Research classified by Journal of Economic Literature (JEL) codes

1. Agricultural Policy

2010

• Fajardo, José & Lacerda, Ana, 2010, "Statistical arbitrage with default and collateral," Economics Letters, Elsevier, volume 108, issue 1, pages 81-84, July.
• Ábrahám, Árpád & Cárceles-Poveda, Eva, 2010, "Endogenous trading constraints with incomplete asset markets," Journal of Economic Theory, Elsevier, volume 145, issue 3, pages 974-1004, May.
• Beker, Pablo & Chattopadhyay, Subir, 2010, "Consumption dynamics in general equilibrium: A characterisation when markets are incomplete," Journal of Economic Theory, Elsevier, volume 145, issue 6, pages 2133-2185, November.
• Ferreira, Thiago Revil T. & Torres-Martínez, Juan Pablo, 2010, "The impossibility of effective enforcement mechanisms in collateralized credit markets," Journal of Mathematical Economics, Elsevier, volume 46, issue 3, pages 332-342, May.
• Graham, Liam & Wright, Stephen, 2010, "Information, heterogeneity and market incompleteness," Journal of Monetary Economics, Elsevier, volume 57, issue 2, pages 164-174, March.
• Tirelli, Mario & Turner, Sergio, 2010, "A social welfare function characterizing competitive equilibria of incomplete financial markets," Research in Economics, Elsevier, volume 64, issue 1, pages 58-65, March.
• Timothy Kam & Junsang Lee, 2010, "On an unique nondegenerate distribution of agents in the Huggett model," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2010-19, Jul.
• Gottardi, Piero & Rahi, Rohit, 2010, "Value of information in competitive economies with incomplete markets," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119083, Aug.
• Goodhart, Charles & Tsomocos, Dimitri & Vardoulakis, Alexandros, 2010, "Modelling a housing and mortgage crisis," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119090, Feb.
• Soner, H. Mete & Cetin, Umut & Touzi, Nizar, 2010, "Option hedging for small investors under liquidity costs," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 28992.
• Chabakauri, Georgy, 2010, "Asset pricing with heterogeneous investors and portfolio constraints," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 43142, Mar.
• Ugo Pagano, 2010, "Marrying in the Cathedral: A Framework for the Analysis of Corporate Governance," Chapters, Edward Elgar Publishing, chapter 6, in: Alessio M. Pacces, "The Law and Economics of Corporate Governance".
• Yves Smeers & Giorgia Oggioni & Elisabetta Allevi & Siegfried Schaible, 2010, "Generalized Nash Equilibrium and Market Coupling in the European Power System," Working Papers, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge, number EPRG 1016, Jun.
• Piero Gottardi & Atsushi Kajii & Tomoyuki Nakajima, 2010, "Constrained Inefficiency and Optimal Taxation with Uninsurable Risks," Economics Working Papers, European University Institute, number ECO2010/02.
• Alberto Bisin & John Geanakoplos & Piero Gottardi & Enrico Minelli & Herakles Polemarchakis, 2010, "Markets and contracts," Economics Working Papers, European University Institute, number ECO2010/29.
• Piero Gottardi & Rohit Rahi, 2010, "Value of Information in Competitive Economies with Incomplete Markets," Economics Working Papers, European University Institute, number ECO2010/34.
• Alejandro Badel & Mark Huggett, 2010, "Interpreting life-cycle inequality patterns as an efficient allocation: mission impossible?," Working Papers, Federal Reserve Bank of St. Louis, number 2010-046, DOI: 10.20955/wp.2010.046.
• Fatih Guvenen & Anthony Smith, 2010, "Inferring labor income risk from economic choices: an indirect inference approach," Staff Report, Federal Reserve Bank of Minneapolis, number 450.
• Michele Gori & Marina Pireddu & Antonio Villanacci, 2010, "Existence of financial equilibria with endogenous short selling restrictions and real assets," Working Papers - Mathematical Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa, number 2010-07, May, revised Aug 2012.
