Research classified by Journal of Economic Literature (JEL) codes

1. Agricultural Policy

2012

• Francesc Obiols-Homs, 2015, "Search and Matching in the Labor Market without Unemployment Insurance," Working Papers, Barcelona School of Economics, number 670, Sep.
• Bernard Dumas & Andrew Lyasoff, 2012, "Incomplete-Market Equilibria Solved Recursively on an Event Tree," Journal of Finance, American Finance Association, volume 67, issue 5, pages 1897-1941, October, DOI: j.1540-6261.2012.01775.x.
• Topi Miettinen & Panu Poutvaara, 2012, "A Market for Connections," CESifo Working Paper Series, CESifo, number 3810.
• Miguel Angel Iraola & Juan Pablo Torres-Martinez, 2012, "Liquidity Contractions and Prepayment Risk on Collateralized Asset Markets," Working Papers, Centro de Investigacion Economica, ITAM, number 1204.
• Christophe Gouel & Sébastien Jean, 2012, "Optimal Food Price Stabilization in a Small Open Developing Country," Working Papers, CEPII research center, number 2012-01, Jan.
• Jorge Enrique Garcés Cano, 2012, "En equilibrio no hay crisis: crítica a los supuestos neoclásicos," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 4, issue 1, pages 83-112.
• DEHEZ, Pierre, 2012, "Incomplete-markets economies: the seminal work of Diamond, Drèze and Radner," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2012029, Jul.
• Faias, Marta & Luque, Jaime, 2012, "Endogenous bourse structures," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we1106, Apr.
• Ana Fostel & John Geanakoplos, 2012, "Endogenous Leverage in a Binomial Economy: The Irrelevance of Actual Default," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1877, Sep.
• Ana Fostel & John Geanakoplos, 2012, "Leverage and Default in Binomial Economies: A Complete Characterization," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1877R, Sep, revised Jul 2013.
• Ana Fostel & John Geanakoplos, 2012, "Leverage and Default in Binomial Economies: A Complete Characterization," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1877R2, Sep, revised Aug 2014.
• Ana Fostel & John Geanakoplos, 2012, "Leverage and Default in Binomial Economies: A Complete Characterization," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1877R3, Sep, revised Mar 2015.
• Bouchard, Bruno (ed.), 2012, "A contribution in stochastic control applied to finance and insurance," Economics Thesis from University Paris Dauphine, Paris Dauphine University, number 123456789/10711.
• J. Hugonnier & S. Malamud & E. Trubowitz, 2012, "Endogenous Completeness of Diffusion Driven Equilibrium Markets," Econometrica, Econometric Society, volume 80, issue 3, pages 1249-1270, May, DOI: ECTA8783.
• Evans, Martin D.D. & Hnatkovska, Viktoria, 2012, "A method for solving general equilibrium models with incomplete markets and many financial assets," Journal of Economic Dynamics and Control, Elsevier, volume 36, issue 12, pages 1909-1930, DOI: 10.1016/j.jedc.2012.05.010.
• Heijdra, Ben J. & Mierau, Jochen O., 2012, "The individual life-cycle, annuity market imperfections and economic growth," Journal of Economic Dynamics and Control, Elsevier, volume 36, issue 6, pages 876-890, DOI: 10.1016/j.jedc.2012.01.001.
• Emms, Paul, 2012, "Lifetime investment and consumption using a defined-contribution pension scheme," Journal of Economic Dynamics and Control, Elsevier, volume 36, issue 9, pages 1303-1321, DOI: 10.1016/j.jedc.2012.01.012.
• Horvath, Michal, 2012, "Computational accuracy and distributional analysis in models with incomplete markets and aggregate uncertainty," Economics Letters, Elsevier, volume 117, issue 1, pages 276-279, DOI: 10.1016/j.econlet.2012.05.017.
• Cozzi, Marco, 2012, "Optimal unemployment insurance in GE: A robust calibration approach," Economics Letters, Elsevier, volume 117, issue 1, pages 28-31, DOI: 10.1016/j.econlet.2012.04.066.
• Martins-da-Rocha, V. Filipe & Vailakis, Yiannis, 2012, "Harsh default penalties lead to Ponzi schemes: A counterexample," Games and Economic Behavior, Elsevier, volume 75, issue 1, pages 277-282, DOI: 10.1016/j.geb.2011.10.004.
• Lin, Shengle & Rassenti, Stephen, 2012, "Are under- and over-reaction the same matter? Experimental evidence," Journal of Economic Behavior & Organization, Elsevier, volume 84, issue 1, pages 39-61, DOI: 10.1016/j.jebo.2012.07.004.
