Research classified by Journal of Economic Literature (JEL) codes

1. Agricultural Policy

2004

• Richard McLean & James Peck & Andrew Postlewaite, 2004, "On Price-Taking Behavior in Asymmetric Information Economies," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 04-040, Jun.
• Rui Castro & Gian Luca Clementi & Glenn MacDonald, 2004, "Legal Institutions, Sectoral Heterogeneity, and Economic Development," 2004 Meeting Papers, Society for Economic Dynamics, number 162.
• Luigi Pistaferri & Richard Blundell & Ian Preston, 2004, "Consumption Inequality, Income Uncertainty and Insurance," 2004 Meeting Papers, Society for Economic Dynamics, number 215.
• Juan Rojas & Carlos Urrutia, 2004, "Pension Reform and Endogenous Borrowing Constraints," 2004 Meeting Papers, Society for Economic Dynamics, number 413.
• John Geanakoplos & Felix Kubler, 2004, "Leverage, Incomplete Markets and Crises," 2004 Meeting Papers, Society for Economic Dynamics, number 557.
• Eva Carceles Poveda & Arpad Abraham, 2004, "Endogenous Trading Constraints with Incomplete Asset Markets," 2004 Meeting Papers, Society for Economic Dynamics, number 667.
• Luigi Pistaferri & Hamish Low & Costas Meghir, 2004, "Wage risk and employment risk over the life-cycle," 2004 Meeting Papers, Society for Economic Dynamics, number 82.
• Mariano Steinert & Juan Pablo Torres-Martínez, 2004, "General equilibrium existence with asset-backed securitization," Textos para discussão, Department of Economics PUC-Rio (Brazil), number 490, Oct.
• Martin Gonzalez Eiras & Laurent Calvet & Paolo Sodini, 2004, "Financial Innovation, Market Participation, and Asset Prices," Working Papers, Universidad de San Andres, Departamento de Economia, number 76, Sep, revised Sep 2004.
• Charles A.E. Goodhart & Pojanart Sunirand & Dimitrios P. Tsomocos, 2004, "A Model to Analyse Financial Fragility: Applications," OFRC Working Papers Series, Oxford Financial Research Centre, number 2004fe05.
• Arkadi Predtetchinski & P. Herings & Hans Peters, 2004, "The strong sequential core in a dynamic exchange economy," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 24, issue 1, pages 147-162, July, DOI: 10.1007/s00199-003-0404-1.
• Nils Chr. Framstad, 2004, "On Portfolio Separation in the Merton Problem with Bankruptcy or Default," Springer Books, Springer, in: Sergio Albeverio & Anne Boutet de Monvel & Habib Ouerdiane, "Proceedings of the International Conference on Stochastic Analysis and Applications", DOI: 10.1007/978-1-4020-2468-9_16.
• Kiminori Matsuyama, 2004, "Credit Market Imperfections and Patterns of International Trade and Capital Flows," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-293, Aug.
• Daal, Elton, 2004, "Quadratic term structure models with jumps in incomplete currency markets," Working Papers, University of New Orleans, Department of Economics and Finance, number 2004-04, Sep.
• David Colwell & Nadima El-Hassan & Oh-Kang Kwon, 2004, "Hedging Diffusion Processes by Local Risk-Minimisation with Applications to Index Tracking," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 119, Feb.
• Cornelis A. Los, 2004, "Measuring Financial Cash Flow and Term Structure Dynamics," Finance, University Library of Munich, Germany, number 0409046, Sep.
• David Kelsey & Erkan Yalcin, 2004, "The Arbitrage Pricing Theorem with Incomplete Preferences," GE, Growth, Math methods, University Library of Munich, Germany, number 0401002, Jan.
• Tarun Sabarwal, 2004, "Value Maximization As An Ex Post Consistent Firm Objective When Markets are Incomplete," GE, Growth, Math methods, University Library of Munich, Germany, number 0406002, Jun, revised 13 May 2005.
• Tarun Sabarwal, 2004, "On the Allocative Efficiency of Competitive Prices in Economies with Incomplete Markets," GE, Growth, Math methods, University Library of Munich, Germany, number 0410006, Oct.
• Luis H. B. Braido, 2004, "General Equilibrium with Endogenous Securities and Moral Hazard," Microeconomics, University Library of Munich, Germany, number 0407007, Jul.
