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, Francehttp://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, Francehttp://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
Jump to: Working papers ArticlesWorking papers
- 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.
- Jean-Marc Bottazzi & Jaime Luque & Mário R. Páscoa & Suresh Sundaresan, 2012. "The Dollar Squeeze of the Financial Crisis," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00673982, HAL.
- 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.
- 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.
- 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.
- Jean-Marc Bottazzi & Jaime Luque & Mário R. Páscoa, 2012. "Trading and rational security pricing bubbles," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00673995, HAL.
- Jean Marc Bottazzi & Jaime Luque & Mario Pascoa, 2011.
"Securities market theory: possession, repo and rehypothecation,"
2011 Meeting Papers
1214, Society for Economic Dynamics.
- 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.
- Jean-Marc Bottazzi & Jaime Luque & Mário Páscoa, 2012. "Securities market theory: Possession, repo and rehypothecation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00665629, HAL.
- 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.
- Jean-Marc Bottazzi & Jaime Luque & Mário Páscoa, 2010. "Re-hypotecation of securities," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00476004, HAL.
- 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.
- 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.
- 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).
- 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).
- 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).
- Jean-Marc Bottazzi & Thorsten Hens, 1993. "Excess Demand with Incomplete Markets," Discussion Paper Serie A 421, University of Bonn, Germany.
Articles
- 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.
- Jean-Marc Bottazzi & Jaime Luque & Mário Páscoa, 2012. "Securities market theory: Possession, repo and rehypothecation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00665629, HAL.
- Jean Marc Bottazzi & Jaime Luque & Mario Pascoa, 2011. "Securities market theory: possession, repo and rehypothecation," 2011 Meeting Papers 1214, Society for Economic Dynamics.
- 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.
- 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.
- 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.
- 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.
- Bottazzi, Jean-Marc & Hens, Thorsten, 1996. "Excess Demand Functions and Incomplete Markets," Journal of Economic Theory, Elsevier, vol. 68(1), pages 49-63, January.
- 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.
- 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
- 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.
- Jean-Marc Bottazzi & Jaime Luque & Mário R. Páscoa & Suresh Sundaresan, 2012. "The Dollar Squeeze of the Financial Crisis," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00673982, HAL.
- 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.
Cited by:
- 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.
- Jean Marc Bottazzi & Jaime Luque & Mario Pascoa, 2011.
"Securities market theory: possession, repo and rehypothecation,"
2011 Meeting Papers
1214, Society for Economic Dynamics.
- 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.
- Jean-Marc Bottazzi & Jaime Luque & Mário Páscoa, 2012. "Securities market theory: Possession, repo and rehypothecation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00665629, HAL.
Cited by:
- Anouk Levels & Jeannette Capel, 2012. "Is Collateral Becoming Scarce? Evidence for the euro area," DNB Occasional Studies 1001, Netherlands Central Bank, Research Department.
- Jeannette Capel & Anouk Levels, 2014. "Collateral optimisation, re-use and transformation," DNB Occasional Studies 1205, Netherlands Central Bank, Research Department.
- 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.
- Duc Thi Luu & Mauro Napoletano & Paolo Barucca & Stefano Battiston, 2018. "Collateral Unchained: Rehypothecation networks, concentration and systemic effects," Papers 1802.02127, arXiv.org.
- Duc Thi Luu & Mauro Napoletano & Paolo Barucca & Stefano Battiston, 2018. "Collateral Unchained: Rehypothecation Networks, Concentration and Systemic Effects," GREDEG Working Papers 2018-05, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), University of Nice Sophia Antipolis.
- Andrei Kapaev, 2013. "Remark on repo and options," Papers 1311.5211, arXiv.org.
- W. Arrata & B. Nguyen & I. Rahmouni-Rousseau & M. Vari, 2017. "Eurosystem’s asset purchases and money market rates," Working papers 652, Banque de France.
- Shengxing Zhang, 2014. "Collateral Risk, Repo Rollover and Shadow Banking," 2014 Meeting Papers 562, Society for Economic Dynamics.
- 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.
- 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.
- GOTTARDI, Piero; MAURIN, Vincent; MONNET, Cyril, 2017. "A theory of repurchase agreements, collateral re-use, and repo intermediation," Economics Working Papers ECO2017/03, European University Institute.