• Balasko, Yves & Geanakoplos, John, 2012, "Introduction to general equilibrium," Journal of Economic Theory, Elsevier, volume 147, issue 2, pages 400-406, DOI: 10.1016/j.jet.2012.01.022.
• Henriksen, Espen & Spear, Stephen, 2012, "Endogenous market incompleteness without market frictions: Dynamic suboptimality of competitive equilibrium in multiperiod overlapping generations economies," Journal of Economic Theory, Elsevier, volume 147, issue 2, pages 426-449, DOI: 10.1016/j.jet.2010.09.006.
• Araújo, Aloísio & Kubler, Felix & Schommer, Susan, 2012, "Regulating collateral-requirements when markets are incomplete," Journal of Economic Theory, Elsevier, volume 147, issue 2, pages 450-476, DOI: 10.1016/j.jet.2010.09.004.
• Bottazzi, Jean-Marc & Luque, Jaime & Páscoa, Mário R., 2012, "Securities market theory: Possession, repo and rehypothecation," Journal of Economic Theory, Elsevier, volume 147, issue 2, pages 477-500, DOI: 10.1016/j.jet.2010.11.004.
• Fostel, Ana & Geanakoplos, John, 2012, "Why does bad news increase volatility and decrease leverage?," Journal of Economic Theory, Elsevier, volume 147, issue 2, pages 501-525, DOI: 10.1016/j.jet.2011.07.001.
• Balasko, Yves, 2012, "On the stability of nonsunspot equilibria," Journal of Economic Theory, Elsevier, volume 147, issue 2, pages 526-544, DOI: 10.1016/j.jet.2010.09.002.
• Hugonnier, Julien, 2012, "Rational asset pricing bubbles and portfolio constraints," Journal of Economic Theory, Elsevier, volume 147, issue 6, pages 2260-2302, DOI: 10.1016/j.jet.2012.05.003.
• Anagnostopoulos, Alexis & Cárceles-Poveda, Eva & Lin, Danmo, 2012, "Dividend and capital gains taxation under incomplete markets," Journal of Monetary Economics, Elsevier, volume 59, issue 7, pages 599-611, DOI: 10.1016/j.jmoneco.2012.06.007.
• Chabakauri, Georgy, 2012, "Asset pricing with heterogeneous investors and portfolio constraints," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119046, Jul.
• Dimitrios P. Tsomocos, 2012, "Equilibrium Analysis, Banking and Financial Instability," Chapters, Edward Elgar Publishing, chapter 4, "The Challenge of Financial Stability".
• Piero Gottardi & Rohit Rahi, 2012, "Risk-Sharing and Retrading in Incomplete Markets," Economics Working Papers, European University Institute, number ECO2012/03.
• Marco Cipriani & Ana Fostel & Daniel Houser, 2012, "Leverage and asset prices: an experiment," Staff Reports, Federal Reserve Bank of New York, number 548.
• 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, number hal-00665629, Mar, DOI: 10.1016/j.jet.2010.11.004.
• Aloisio Araujo & Alain Chateauneuf & José Heleno Faro, 2012, "Pricing rules and Arrow-Debreu ambiguous valuation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00685413, Jan, DOI: 10.1007/s00199-011-0660-4.
• 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), HAL, number halshs-00673982, Feb.
• Jean-Marc Bottazzi & Jaime Luque & Mário R. Páscoa, 2012, "Trading and rational security pricing bubbles," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00673995, Feb.
• Sonja Brangewitz & Gaël Giraud, 2012, "Learning by Trading in Infinite Horizon Strategic Market Games with Default," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00747899, Sep.
• Victor Filipe Martins da Rocha & Yiannis Vailakis, 2012, "Harsh default penalties lead to Ponzi schemes: A counterexample," Post-Print, HAL, number hal-00664552, DOI: 10.1016/j.geb.2011.10.004.
• Aloisio Araujo & Alain Chateauneuf & José Heleno Faro, 2012, "Pricing rules and Arrow-Debreu ambiguous valuation," Post-Print, HAL, number hal-00685413, Jan, DOI: 10.1007/s00199-011-0660-4.
• Victor Filipe Martins da Rocha & Yiannis Vailakis, 2012, "On Ponzi schemes in infinite horizon collateralized economies with default penalties," Post-Print, HAL, number hal-00734521, DOI: 10.1007/s10436-012-0209-y.
• Sonja Brangewitz & Gaël Giraud, 2012, "Learning by Trading in Infinite Horizon Strategic Market Games with Default," Post-Print, HAL, number halshs-00747899, Sep.
• Aloisio Araujo & Alain Chateauneuf & José Heleno Faro, 2012, "Pricing rules and Arrow-Debreu ambiguous valuation," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-00685413, Jan, DOI: 10.1007/s00199-011-0660-4.
