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Citations for "Rational Expectations Equilibrium: Generic Existence and the Information Revealed by Prices"

by Radner, Roy

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Cited by (explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.):
  1. Young Whan Lee, 1999. "Aggregate Risk And Social Value Of Information In A Production Economy," International Economic Journal, Korean International Economic Association, vol. 13(4), pages 81-100, December. [Downloadable!] (restricted)
  2. Mordecai Kurz & Maurizio Motolese, . "Endogenous Uncertainty and Market Volatility," Working Papers 99005, Stanford University, Department of Economics. [Downloadable!]
  3. BOCHET, Olivier, 2005. "Switching from complete to incomplete information," CORE Discussion Papers 2005063, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE). [Downloadable!]
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  4. Lionel Boisdeffre, 2007. "No-arbitrage Equilibria with Differential Information: An Existence Proof," Economic Theory, Springer, vol. 31(2), pages 255-269, May. [Downloadable!] (restricted)
  5. Paola Donati, 2003. "Indeterminacy of rational expectations equilibria in sequential financial markets," Working Paper Series 262, European Central Bank. [Downloadable!]
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  6. Elchanan Ben-Porath, 2007. "Trade with Heterogeneous Beliefs," Discussion Paper Series dp462, Center for Rationality and Interactive Decision Theory, Hebrew University, Jerusalem. [Downloadable!]
  7. José M. Marín & Jacques Olivier, 2007. "The dog that did not bark: Insider trading and crashes," Working Papers 2007-20, Instituto Madrileño de Estudios Avanzados (IMDEA) Ciencias Sociales. [Downloadable!]
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  8. Alberto Bisin & Piero Gottardi, 2003. "Competitive Markets for Non-Exclusive Contracts with Adverse Selection: the Role of Entry Fees," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 6(2), pages 313-338, April. [Downloadable!] (restricted)
  9. João Correia-da-Silva & Carlos Hervés-Beloso, 2009. "Prudent expectations equilibrium in economies with uncertain delivery," Economic Theory, Springer, vol. 39(1), pages 67-92, April. [Downloadable!] (restricted)
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  10. A. Corcos & J. -P. Eckmann & A. Malaspinas & Y. Malevergne & D. Sornette, 2001. "Imitation and contrarian behavior: hyperbolic bubbles, crashes and chaos," Quantitative Finance Papers cond-mat/0109410, arXiv.org. [Downloadable!]
  11. CALCAGNO, Riccardo & LOVO, Stefano M., 1998. "Bid-ask price competition with asymmetric information between market makers.," CORE Discussion Papers 1998016, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE). [Downloadable!]
  12. Felipe Zurita, 2005. "Beyond Earthquakes: The New Directions of Expected Utility Theory," Cuadernos de Economía (Latin American Journal of Economics), Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 42(126), pages 209-255. [Downloadable!]
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  13. Koo, Won W. & Cho, Guedae & Kim, Minkyoung, 2005. "Macro Effects on Agricultural Prices in Different Time Horizons," 2005 Annual meeting, July 24-27, Providence, RI 19349, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
  14. Berliant, Marcus & Yu, Chia-Ming, 2009. "Rational expectations in urban economics," MPRA Paper 17327, University Library of Munich, Germany. [Downloadable!]
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  15. Sciubba, E., 1999. "Asymmetric Information and Survival in Financial Markets," Cambridge Working Papers in Economics 9908, Faculty of Economics, University of Cambridge. [Downloadable!]
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  16. Glycopantis, Dionysius & Muir, Allan & Yannelis, Nicholas C., 2004. "Non-implementation of Rational Expectations as a Perfect Bayesian Equilibrium," Economics Series 148, Institute for Advanced Studies. [Downloadable!]
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  17. Dionysius Glycopantis & Allan Muir & Nicholas Yannelis, 2009. "On non-revealing rational expectations equilibrium," Economic Theory, Springer, vol. 38(2), pages 351-369, February. [Downloadable!] (restricted)
  18. Christophe Chamley, 1984. "A General Equilibrium Expression of the Paradox of Thrift," Cowles Foundation Discussion Papers 700, Cowles Foundation, Yale University. [Downloadable!]
  19. Frank Heinemann, 1997. "Rationalizable expectations and sunspot equilibria in an overlapping-generations economy," Journal of Economics, Springer, vol. 65(3), pages 257-277, October. [Downloadable!] (restricted)
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  20. Gabriel Desgranges, 2000. "CK-Equilibria and Informational Efficiency in a Competitive Economy," Econometric Society World Congress 2000 Contributed Papers 1296, Econometric Society. [Downloadable!]
  21. Marc-Andreas Muendler, 2005. "Rational Information Choice in Financial Market Equilibrium," University of California at San Diego, Economics Working Paper Series 2005-04, Department of Economics, UC San Diego. [Downloadable!]
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  22. Lucian Arye Bebchuk & Chaim Fershtman, 1991. "The Effects of Insider Trading on Insiders' Choice Among Risky Investment Projects," NBER Technical Working Papers 0096, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  23. Lawrence Blume & Tarek Coury & David Easley, 2006. "Information, trade and incomplete markets," Economic Theory, Springer, vol. 29(2), pages 379-394, October. [Downloadable!] (restricted)