- Piero Gottardi & Vincent Maurin & Cyril Monnet, 2017. "A Theory of Repurchase Agreements, Collateral Re-use, and Repo Intermediation," CESifo Working Paper Series 6579, CESifo Group Munich.
- 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.
- Balasko, Yves & Geanakoplos, John, 2012. "Introduction to general equilibrium," Journal of Economic Theory, Elsevier, vol. 147(2), pages 400-406.
- 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.
- Johannes Brumm & Michael Grill & Felix Kubler & Karl Schmedders, 2017. "Re-Use of Collateral: Leverage, Volatility, and Welfare," Swiss Finance Institute Research Paper Series 17-04, Swiss Finance Institute.
- Ferrari, Massimo & Guagliano, Claudia & Mazzacurati, Julien, 2017. "Collateral scarcity premia in euro area repo markets," ESRB Working Paper Series 55, European Systemic Risk Board.
- David A. Cimon & Corey Garriott, 2017. "Banking Regulation and Market Making," Staff Working Papers 17-7, Bank of Canada.
- 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.
- Jean-Marc Bottazzi & Jaime Luque & Mário R. Páscoa & Suresh Sundaresan, 2012. "The Dollar Squeeze of the Financial Crisis," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00673982, HAL.
- 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.
- 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.
- 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.
- 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.
- Jean-Marc Bottazzi & Jaime Luque & Mário R. Páscoa, 2012. "Trading and rational security pricing bubbles," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00673995, HAL.
- Lucas Marc Fuhrer & Basil Guggenheim & Silvio Schumacher, 2015.
"Re-use of collateral in the repo market,"
Working Papers
2015-02, Swiss National Bank.
- Lucas Marc Fuhrer & Basil Guggenheim & Silvio Schumacher, 2016. "Re‐Use of Collateral in the Repo Market," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(6), pages 1169-1193, September.
- 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.).
- 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.
- 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.
Cited by:
- 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.
- Jean-Marc Bonnisseau & Michael Florig, 2003. "Existence and optimality of oligopoly equilibria in linear exchange economies," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00265698, HAL.
- Gaël Giraud, 2004. "The limit-price exchange process," Cahiers de la Maison des Sciences Economiques b04118, Université Panthéon-Sorbonne (Paris 1).
- Giraud, Gael, 2003. "Strategic market games: an introduction," Journal of Mathematical Economics, Elsevier, vol. 39(5-6), pages 355-375, July.
- 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.
Articles
- 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.
- Jean-Marc Bottazzi & Jaime Luque & Mário Páscoa, 2012. "Securities market theory: Possession, repo and rehypothecation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00665629, HAL.
- Jean Marc Bottazzi & Jaime Luque & Mario Pascoa, 2011. "Securities market theory: possession, repo and rehypothecation," 2011 Meeting Papers 1214, Society for Economic Dynamics.
- 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.
- 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.
- 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:
- 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.
- Jean Marc Bottazzi & Jaime Luque & Mario Pascoa, 2011. "Securities market theory: possession, repo and rehypothecation," 2011 Meeting Papers 1214, Society for Economic Dynamics.
- Jean-Marc Bottazzi & Jaime Luque & Mário Páscoa, 2012. "Securities market theory: Possession, repo and rehypothecation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00665629, HAL.
- 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.
- 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.
- 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:
- Kruschwitz, Lutz & Löffler, Andreas, 2009. "Do taxes matter in the CAPM?," arqus Discussion Papers in Quantitative Tax Research 73, arqus - Arbeitskreis Quantitative Steuerlehre.
- Levy, Moshe, 2007. "Conditions for a CAPM equilibrium with positive prices," Journal of Economic Theory, Elsevier, vol. 137(1), pages 404-415, November.
- 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.
- 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:
- Momi, Takeshi, 2010. "Excess demand function around critical prices in incomplete markets," Journal of Mathematical Economics, Elsevier, vol. 46(3), pages 293-302, May.
- 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.
- Jérôme B. Detemple & Piero Gottardi, 1997. "Aggregation, Efficiency and Mutual Fund Separation in Incomplete Markets," CIRANO Working Papers 97s-11, CIRANO.