• Dierker, Egbert, 2012, "The Inefficiency of Price Taking Behavior in Multiperiod Production Economies with Incomplete Markets," Economics Series, Institute for Advanced Studies, number 290, Sep.
• Vadym Lepetyuk & Christian A. Stoltenberg, 2012, "Reconciling consumption inequality with income inequality," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2012-19, Nov.
• Per Mykland, 2012, "A Gaussian calculus for inference from high frequency data," Annals of Finance, Springer, volume 8, issue 2, pages 235-258, May, DOI: 10.1007/s10436-010-0152-8.
• Lan Zhang, 2012, "Implied and realized volatility: empirical model selection," Annals of Finance, Springer, volume 8, issue 2, pages 259-275, May, DOI: 10.1007/s10436-010-0168-0.
• Erwan Quintin, 2012, "More punishment, less default?," Annals of Finance, Springer, volume 8, issue 4, pages 427-454, November, DOI: 10.1007/s10436-012-0203-4.
• V. Martins-da-Rocha & Yiannis Vailakis, 2012, "On Ponzi schemes in infinite horizon collateralized economies with default penalties," Annals of Finance, Springer, volume 8, issue 4, pages 455-488, November, DOI: 10.1007/s10436-012-0209-y.
• Dilip Madan, 2012, "A two price theory of financial equilibrium with risk management implications," Annals of Finance, Springer, volume 8, issue 4, pages 489-505, November, DOI: 10.1007/s10436-012-0200-7.
• Ben Heijdra & Laurie Reijnders, 2012, "Adverse Selection in Private Annuity Markets and the Role of Mandatory Social Annuitization," De Economist, Springer, volume 160, issue 3, pages 311-337, September, DOI: 10.1007/s10645-012-9191-z.
• Giorgia Oggioni & Yves Smeers & Elisabetta Allevi & Siegfried Schaible, 2012, "A Generalized Nash Equilibrium Model of Market Coupling in the European Power System," Networks and Spatial Economics, Springer, volume 12, issue 4, pages 503-560, December, DOI: 10.1007/s11067-011-9166-7.
• Éva Keszy-Harmath & Gergely Kóczán & Surd Kováts & Boris Martinovic & Kristóf Takács, 2012, "The role of the interchange fee in card payment systems," MNB Occasional Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2012/96.
• Krebs, Tom & Scheffel, Martin, 2012, "Macroeconomic Evaluation of Labor Market Reform in Germany," Working Papers, University of Mannheim, Department of Economics, number 12-23.
• 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, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 12009, Feb.
• 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, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 12010, Feb.
• Lionel de Boisdeffre, 2012, "Arbitrage and price revelation with private beliefs," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 12053, Jul.
• Lionel de Boisdeffre, 2012, "On the existence of financial equilibrium when beliefs are private," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 12055, Sep.
• Sonja Brangewitz & Gaël Giraud, 2012, "Learning by Trading in Infinite Horizon Strategic Market Games with Default," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 12062, Sep.
• Sonja Brangewitz & Gaël Giraud, 2012, "Learning by Trading in Infinite Horizon Strategic Market Games with Default," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 12062r, Sep, revised Oct 2013.
• John Geanakoplos & Lasse Heje Pedersen, 2012, "Monitoring Leverage," NBER Chapters, National Bureau of Economic Research, Inc, "Risk Topography: Systemic Risk and Macro Modeling".
• Fang Yang, 2012, "Social Security Reform with Impure Intergenerational Altruism," Discussion Papers, University at Albany, SUNY, Department of Economics, number 12-01.
• Yena Park, 2012, "Optimal Taxation in a Limited Commitment Economy," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 12-033, Aug.
• Pérez Fernández, Víctor & Torres-Martínez, Juan Pablo, 2012, "Incomplete financial participation: exclusive markets, investment clubs and credit risk," MPRA Paper, University Library of Munich, Germany, number 36624, Jan.
• Perry, Bryan & Phillips, Kerk L. & Spencer, David E., 2012, "Real wages and monetary policy: A DSGE approach," MPRA Paper, University Library of Munich, Germany, number 36995, Feb.
• Corsini, Lorenzo & Spataro, Luca, 2012, "Savings for retirement under liquidity constraints: a note," MPRA Paper, University Library of Munich, Germany, number 38668, May.
• Pashchenko, Svetlana & Porapakkarm, Ponpoje, 2012, "Quantitative analysis of health insurance reform: separating regulation from redistribution," MPRA Paper, University Library of Munich, Germany, number 41193, Aug.
• Vanini, Paolo, 2012, "Fiancial Innovation, Structuring and Risk Transfer," MPRA Paper, University Library of Munich, Germany, number 42536, Nov.