• Dimitrios Tsomocos & Charles Goodhart & M.U. Peiris & Alexandros Vardoulakis, 2010, "On Dividend Restrictions and the Collapse of the Interbank Market," FMG Discussion Papers, Financial Markets Group, number dp648, Feb.
• Piero Gottardi & Rohit Rahi, 2010, "Value of Information in Competitive Economies with Incomplete Markets," FMG Discussion Papers, Financial Markets Group, number dp658, Aug.
• Ana Fostel & John Geanakoplos, 2010, "Why does Bad News Increase Volatility and Decrease Leverage?," Working Papers, The George Washington University, Institute for International Economic Policy, number 2010-18, Jun.
• Bernard Cornet & Ramu Gopalan, 2010, "Arbitrage and equilibrium with portfolio constraints," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00629777, DOI: 10.1007/s00199-009-0506-5.
• Jean-Marc Bottazzi & Jaime Luque & Mário Páscoa, 2010, "Re-hypotecation of securities," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00476004, Mar.
• Bernard Cornet & Ramu Gopalan, 2010, "Arbitrage and equilibrium with portfolio constraints," Post-Print, HAL, number hal-00629777, DOI: 10.1007/s00199-009-0506-5.
• Yann Algan & Olivier Allais & Wouter J den Haan, 2010, "Solving the incomplete markets model with aggregate uncertainty using parameterized cross-sectional distributions," Post-Print, HAL, number hal-02662044, Jan, DOI: 10.1016/j.jedc.2009.03.010.
• Bernard Cornet & Ramu Gopalan, 2010, "Arbitrage and equilibrium with portfolio constraints," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-00629777, DOI: 10.1007/s00199-009-0506-5.
• Yann Algan & Olivier Allais & Wouter J den Haan, 2010, "Solving the incomplete markets model with aggregate uncertainty using parameterized cross-sectional distributions," Sciences Po Economics Publications (main), HAL, number hal-02662044, Jan, DOI: 10.1016/j.jedc.2009.03.010.
• Finocchiaro, Daria, 2010, "Equilibrium asset prices and the wealth distribution with inattentive consumers," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 243, May.
• Suzuki, Wataru & 鈴木, 亘 & スズキ, ワタル & Zhou, Yanfei, 2010, "Increasing National Pension Premium Defaulters and Dropouts in Japan," PIE/CIS Discussion Paper, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University, number 463, Jan.
• Kam, Timothy, 2010, "On a Unique Nondegenerate Distribution of Agents in the Huggett Model," PIE/CIS Discussion Paper, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University, number 478, Jun.
• Perihan Özge SAYGIN & Selim ÇAĞATAY, 2010, "Demographic and structural effects on labor demand in incomplete markets: Testing “Separability Hypothesis” in Turkish agricultural labor market," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 25, issue 292, pages 71-95.
• José Fajardo, 2010, "Behavioral arbitrage with collateral and uncertain deliveries," Annals of Finance, Springer, volume 6, issue 2, pages 241-254, March, DOI: 10.1007/s10436-009-0135-9.
• C. Goodhart & M. Peiris & D. Tsomocos & A. Vardoulakis, 2010, "On dividend restrictions and the collapse of the interbank market," Annals of Finance, Springer, volume 6, issue 4, pages 455-473, October, DOI: 10.1007/s10436-010-0147-5.
• Piero Gottardi & Atsushi Kajii & Tomoyuki Nakajima, 2010, "Optimal taxation and constrained inefficiency in an infinite-horizon economy with incomplete markets," KIER Working Papers, Kyoto University, Institute of Economic Research, number 745, Dec.
• Chiaki Hara, 2010, "Pareto Improvement and Agenda Control of Sequential Financial Innovations," KIER Working Papers, Kyoto University, Institute of Economic Research, number 748, Dec.
