Monopolistic security design in finance economies
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Other versions of this item:
- Karl Schmedders, 2000. "Monopolistic Security Design in Finance Economies," Discussion Papers 1288, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
- Karl Schmedders, 2000. "Monopolistic Security Design In Finance Economies," Computing in Economics and Finance 2000 129, Society for Computational Economics.
References listed on IDEAS
- Detemple, Jerome B & Selden, Larry, 1991. "A General Equilibrium Analysis of Option and Stock Market Interactions," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 32(2), pages 279-303, May.
- Bisin, Alberto, 1998. "General Equilibrium with Endogenously Incomplete Financial Markets," Journal of Economic Theory, Elsevier, vol. 82(1), pages 19-45, September.
- Detemple, Jerome & Jorion, Philippe, 1990. "Option listing and stock returns : An empirical analysis," Journal of Banking & Finance, Elsevier, vol. 14(4), pages 781-801, October.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Chiaki Hara, 2010. "Pareto Improvement and Agenda Control of Sequential Financial Innovations," KIER Working Papers 748, Kyoto University, Institute of Economic Research.
- Sy-Ming Guu & Kenneth L. Judd, 2001.
"Asymptotic methods for asset market equilibrium analysis,"
Springer;Society for the Advancement of Economic Theory (SAET), vol. 18(1), pages 127-157.
- Kenneth L. Judd & Sy-Ming Guu, 2001. "Asymptotic Methods for Asset Market Equilibrium Analysis," NBER Working Papers 8135, National Bureau of Economic Research, Inc.
- Hara, Chiaki, 2011. "Pareto improvement and agenda control of sequential financial innovations," Journal of Mathematical Economics, Elsevier, vol. 47(3), pages 336-345.
More about this item
KeywordsIncomplete markets; Option introduction; Price effects; Welfare effects.;
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
- D52 - Microeconomics - - General Equilibrium and Disequilibrium - - - Incomplete Markets
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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