Research classified by Journal of Economic Literature (JEL) codes

1. Agricultural Policy

2001

• Dietmar P.J. Leisen and Kenneth L. Judd, 2001, "A Partial Equilibrium Model of Option Markets," Computing in Economics and Finance 2001, Society for Computational Economics, number 219, Apr.
• Karl Schmedders, Felix Kubler, 2001, "Asset Pricing in Models with incomplete markets and default," Computing in Economics and Finance 2001, Society for Computational Economics, number 58, Apr.
• Frank Niehaus, 2001, "The Influence of Heterogeneous Preferences on Asset Prices in an Incomplete Market Model," Computing in Economics and Finance 2001, Society for Computational Economics, number 60, Apr.
• Jinill Kim, Sunghyun Kim, and Andrew Levin, 2001, "Patience, Persistence, and Welfare Costs of Incomplete Markets in Open Economies," Computing in Economics and Finance 2001, Society for Computational Economics, number 7, Apr.
• Laura Carosi, 2001, "Optimality in a financial economy with outside money and restricted participation," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 24, issue 1, pages 1-19, May, DOI: 10.1007/s102030170006.
• Stefan Jaschke & Uwe Küchler, 2001, "Coherent risk measures and good-deal bounds," Finance and Stochastics, Springer, volume 5, issue 2, pages 181-200.
• Sy-Ming Guu & Kenneth L. Judd, 2001, "Asymptotic methods for asset market equilibrium analysis," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 18, issue 1, pages 127-157.
• Karl Schmedders, 2001, "Monopolistic security design in finance economies," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 18, issue 1, pages 37-72.
• Felix Kubler, 2001, "Computable general equilibrium with financial markets," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 18, issue 1, pages 73-96.
• Marcos B. Lisboa, 2001, "Moral hazard and general equilibrium in large economies," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 18, issue 3, pages 555-575.
• Tito Pietra, 2001, "The set of sunspot equilibria in economies with incomplete financial markets: variable asset prices," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 18, issue 3, pages 649-659.
• Eduardo L. Giménez, 2001, "Complete and Incomplete Markets with Short-Sale Constraints," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 01-034/1, Mar.
• Egbert Dierker & Hildegard Dierker & Birgit Grodal, 2001, "Nonexistence of constrained Efficient Equilibria when Markets are Incomplete," Vienna Economics Papers, University of Vienna, Department of Economics, number vie0111, Aug.
• Lawrence Blume & David Easley, 2001, "If You're So Smart, Why Aren't You Rich? Belief Selection in Complete and Incomplete Markets," Working Papers, Santa Fe Institute, number 01-06-031, Jun.
• P.J.J. Herings & F. Kubler, 2001, "Computing Equilibria in Finance Economies," GE, Growth, Math methods, University Library of Munich, Germany, number 0205003, Oct.
• Koop, Michael J., 2001, "Capital Income Taxation of Asymmetric Countries," Kiel Working Papers, Kiel Institute for the World Economy, number 1041.

2000

• Kajii, A. & Hara, C., 2000, "On the Range of the Risk-Free Interest Rate in Incomplete Markets," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0030, Dec.
• Felix Kubler & Karl Schmedders, 2000, "Incomplete Markets, Transitory Shocks and Welfare," Levine's Working Paper Archive, David K. Levine, number 2133, Sep.
• TIRELLI, Mario, 2000, "Capital income taxation when markets are incomplete," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2000011, Feb.
• TIRELLI, Mario, 2000, "Constrained suboptimality and financial innovation in GEI with a single commodity," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2000019, Mar.
• CHIAPPORI, Pierre-André & EKELAND, Ivar & KUBLER, Félix & POLEMARCHAKIS, Heracles, 2000, "The identification of preferences from equilibrium prices under uncertainty," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2000025, Mar.
• HERINGS, Jean-Jacques & POLEMARCHAKIS, Heracles, 2000, "Equilibrium and arbitrage in incomplete asset markets with fixed prices," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2000026, Mar.
• Martin Shubik, 2000, "The Theory of Money," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1253, Apr.