• Eckhard Platen, 2004, "A Benchmark Framework for Risk Management," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 15, in: Jiro Akahori & Shigeyoshi Ogawa & Shinzo Watanabe, "Stochastic Processes And Applications To Mathematical Finance".
• John Geanakoplos, 2004, "The Ideal Inflation Indexed Bond and Irving Fisher's Impatience Theory of Interest in an Overlapping Generations World," Yale School of Management Working Papers, Yale School of Management, number ysm406, Jul.
• Fecht, Falko & Tyrell, Marcel, 2004, "Optimal lender of last resort policy in different financial systems," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2004,39.

2003

• Milne, Frank & Neave, Edwin, 2003, "A General Equilibrium Financial Asset Economy with Transaction Costs and Trading Constraints," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273558, Sep, DOI: 10.22004/ag.econ.273558.
• Philippe Weil & Francesc Obiols-Homs & Albert Marcet, 2015, "Incomplete Markets, Labor Supply and Capital Accumulation," Working Papers, Barcelona School of Economics, number 173, Sep.
• Dimitrios P Tsomocos, 2003, "Equilibrium analysis, banking, contagion and financial fragility," Bank of England working papers, Bank of England, number 175, Feb.
• Atsushi Kajii & Chiaki Hara, 2003, "On the Range of the Risk-Free Interest Rate in Incomplete Markets," Levine's Bibliography, UCLA Department of Economics, number 666156000000000383, Nov.
• Josep Pijoan-Mas, 2003, "Pricing Risk in Economies with Heterogenous Agents and Incomplete Markets," Working Papers, CEMFI, number wp2003_0305.
• DRÈZE, Jacques & HERINGS, Jean-Jacques, 2003, "Sequentially complete markets remain incomplete," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2003085, Nov.
• AMIR, Rabah & EVSTIGNEEV, Igor & HENS, Thorsten & SCHENK-HOPPÉ, Klaus Reiner, 2003, "Market selection and survival of investment strategies," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2003099, Dec.
• Bisin, Alberto & Acharya, Viral, 2003, "Optimal Financial Market Integration and Security Design," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 3852, Mar.
• Ning Sun & Zaifu Yang, 2003, "Existence of Equilibrium and Zero-Beta Pricing Formula in the Capital Asset Pricing Model with Heterogeneous Beliefs," Annals of Economics and Finance, Society for AEF, volume 4, issue 1, pages 51-71, May.
• John Geanakoplos, 2003, "The Ideal Inflation Indexed Bond and Irving Fisher's Impatience Theory of Interest in an Overlapping Generations World," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1429, Jul.
• Donati, Paola, 2003, "Indeterminacy of rational expectations equilibria in sequential financial markets," Working Paper Series, European Central Bank, number 262, Sep.
• Lioui, Abraham & Poncet, Patrice, 2003, "Dynamic asset pricing with non-redundant forwards," Journal of Economic Dynamics and Control, Elsevier, volume 27, issue 7, pages 1163-1180, May.
• Kim, Jinill & Kim, Sunghyun Henry & Levin, Andrew, 2003, "Patience, persistence, and welfare costs of incomplete markets in open economies," Journal of International Economics, Elsevier, volume 61, issue 2, pages 385-396, December.
• Momi, Takeshi, 2003, "Excess demand functions with incomplete markets--a global result," Journal of Economic Theory, Elsevier, volume 111, issue 2, pages 240-250, August.
• Tsomocos, Dimitrios P., 2003, "Equilibrium analysis, banking and financial instability," Journal of Mathematical Economics, Elsevier, volume 39, issue 5-6, pages 619-655, July.
• Donati, Paola & Momi, Takeshi, 2003, "Indeterminacy of rational expectations equilibria in sequential financial markets," Journal of Mathematical Economics, Elsevier, volume 39, issue 7, pages 743-762, September.
• Tsomocos, Dimitrios P., 2003, "Equilibrium analysis, banking, contagion and financial fragility," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24826, May.
• Klaus Kultti & Toni Riipinen, 2003, "Multilateral and Bilateral Meetings with Production Heterogeneity," Finnish Economic Papers, Finnish Economic Association, volume 16, issue 1, pages 27-37, Spring.