• Marco Cozzi, 2012, "Risk Aversion Heterogeneity, Risky Jobs And Wealth Inequality," Working Paper, Economics Department, Queen's University, number 1286, Dec.
• Svetlana Pashchenko & Ponpoje Porapakkarm, 2012, "Online Appendix to "Quantitative Analysis of Health Insurance Reform: Separating Regulation from Redistribution"," Online Appendices, Review of Economic Dynamics, number 11-70.
• Minchung Hsu, 2012, "Code files for "Health Insurance and Precautionary Saving: A Structural Analysis"," Computer Codes, Review of Economic Dynamics, number 10-46, revised .
• Svetlana Pashchenko & Ponpoje Porapakkarm, 2012, "Code files for "Quantitative Analysis of Health Insurance Reform: Separating Regulation from Redistribution"," Computer Codes, Review of Economic Dynamics, number 11-70, revised .
• Latchezar Popov & B Ravikumar & Aubhik Khan, 2012, "Enduring Relationships in an Economy with Capital and Private Information," 2012 Meeting Papers, Society for Economic Dynamics, number 1056.
• Viktor Tsyrennikov & Thomas Sargent & Timothy Cogley, 2012, "Wealth Dynamics in a Bond Economy with Heterogeneous Beliefs," 2012 Meeting Papers, Society for Economic Dynamics, number 1079.
• Moritz Kuhn & Mark Wright & Tom Krebs, 2012, "Human Capital Risk, Contract Enforcement, and the Macroeconomy," 2012 Meeting Papers, Society for Economic Dynamics, number 159.
• Francesc Obiols Homs, 2012, "Search and matching in the labor market without unemployment insurance," 2012 Meeting Papers, Society for Economic Dynamics, number 340.
• Aloisio Araujo & Alain Chateauneuf & José Faro, 2012, "Pricing rules and Arrow–Debreu ambiguous valuation," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 49, issue 1, pages 1-35, January, DOI: 10.1007/s00199-011-0660-4.
• Tarek Coury & Emanuela Sciubba, 2012, "Belief heterogeneity and survival in incomplete markets," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 49, issue 1, pages 37-58, January, DOI: 10.1007/s00199-010-0531-4.
• Egbert Dierker & Hildegard Dierker, 2012, "Ownership structure and control in incomplete market economies with transferable utility," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 51, issue 3, pages 713-728, November, DOI: 10.1007/s00199-011-0621-y.
• Takuya Masuzawa, 2012, "Strong convexity of NTU games," International Journal of Game Theory, Springer;Game Theory Society, volume 41, issue 3, pages 699-705, August, DOI: 10.1007/s00182-012-0330-1.
• Stephen G. Dimmock, 2012, "Background Risk and University Endowment Funds," The Review of Economics and Statistics, MIT Press, volume 94, issue 3, pages 789-799, August.
• Víctor Pérez Fernández & Juan Pablo Torres-Martínez, 2012, "Incomplete Financial Participation: Exclusive Markets, Investment Clubs, and Credit Risk," Working Papers, University of Chile, Department of Economics, number wp363, Sep.
• Miguel A. Iraola & Juan Pablo Torres-Martínez, 2012, "Liquidity Contractions and Prepayment Risk on Collateralized Asset Markets," Working Papers, University of Chile, Department of Economics, number wp364, Sep.
• Mario Rui Pascoa & Abdelkrim Seghir, 2012, "Collateral, default penalties and infinite horizon equilibrium," Nova SBE Working Paper Series, Universidade Nova de Lisboa, Nova School of Business and Economics, number wp565.
• Gouel, Christophe & Jean, Sebastien, 2012, "Optimal food price stabilization in a small open developing country," Policy Research Working Paper Series, The World Bank, number 5943, Jan.

2011

• Leena Rudanko, 2011, "Aggregate and Idiosyncratic Risk in a Frictional Labor Market," American Economic Review, American Economic Association, volume 101, issue 6, pages 2823-2843, October.
• Cozzi, Marco, 2011, "Precautionary Savings and Wealth Inequality: a Global Sensitivity Analysis," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273918, Jun, DOI: 10.22004/ag.econ.273918.
• Cozzi, Marco, 2011, "Optimal Unemployment Insurance in GE: a RobustCalibration Approach," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273970, Aug, DOI: 10.22004/ag.econ.273970.
• Francisco Sáez & Fernando Alvarez & Jesús Morales & Giovanni Guedez, 2011, "Expectations, Inter-Sectorial Relationships and the Business Cycle," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, volume 1, issue 63, pages 97-147, July - Se.