• POLEMARCHAKIS, Heracles M. & CHIAPPORI, P. A. & KUBLER, F. & EKELAND, I., 2000, "The identification of preferences from equilibrium prices under uncertainty," HEC Research Papers Series, HEC Paris, number 689, Jan.
• POLEMARCHAKIS, Heracles M. & VENTURA, Luigi, 2000, "The relevance of extrinsic uncertainty," HEC Research Papers Series, HEC Paris, number 691, Jan.
• CITANNA, Alessandro, 2000, "Competitive Equilibrium with moral hazard in Economies with multiple commodities," HEC Research Papers Series, HEC Paris, number 693, Jan.
• Polemarchakis, H. M. & Herings, P. J. J., 2000, "Pareto improving price regulation when the asset market is incomplete," HEC Research Papers Series, HEC Paris, number 694, Feb.
• Polemarchakis, H. M. & Herings, P. J. J., 2000, "Equilibrium and arbitrage in incomplete asset markets with fixed prices," HEC Research Papers Series, HEC Paris, number 696, Feb.
• CITANNA, Alessandro, 2000, "Competitive Equilibrium with Moral Hazard in Economies with Multiple Commodities," HEC Research Papers Series, HEC Paris, number 700, Jan.
• CITANNA, Alessandro, 2000, "Proportional transaction costs on asset trades : a note on existence by homotopy methods," HEC Research Papers Series, HEC Paris, number 717, Dec.
• CITANNA, Alessandro & POLEMARCHAKIS, Heracles M. & TIRELLI, M., 2000, "The Taxation of Trades in assets," HEC Research Papers Series, HEC Paris, number 721, Dec.
• Tullio Jappelli & Luigi Pistaferri, 2000, "Intertemporal Choice and Consumption Mobility," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 0118, Aug.
• P. Jean-Jacques Herings & Felix Kubler, 2000, "The Robustness of the CAPM-A Computational Approach," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 0400, Aug.
• Rohit Rahi, 2000, "Efficiency Properties of Rational Expectations Equilibria with Asymmetric Information," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 1468, Aug.
• Broadie, Mark & Detemple, Jerome & Ghysels, Eric & Torres, Olivier, 2000, "Nonparametric estimation of American options' exercise boundaries and call prices," Journal of Economic Dynamics and Control, Elsevier, volume 24, issue 11-12, pages 1829-1857, October.
• Brock, William A. & de Fontnouvelle, Patrick, 2000, "Expectational diversity in monetary economies," Journal of Economic Dynamics and Control, Elsevier, volume 24, issue 5-7, pages 725-759, June.
• Broadie, Mark & Detemple, Jerome & Ghysels, Eric & Torres, Olivier, 2000, "American options with stochastic dividends and volatility: A nonparametric investigation," Journal of Econometrics, Elsevier, volume 94, issue 1-2, pages 53-92.
• Polemarchakis, H. M. & Seccia, G., 2000, "A Role for Monetary Policy when Prices Reveal Information: An Example," Journal of Economic Theory, Elsevier, volume 95, issue 1, pages 107-115, November.
• Monteiro, Paulo Klinger & Pascoa, Mario R., 2000, "Discreteness of equilibria in incomplete markets with a continuum of states," Journal of Mathematical Economics, Elsevier, volume 33, issue 2, pages 229-237, March.
• Prigent, Jean-Luc & Renault, Olivier & Scaillet, Olivier, 2000, "An auto-regressive conditional binomial option pricing model," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119095, Nov.
• Olivier Renault & Jean-Luc Prigent & Olivier Scaillet, 2000, "An Autoregressive Conditional Binomial Option Pricing Model," FMG Discussion Papers, Financial Markets Group, number dp364, Nov.
• Hatlebakk, M., 2000, "Why the Poor can Gain from Increased Interest Rates in Grameen Bank," Norway; Department of Economics, University of Bergen, Department of Economics, University of Bergen, number 2300.
• Courrege, P. & Lacroix, J. & Matarasso, P., 2000, "Dynamique et marche intertemporel : deroulement reel et anticipations," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 2000.66.
