IDEAS home Printed from https://ideas.repec.org/e/pbo137.html
   My authors  Follow this author

Jean-Marc Bottazzi

Personal Details

First Name:Jean-Marc
Middle Name:
Last Name:Bottazzi
Suffix:
RePEc Short-ID:pbo137
[This author has chosen not to make the email address public]
Terminal Degree:1992 (from RePEc Genealogy)

Affiliation

(99%) Paris School of Economics

Paris, France
http://www.parisschoolofeconomics.eu/

: 33.1.80.52.16.60

48 boulevard Jourdan - 75014 Paris
RePEc:edi:eeparfr (more details at EDIRC)

(1%) Centre d'Économie de la Sorbonne
Université Paris 1 (Panthéon-Sorbonne)

Paris, France
http://centredeconomiesorbonne.univ-paris1.fr/

: + 33 44 07 81 00
+ 33 1 44 07 83 01
106-112 boulevard de l'Hôpital 75 647 PARIS CEDEX 13
RePEc:edi:cenp1fr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Jean-Marc Bottazzi & Jaime Luque & Mário R. Páscoa & Suresh Sundaresan, 2012. "The dollar squeeze of the financial crisis," Documents de travail du Centre d'Economie de la Sorbonne 12009, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  2. Bottazzi, Jean-Marc & Luque, Jaime & Páscoa, Mário R., 2011. "Trading and rational security pricing bubbles," UC3M Working papers. Economics we1119, Universidad Carlos III de Madrid. Departamento de Economía.
  3. Jean Marc Bottazzi & Jaime Luque & Mario Pascoa, 2011. "Securities market theory: possession, repo and rehypothecation," 2011 Meeting Papers 1214, Society for Economic Dynamics.
  4. Jean-Marc Bottazzi & Jaime Luque & Mário Páscoa, 2010. "Re-hypothecation of securities," Documents de travail du Centre d'Economie de la Sorbonne 10025, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  5. Bernard De Meyer & Jean-Marc Bottazzi, 2003. "A market game for assets and taxed investors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00259739, HAL.
  6. Bottazzi, J.-M., 1999. "Incomplete Markets : "Financial Engineering" of Transverse Asset Structures," Papiers d'Economie Mathématique et Applications 1999-64, Université Panthéon-Sorbonne (Paris 1).
  7. Bottazzi, J.-M. & Meddeb, M., 1999. "On Generically Complete Markets With an Open-Ended Horizon," Papiers d'Economie Mathématique et Applications 1999.83, Université Panthéon-Sorbonne (Paris 1).
  8. Aspandilarov, S. & Bottazzi, J.-M., 1999. "The Interest Rate/FX Arbitrage Under Peg Regime: a Duffie Singleton Approach," Papiers d'Economie Mathématique et Applications 1999.80, Université Panthéon-Sorbonne (Paris 1).
    repec:bon:bonsfa:421 is not listed on IDEAS

Articles

  1. Bottazzi, Jean-Marc & Luque, Jaime & Páscoa, Mário R., 2012. "Securities market theory: Possession, repo and rehypothecation," Journal of Economic Theory, Elsevier, vol. 147(2), pages 477-500.
  2. Bottazzi, Jean-Marc & De Meyer, Bernard, 2003. "A market game for assets and taxed investors," Journal of Mathematical Economics, Elsevier, vol. 39(5-6), pages 657-675, July.
  3. Jean-Marc Bottazzi, 2002. "Incomplete markets: transverse financial structures," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 20(1), pages 67-82.
  4. Bottazzi, Jean-Marc & Hens, Thorsten & Loffler, Andreas, 1998. "Market Demand Functions in the Capital Asset Pricing Model," Journal of Economic Theory, Elsevier, vol. 79(2), pages 192-206, April.
  5. Bottazzi, Jean-Marc & Hens, Thorsten, 1996. "Excess Demand Functions and Incomplete Markets," Journal of Economic Theory, Elsevier, vol. 68(1), pages 49-63, January.
  6. Bottazzi, Jean-Marc, 1995. "Existence of equilibria with incomplete markets: The case of smooth returns," Journal of Mathematical Economics, Elsevier, vol. 24(1), pages 59-72.
  7. Bottazzi, Jean-Marc, 1994. "Accessibility of Pareto optima by Walrasian exchange processes," Journal of Mathematical Economics, Elsevier, vol. 23(6), pages 585-603, November.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Jean-Marc Bottazzi & Jaime Luque & Mário R. Páscoa & Suresh Sundaresan, 2012. "The dollar squeeze of the financial crisis," Documents de travail du Centre d'Economie de la Sorbonne 12009, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.