• ., 2011, "Analyses structurelles en temps de crise Colloque Banque de France, 29 et 30 novembre 2010," Bulletin de la Banque de France, Banque de France, issue 183, pages 59-66.
• ., 2011, "Structural analysis in times of crisis," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 21, pages 89-100, Spring.
• Brangewitz, Sonja & Giraud, Gael, 2016, "Learning in Infinite Horizon Strategic Market Games with Collateral and Incomplete Information," Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University, number 456, Feb.
• M. Salto & T. Pietra, 2011, "Welfare and excess volatility of exchange rates," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp758, Jun.
• Piero Gottardi & Atsushi Kajii & Tomoyuki Nakajima, 2011, "Optimal Taxation and Constrained Inefficiency in an Infinite-Horizon Economy with Incomplete Markets," CESifo Working Paper Series, CESifo, number 3560.
• George-Marios Angeletos & Jennifer La'O, 2011, "Decentralization, Communication, and the Origins of Fluctuations," Levine's Working Paper Archive, David K. Levine, number 786969000000000111, May.
• Ana Fostel & John Geanakoplos, 2011, "Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes," Levine's Working Paper Archive, David K. Levine, number 786969000000000168, Jul.
• Ana Fostel & John Geanakoplos, 2011, "Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes," Levine's Working Paper Archive, David K. Levine, number 786969000000000192, Aug.
• Broer, Tobias, 2011, "The wrong shape of insurance? What cross-sectional distributions tell us about models of consumption-smoothing," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8701, Dec.
• Bottazzi, Jean-Marc & Luque, Jaime & Páscoa, Mário R., 2011, "Trading and rational security pricing bubbles," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we1119, May.
• Bottazzi, Jean-Marc & Luque, Jaime & Pascoa, Mario R. & Sundaresan, Suresh, 2011, "The dollar squeeze of the financial crisis," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we1139, Dec.
• Ana Fostel & John Geanakoplos, 2011, "Endogenous Leverage: VaR and Beyond," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1800, May.
• Ana Fostel & John Geanakoplos, 2011, "Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1809, Jul.
• Ana Fostel & John Geanakoplos, 2011, "Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1809R, Aug.
• John Geanakoplos, 2011, "Greek Debt and American Debt: Graduation Speech at the University of Athens Economics and Business School," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1837, Dec.
• John Geanakoplos & Lasse H. Pedersen, 2011, "Monitoring Leverage," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1838, Dec.
• Bouchard, Bruno (ed.), 2011, "Contrôle stochastique appliqué à la finance," Economics Thesis from University Paris Dauphine, Paris Dauphine University, number 123456789/8008.
• Krueger, Dirk & Perri, Fabrizio, 2011, "Public versus private risk sharing," Journal of Economic Theory, Elsevier, volume 146, issue 3, pages 920-956, May.
• Bloise, Gaetano & Reichlin, Pietro, 2011, "Asset prices, debt constraints and inefficiency," Journal of Economic Theory, Elsevier, volume 146, issue 4, pages 1520-1546, July.
• Weretka, Marek, 2011, "Endogenous market power," Journal of Economic Theory, Elsevier, volume 146, issue 6, pages 2281-2306, DOI: 10.1016/j.jet.2011.10.002.
• Seghir, Abdelkrim & Torres-Martínez, Juan Pablo, 2011, "On equilibrium existence with endogenous restricted financial participation," Journal of Mathematical Economics, Elsevier, volume 47, issue 1, pages 37-42, January.
• Araujo, Aloisio & Páscoa, Mário R. & Torres-Martínez, Juan Pablo, 2011, "Long-lived collateralized assets and bubbles," Journal of Mathematical Economics, Elsevier, volume 47, issue 3, pages 260-271, DOI: 10.1016/j.jmateco.2010.12.007.
• Bisin, A. & Geanakoplos, J.D. & Gottardi, P. & Minelli, E. & Polemarchakis, H., 2011, "Markets and contracts," Journal of Mathematical Economics, Elsevier, volume 47, issue 3, pages 279-288, DOI: 10.1016/j.jmateco.2010.12.017.
• Aouani, Zaier & Cornet, Bernard, 2011, "Reduced equivalent form of a financial structure," Journal of Mathematical Economics, Elsevier, volume 47, issue 3, pages 318-327, DOI: 10.1016/j.jmateco.2010.12.015.
• Hara, Chiaki, 2011, "Pareto improvement and agenda control of sequential financial innovations," Journal of Mathematical Economics, Elsevier, volume 47, issue 3, pages 336-345, DOI: 10.1016/j.jmateco.2010.12.013.
• Habis, Helga & Herings, P. Jean-Jacques, 2011, "Core concepts for incomplete market economies," Journal of Mathematical Economics, Elsevier, volume 47, issue 4-5, pages 595-609, DOI: 10.1016/j.jmateco.2011.07.005.