• J.-P. Lesne & Jean-Luc Prigent & O. Scaillet, 2000, "Convergence of discrete time option pricing models under stochastic interest rates," Post-Print, HAL, number hal-03679673, Jan, DOI: 10.1007/s007800050004.
• Hervé Crès, 2000, "Majority Stable Production Equilibria: A Multivariate Mean Shareholders Theorem," Working Papers, HAL, number hal-00598173, Jul.
• Jean-Jacques Herings & Heracles M. Polemarchakis, 2000, "Pareto Improving Price Regulation When the Asset Market is Incomplete," Working Papers, HAL, number hal-00598233.
• Jean-Jacques Herings & Heracles M. Polemarchakis, 2000, "Equilibrium and Arbitrage in Incomplete Asset Markets with Fixed Prices," Working Papers, HAL, number hal-00598238.
• Heracles M. Polemarchakis & Luigi Ventura, 2000, "The Relevance of Extrinsic Uncertainty," Working Papers, HAL, number hal-00598239.
• Hervé Crès, 2000, "Majority Stable Production Equilibria: A Multivariate Mean Shareholders Theorem," Working Papers, HAL, number hal-01064883, Jul.
• Antonio Jiménez-Martínez & Subir Chattopadhyay, 2000, "The Unit Root Property When Markets Are Sequentially Incomplete," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2000-32, Dec.
• Egbert Dierker & Hildegard Dierker & Birgit Grodal, 2000, "Nonexistence of Constrained Efficient Equilibria when Markets are Incomplete," CIE Discussion Papers, University of Copenhagen. Department of Economics. Centre for Industrial Economics, number 2000-07, Oct.
• Felix Kubler & Karl Schmedders, 2000, "Incomplete Markets, Transitory Shocks, and Welfare," Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science, number 1285, Feb.
• Karl Schmedders, 2000, "Monopolistic Security Design in Finance Economies," Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science, number 1288, Mar.
• José M. Marín & Rohit Rahi, 2000, "Information Revelation and Market Incompleteness," The Review of Economic Studies, Review of Economic Studies Ltd, volume 67, issue 3, pages 563-579.
• Dimitrios P Tsomocos, 2000, "Equilibrium Analysis, Banking and Financial Instability," Economics Series Working Papers, University of Oxford, Department of Economics, number 2003-FE-08, Jan.
• Sujoy Mukerji & Jean-Marc Tallon & Université Paris I Panthéon-Sorbonne, 2000, "Ambiguity Aversion and Incompleteness of Financial Markets," Economics Series Working Papers, University of Oxford, Department of Economics, number 46, Dec.
• Jacques H. Drèze, 2000, "Sur la macroéconomie de l'incertitude et des marchés incomplets," Revue de l'OFCE, Programme National Persée, volume 72, issue 1, pages 7-37, DOI: 10.3406/ofce.2000.1568.
• Enrique L. Kawamura, 2000, "Investor´s Distrust and the Marketing of New Financial Assets," Working Papers, Universidad de San Andres, Departamento de Economia, number 23, Mar, revised Apr 2004.
• Karl Schmedders, 2000, "Monopolistic Security Design In Finance Economies," Computing in Economics and Finance 2000, Society for Computational Economics, number 129, Jul.
• Felix Kubler & Karl Schmedders, 2000, "Incomplete Markets, Transitory Shocks And Welfare," Computing in Economics and Finance 2000, Society for Computational Economics, number 130, Jul.
• Eva Carceles, 2000, "Asset Prices And Business Cycles Under Market Incompleteness," Computing in Economics and Finance 2000, Society for Computational Economics, number 364, Jul.
• Pighi Braila & Alessandro Turrini, 2000, "Asset Market Structure and Growth," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 45, Jul.
• O. Scaillet & J.-L. Prigent & J.-P. Lesne, 2000, "Convergence of discrete time option pricing models under stochastic interest rates," Finance and Stochastics, Springer, volume 4, issue 1, pages 81-93.
• Marco Frittelli, 2000, "Introduction to a theory of value coherent with the no-arbitrage principle," Finance and Stochastics, Springer, volume 4, issue 3, pages 275-297.
• Giulio Seccia, 2000, "Informational efficiency properties of rational expectations equilibria in non-convex economies," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 16, issue 2, pages 323-332.