    Cited by:

    1. Luna Azahara Romo González, 2016. "The drivers of European banks’ US dollar debt issuance: opportunistic funding in times of crisis?," Working Papers 1611, Banco de España;Working Papers Homepage.

  2. Jean Marc Bottazzi & Jaime Luque & Mario Pascoa, 2011. "Securities market theory: possession, repo and rehypothecation," 2011 Meeting Papers 1214, Society for Economic Dynamics.

    Cited by:

    1. Anouk Levels & Jeannette Capel, 2012. "Is Collateral Becoming Scarce? Evidence for the euro area," DNB Occasional Studies 1001, Netherlands Central Bank, Research Department.
    2. Jeannette Capel & Anouk Levels, 2014. "Collateral optimisation, re-use and transformation," DNB Occasional Studies 1205, Netherlands Central Bank, Research Department.
    3. Duc Thi Luu & Mauro Napoletano & Paolo Barucca & Stefano Battiston, 2018. "Collateral Unchained: Rehypothecation networks, concentration and systemic effects," LEM Papers Series 2018/05, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    4. Andrei Kapaev, 2013. "Remark on repo and options," Papers 1311.5211, arXiv.org.
    5. W. Arrata & B. Nguyen & I. Rahmouni-Rousseau & M. Vari, 2017. "Eurosystem’s asset purchases and money market rates," Working papers 652, Banque de France.
    6. Shengxing Zhang, 2014. "Collateral Risk, Repo Rollover and Shadow Banking," 2014 Meeting Papers 562, Society for Economic Dynamics.
    7. Renato Bruni & Francesco Cesarone & Andrea Scozzari & Fabio Tardella, 2012. "A new stochastic dominance approach to enhanced index tracking problems," Economics Bulletin, AccessEcon, vol. 32(4), pages 3460-3470.
    8. Jean-Marc Bottazzi & Mario R. Pascoa & Guillermo Ramirez, 2017. "Determinants of Repo Haircuts and Bankruptcy," FEUNL Working Paper Series wp615, Universidade Nova de Lisboa, Faculdade de Economia.
    9. Vincent Maurin & Cyril Monnet & Piero Gottardi, 2016. "A Theory of Repurchase Agreement, Collateral Re-use, and Repo Intermediation," 2016 Meeting Papers 417, Society for Economic Dynamics.
    10. Duc Thi Luu & Mauro Napoletano & Paolo Barucca & Stefano Battiston, 2018. "Collateral Unchained : Rehypothecation networkd, concentration and systemic effects," Sciences Po publications 2018-07, Sciences Po.
    11. Balasko, Yves & Geanakoplos, John, 2012. "Introduction to general equilibrium," Journal of Economic Theory, Elsevier, vol. 147(2), pages 400-406.
    12. Michael Grill & Karl Schmedders & Felix Kubler & Johannes Brumm, 2017. "Re-use of Collateral: Leverage, Volatility, and Welfare," 2017 Meeting Papers 697, Society for Economic Dynamics.
    13. Ferrari, Massimo & Guagliano, Claudia & Mazzacurati, Julien, 2017. "Collateral scarcity premia in euro area repo markets," ESRB Working Paper Series 55, European Systemic Risk Board.
    14. David A. Cimon & Corey Garriott, 2017. "Banking Regulation and Market Making," Staff Working Papers 17-7, Bank of Canada.
    15. Jean-Marc Bottazzi & Mário Páscoa & Guillermo Ramírez, 2017. "Do Security Prices Rise or Fall When Margins Are Raised?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01648215, HAL.
    16. Bottazzi, Jean-Marc & Luque, Jaime & Pascoa, Mario R. & Sundaresan, Suresh, 2011. "The dollar squeeze of the financial crisis," UC3M Working papers. Economics we1139, Universidad Carlos III de Madrid. Departamento de Economía.
    17. Marta Faias & Jaime Luque, 2017. "Endogenous formation of security exchanges," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 64(2), pages 331-355, August.
    18. Jean-Marc Bottazzi & Jaime Luque & Mário R. Páscoa, 2012. "Trading and rational security pricing bubbles," Documents de travail du Centre d'Economie de la Sorbonne 12010, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
    19. Lucas Marc Fuhrer & Basil Guggenheim & Silvio Schumacher, 2015. "Re-use of collateral in the repo market," Working Papers 2015-02, Swiss National Bank.
    20. Infante, Sebastian, 2015. "Liquidity Windfalls: The Consequences of Repo Rehypothecation," Finance and Economics Discussion Series 2015-22, Board of Governors of the Federal Reserve System (U.S.).
    21. Jean-Marc Bottazzi & Mario R. Pascoa & Guillermo Ramirez, 2017. "Do Security Prices Rise or Fall When Margins Are Raised?," FEUNL Working Paper Series wp616, Universidade Nova de Lisboa, Faculdade de Economia.
    22. Yesol Huh & Sebastian Infante, 2017. "Bond Market Intermediation and the Role of Repo," Finance and Economics Discussion Series 2017-003, Board of Governors of the Federal Reserve System (U.S.).