• Franco DONZELLI, 2010, "Hicks on Walrasian equilibrium in the 1930s and beyond," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2010-039, Dec.
• Franco DONZELLI, 2010, "Hicks on Walrasian equilibrium in the 1930s and beyond," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2010-39, Dec.
• Lionel de Boisdeffre, 2010, "A price uncertainty principle and the existence of sequential equilibrium: (I) a numerical example," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 10004, Jan.
• Jean-Marc Bottazzi & Jaime Luque & Mário Páscoa, 2010, "Re-hypothecation of securities," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 10025, Mar.
• C. Kirabo Jackson & Henry S. Schneider, 2010, "Do Social Connections Reduce Moral Hazard? Evidence from the New York City Taxi Industry," NBER Working Papers, National Bureau of Economic Research, Inc, number 16279, Aug.
• Fatih Guvenen & Anthony Smith, 2010, "Inferring Labor Income Risk from Economic Choices: An Indirect Inference Approach," NBER Working Papers, National Bureau of Economic Research, Inc, number 16327, Sep.
• Arpad Abraham & Eva Carceles-Poveda, 2010, "Competitive Equilibria with Production and Limited Commitment," Department of Economics Working Papers, Stony Brook University, Department of Economics, number 10-04, Oct.
• Alexis Anagnostopoulos & Eva Carceles-Poveda & Yair Tauman, 2010, "Proper Welfare Weights for Social Optimization Problems," Department of Economics Working Papers, Stony Brook University, Department of Economics, number 10-05, Oct.
• Alexis Anagnostopoulos & Eva Carceles-Poveda, 2010, "Dividend and Capital Gains Taxation under Incomplete Markets," Department of Economics Working Papers, Stony Brook University, Department of Economics, number 10-06, Nov.
• Per Krusell & Toshihiko Mukoyama & Ayşegül Şahin, 2010, "Labour-Market Matching with Precautionary Savings and Aggregate Fluctuations," The Review of Economic Studies, Review of Economic Studies Ltd, volume 77, issue 4, pages 1477-1507.
• Michael Magill & Martine Quinzii, 2010, "general equilibrium with incomplete markets," The New Palgrave Dictionary of Economics, Palgrave Macmillan, in: Steven N. Durlauf & Lawrence E. Blume.
• Lopez-Rodriguez, Patricia & De la Torre Garcia, Rodolfo, 2010, "Social Capital in the Presence of Market Failures," MPRA Paper, University Library of Munich, Germany, number 22972, revised 2010.
• Mezgebo, Taddese & Dereje, Fikadu, 2010, "Structure, conduct and performance of grain trading in Tigray and its impact on demand for commodity exchange: The case Maychew, Mokone, Alemata, Mekelle and Himora," MPRA Paper, University Library of Munich, Germany, number 24901, Sep.
• Waśniewski, Krzysztof, 2010, "Patterns of technological progress and corporate innovation," MPRA Paper, University Library of Munich, Germany, number 25186, May.
• Okoye, B.C & Onyenweaku, C.E & Ukoha, O.O, 2010, "Selling at the Farmgate or Market by Small-Holder Cassava Farmers in South-Eastern Nigeria," MPRA Paper, University Library of Munich, Germany, number 26123, Aug.
• Pashchenko, Svetlana & Porapakkarm, Ponpoje, 2010, "Quantitative Analysis of Health Insurance Reform: Separating Community Rating from Income Redistribution," MPRA Paper, University Library of Munich, Germany, number 26158, Oct.
• Seghir, Abdelkrim & Salem, Sherif, 2010, "In nitely-lived agents via two-sided altruism," MPRA Paper, University Library of Munich, Germany, number 31379, Sep.
• Kuklik, Michal, 2010, "Health insurance reform and bankruptcy," MPRA Paper, University Library of Munich, Germany, number 39196, revised 2011.