• Piero Gottardi & Atsushi Kajii & Tomoyuki Nakajima, 2011, "Optimal taxation and constrained inefficiency in an infinite-horizon economy with incomplete markets," Economics Working Papers, European University Institute, number ECO2011/18.
• Martins-da-Rocha, Victor Filipe & Vailakis, Yiannis, 2011, "On Ponzi schemes in infinite horizon collateralized economies with default penalties," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 718, Jun.
• Muffasir Badshah & Paul Beaumont & Anuj Srivastava, 2011, "Computing Equilibrium Wealth Distributions in Models with Heterogeneous-Agents, Incomplete Markets and Idiosyncratic Risk," Working Papers, Department of Economics, Florida State University, number wp2011_08_02, Aug.
• Zaier Aouani & Bernard Cornet, 2011, "Reduced equivalent form of a financial structure," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00629785, May, DOI: 10.1016/j.jmateco.2010.12.015.
• Zaier Aouani & Bernard Cornet, 2011, "Reduced equivalent form of a financial structure," Post-Print, HAL, number hal-00629785, May, DOI: 10.1016/j.jmateco.2010.12.015.
• Zaier Aouani & Bernard Cornet, 2011, "Reduced equivalent form of a financial structure," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-00629785, May, DOI: 10.1016/j.jmateco.2010.12.015.
• Jean-Louis Arcand & Béatrice d'Hombres, 2011, "Testing for Separation in Agricultural Household Models and Unobservable Household-Specific Effects," Working Papers, HAL, number halshs-00557188, Jan.
• Helga Habis & P. Jean-Jacques Herings, 2011, "Core Concepts for Incomplete Market Economies," CERS-IE WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies, number 1119, May.
• Flåm, Sjur Didrik, 2011, "Pooling, Pricing and Trading of Risks," Working Papers in Economics, University of Bergen, Department of Economics, number 09/06, Apr.
• Modalsli, Jørgen Heibø, 2011, "Polarization, Risk and Welfare in General Equilibrium," Memorandum, Oslo University, Department of Economics, number 27/2011, Dec.
• Pashchenko, Svetlana & Porapakkarm, Ponpoje, 2011, "Welfare costs of reclassification risk in the health insurance market," Working Paper Series, Center for Fiscal Studies, Uppsala University, Department of Economics, number 2011:13, Dec.
• Heijdra, Ben J. & Mierau, Jochen O. & Reijnders, Laurie S.M., 2011, "The Tragedy of Annuitization," Economics Series, Institute for Advanced Studies, number 268, May.
• Eduardo A. Rodríguez, 2011, "On the Properties of General Equilibrium with Default in Economies with Incomplete Markets," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., volume 48, issue 1, pages 39-64.
• Blundell, Richard & Low, Hamish & Preston, Ian, 2011, "Decomposing Changes in Income Risk Using Consumption Data," IZA Discussion Papers, Institute of Labor Economics (IZA), number 6125, Nov.
• Ioannis Polyrakis & Foivos Xanthos, 2011, "Maximal submarkets that replicate any option," Annals of Finance, Springer, volume 7, issue 3, pages 407-423, August, DOI: 10.1007/s10436-009-0143-9.
• Ben Heijdra & Jochen Mierau, 2011, "The Individual Life Cycle and Economic Growth: An Essay on Demographic Macroeconomics," De Economist, Springer, volume 159, issue 1, pages 63-87, March, DOI: 10.1007/s10645-010-9153-2.
• Yasuyuki Sawada & Satoshi Shimizutani, 2011, "Changes in durable stocks, portfolio allocation, and consumption expenditure in the aftermath of the Kobe earthquake," Review of Economics of the Household, Springer, volume 9, issue 4, pages 429-443, December, DOI: 10.1007/s11150-011-9124-7.
• Lionel de Boisdeffre, 2011, "Price uncertainty and the existence of financial equilibrium," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 11016, Mar.
• Viral V. Acharya & Alberto Bisin, 2011, "Counterparty Risk Externality: Centralized Versus Over-the-counter Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 17000, Apr.
• George-Marios Angeletos & Jennifer La'O, 2011, "Decentralization, Communication, and the Origins of Fluctuations," NBER Working Papers, National Bureau of Economic Research, Inc, number 17060, May.
• Tom Krebs & Moritz Kuhn & Mark L. J. Wright, 2011, "Human Capital Risk, Contract Enforcement, and the Macroeconomy," NBER Working Papers, National Bureau of Economic Research, Inc, number 17714, Dec.