• Pascoa, Mario Rui & Araújo, Aloísio Pessoa de & Barbachan, José Santiago Fajardo, 2003, "Endogenous collateral," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 511, Nov.
• Dimitrios Tsomocos, 2003, "Equilibrium analysis, banking, contagion and financial fragility," FMG Discussion Papers, Financial Markets Group, number dp450, May.
• Albert Marcet & Francesc Obiols-Homs & Philippe Weil, 2003, "Incomplete Markets, Labor Supply and Capital Accumulation," Sciences Po Economics Publications (main), HAL, number hal-03596961, Jan.
• Albert Marcet & Francesc Obiols-Homs & Philippe Weil, 2003, "Incomplete Markets, Labor Supply and Capital Accumulation," Working Papers, HAL, number hal-03596961, Jan.
• Matsuhisa, Takashi & 松久, 隆 & Ishikawa, Ryuichiro & 石川, 竜一郎, 2003, "Rational Expectation Can Preclude Trades," Discussion Papers, Graduate School of Economics, Hitotsubashi University, number 2002-01, Nov.
• Thorsten Hens & Klaus Reiner Schenk-Hoppé, 2003, "Evolutionary Stability of Portfolio Rules in Incomplete Markets," Discussion Papers, University of Copenhagen. Department of Economics, number 03-03, Jan.
• P. J. J. Herings & H. M. Polemarchakis, 2003, "Pareto Improving Price Regulation When the Asset Market is Incomplete," Discussion Papers, University of Copenhagen. Department of Economics, number 03-20, May.
• Igor Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé, 2003, "Evolutionary Stable Stock Markets," Discussion Papers, University of Copenhagen. Department of Economics, number 03-39, Oct.
• Chiaki Hara & Atsushi Kajii, 2003, "On the Range of the Risk-Free Interest Rate in Incomplete Markets," KIER Working Papers, Kyoto University, Institute of Economic Research, number 577, Nov.
• Laurent Calvet & Martin Gonzalez-Eiras & Paolo Sodini, 2003, "Financial Innovation, Market Participation and Asset Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 9840, Jul.
• Erdem Basai & Ismail Saglam, 2003, "Bertrand-Edgeworth equilibrium in a cash-in-advance economy," Oxford Economic Papers, Oxford University Press, volume 55, issue 4, pages 679-695, October.
• David Vines, 2003, "Equilibrium Analysis, Banking, Contagion and Financial Fragility," Economics Series Working Papers, University of Oxford, Department of Economics, number 2003-FE-03, Jan.
• Frank Milne & Edwin H. Neave, 2003, "A General Equilibrium Financial Asset Economy With Transaction Costs And Trading Constraints," Working Paper, Economics Department, Queen's University, number 1082, Sep.
• Tom Krebs, 2003, "Growth and Welfare Effects of Business Cycles in Economies with Idiosyncratic Human Capital Risk," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 6, issue 4, pages 846-868, October, DOI: 10.1016/S1094-2025(03)00030-9.
• Luisa Corrado & Marcus H. Miller & Lei Zhang, 2003, "Exchange Monitoring Bands: Theory and Policy," CEIS Research Paper, Tor Vergata University, CEIS, number 8, Apr.
• Dimitrios Tsomocos, 2003, "Equilibrium Analysis, Banking, Contagion and Financial Fragility," OFRC Working Papers Series, Oxford Financial Research Centre, number 2003fe03.
• Dimitrios P. Tsomocos, 2003, "Equilibrium Analysis, Banking and Financial Instability," OFRC Working Papers Series, Oxford Financial Research Centre, number 2003fe08.
• Heikki Kauppi & Markus Haavio, 2003, "Housing Markets and Labor Mobility," Computing in Economics and Finance 2003, Society for Computational Economics, number 164, Aug.
• Eva Carceles-Poveda & Arpad Abraham, 2003, "Endogenous Trading Constraints in Asset Markets," Computing in Economics and Finance 2003, Society for Computational Economics, number 211, Aug.
• Eva Carceles-Poveda, 2003, "Capital Ownership under Market Incompleteness: Does it matter?," Computing in Economics and Finance 2003, Society for Computational Economics, number 228, Aug.
