markets, c/o C.E.P.R, 53--56 Great Sutton Street, London EC1V 0DG.
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Philippe Weil, 1992. "Equilibrium Asset Prices With Undiversifiable Labor Income Risk," NBER Working Papers 3975, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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- Weil, P., 1991. "Equilibrium Asset Prices with Undiversifiable Labor Income Risk," Harvard Institute of Economic Research Working Papers 1564, Harvard - Institute of Economic Research.
- Weil, Philippe, 1992. "Equilibrium asset prices with undiversifiable labor income risk," Journal of Economic Dynamics and Control, Elsevier, vol. 16(3-4), pages 769-790. [Downloadable!] (restricted)
Narayana R. Kocherlakota, 1996. "The Equity Premium: It's Still a Puzzle," Journal of Economic Literature, American Economic Association, vol. 34(1), pages 42-71, March. [Downloadable!] (restricted)
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- Narayana R. Kocherlakota, 1995. "The equity premium: it's still a puzzle," Discussion Paper / Institute for Empirical Macroeconomics 102, Federal Reserve Bank of Minneapolis. [Downloadable!]
- Kocherlakota, N., 1995. "The Equity Premium: It's Still a Puzzle," Working Papers 95-05, University of Iowa, Department of Economics.

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