• Jürgen Eichberger & Klaus Rheinberger & Martin Summer, 2011, "Credit Risk in General Equilibrium," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 172, Sep.
• Bicaba, Zorobabel, 2011, "Growth and financial reforms trajectory: an optimal matching sequence analysis approach," MPRA Paper, University Library of Munich, Germany, number 34057, Jun.
• Pashchenko, Svetlana & Porapakkarm, Ponpoje, 2011, "Welfare costs of reclassification risk in the health insurance market," MPRA Paper, University Library of Munich, Germany, number 34189, Oct.
• Giammarino, Flavia & Barrieu, Pauline, 2011, "Indifference pricing with uncertainty averse preferences," MPRA Paper, University Library of Munich, Germany, number 40636, May, revised 09 Mar 2012.
• Emran, M. Shahe & Morshed, A.K.M Mahbub & Stiglitz, Joseph E., 2011, "Microfinance and Missing Markets," MPRA Paper, University Library of Munich, Germany, number 41451, Apr.
• Marco Cozzi, 2011, "Precautionary Savings And Wealth Inequality: A Global Sensitivity Analysis," Working Paper, Economics Department, Queen's University, number 1270, Jun.
• Marco Cozzi, 2011, "Optimal Unemployment Insurance In Ge: A Robustcalibration Approach," Working Paper, Economics Department, Queen's University, number 1272, Aug.
• Francesc Obiols-Homs, 2011, "On borrowing limits and welfare," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 14, issue 2, pages 279-294, April, DOI: 10.1016/j.red.2009.10.011.
• Jean Marc Bottazzi & Jaime Luque & Mario Pascoa, 2011, "Securities market theory: possession, repo and rehypothecation," 2011 Meeting Papers, Society for Economic Dynamics, number 1214.
• Ponpoje Porapakkarm & Svetlana Pashchenko, 2011, "Quantitative Analysis of Health Insurance Reform: Separating Community Rating from Income Redistribution," 2011 Meeting Papers, Society for Economic Dynamics, number 1254.
• Marco Cozzi, 2011, "Equilibrium Heterogeneous-Agent Models as Measurement Tools: some Monte Carlo Evidence," 2011 Meeting Papers, Society for Economic Dynamics, number 1380.
• Guido Lorenzoni & Veronica Guerrieri, 2011, "Credit Crises, Precautionary Savings and the Liquidity Trap," 2011 Meeting Papers, Society for Economic Dynamics, number 1414.
• Tomoyuki Nakajima & Atsushi Kajii & Piero Gottardi, 2011, "Optimal taxation and constrained inefficiency in an in finite-horizon economy with incomplete markets," 2011 Meeting Papers, Society for Economic Dynamics, number 455.
• Viral Acharya & Alberto Bisin, 2011, "Counterparty risk externality: Centralized versus over-the-counter markets," 2011 Meeting Papers, Society for Economic Dynamics, number 618.
• Yan Dolinsky & Halil Soner, 2013, "Duality and convergence for binomial markets with friction," Finance and Stochastics, Springer, volume 17, issue 3, pages 447-475, July, DOI: 10.1007/s00780-012-0192-1.
• Unyong Pyo, 2011, "Minimax price bounds in incomplete markets," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 35, issue 3, pages 274-295, July, DOI: 10.1007/s12197-009-9108-0.
• Mário Páscoa & Myrian Petrassi & Juan Torres-Martínez, 2011, "Fiat money and the value of binding portfolio constraints," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 46, issue 2, pages 189-209, February, DOI: 10.1007/s00199-009-0510-9.
• Weerachart Kilenthong, 2011, "Collateral premia and risk sharing under limited commitment," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 46, issue 3, pages 475-501, April, DOI: 10.1007/s00199-010-0535-0.
• Carsten Nielsen, 2011, "Price stabilizing, Pareto improving policies," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 47, issue 2, pages 459-500, June, DOI: 10.1007/s00199-010-0555-9.
• Nicholas Dew & Stuart Read & Saras Sarasvathy & Robert Wiltbank, 2011, "On the entrepreneurial genesis of new markets: effectual transformations versus causal search and selection," Journal of Evolutionary Economics, Springer, volume 21, issue 2, pages 231-253, May, DOI: 10.1007/s00191-010-0185-1.
• Egbert Dierker & Hildegard Dierker, 2011, "Ownership structure and control in incomplete market economies with transferable utility," Vienna Economics Papers, University of Vienna, Department of Economics, number vie1106, Mar.
• Pascal Stiefenhofer, 2011, "Equilibrium Structure of Production Economies with Uncertainty: The Natural Projection Approach," Discussion Papers, Department of Economics, University of York, number 11/07, Apr.