• Herings, P.J.J. & Kubler, F., 2000, "The Robustness of CAPM-A Computational Approach," Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR), number 002, Jan, DOI: 10.26481/umamet.2000002.
• Herings, P.J.J. & Polemarchakis, H.M., 2000, "Equilibrium and arbitrage in incomplete asset markets with fixed prices," Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR), number 004, Jan, DOI: 10.26481/umamet.2000004.
• Herings, P.J.J. & Polemarchakis, H.M., 2000, "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 016, Jan, DOI: 10.26481/umamet.2000016.
• Herings, P.J.J. & Kubler, F., 2000, "Computing equilibria in finance economies," Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR), number 022, Jan, DOI: 10.26481/umamet.2000022.
• de Ruyter, J.C. & Wetzels, M.G.M., 2000, "The role of corporate image and extension similarity in service brand extensions," Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR), number 035, Jan, DOI: 10.26481/umamet.2000035.
• Steven J. Davis & Paul Willen, 2000, "Occupation-Level Income Shocks and Asset Returns: Their Covariance and Implications for Portfolio Choice," CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago, number 523, Aug.
• Martin Shubik, 2000, "The Theory of Money," Working Papers, Santa Fe Institute, number 00-03-021, Mar.

1999

• MINELLI, Enrico & POLEMARCHAKIS, Heracles, 1999, "Nash-Walras equilibria of a large economy," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1999043, Jun.
• HEIFETZ, Aviad & MINELLI, Enrico & POLEMARCHAKIS, Heracles, 1999, "Arbitrage and equilibrium with exchangeable risks," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1999046, Aug.
• Jappelli, Tullio & Pistaferri, Luigi, 1999, "Consumption Insurance or Consumption Mobility," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 2148, May.
• Bhattacharya, Sudipto & Nicodano, Giovanna, 1999, "Insider Trading, Investment and Liquidity," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 2251, Oct.
• Jean -Luc Prigent & Olivier Renault & Olivier Scaillet, 1999, "Option Pricing with Discrete Rebalancing," Working Papers, Center for Research in Economics and Statistics, number 99-61.
• Jean -Luc Prigent & Olivier Renault & Olivier Scaillet, 1999, "An Autoregressive Conditional Binomial Option Pricing Model," Working Papers, Center for Research in Economics and Statistics, number 99-65.
• John Mackinnon, 1999, "Food storage, multiple equilibria and instability: Why stable markets may become unstable during food crises," CSAE Working Paper Series, Centre for the Study of African Economies, University of Oxford, number 1999-01.
• Prigent, J.-L. & Renault, O. & Scaillet, O., 1999, "Option Pricing with Discrete Rebalancing," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 1999029, Feb, revised 00 Oct 1999.
• Luigi VENTURA, 1999, "On a shareholder constrained efficient criterion for strategic firms," Discussion Papers (REL - Recherches Economiques de Louvain), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 1999031, Sep.
• Chattopadhyay, Subir, 1999, "Information, Stabilization, And Welfare: The Case Of Sunspots," Macroeconomic Dynamics, Cambridge University Press, volume 3, issue 4, pages 463-481, December.
• P. Jean-Jacques Herings & Heracles M. Polemarchakis, 1999, "Pareto Improving Price Regulation When the Asset Market Is Incomplete," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1210, Feb.
• Alessandro, CITANNA & Antonio, VILLANACCI, 1999, "Incomplete Markets, Allocative Efficiency and the Information Revealed by Prices," HEC Research Papers Series, HEC Paris, number 684, Oct.
• Alessandro, CITANNA, 1999, "Financial Innovation and Price Volatility," HEC Research Papers Series, HEC Paris, number 685, Oct.
• Herings, P. Jean-Jacques, 1999, "A note on 'stability of tatonnement processes of short period equilibria with rational expectations'," Journal of Mathematical Economics, Elsevier, volume 32, issue 3, pages 333-338, November.
• Zigrand, Jean-Pierre, 1999, "Arbitrage and endogenous market integration," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119127, Mar.