- Chiaki Hara, 2010. "Pareto Improvement and Agenda Control of Sequential Financial Innovations," KIER Working Papers 748, Kyoto University, Institute of Economic Research.
- Gael Giraud & Isabelle Maret, 2001.
"Behavioral Heterogeneity in Large Economies,"
Working Papers of BETA
2001-08, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
- Gael Giraud & Isabelle Maret, 2002. "Behavioral Heterogeneity in Large Economies," Working Papers of BETA 2002-04, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
- 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.
- 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.
- 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.
- Momi, Takeshi, 2003. "Excess demand functions with incomplete markets--a global result," Journal of Economic Theory, Elsevier, vol. 111(2), pages 240-250, August.
- Hens, Thorsten, 2001. "An extension of Mantel (1976) to incomplete markets," Journal of Mathematical Economics, Elsevier, vol. 36(2), pages 141-149, November.
- Momi, Takeshi, 2009. "Excess demand functions when new assets are introduced," Journal of Economic Theory, Elsevier, vol. 144(4), pages 1832-1843, July.
- Hara, Chiaki, 2011. "Pareto improvement and agenda control of sequential financial innovations," Journal of Mathematical Economics, Elsevier, vol. 47(3), pages 336-345.
- 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.
- Momi, Takeshi, 2012. "Failure of the index theorem in an incomplete market economy," Journal of Mathematical Economics, Elsevier, vol. 48(6), pages 437-444.
- 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.
- Thorsten Hens, "undated". "An Extension of Mantel (1976) to Incomplete Markets," IEW - Working Papers 071, Institute for Empirical Research in Economics - University of Zurich.
- Gael GIRAUD & Isabelle MARET, 2002. "Modelling Behavioral Heterogeneity," Working Papers of BETA 2002-22, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
- Thorsten Hens, 2002. "Book Review," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, vol. 158(2), pages 369-373, June.
- 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.
- 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.
- 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:
- 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.
- Jean Marc Bottazzi & Jaime Luque & Mario Pascoa, 2011. "Securities market theory: possession, repo and rehypothecation," 2011 Meeting Papers 1214, Society for Economic Dynamics.
- Jean-Marc Bottazzi & Jaime Luque & Mário Páscoa, 2012. "Securities market theory: Possession, repo and rehypothecation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00665629, HAL.
- Pascal Stiefenhofer, 2009. "Production in General Equilibrium with Incomplete Markets," Discussion Papers 09/06, Department of Economics, University of York.
- 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.
- Michele Gori & Marina Pireddu & Antonio Villanacci, 2014. "Existence of financial equilibria with endogenous short selling restrictions and real assets," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 37(2), pages 349-371, October.
- Philippe Bich, 2005. "On the existence of approximated equilibria in discontinuous economies," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00287685, HAL.
- Cass, David & Pavlova, Anna, 2004.
"On trees and logs,"
Journal of Economic Theory,
Elsevier, vol. 116(1), pages 41-83, May.
- David Cass & Anna Pavlova, "undated". "On Trees and Logs," Penn CARESS Working Papers e046baf19b9659b668c46a5f9, Penn Economics Department.
- Pavlova, Anna & Cass, David, 2002. "On Trees and Logs," Working papers 4233-02, Massachusetts Institute of Technology (MIT), Sloan School of Management.
- Cass, David & Pavlova, Anna, 2003. "On Trees And Logs," Working papers 4233-02, Massachusetts Institute of Technology (MIT), Sloan School of Management.
- David Cass & Anna Pavlova, "undated". "On Trees and Logs," CARESS Working Papres 00-01, University of Pennsylvania Center for Analytic Research and Economics in the Social Sciences.
- 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.
- 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.
- Bich, Philippe, 2006. "On the orientability of the asset equilibrium manifold," Journal of Mathematical Economics, Elsevier, vol. 42(4-5), pages 452-470, August.
- 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.
- 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.
- 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:
- Jean-Marc Bonnisseau & Orntangar Nguenamadji, 2013.
"Discrete Walrasian Exchange Process,"
PSE - Labex "OSE-Ouvrir la Science Economique"
halshs-00638196, HAL.
- Jean-Marc Bonnisseau & Orntangar Nguenamadji, 2013. "Discrete Walrasian exchange process," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 52(3), pages 1091-1100, April.