  3. Bernard De Meyer & Jean-Marc Bottazzi, 2003. "A market game for assets and taxed investors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00259739, HAL.

    Cited by:

    1. Jean-Marc Bonnisseau & Michael Florig, 2003. "Existence and optimality of oligopoly equilibria in linear exchange economies," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 22(4), pages 727-741, November.
    2. Gaël Giraud, 2004. "The limit-price exchange process," Cahiers de la Maison des Sciences Economiques b04118, Université Panthéon-Sorbonne (Paris 1).
    3. Giraud, Gael, 2003. "Strategic market games: an introduction," Journal of Mathematical Economics, Elsevier, vol. 39(5-6), pages 355-375, July.
    4. Bacchiega, Emanuele, 2013. "A note on the effects of market power distribution in Cordella and Gabszewicz's Ricardian model," Research in Economics, Elsevier, vol. 67(2), pages 111-116.
    5. M. Florig, 2004. "Equilibrium Correspondence of Linear Exchange Economies," Journal of Optimization Theory and Applications, Springer, vol. 120(1), pages 97-109, January.

Articles

  1. Bottazzi, Jean-Marc & Luque, Jaime & Páscoa, Mário R., 2012. "Securities market theory: Possession, repo and rehypothecation," Journal of Economic Theory, Elsevier, vol. 147(2), pages 477-500.
    See citations under working paper version above.
  2. Bottazzi, Jean-Marc & De Meyer, Bernard, 2003. "A market game for assets and taxed investors," Journal of Mathematical Economics, Elsevier, vol. 39(5-6), pages 657-675, July.
    See citations under working paper version above.
  3. Jean-Marc Bottazzi, 2002. "Incomplete markets: transverse financial structures," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 20(1), pages 67-82.

    Cited by:

    1. Bottazzi, Jean-Marc & Luque, Jaime & Páscoa, Mário R., 2012. "Securities market theory: Possession, repo and rehypothecation," Journal of Economic Theory, Elsevier, vol. 147(2), pages 477-500.
    2. Busch, Lutz-Alexander & Govindan, Srihari, 2004. "Robust nonexistence of equilibrium with incomplete markets," Journal of Mathematical Economics, Elsevier, vol. 40(6), pages 641-645, September.

  4. Bottazzi, Jean-Marc & Hens, Thorsten & Loffler, Andreas, 1998. "Market Demand Functions in the Capital Asset Pricing Model," Journal of Economic Theory, Elsevier, vol. 79(2), pages 192-206, April.

    Cited by:

    1. Kruschwitz, Lutz & Löffler, Andreas, 2009. "Do taxes matter in the CAPM?," arqus Discussion Papers in Quantitative Tax Research 73, arqus - Arbeitskreis Quantitative Steuerlehre.
    2. Levy, Moshe, 2007. "Conditions for a CAPM equilibrium with positive prices," Journal of Economic Theory, Elsevier, vol. 137(1), pages 404-415, November.
    3. Phelim P. Boyle & Chenghu Ma, 2013. "Mean-Preserving-Spread Risk Aversion and The CAPM," WISE Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.

  5. Bottazzi, Jean-Marc & Hens, Thorsten, 1996. "Excess Demand Functions and Incomplete Markets," Journal of Economic Theory, Elsevier, vol. 68(1), pages 49-63, January.