• J.L. Prigent & O. Renault & O. Scaillet., 1999, "Option pricing with discrete rebalancing," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 99-41.
• Kast, R. & Lapied, A., 1999, "Precautionary Savings in Incomplete Financial Markets," G.R.E.Q.A.M., Universite Aix-Marseille III, number 99a14.
• Laurent E. Calvet, 1999, "Incomplete Markets and Volatility," Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research, number 1865.
• Mukerji, S. & Tallon, J.-M., 1999, "Ambiguity Aversion and Incompleteness of Financial Markets," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 1999-28.
• Bottazzi, J.-M., 1999, "Incomplete Markets : "Financial Engineering" of Transverse Asset Structures," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 1999-64.
• Bottazzi, J.-M. & Meddeb, M., 1999, "On Generically Complete Markets With an Open-Ended Horizon," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 1999.83.
• Eckwert, B. & Zilcha, I., 1999, "Incomplete Risk Sharing Arrangements and the Value of Information," Papers, Tel Aviv, number 13-99.
• Tomaso Duso, 1999, "Complete Markets in Italy: An Analysis on Micro Data," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, volume 58, issue 1, pages 1-25, April.
• Enrico Minelli & Heracles M. Polemarchakis, 1999, "Nash-walras Equilibria of a Large Economy," Working Papers, HAL, number hal-00601580.
• Subir Chattopadhyay, 1999, "- Information, Stabilization, And Welfare: The Case Of Sunspots," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 1999-02, Feb.
• Søren Kyhl, 1999, "Enforcement of Contracts when Markets are Incomplete," Discussion Papers, University of Copenhagen. Department of Economics, number 99-16, Jul.
• Claus Munk, 1999, "The Valuation of Contingent Claims under Portfolio Constraints: Reservation Buying and Selling Prices," Review of Finance, European Finance Association, volume 3, issue 3, pages 347-388.
• Ayse Imrohoroglu & Selahattin Imrohoroglu & Douglas Joines, 1999, "Code for Social Security in an Overlapping Generations Model with Land," Computer Codes, Review of Economic Dynamics, number imrohoroglu99, revised .
• Mariacristina De Nardi & Selahattin Imrohoroglu & Thomas J. Sargent, 1999, "Projected U.S. Demographics and Social Security," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 2, issue 3, pages 575-615, July, DOI: 10.1006/redy.1999.0067.
• Ayse Imrohoroglu & Selahattin Imrohoroglu & Douglas H. Joines, 1999, "Social Security in an Overlapping Generations Economy with Land," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 2, issue 3, pages 638-665, July, DOI: 10.1006/redy.1999.0066.
• Antonio Mele & Fabio Fornari, 1999, "ARCH Models and Option Pricing: the Continuous-Time Connection," Computing in Economics and Finance 1999, Society for Computational Economics, number 113, Mar.
• Tullio Jappelli & Luigi Pistaferri, 1999, "Consumption Insurance or Consumption Mobility?," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 19, Apr.
• Tullio Jappelli & Luigi Pistaferri, 1999, "Intertemporal Choice and Consumption Mobility," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 23, Oct.
• Ronel Elul, 1999, "Welfare-improving financial innovation with a single good," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 13, issue 1, pages 25-40.
• Thorsten Hens & Piero Gottardi, 1999, "Disaggregation of excess demand and comparative statics with incomplete markets and nominal assets," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 13, issue 2, pages 287-308.
• Richard C. Stapleton, 1999, "Some recent developments in capital market theory: A survey," Spanish Economic Review, Springer;Spanish Economic Association, volume 1, issue 1, pages 1-20.
• Herings, P.J.J. & Kubler, F., 1999, "The Robustness of the CAPM - A Computational Approach," Discussion Paper, Tilburg University, Center for Economic Research, number 1999-54.
• Herings, P.J.J. & Polemarchakis, H.M., 1999, "Pareto Improving Price Regulation when the Asset Market is Incomplete," Discussion Paper, Tilburg University, Center for Economic Research, number 1999-30.
• Herings, P.J.J. & Kubler, F., 1999, "The Robustness of the CAPM - A Computational Approach," Other publications TiSEM, Tilburg University, School of Economics and Management, number 06a4e5b2-f380-4d5b-a96f-8.
