A remark on rational expectation equilibria with incomplete markets and real assets
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- Polemarchakis, H M & Siconolfi, P, 1993.
"Asset Markets and the Information Revealed by Prices,"
Springer;Society for the Advancement of Economic Theory (SAET), vol. 3(4), pages 645-661, October.
- POLEMARCHAKIS, Heracles & SICONOLFI, Paolo, "undated". "Asset markets and the information revealed by prices," CORE Discussion Papers RP 1061, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Polemarchakis, H. & Siconolfi, P., 1991. "Asset markets and the information revealed by prices," CORE Discussion Papers 1991034, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Radner, Roy, 1979. "Rational Expectations Equilibrium: Generic Existence and the Information Revealed by Prices," Econometrica, Econometric Society, vol. 47(3), pages 655-678, May.
- Jordan, J S, 1983. "On the Efficient Markets Hypothesis," Econometrica, Econometric Society, vol. 51(5), pages 1325-1343, September.
- Pietra, Tito & Siconolfi, Paolo, 1998. "Fully revealing equilibria in sequential economies with asset markets," Journal of Mathematical Economics, Elsevier, vol. 29(2), pages 211-223, March.
- Allen, Beth E, 1981. "Generic Existence of Completely Revealing Equilibria for Economies with Uncertainty when Prices Convey Information," Econometrica, Econometric Society, vol. 49(5), pages 1173-1199, September.
- Duffie, Darrell & Shafer, Wayne, 1985. "Equilibrium in incomplete markets: I : A basic model of generic existence," Journal of Mathematical Economics, Elsevier, vol. 14(3), pages 285-300, June.
- Roy Radner, 1997. "Rational Expectations Equilibrium: Generic Existence and the Information Revealed by Prices," Levine's Working Paper Archive 1594, David K. Levine.
- Anderson, Robert M. & Sonnenschein, Hugo, 1982. "On the existence of rational expectations equilibrium," Journal of Economic Theory, Elsevier, vol. 26(2), pages 261-278, April.
- Hubert STAHN, 1996. "Le prix des titres comme véhicule de l’information : une approche en équilibre général," Discussion Papers (REL - Recherches Economiques de Louvain) 1996014, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES). Full references (including those not matched with items on IDEAS)
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