• Marco Cozzi, 2010, "Accounting For The Racial Property Crime Gap In The Us: A Quantitative Equilibrium Analysis," Working Paper, Economics Department, Queen's University, number 1233, Jan.
• Eva Carceles-Poveda & Daniele Coen Pirani, 2010, "Owning Capital or Being Shareholders: An Equivalence Result with Incomplete Markets," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 13, issue 3, pages 537-558, July, DOI: 10.1016/j.red.2009.08.001.
• Charles Tapiero, 2010, "The future of financial risk management," Journal of Financial Transformation, Capco Institute, volume 29, pages 17-25.
• Fabio Ravagnani, 2010, "A Simple Critical Introduction to Temporary General Equilibrium Theory," Working Papers in Public Economics, Department of Economics and Law, Sapienza University of Rome, number 136, Dec.
• Xavier De Scheemaekere, 2010, "Upper and lower bounds on dynamic risk indifference prices in incomplete markets," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 10-044, Sep.
• Umut Çetin & H. Soner & Nizar Touzi, 2010, "Option hedging for small investors under liquidity costs," Finance and Stochastics, Springer, volume 14, issue 3, pages 317-341, September, DOI: 10.1007/s00780-009-0116-x.
• Marta Faias & Emma Moreno-García, 2010, "Incomplete financial markets and differential information," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 43, issue 2, pages 189-206, May, DOI: 10.1007/s00199-008-0429-6.
• Bernard Cornet & Ramu Gopalan, 2010, "Arbitrage and equilibrium with portfolio constraints," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 45, issue 1, pages 227-252, October, DOI: 10.1007/s00199-009-0506-5.
• Egbert Dierker & Hildegard Dierker, 2010, "Drèze equilibria and welfare maxima," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 45, issue 1, pages 55-63, October, DOI: 10.1007/s00199-009-0476-7.
• V. Martins-da-Rocha & Yiannis Vailakis, 2010, "Financial markets with endogenous transaction costs," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 45, issue 1, pages 65-97, October, DOI: 10.1007/s00199-009-0498-1.
• Tom Krebs & Pravin Krishna & William Maloney, 2010, "Trade Policy, Income Risk, and Welfare," The Review of Economics and Statistics, MIT Press, volume 92, issue 3, pages 467-481, August.
• Sebastian cea-Echenique & Juan Pablo Torres-Martínez, 2010, "Endogenous differential information in financial markets," Working Papers, University of Chile, Department of Economics, number wp312, Jul.
• Rubén Poblete-Cazenave & Juan Pablo Torres-Martínez, 2010, "Equilibrium with limited-recourse collateralized loans," Working Papers, University of Chile, Department of Economics, number wp313, Jul.
• Aloisio Araujo & Mário R. Pascoa & Juan Pablo Torres-Martínez, 2010, "Long-lived collateralized assets and bubbles," Working Papers, University of Chile, Department of Economics, number wp314, Jul.
• Abdelkrim Seghir & Juan Pablo Torres-Martínez, 2010, "On equilibrium existence with endogenous restricted financial participation," Working Papers, University of Chile, Department of Economics, number wp316, Jul.
• Giuseppe Pulitano & Emmanuel Borgucci, 2010, "Spot price and future price for Brent and WTI markers: Behavior and determinants (1998-2008)," Economía, Instituto de Investigaciones Económicas y Sociales (IIES). Facultad de Ciencias Económicas y Sociales. Universidad de Los Andes. Mérida, Venezuela, volume 35, issue 29, pages 173-208, January-j.
• P Stiefenhofer, 2010, "A Theorem on the Decentralization of the Objective Function of the Firm in GEI," Discussion Papers, Department of Economics, University of York, number 10/08, Jun.
• Pascal Christian Stiefenhofer, 2010, "Endogenous Financing of Production in General Equilibrium with Incomplete Markets," Discussion Papers, Department of Economics, University of York, number 10/20, Jul.