• Herings, P.J.J. & Polemarchakis, H.M., 1999, "Pareto Improving Price Regulation when the Asset Market is Incomplete," Other publications TiSEM, Tilburg University, School of Economics and Management, number e8494eae-638c-4951-8a6b-e.
• A. Gamba & P. Pellizzari, 1999, "Utility based pricing of contingent claims," Finance, University Library of Munich, Germany, number 9902003, Feb, revised 14 Oct 2002.

1998

• Erdem Basci & Ismail Saglam, 1998, "On the Importance of Sequencing of Markets in Monetary Economies," Working Papers, Department of Economics, Bilkent University, number 9802.
• VENTURA, Luigi, 1998, "Investment decisions and normalization with incomplete markets: a remark," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1998028, May.
• HERINGS, Jean-Jacques & POLEMARCHAKIS, Heracles, 1998, "Pareto improving price regulation when the asset market is incomplete," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1998041, Jun.
• SALTO, Matteo, 1998, "Indeterminacy of equilibrium allocations in monetary open economies," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1998062, Nov.
• BRAILA, Chrissopighi & TURRINI, Alessandro, 1998, "Assets, human capital, and growth," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1998063, Nov.
• Fernández, Raquel, 1998, "Education and Borrowing Constraints: Tests Vs. Prices," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 1913, Jul.
• Jean-Philippe Lesne & Jean-Luc Prigent & Olivier Scaillet, 1998, "Convergence of Discrete Time Option Pricing Models Under Stochastic Interest Rates," Working Papers, Center for Research in Economics and Statistics, number 98-51.
• Fernandez, R., 1998, "Education and Borrowing Constraints: Tests vs Prices," Working Papers, C.V. Starr Center for Applied Economics, New York University, number 98-17.
• Asea, Patrick K. & Ncube, Mthuli, 1998, "Heterogeneous information arrival and option pricing," Journal of Econometrics, Elsevier, volume 83, issue 1-2, pages 291-323.
• Bhattacharya, Joydeep & Guzman, Mark G. & Shell, Karl, 1998, "Price Level Volatility: A Simple Model of Money Taxes and Sunspots," Journal of Economic Theory, Elsevier, volume 81, issue 2, pages 401-430, August.
• Polemarchakis, H. M. & Siconolfi, P., 1998, "Prices, Asset Markets and Indeterminacy," Journal of Economic Theory, Elsevier, volume 82, issue 1, pages 46-64, September.
• Aliprantis, C. D. & Brown, D. J. & Polyrakis, I. A. & Werner, J., 1998, "Portfolio dominance and optimality in infinite security markets," Journal of Mathematical Economics, Elsevier, volume 30, issue 3, pages 347-366, October.
• F. Fornari & A. Mele, 1998, "ARCH Models and Option Pricing : The Continuous Time Connection," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 98-30.
• Mariacristina De Nardi & Selahattin Imrohoroglu & Thomas J. Sargent, 1998, "Projected U.S. demographics and social security," Working Paper Series, Federal Reserve Bank of Chicago, number WP-98-14.
• Süleyman Basak & Benjamin Croitoru, , "Capital Market Equilibrium with Mispricing and Arbitrage Activity," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 06-98.
• Fornari, F. & Mele, A., 1998, "ARCH Models and Option Pricing: The Continuous Time Connection," Papers, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor., number 9830.
• Chang, S.W., 1998, "Equity as a Call Option on Mean-Reverting Cash Flows," Papers, University of Southampton - Department of Accounting and Management Science, number 97-138.
• David Cass & Alessandro Citanna, 1998, "Pareto Improving Financial Innovation in Incomplete Markets," Post-Print, HAL, number hal-00479286, Apr, DOI: 10.1007/s001990050198.
• Alessandro Citanna & Atsushi Kajii & Antonio Villanacci, 1998, "Constrained suboptimality in incomplete markets: a general approach and two applications," Post-Print, HAL, number hal-00479390, Apr, DOI: 10.1007/s001990050199.