    Cited by:

    1. Momi, Takeshi, 2010. "Excess demand function around critical prices in incomplete markets," Journal of Mathematical Economics, Elsevier, vol. 46(3), pages 293-302, May.
    2. JÊrÆme B. Detemple & Piero Gottardi, 1998. "Aggregation, efficiency and mutual fund separation in incomplete markets," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 11(2), pages 443-455.
    3. Chiaki Hara, 2010. "Pareto Improvement and Agenda Control of Sequential Financial Innovations," KIER Working Papers 748, Kyoto University, Institute of Economic Research.
    4. Gael Giraud & Isabelle Maret, 2001. "Behavioral Heterogeneity in Large Economies," Working Papers of BETA 2001-08, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
    5. Chiappori, Pierre-Andre & Ekeland, Ivar, 2004. "Applying exterior differential calculus to economics: a presentation and some new results," Japan and the World Economy, Elsevier, vol. 16(3), pages 363-385, August.
    6. Gottardi, Piero & Mas-Colell, Andreu, 2000. "A note on the decomposition (at a point) of aggregate excess demand on the Grassmannian1," Journal of Mathematical Economics, Elsevier, vol. 33(4), pages 463-473, May.
    7. Takeshi Momi, "undated". "Excess Demand Functions with Incomplete Markets - A Global Result," IEW - Working Papers 096, Institute for Empirical Research in Economics - University of Zurich.
    8. Hens, Thorsten, 2001. "An extension of Mantel (1976) to incomplete markets," Journal of Mathematical Economics, Elsevier, vol. 36(2), pages 141-149, November.
    9. Momi, Takeshi, 2009. "Excess demand functions when new assets are introduced," Journal of Economic Theory, Elsevier, vol. 144(4), pages 1832-1843, July.
    10. Hara, Chiaki, 2011. "Pareto improvement and agenda control of sequential financial innovations," Journal of Mathematical Economics, Elsevier, vol. 47(3), pages 336-345.
    11. P. A. Chiappori & I. Ekeland, 1999. "Aggregation and Market Demand: An Exterior Differential Calculus Viewpoint," Econometrica, Econometric Society, vol. 67(6), pages 1435-1458, November.
    12. Momi, Takeshi, 2012. "Failure of the index theorem in an incomplete market economy," Journal of Mathematical Economics, Elsevier, vol. 48(6), pages 437-444.
    13. Bettzuge, Marc Oliver, 1998. "An extension of a theorem by Mitjushin and Polterovich to incomplete markets," Journal of Mathematical Economics, Elsevier, vol. 30(3), pages 285-300, October.
    14. Thorsten Hens, "undated". "An Extension of Mantel (1976) to Incomplete Markets," IEW - Working Papers 071, Institute for Empirical Research in Economics - University of Zurich.
    15. Gael GIRAUD & Isabelle MARET, 2002. "Modelling Behavioral Heterogeneity," Working Papers of BETA 2002-22, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
    16. Thorsten Hens, 2002. "Book Review," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, vol. 158(2), pages 369-373, June.
    17. Marco Lehmann-Waffenschmidt, 2006. "A note on continuously decomposed evolving exchange economies," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 14(3), pages 289-298, September.
    18. Duffie, Darrell, 2003. "Intertemporal asset pricing theory," Handbook of the Economics of Finance,in: G.M. Constantinides & M. Harris & R. M. Stulz (ed.), Handbook of the Economics of Finance, edition 1, volume 1, chapter 11, pages 639-742 Elsevier.

  6. Bottazzi, Jean-Marc, 1995. "Existence of equilibria with incomplete markets: The case of smooth returns," Journal of Mathematical Economics, Elsevier, vol. 24(1), pages 59-72.

