Prices, Asset Markets and Indeterminacy
Competitive equilibrium allocations are indeterminate when the net trades in commodities are constrained, while the asset market is incomplete.
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- Mas-Colell, Andreu, 1991. "Indeterminacy in Incomplete Market Economies," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 1(1), pages 45-61, January.
- Geanakoplos, John & Mas-Colell, Andreu, 1989.
"Real indeterminacy with financial assets,"
Journal of Economic Theory,
Elsevier, vol. 47(1), pages 22-38, February.
- John Geanakoplos & Andreu Mas-Colell, 1985. "Real Indeterminacy with Financial Assets," Cowles Foundation Discussion Papers 770R, Cowles Foundation for Research in Economics, Yale University, revised Oct 1985.
- Debreu, Gerard, 1970. "Economies with a Finite Set of Equilibria," Econometrica, Econometric Society, vol. 38(3), pages 387-392, May.
- DEBREU, Gérard, "undated". "Economies with a finite set of equilibria," CORE Discussion Papers RP 67, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- DUTTA, J. & POLEMARCHAKIS, Heracles, 1995. "Time to build and equilibrium contracts," CORE Discussion Papers 1995082, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Polemarchakis, H. M., 1988. "Portfolio choice, exchange rates, and indeterminacy," Journal of Economic Theory, Elsevier, vol. 46(2), pages 414-421, December.
- Balasko, Yves & Cass, David & Siconolfi, Paolo, 1990. "The structure of financial equilibrium with exogenous yields : The case of restricted participation," Journal of Mathematical Economics, Elsevier, vol. 19(1-2), pages 195-216. Full references (including those not matched with items on IDEAS)