• Salvatore Modica & Aldo Rustichini & Jean-Marc Tallon, 1998, "Unawareness and bankruptcy: A general equilibrium model," Post-Print, HAL, number halshs-00499386, Aug, DOI: 10.1007/s001990050221.
• Jean-Jacques Herings & Heracles M. Polemarchakis, 1998, "Pareto Improving Price Regulation When the Asset Market is Incomplete," Working Papers, HAL, number hal-00601578.
• Raquel Fernandez, 1998, "Education and Borrowing Constraints: Tests vs. Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 6588, Jun.
• Bilgili, Faik & Bilgili, Emine, 1998, "Bütçe açığının cari işlemler üzerindeki etkileri: Teori ve uygulama
  [The effects of budget deficit on current account balance: Theory and empirical evidence]," MPRA Paper, University Library of Munich, Germany, number 80866.
• Youngjae Lim & Robert Townsend, 1998, "General Equilibrium Models of Financial Systems: Theory and Measurement in Village Economies," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 1, issue 1, pages 59-118, January, DOI: 10.1006/redy.1997.0003.
• Ioannis Karatzas & (*), S. G. Kou, 1998, "Hedging American contingent claims with constrained portfolios," Finance and Stochastics, Springer, volume 2, issue 3, pages 215-258.
• David G. Hobson, 1998, "Robust hedging of the lookback option," Finance and Stochastics, Springer, volume 2, issue 4, pages 329-347.
• Halil Mete Soner & Guy Barles, 1998, "Option pricing with transaction costs and a nonlinear Black-Scholes equation," Finance and Stochastics, Springer, volume 2, issue 4, pages 369-397.
• Gaetano Antinolfi & Todd Keister, 1998, "Options and sunspots in a simple monetary economy," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 11, issue 2, pages 295-315.
• 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), volume 11, issue 2, pages 443-455.
• David Cass & Alessandro Citanna, 1998, "Pareto improving financial innovation in incomplete markets," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 11, issue 3, pages 467-494.
• Atsushi Kajii & Antonio Villanacci & Alessandro Citanna, 1998, "Constrained suboptimality in incomplete markets: a general approach and two applications," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 11, issue 3, pages 495-521.
• Salvatore Modica & J.-Marc Tallon & Aldo Rustichini, 1998, "Unawareness and bankruptcy: A general equilibrium model," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 12, issue 2, pages 259-292.

1997

• Zhang, Harold H, 1997, "Endogenous Borrowing Constraints with Incomplete Markets," Journal of Finance, American Finance Association, volume 52, issue 5, pages 2187-2209, December.
• Jérôme Detemple & Piero Gottardi, 1997, "Aggregation, Efficiency and Mutual Fund Separation in Incomplete Markets," CIRANO Working Papers, CIRANO, number 97s-11, Mar.
• Jérôme Detemple & Shashidhar Murthy, 1997, "Equilibrium Asset Prices and No-Arbitrage with Portfolio Constraints," CIRANO Working Papers, CIRANO, number 97s-12, Mar.
• Eric Ghysels & Valentin Patilea & Eric Renault & Olivier Torrès, 1997, "Nonparametric Methods and Option Pricing," CIRANO Working Papers, CIRANO, number 97s-19, Apr.
• KLINGER MONTEIRO, Paulo & PASCOA, Mario R., 1997, "Discreteness of equilibria in incomplete markets with a continuum of states," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1997043, Jun.
• HARA, Chiaki, 1997, "Robustness of the coordinating role of a redundant security," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1997057, Aug.
• GHYSELS, Eric & PATILEA, Valentin & RENAULT, Eric & TORRES, Olivier, 1997, "Nonparametric methods and option pricing," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1997075, Oct.
• Fernández, Raquel & Galí, Jordi, 1997, "To Each According To...? Markets, Tournaments, and the Matching Problem with Borrowing Constraints," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 1627, May.
• Sørensen, Bent E & Yosha, Oved, 1997, "Income and Consumption Smoothing Among US States: Regions or Clubs?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 1670, Jul.