• Haavio, Markus & Kauppi, Heikki, 2011, "Owner-occupied housing as an investment, regional house price cycles and residential sorting," Bank of Finland Research Discussion Papers, Bank of Finland, number 24/2011.
• Stiefenhofer, Pascal, 2011, "The natural projection approach to production and uncertainty," Economics Discussion Papers, Kiel Institute for the World Economy, number 2011-10.
• Horst, Ulrich & Hu, Ying & Imkeller, Peter & Réveillac, Anthony & Zhang, Jianing, 2011, "Forward-backward systems for expected utility maximization," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2011-061.
• Horst, Ulrich & Kupper, Michael & Macrina, Andrea & Mainberger, Christoph, 2011, "Continuous equilibrium under base preferences and attainable initial endowments," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2011-082.
• Cheridito, Patrick & Horst, Ulrich & Kupper, Michael & Pirvu, Traian A., 2011, "Equilibrium pricing in incomplete markets under translation invariant preferences," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2011-083.
• Sigrid Röhrs & Christoph Winter, 2011, "Wealth inequality and the optimal level of government debt," ECON - Working Papers, Department of Economics - University of Zurich, number 051, Dec.

2010

• Suzuki Wataru & Yanfei Zhou, 2010, "Increasing National Pension Premium Defaulters and Dropouts in Japan," Gakushuin Economic Papers, Gakushuin University, Faculty of Economics, volume 47, issue 3, pages 181-198.
• Timothy Kam, 2010, "On Endogenous Compactness of the Individual State Space in the Huggett Model," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics, number 2010-513, Feb.
• Cozzi, Marco, 2010, "Accounting for the Racial Property Crime Gap in the US: A Quantitative Equilibrium Analysis," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273729, Jan, DOI: 10.22004/ag.econ.273729.
• Lawrence Blume & David Easley, 2010, "Heterogeneity, Selection, and Wealth Dynamics," Annual Review of Economics, Annual Reviews, volume 2, issue 1, pages 425-450, September.
• Franco Donzelli, 2010, "Hicks on Walrasian Equilibrium in the 1930s and Beyond," UNIMI - Research Papers in Economics, Business, and Statistics, Universitá degli Studi di Milano, number unimi-1107, Dec.
• Leena Rudanko, 2010, "Aggregate and Idiosyncratic Risk in a Frictional Labor Market," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number WP2010-054, Jan.
• Smeers, Y. & Oggioni, G. & Allevi, E. & Schaible, S., 2010, "Generalized Nash Equilibrium and Market Coupling in the European Power System," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1034, Aug.
• Ben J. Heijdra & Jochen O. Mierau & Laurie S. M. Reijnders, 2010, "The Tragedy of Annuitization," CESifo Working Paper Series, CESifo, number 3141.
• Daron Acemoglu & Alp Simsek, 2010, "Moral Hazard and Efficiency in General Equilibrium with Anonymous Trading," Levine's Working Paper Archive, David K. Levine, number 661465000000000232, Oct.
• SMEERS, Yves & OGGIONI, Giorgia & ALLEVI, Elisabetta & SCHAIBLE, Siegfried, 2010, "Generalized Nash Equilibrium and market coupling in the European power system," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2010052, Sep.
• OGGIONI, Giorgia & SMEERS, Yves, 2010, "Market coupling and the organization of counter-trading: separating energy and transmission again?," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2010053, Sep.
• Perri, Fabrizio & Krueger, Dirk, 2010, "Public versus Private Risk Sharing," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7625, Jan.
• Acemoglu, Daron & ÅžimÅŸek, Alp, 2010, "Moral Hazard and Efficiency in General Equilibrium with Anonymous Trading," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7821, May.
• Ana Fostel & John Geanakoplos, 2010, "Why Does Bad News Increase Volatility and Decrease Leverage?," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1762, Jul.
• Ana Fostel & John Geanakoplos, 2010, "Why Does Bad News Increase Volatility and Decrease Leverage?," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1762R, Jul, revised Jan 2011.
• Ana Fostel & John Geanakoplos, 2010, "Why Does Bad News Increase Volatility and Decrease Leverage?," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1762RR, Jul, revised Aug 2011.
• Algan, Yann & Allais, Olivier & Den Haan, Wouter J., 2010, "Solving the incomplete markets model with aggregate uncertainty using parameterized cross-sectional distributions," Journal of Economic Dynamics and Control, Elsevier, volume 34, issue 1, pages 59-68, January.
• Den Haan, Wouter J. & Rendahl, Pontus, 2010, "Solving the incomplete markets model with aggregate uncertainty using explicit aggregation," Journal of Economic Dynamics and Control, Elsevier, volume 34, issue 1, pages 69-78, January.