• Mario Tirelli, 2003, "Income taxation when markets are incomplete," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 26, issue 2, pages 97-128, November, DOI: 10.1007/s10203-003-0038-6.
• Eduardo L. Giménez, 2003, "Complete and incomplete markets with short-sale constraints," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 21, issue 1, pages 195-204, January, DOI: 10.1007/s00199-001-0244-9.
• Bernhard Eckwert & Itzhak Zilcha, 2003, "Incomplete risk sharing arrangements and the value of information," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 21, issue 1, pages 43-58, January, DOI: 10.1007/s00199-002-0275-x.
• Felix Kubler & Karl Schmedders, 2003, "Generic inefficiency of equilibria in the general equilibrium model with incomplete asset markets and infinite time," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 22, issue 1, pages 1-15, August, DOI: 10.1007/s00199-002-0272-0.
• Talman, A.J.J. & Thijssen, J.J.J., 2003, "Existence of Equilibrium and Price Adjustments in a Finance Economy with Incomplete Markets," Discussion Paper, Tilburg University, Center for Economic Research, number 2003-79.
• Talman, A.J.J. & Thijssen, J.J.J., 2003, "Existence of Equilibrium and Price Adjustments in a Finance Economy with Incomplete Markets," Other publications TiSEM, Tilburg University, School of Economics and Management, number 45e45888-e926-476c-a66b-7.
• Gaël GIRAUD & Sonia WEYERS, 2003, "Strategic Market Games with a Finite Horizon and Incomplete," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2003-04.
• Herings, P.J.J. & Polemarchakis, H.M., 2003, "Pareto Improving Price Regulation when the Asset Market Is Incomplete," Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR), number 035, Jan, DOI: 10.26481/umamet.2003035.
• Herings, P.J.J. & Kubler, F., 2003, "Approximate CAPM when preferences are CRRA," Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR), number 040, Jan, DOI: 10.26481/umamet.2003040.
• Drèze, J. & Herings, P.J.J., 2003, "Sequentially complete markets remain incomplete," Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR), number 044, Jan, DOI: 10.26481/umamet.2003044.
• Hens, Th. & Herings, P.J.J. & Predtetchinski, A., 2003, "Limits to arbitrage when market participation is restricted," Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR), number 051, Jan, DOI: 10.26481/umamet.2003051.
• Alberto Martin, 2003, "On Rothschild-Stiglitz as competitive pooling," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 917, Aug, revised Jan 2006.
• Eckhard Platen, 2003, "A Benchmark Framework for Risk Management," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 113, Nov.
• Paolo Laureti & Frantisek Slanina & Yi-Kuo Yu & Yi-Cheng Zhang, 2003, "Buyer feedback as a filtering mechanism for reputable sellers," Game Theory and Information, University Library of Munich, Germany, number 0307001, Jul.
• Jianjun Miao, 2003, "Competitive Equilibria of Economies with a Continuum of Consumers and Aggregate Shocks," Macroeconomics, University Library of Munich, Germany, number 0310001, Oct.
• Kramer, Jost W., 2003, "Optimaler Wettbewerb: Überlegungen zur Dimensionierung von Konkurrenz," Wismar Discussion Papers, Hochschule Wismar, Wismar Business School, number 09/2003.
• Stronzik, Marcus & Hunt, Alistair & Eckermann, Frauke & Taylor, Tim, 2003, "The Role of Transaction Costs and Risk Premia in the Determination of Climate Change Policy Responses," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 03-59.

2002

• Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk‐Hoppé, 2002, "Market Selection Of Financial Trading Strategies: Global Stability," Mathematical Finance, Wiley Blackwell, volume 12, issue 4, pages 329-339, October, DOI: 10.1111/j.1467-9965.2002.tb00127.x.
• Josep Pijoan-Mas, 2002, "Pricing Risk in Economies with Heterogenous Agents and Incomplete Markets," Centro de Alti­simos Estudios Ri­os Pe©rez(CAERP), Centro de Altisimos Estudios Rios Perez (CAERP), number 3, Dec.
• Corrado, L. & Marcus Miller & Lei Zhang, 2002, "Exchange Rate Monitoring Bands: Theory and Policy," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0209, Apr.
• Uppal, Raman & Kogan, Leonid, 2002, "Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 3306, Apr.