  24. Holden, Tom, 2008. "Rational macroeconomic learning in linear expectational models," MPRA Paper 10872, University Library of Munich, Germany. [Downloadable!]
  25. Thibault Gajdos & Jean-Marc Tallon, 2002. "Beliefs and Pareto Efficient Sets: A Remark," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00085912_v1, HAL. [Downloadable!]
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  26. Faias, Marta & Hervés-Beloso, Carlos & Moreno García, Emma, 2009. "A price mechanism in economies with asymmetric information," MPRA Paper 15176, University Library of Munich, Germany. [Downloadable!]
  27. Jan Potters & Jorgen Wit, 1997. "Bets and bids: favorite-longshot bias and winner's curse," Microeconomics 9706003, EconWPA. [Downloadable!]
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  28. Lionel De Boisdeffre, 2008. "The perfect foresights' assumption revisited : (I) the existence of equilibrium with multiple price expectations," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00354814_v1, HAL. [Downloadable!]
  29. Martin Shubik, 1986. "A Game Theoretic Approach to the Theory of Money and Financial Institutions," Cowles Foundation Discussion Papers 805, Cowles Foundation, Yale University. [Downloadable!]
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  30. Alan D. Morrison, 2000. "Risk Averse Banks and Uncertain Correlation Values: A Theory of Rational Bank Panics," OFRC Working Papers Series 2000fe08, Oxford Financial Research Centre. [Downloadable!]
  31. Gabriel DESGRANGES and Stéphane GAUTHIER, 2008. "Stabilizing through Poor Information," THEMA Working Papers 2008-32, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise. [Downloadable!]
  32. Bhagwan Chowdhry & Mark Grinblatt & David Levine, 2002. "Information Aggregation, Security Design and Currency Swaps," NBER Working Papers 8746, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  33. Lionel De Boisdeffre, 2008. "The perfect foresights' assumption revisited : the existence of equilibrium with multiple price expectations," Documents de travail du Centre d'Economie de la Sorbonne b08104, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne. [Downloadable!]
  34. Jürgen Huber & Matthias Sutter & Michael Kirchler, 2004. "Is more information always better? Experimental financial markets with asymmetric information," Papers on Strategic Interaction 2005-13, Max Planck Institute of Economics, Strategic Interaction Group. [Downloadable!]
  35. Erik Balder & Nicholas Yannelis, 2009. "Bayesian–Walrasian equilibria: beyond the rational expectations equilibrium," Economic Theory, Springer, vol. 38(2), pages 385-397, February. [Downloadable!] (restricted)
  36. Joao Correia-da-Silva & Carlos Herves-Beloso, 2008. "General equilibrium with private state verification," Levine's Working Paper Archive 814577000000000024, David K. Levine. [Downloadable!]
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  37. Mordecai Kurz, 1997. "Social States of Belief and the Determinants of the Equity Risk Premium in A Rational Belief Equilibrium," Working Papers 97026, Stanford University, Department of Economics. [Downloadable!]
  38. John Geanakoplos & Takatoshi Ito, 1982. "On Implicit Contracts and Involuntary Unemployment," Cowles Foundation Discussion Papers 640, Cowles Foundation, Yale University. [Downloadable!]
  39. Bhagwan Chowdhry & Mark Grinblatt & David K Levine, 2001. "Information Aggregation, Currency Swaps, and the Design of Derivative Securities," Levine's Working Paper Archive 2106, David K. Levine. [Downloadable!]
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  40. Frydman, Roman, 1981. "Towards an Understanding of Market Processes: Individual Expectations, Market Behavior and Convergence to Rational Expectations Equilibrium," Working Papers 81-12, C.V. Starr Center for Applied Economics, New York University. [Downloadable!]
  41. Elchanan Ben-Porath, 2007. "Trade with Heterogeneous Beliefs," Levine's Bibliography 122247000000001494, UCLA Department of Economics. [Downloadable!]
  42. Wassin Daher & V. Filipe Martins-da-Rocha & Yiannis Vailakis, 2005. "Asset market equilibrium with short-selling and differential information," Cahiers de la Maison des Sciences Economiques b05098, Université Panthéon-Sorbonne (Paris 1). [Downloadable!]
  43. Nuno Gouveia, 2004. "General equilibrium with asymmetric information and default penalties," Cahiers de la Maison des Sciences Economiques b05051, Université Panthéon-Sorbonne (Paris 1), revised Jan 2005. [Downloadable!]
  44. Dahai Yu, 1998. "Rational bubbles under diverse information," International Finance Discussion Papers 621, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
  45. Jayasri Dutta & Stephen Morris, . ""The Revelation of Information and Self-Fulfilling Beliefs''," CARESS Working Papres 95-03, University of Pennsylvania Center for Analytic Research and Economics in the Social Sciences. [Downloadable!]
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  46. Felipe Zurita, 2001. "Speculation in Financial Markets: A Survey," Documentos de Trabajo 197, Instituto de Economía. Pontificia Universidad Católica de Chile.. [Downloadable!]
  47. Francoise Forges & Enrico Minelli & Rajiv Vohra, 2000. "Incentives and the Core of an Exchange Economy: A Survey," Working Papers 2000-22, Brown University, Department of Economics. [Downloadable!]
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  48. Mordecai Kurz & Maurizio Motolese, . "Endogenous Uncertainty and Market Volatility," Working Papers 1999.27, Fondazione Eni Enrico Mattei. [Downloadable!]
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This page was last updated on 2009-12-8.

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