    Cited by:

    1. Bottazzi, Jean-Marc & Luque, Jaime & Páscoa, Mário R., 2012. "Securities market theory: Possession, repo and rehypothecation," Journal of Economic Theory, Elsevier, vol. 147(2), pages 477-500.
    2. Pascal Stiefenhofer, 2009. "Production in General Equilibrium with Incomplete Markets," Discussion Papers 09/06, Department of Economics, University of York.
    3. Michele Gori & Marina Pireddu & Antonio Villanacci, 2010. "Existence of financial equilibria with endogenous short selling restrictions and real assets," Working Papers - Mathematical Economics 2010-07, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa, revised Aug 2012.
    4. Philippe Bich, 2005. "On the existence of approximated equilibria in discontinuous economies," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00287685, HAL.
    5. Cass, David & Pavlova, Anna, 2004. "On trees and logs," Journal of Economic Theory, Elsevier, vol. 116(1), pages 41-83, May.
    6. Busch, Lutz-Alexander & Govindan, Srihari, 2004. "Robust nonexistence of equilibrium with incomplete markets," Journal of Mathematical Economics, Elsevier, vol. 40(6), pages 641-645, September.
    7. Bich, Philippe, 2005. "On the existence of approximated equilibria in discontinuous economies," Journal of Mathematical Economics, Elsevier, vol. 41(4-5), pages 463-481, August.
    8. Bich, Philippe, 2006. "On the orientability of the asset equilibrium manifold," Journal of Mathematical Economics, Elsevier, vol. 42(4-5), pages 452-470, August.
    9. Duffie, Darrell, 2003. "Intertemporal asset pricing theory," Handbook of the Economics of Finance,in: G.M. Constantinides & M. Harris & R. M. Stulz (ed.), Handbook of the Economics of Finance, edition 1, volume 1, chapter 11, pages 639-742 Elsevier.

  7. Bottazzi, Jean-Marc, 1994. "Accessibility of Pareto optima by Walrasian exchange processes," Journal of Mathematical Economics, Elsevier, vol. 23(6), pages 585-603, November.

    Cited by:

    1. Jean-Marc Bonnisseau & Orntangar Nguenamadji, 2013. "Discrete Walrasian Exchange Process," PSE - Labex "OSE-Ouvrir la Science Economique" halshs-00638196, HAL.
    2. J. M. Bonnisseau & M. Florig & A. Jofré, 2001. "Continuity and Uniqueness of Equilibria for Linear Exchange Economies," Journal of Optimization Theory and Applications, Springer, vol. 109(2), pages 237-263, May.
    3. Jean-Marc Bonnisseau & Michael Florig, 2003. "Existence and optimality of oligopoly equilibria in linear exchange economies," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 22(4), pages 727-741, November.
    4. Gaël Giraud & Céline Rochon, 2010. "Transition to Equilibrium in International Trades," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00657038, HAL.
    5. Jean-Marc Bonnisseau & Orntangar Nguenamadji, 2010. "On the uniqueness of local equilibria," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00626720, HAL.
    6. Daniele Cassese & Paolo Pin, 2018. "Edgeworth trading on networks," Papers 1803.08836, arXiv.org.
    7. Gaël Giraud & Céline Rochon, 2010. "Transition to Equilibrium in International Trades," Documents de travail du Centre d'Economie de la Sorbonne 10012, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
    8. Gaël Giraud & Dimitrios P. Tsomocos, 2010. "Nominal Uniqueness and Money Non-neutrality in the Limit-Price Exchange Process," Documents de travail du Centre d'Economie de la Sorbonne 10061, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
    9. Antoine Mandel & Herbert Gintis, 2014. "Stochastic Stability in the Scarf Economy," PSE - Labex "OSE-Ouvrir la Science Economique" halshs-00977572, HAL.
    10. Gaël Giraud & Dimitrios Tsomocos, 2004. "Global uniqueness and money non-neutrality in a Walrasian dynamics without rational expectations," Cahiers de la Maison des Sciences Economiques b04121, Université Panthéon-Sorbonne (Paris 1).
    11. Gaël Giraud, 2004. "The limit-price exchange process," Cahiers de la Maison des Sciences Economiques b04118, Université Panthéon-Sorbonne (Paris 1).
    12. Gaël Giraud, 2004. "Walrasian non-tâtonnement with incomplete and imperfect markets," Cahiers de la Maison des Sciences Economiques b04119, Université Panthéon-Sorbonne (Paris 1).

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 8 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-IFN: International Finance (3) 2012-01-25 2012-02-27 2012-03-08
  2. NEP-MON: Monetary Economics (3) 2012-01-25 2012-02-27 2012-03-08
  3. NEP-CWA: Central & Western Asia (1) 2012-01-25
  4. NEP-FMK: Financial Markets (1) 2012-03-08
  5. NEP-MST: Market Microstructure (1) 2011-08-02

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Jean-Marc Bottazzi should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.