• Miller, Marcus & corrado, luisa, 2002, "Exchange Rate Monitoring Bands: Theory and Policy," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 3337, Apr.
• Bisin, Alberto & Acharya, Viral, 2002, "Entrepreneurial Incentives in Stock Market Economies," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 3474, Jul.
• Blundell, Richard & Preston, Ian & Pistaferri, Luigi, 2002, "Partial Insurance, Information, and Consumption Dynamics," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 3666, Nov.
• Alessandro, CITANNA & SCHMEDDERS, Karl, 2002, "Controlling price volatility through financial innovation," HEC Research Papers Series, HEC Paris, number 749, Jan.
• Egbert Dierker & Hildegard Dierker & Birgit Grodal, 2002, "Nonexistence of Constrained Efficient Equilibria When Markets are Incomplete," Econometrica, Econometric Society, volume 70, issue 3, pages 1245-1251, May.
• Grande, Giuseppe & Ventura, Luigi, 2002, "Labor income and risky assets under market incompleteness: Evidence from Italian data," Journal of Banking & Finance, Elsevier, volume 26, issue 2-3, pages 597-620, March.
• Kubler, F. & Chiappori, P. -A. & Ekeland, I. & Polemarchakis, H. M., 2002, "The Identification of Preferences from Equilibrium Prices under Uncertainty," Journal of Economic Theory, Elsevier, volume 102, issue 2, pages 403-420, February.
• Herings, P. J. J. & Polemarchakis, H., 2002, "Equilibrium and arbitrage in incomplete asset markets with fixed prices," Journal of Mathematical Economics, Elsevier, volume 37, issue 2, pages 133-155, April.
• Jean-Luc PRIGENT & Olivier RENAULT & Olivier SCAILLET, 2002, "Option Pricing with Discrete Rebalancing," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp55, Jul.
• Antonio Jimenez-Martinez, 2002, "Notes on the Suboptimality Result by J. D. Geanakoplos and H. M. Polemarchakis (1986)," Department of Economics and Finance Working Papers, Universidad de Guanajuato, Department of Economics and Finance, number EC200507, Jul, revised Dec 2005.
• Alessandro Citanna & Karl Schmedders, 2002, "Controlling Price Volatility Through Financial Innovation," Working Papers, HAL, number hal-00594367, Jan.
• Ishikawa, Ryuichiro & 石川, 竜一郎 & Matsuhisa, Takashi & 松久, 隆 & Hoshino, Yoshiaki & 星野, 良明, 2002, "No Speculation in Rational Expectations under Generalized Information," Discussion Papers, Graduate School of Economics, Hitotsubashi University, number 2002-09, Nov.
• Matsuhisa, Takashi & 松久, 隆 & Ishikawa, Ryuichiro & 石川, 竜一郎 & Hosino, Yoshiaki & 星野, 良明, 2002, "Core Equivalence in Economy under Generalized Information," Discussion Papers, Graduate School of Economics, Hitotsubashi University, number 2002-12, Dec.
• A. De Waegenaere & H. Polemarchakis & L. Ventura, 2002, "Asset Markets and Investment Decisions," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 43, issue 3, pages 857-873, August.
• Richard Blundell & Luigi Pistaferri & Ian Preston, 2002, "Partial insurance, information and consumption dynamics," IFS Working Papers, Institute for Fiscal Studies, number W02/16, Aug.
• Rabah Amir & Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé, 2002, "Market Selection and Survival of Investment Strategies," Discussion Papers, University of Copenhagen. Department of Economics, number 02-16, Oct.
• Egbert Dierker & Hildegard Dierker & Birgit Grodal, 2002, "Are Incomplete Markets Able to Achieve Minimal Efficiency?," Discussion Papers, University of Copenhagen. Department of Economics, number 03-09, Nov.
• R Amir & I Evstigneev & T Hens & K R Schenk-Hoppé, 2002, "Market Selection and Survival of Investment Strategies," Economics Discussion Paper Series, Economics, The University of Manchester, number 0215.
• Alessandro Citanna & Karl Schmedders, 2002, "Controlling Price Volatility Through Financial Innovation," Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science, number 1338, Jan.
• Pradeep Dubey & John Geanakoplos, 2002, "Competitive Pooling: Rothschild-Stiglitz Reconsidered," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 117, issue 4, pages 1529-1570.