- Jean-Marc Bonnisseau & Orntangar Nguenamadji, 2009. "Discrete Walrasian exchange process," Documents de travail du Centre d'Economie de la Sorbonne 09085, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Jean-Marc Bonnisseau & Orntangar Nguenamadji, 2009. "Discrete Walrasian Exchange Process," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00442865, HAL.
- 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.
- Jean-Marc Bonnisseau & Michael Florig, 2003. "Existence and optimality of oligopoly equilibria in linear exchange economies," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00265698, HAL.
- Gaël Giraud & Céline Rochon, 2010. "Transition to Equilibrium in International Trades," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00657038, HAL.
- Jean-Marc Bonnisseau & Orntangar Nguenamadji, 2010.
"On the uniqueness of local equilibria,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
halshs-00626720, HAL.
- Bonnisseau, Jean-Marc & Nguenamadji, Orntangar, 2010. "On the uniqueness of local equilibria," Journal of Mathematical Economics, Elsevier, vol. 46(5), pages 623-632, September.
- Jean-Marc Bonnisseau & Orntangar Nguenamadji, 2008. "On the uniqueness of local equilibria," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00349204, HAL.
- Jean-Marc Bonnisseau & Orntangar Nguenamadji, 2008. "On the uniqueness of local equilibria," Documents de travail du Centre d'Economie de la Sorbonne b08102, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Dec 2009.
- 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.
- 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.
- Gaël Giraud & Dimitrios P. Tsomocos, 2010. "Nominal Uniqueness and Money Non-neutrality in the Limit-Price Exchange Process," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00505141, HAL.
- Gaël Giraud & Dimitrios Tsomocos, 2010. "Nominal uniqueness and money non-neutrality in the limit-price exchange process," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 45(1), pages 303-348, October.
- Gaël Giraud & Dimitrios P. Tsomocos, 2010. "Nominal uniqueness and money non-neutrality in the limit-price exchange process," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00637476, HAL.
- Antoine Mandel & Herbert Gintis, 2014.
"Stochastic Stability in the Scarf Economy,"
PSE - Labex "OSE-Ouvrir la Science Economique"
halshs-00977572, HAL.
- Antoine Mandel & Herbert Gintis, 2012. "Stochastic stability in the Scarf economy," Documents de travail du Centre d'Economie de la Sorbonne 12066r, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Jun 2013.
- Mandel, Antoine & Gintis, Herbert, 2014. "Stochastic stability in the Scarf economy," Mathematical Social Sciences, Elsevier, vol. 67(C), pages 44-49.
- Antoine Mandel & Herbert Gintis, 2012. "Stochastic stability in the Scarf economy," Documents de travail du Centre d'Economie de la Sorbonne 12066, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Antoine Mandel & Herbert Gintis, 2012. "Stochastic stability in the Scarf economy," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00748328, HAL.
- 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).
- Gael Giraud & Dimitrios Tsomocos, 2004. "Global Uniqueness and Money Non-neutrality in a Walrasian Dynamics without Rational Expectations," OFRC Working Papers Series 2004fe15, Oxford Financial Research Centre.
- Gaël Giraud, 2004. "The limit-price exchange process," Cahiers de la Maison des Sciences Economiques b04118, Université Panthéon-Sorbonne (Paris 1).
- Gaël Giraud, 2004. "Walrasian non-tâtonnement with incomplete and imperfect markets," Cahiers de la Maison des Sciences Economiques b04119, Université Panthéon-Sorbonne (Paris 1).
- Jean-Marc Bonnisseau & Orntangar Nguenamadji, 2013.
"Discrete Walrasian Exchange Process,"
PSE - Labex "OSE-Ouvrir la Science Economique"
halshs-00638196, HAL.
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NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 7 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.- NEP-IFN: International Finance (3) 2012-01-25 2012-02-27 2012-03-08
- NEP-MON: Monetary Economics (3) 2012-01-25 2012-02-27 2012-03-08
- NEP-CWA: Central & Western Asia (1) 2012-01-25
- NEP-FMK: Financial Markets (1) 2012-03-08
- NEP-MST: Market Microstructure (1) 2011-08-02
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