• Fernandez, Raquel & Gali, Jordi, 1997, "To Each According to ...?: Markets, Tournaments, and The Matching Problem with Borrowing Constraints," Working Papers, C.V. Starr Center for Applied Economics, New York University, number 97-11.
• A. De Waegenaere & Heracles M. Polemarchakis & L. Ventura, 1997, "Asset Markets and Investment Decisions," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1147, Feb.
• J. L. Prigent, 1997, "Incomplete markets : Convergence of options values under the minimal martingale measure. The multidimensional case," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 97-35.
• Giraud, G., 1997, "Correlated Equilibria in Competitive Market Games," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 97.83.
• Lesne, J.P. & Prigent, J.L. & Scaillet, O., 1997, "Convergence of Discrete Time Options Pricing Models under Stochastic Rates," Papers, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor., number 9734.
• Prigent, J.L., 1997, "Incomplete Markets: Convergence of Options Values under the Minimal Martingale Measure. The Multidimensional Case," Papers, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor., number 9735.
• Raquel Fernandez & Jordi Gali, 1997, "To Each According To...? Markets, Tournaments, and the Matching Problem with Borrowing Constraints," NBER Working Papers, National Bureau of Economic Research, Inc, number 5930, Feb.
• Patrick K. Asea & Mthuli Ncube, 1997, "Heterogeneous Information Arrival and Option Pricing," NBER Working Papers, National Bureau of Economic Research, Inc, number 5950, Mar.
• Detemple, Jerome & Murthy, Shashidhar, 1997, "Equilibrium Asset Prices and No-Arbitrage with Portfolio Constraints," The Review of Financial Studies, Society for Financial Studies, volume 10, issue 4, pages 1133-1174.
• Michael Magill & Martine Quinzii, 1997, "Which improves welfare more: A nominal or an indexed bond?," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 10, issue 1, pages 1-37.
• Hiroaki Osana, 1997, "Nash-implementation of the weak Pareto choice rule for indecomposable environments," Review of Economic Design, Springer;Society for Economic Design, volume 3, issue 1, pages 57-74.
• Herings, P.J.J., 1997, "A Note on "Stability of Tâtonnement Processes of Short Period Equilibria with Rational Expectations"," Discussion Paper, Tilburg University, Center for Economic Research, number 1997-110.
• Herings, P.J.J., 1997, "A Note on "Stability of Tâtonnement Processes of Short Period Equilibria with Rational Expectations"," Other publications TiSEM, Tilburg University, School of Economics and Management, number 8e50c921-f26f-4fbe-8e24-3.

1996

• Brock, W.A. & de Fontnouvelle, P., 1996, "Expectational Diversity in Monetary Economics," Working papers, Wisconsin Madison - Social Systems, number 9624.
• Jose Marin & Rohit Rahi, 1996, "Information Revelation and Market Incompleteness," Archive Working Papers, Birkbeck, Department of Economics, Mathematics & Statistics, number 024, Aug.
• Peter Bossaert & Eric Ghysels & Christian Gouriéroux, 1996, "Arbitrage Based Pricing When Volatility Is Stochastic," CIRANO Working Papers, CIRANO, number 96s-20, Jul.
• Mark Broadie & Jérôme Detemple & Eric Ghysels & Olivier Torrès, 1996, "Nonparametric Estimation of American Options Exercise Boundaries and Call Prices," CIRANO Working Papers, CIRANO, number 96s-24, Sep.
• Mark Broadie & Jérôme Detemple & Eric Ghysels & Olivier Torrès, 1996, "American Options with Stochastic Dividends and Volatility: A Nonparametric Investigation," CIRANO Working Papers, CIRANO, number 96s-26, Oct.
• Bossaerts, Peter & Ghysels, Eric & Gourieroux, Christian, 1996, "Arbitrage-Based Pricing When Volatility is Stochastic," Working Papers, California Institute of Technology, Division of the Humanities and Social Sciences, number 977, Jul.
• Donati, P., 1996, "Two Roles for Monetary Policy when the Asset Market is Incomplete and Information is Asymmetric," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1996024, May.
• Heracles M. Polemarchakis & P. Siconolfi, 1996, "Prices, Asset Markets and Indeterminacy," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1136, Nov.