• Tirelli, Mario, 2002, "Income Taxation when Markets are Incomplete," MPRA Paper, University Library of Munich, Germany, number 746, Dec.
• Leo Ferraris, 2002, "Inside versus outside money: indeterminacy in GEI models," Working Papers in Public Economics, Department of Economics and Law, Sapienza University of Rome, number 62, Feb.
• Joseph Andria & Manfred Gilli, 2002, "Pricing and hedging options in incomplete markets," Computing in Economics and Finance 2002, Society for Computational Economics, number 163, Jul.
• Thorsten Hens & Klaus Reiner Schenk-Hoppé & Martin Stalder, 2002, "An Application of Evolutionary Finance to Firms Listed in the Swiss Market Index," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 138, issue IV, pages 465-487, December.
• Jan Kallsen, 2002, "Derivative pricing based on local utility maximization," Finance and Stochastics, Springer, volume 6, issue 1, pages 115-140.
• Albert N. Shiryaev & Jan Kallsen, 2002, "The cumulant process and Esscher's change of measure," Finance and Stochastics, Springer, volume 6, issue 4, pages 397-428.
• Gabrielle Demange, 2002, "On optimality in intergenerational risk sharing," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 20, issue 1, pages 1-27.
• Jean-Marc Bottazzi, 2002, "Incomplete markets: transverse financial structures," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 20, issue 1, pages 67-82.
• Mário R. Páscoa & Aloisio P. Araujo, 2002, "Bancruptcy in a model of unsecured claims," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 20, issue 3, pages 455-481.
• Predtetchinski, A. & Herings, P.J.J. & Peters, H.J.M., 2002, "The strong sequential core in a dynamic exchange economy," Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR), number 003, Jan, DOI: 10.26481/umamet.2002003.
• Geerings, J. & Bollen, L.H.H. & Hassink, H.F.D., 2002, "Investor relations on the internet: a survey in the Euronext zone," Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR), number 008, Jan, DOI: 10.26481/umamet.2002008.
• Predtetchinski, A. & Herings, P.J.J. & Perea ý Monsuwé, A., 2002, "The weak sequential core for two-period economies," Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR), number 011, Jan, DOI: 10.26481/umamet.2002011.
• Albert Marcet & Francesc Obiols-Homs & Philippe Weil, 2002, "Incomplete markets, labor supply and capital accumulation," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 659, Oct, revised Oct 2003.
• Giorgio Primiceri & Thijs van Rens, 2002, "Inequality over the business cycle: Estimating income risk using micro-data on consumption," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 943, Jul, revised Oct 2004.
• Eckhard Platen, 2002, "A Benchmark Framework for Integrated Risk Management," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 82, Jun.
• Egbert Dierker & Hildegard Dierker & Birgit Grodal, 2002, "Are Incomplete Markets Able to Achieve Minimal Efficiency?," Vienna Economics Papers, University of Vienna, Department of Economics, number vie0212, Nov.
• Predtetchinski A. & Herings P.J.J. & Perea A., 2002, "The Weak Sequential Core for Two-period Economies," Game Theory and Information, University Library of Munich, Germany, number 0203008, Mar.
• Arkadi Predtetchinski & P. Jean-Jacques Herings & Hans Peters, 2002, "The Strong Sequential Core in a Dynamic Exchange Economy," Game Theory and Information, University Library of Munich, Germany, number 0205004, Feb.
• Erkan Yalcin, 2002, "Existence of Equilibrium in Incomplete Markets with Non-Ordered Preferences," GE, Growth, Math methods, University Library of Munich, Germany, number 0204002, Apr.
• Giorgio Primiceri & Thijs van Rens, 2002, "Inequality over the Business Cycle: Estimating Income Risk using Micro-Data on Consumption," Macroeconomics, University Library of Munich, Germany, number 0212003, Dec.

2001

• Héraclès M. Polemarchakis & Luigi Ventura, 2001, "The Relevance of Extrinsic Uncertainty," Annals of Economics and Statistics, GENES, issue 62, pages 175-191.
• Frank Niehaus, 2001, "The Influence of Heterogeneous Preferences on Asset Prices in an Incomplete Market Model," CeNDEF Workshop Papers, January 2001, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 2A.2, Jan.
