Efficiency and Speculation in a Model with Price-Contingent Contracts
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- João Correia-da-Silva, 2015.
"Two-period economies with price-contingent deliveries,"
Springer;Society for the Advancement of Economic Theory (SAET), vol. 59(3), pages 509-525, August.
- João Correia da Silva, 2014. "Two-period economies with price-contingent deliveries," FEP Working Papers 529, Universidade do Porto, Faculdade de Economia do Porto.
- Rodrigo Raad, 2016.
"Recursive equilibrium with Price Perfect Foresight and a minimal state space,"
Springer;Society for the Advancement of Economic Theory (SAET), vol. 61(1), pages 1-54, January.
- Rodrigo Jardim Raad, 2016. "Recursive equilibrium with Price Perfect Foresight and a minimal state space," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 61(1), pages 1-54, January.
- Geoffrey Heal, 2017. "Price Uncertainty and Price-Contingent Securities," NBER Working Papers 23723, National Bureau of Economic Research, Inc.
- Chichilnisky, Graciela & Wu, Ho-Mou, 2006. "General equilibrium with endogenous uncertainty and default," Journal of Mathematical Economics, Elsevier, vol. 42(4-5), pages 499-524, August.
- 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.
- Raad, R., 2012. "Existence of an equilibrium for infinite horizon economies with and without complete information," Journal of Mathematical Economics, Elsevier, vol. 48(4), pages 247-262.
- Lim, Terence & Lo, Andrew W. & Merton, Robert C. & Scholes, Myron S., 2006. "The Derivatives Sourcebook," Foundations and Trends(R) in Finance, now publishers, vol. 1(5–6), pages 365-572, April.
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