• Carsten K. Nielsen, 2001, "Three Exchange Rate Regimes and a Monetary Union: Determinacy, Currency Crises, and Welfare," Working Papers, Banco de España, number 0104.
• Giuseppe Grande & Luigi Ventura, 2001, "Labor Income and Risky Assets under Market Incompleteness: Evidence from Italian Data," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 399, Mar.
• Erdem Basci & Ismail Saglam, 2001, "Bertrand-Edgeworth Equilibrium in a Cash-Advance Economy," Working Papers, Department of Economics, Bilkent University, number 0104.
• Erdem Basci & Nur Ata, 2001, "Existence of Competitive Equilibrium under Financial Constraints and Increasing Returns," Working Papers, Department of Economics, Bilkent University, number 0105.
• Abraham Lioui & Patrice Poncet, 2001, "Dynamic Asset Pricing With Non-Redundant Forwards," Working Papers, Bar-Ilan University, Department of Economics, number 2001-10, May.
• Abraham Lioui & Patrice Poncet, 2001, "General Equilibrium Pricing of Trading Strategy Risk," Working Papers, Bar-Ilan University, Department of Economics, number 2001-13, Jul.
• Herakles Polemarchakis, 2001, "The taxation of trades in assests," Working Papers, Brown University, Department of Economics, number 2001-21.
• CITANNA, Alessandro & POLEMARCHAKIS, Herakles M. & TIRELLI, Mario, 2001, "The taxation of trades in assets," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2001017, Apr.
• Gottardi, Piero & Rahi, Rohit, 2001, "Efficiency Properties of Rational Expectations Equilibria with Asymmetric Information," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 2922, Aug.
• Tao Zha, 2001, "Bankruptcy Law, Capital Allocation, and Aggregate Effects: A Dynamic Heterogenous Agent Model with Incomplete Markets," Annals of Economics and Finance, Society for AEF, volume 2, issue 2, pages 379-400, November.
• Pradeep Dubey & John Geanakoplos & Martin Shubik, 2001, "Default and Punishment in General Equilibrium," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1304, May.
• Pradeep Dubey & John Geanakoplos & Martin Shubik, 2001, "Default and Punishment in General Equilibrium," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1304R5, May, revised Mar 2004.
• Pradeep Dubey & John Geanakoplos, 2001, "Signalling and Default: Rothschild-Stiglitz Reconsidered," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1305, May.
• Pradeep Dubey & John Geanakoplos, 2001, "Insurance Contracts Designed by Competitive Pooling," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1315, Aug.
• John Geanakoplos, 2001, "Liquidity, Default and Crashes: Endogenous Contracts in General Equilibrium," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1316, Aug.
• John Geanakoplos, 2001, "Liquidity, Default and Crashes: Endogenous Contracts in General Equilibrium," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1316R2, Aug, revised Jun 2002.
• Larry Blume & David Easley, 2001, "If You're So Smart, Why Aren't You Rich? Belief Selection in Complete and Incomplete Markets," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1319, Aug.
• Pradeep Dubey & John Geanakoplos, 2001, "Competitive Pooling: Rothschild-Stiglitz Reconsidered," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1346, Dec.
• Pradeep Dubey & John Geanakoplos, 2001, "Competitive Pooling: Rothschild-Stiglitz Reconsidered," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1346R2, Dec, revised Feb 2002.
• CRES, Herve & TVEDE, Mich, 2001, "Voting in assemblies of shareholders and incomplete markets," HEC Research Papers Series, HEC Paris, number 722, Feb.
• CRES, Herve & TVEDE, Mich, 2001, "Proxy fights in incomplete markets: when majority voting and sidepayments are equivalent," HEC Research Papers Series, HEC Paris, number 726, Mar.
• Gottardi, Piero & Rahi, Rohit, 2001, "Efficiency properties of rational expectations equilibria with asymmetric information," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 25059, Jun.
• Jinill Kim & Sunghyun Henry Kim & Andrew T. Levin, 2001, "Patience, persistence and welfare costs of incomplete markets in open economies," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 696.
• Rohit Rahi & Piero Gottardi, 2001, "Efficiency Properties of Rational Expectations Equilibria with Asymmetric Information," FMG Discussion Papers, Financial Markets Group, number dp381, Jun.
• Laurent Calvet & Martin Gonzalez-Eiras & Paolo Sodini, 2001, "Financial Innovation, Market Participation and Asset Prices," Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research, number 1928.
• Sujoy Mukerji & Jean-Marc Tallon, 2001, "Ambiguity Aversion and Incompleteness of Financial Markets," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00174539.
• Sujoy Mukerji & Jean-Marc Tallon, 2001, "Ambiguity Aversion and Incompleteness of Financial Markets," Post-Print, HAL, number halshs-00174539.
• Gabrielle Demange, 2001, "On optimality in intergenerational risk sharing," Post-Print, HAL, number halshs-00581414, Mar, DOI: 10.1007/s001990100199.
• Hervé Crès & Mich Tvede, 2001, "Voting in Assemblies of Shareholders and Incomplete Markets," Working Papers, HAL, number hal-00597193.
• Hervé Crès & Mich Tvede, 2001, "Proxy fights in incomplete markets: when majority voting and sidepayments are equivalent," Working Papers, HAL, number hal-00597200, Oct.
• Mich Tvede & Hervé Crès, 2001, "Voting in Assemblies of shareholders and Incomplete Markets," Working Papers, HAL, number hal-01064884.
• Hervé Crès & Mich Tvede, 2001, "Proxy fights in incomplete markets: when majority voting and sidepayments are equivalent," Working Papers, HAL, number hal-01065004, Oct.
• Niehaus, Frank, 2001, "The Influence of Heterogeneous Preferences on Asset Prices in an Incomplete Market Model," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-234, Feb.
• Calvet, Laurent & Gonzalez-Eiras, Martin & Sodini, Paolo, 2001, "Financial Innovation, Market Participation and Asset Prices," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 464, Aug.
• Subir Chattopadhyay, 2001, "Long-Lived Assets, Incomplete Markets, And Optimality," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2001-10, Apr.
• Herrmann-Pillath Carsten, 2001, "A General Refutation of the Law of One Price as Empirical Hypothesis / Eine allgemeine Widerlegung des „Gesetzes des einheitlichen Preises“ als einer empirischen Hypothese," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 221, issue 1, pages 45-67, February, DOI: 10.1515/jbnst-2001-0105.
• Peghe Braila & Claude Wampach, 2001, "Undiversifiable Returns in a CAPM Economy," Discussion Papers, University of Copenhagen. Department of Economics, number 01-08, Jul.
• Egbert Dierker & Hildegard Dierker & Birgit Grodal, 2001, "Small Income Effects Destroy the Constrained Efficiency of All Equilibria in Finance Economies with Production," Discussion Papers, University of Copenhagen. Department of Economics, number 01-11, Sep.
• Kenneth L. Judd & Sy-Ming Guu, 2001, "Asymptotic Methods for Asset Market Equilibrium Analysis," NBER Working Papers, National Bureau of Economic Research, Inc, number 8135, Feb.
• P. Dubey & J. Geanakoplos & M . Shubik, 2001, "Default and Punishment in General Equilibrium," Department of Economics Working Papers, Stony Brook University, Department of Economics, number 01-07.
• P. Dubey & J. Geanakoplos, 2001, "Insurance Contracts Designed by Competitive Pooling," Department of Economics Working Papers, Stony Brook University, Department of Economics, number 01-09.
• P. Dubey & J. Geanakoplos, 2001, "Competitive Pooling: Rothschild-Stiglitz Reconsidered," Department of Economics Working Papers, Stony Brook University, Department of Economics, number 01-10.
• Sujoy Mukerji & Jean-Marc Tallon, 2001, "Ambiguity Aversion and Incompleteness of Financial Markets," The Review of Economic Studies, Review of Economic Studies Ltd, volume 68, issue 4, pages 883-904.
• Vicky Henderson, 2001, "Stock Based Compensation: Firm-specific risk, Efficiency and Incentives," Economics Series Working Papers, University of Oxford, Department of Economics, number 2002-FE-01, Nov.
• Felix Kubler & Karl Schmedders, 2001, "Incomplete Markets, Transitory Shocks, and Welfare," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 4, issue 4, pages 747-766, October, DOI: 10.1006/redy.2001.0134.