• Horst, Ulrich & Pirvu, Traian A. & Dos Reis, Gonçalo, 2010, "On securitization, market completion and equilibrium risk transfer," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2010-010.

2009

• Beker, Pablo & Chattopadhyay, Subir, 2009, "Consumption Dynamics in General Equilibrium: A Characterisation when Markets are Incomplete," Economic Research Papers, University of Warwick - Department of Economics, number 271187, Sep, DOI: 10.22004/ag.econ.271187.
• Jonathan Heathcote & Kjetil Storesletten & Giovanni L. Violante, 2009, "Quantitative Macroeconomics with Heterogeneous Households," Annual Review of Economics, Annual Reviews, volume 1, issue 1, pages 319-354, May.
• Francesc Obiols-Homs, 2009, "On borrowing limits and welfare," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 804.09, Oct.
• Jean-Philippe Cayen & Marc-André Gosselin & Sharon Kozicki, 2009, "Estimating DSGE-Model-Consistent Trends for Use in Forecasting," Staff Working Papers, Bank of Canada, number 09-35, DOI: 10.34989/swp-2009-35.
• Mário R. Páscoa & Myrian Petrassi & Juan Pablo Torres-Martínez, 2008, "Fiat Money and the Value of Binding Portfolio Constraints," Working Papers Series, Central Bank of Brazil, Research Department, number 176, Dec.
• Francesc Obiols-Homs, 2015, "On borrowing limits and welfare," Working Papers, Barcelona School of Economics, number 401, Sep.
• Atsushi Kajii, 2009, "Sunspot Equilibria In A Production Economy: Do Rational Animal Spirits Cause Overproduction?," The Japanese Economic Review, Japanese Economic Association, volume 60, issue 1, pages 35-54, March, DOI: 10.1111/j.1468-5876.2008.00469.x.
• Ben J. Heijdra & Jochen O. Mierau, 2009, "Annuity Market Imperfection, Retirement and Economic Growth," CESifo Working Paper Series, CESifo, number 2717.
• Ben J. Heijdra & Laurie S. M. Reijnders, 2009, "Economic Growth and Longevity Risk with Adverse Selection," CESifo Working Paper Series, CESifo, number 2898.
• Rabah AMIR & Igor V. EVSTIGNEEV & Thorsten HENS & Le XU, 2009, "Evolutionary Finance and Dynamic Games," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 09-49, Dec.
• Gaetano Bloise & Pietro Reichlin & Mario Tirelli, 2009, "Indeterminacy Of Competitive Equilibrium With Risk Of Default," Levine's Working Paper Archive, David K. Levine, number 814577000000000313, Aug.
• DREZE, Jacques H. & LACHIRI, Oussama & MINELLI, Enrico, 2009, "Stock prices, anticipations and investment in general equilibrium," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2009083, Dec.
• Dumas, Bernard & Lyasoff, Andrew, 2009, "Incomplete-Market Equilibria Solved Recursively on an Event Tree," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7138, Jan.
• Sahin, Aysegul & Mukoyama, Toshihiko, 2009, "Labor-Market Matching with Precautionary Savings and Aggregate Fluctuations," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7429, Aug.
• Reichlin, Pietro & Bloise, Gaetano & Tirelli, Mario, 2009, "Indeterminacy of Competitive Equilibrium with Risk of Default," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7477, Sep.
• Nuno Gouveia & Abdelkrim Seghir, 2009, "Endogenous Default Penalties in Nominal Incomplete Markets," Annals of Economics and Finance, Society for AEF, volume 10, issue 2, pages 391-418, November.
• Bastian Felix & Oliver Woll & Christoph Weber, 2009, "Gas Storage Valuation Under Limited Market Liquidity: An Application In Germany," EWL Working Papers, University of Duisburg-Essen, Chair for Management Science and Energy Economics, number 0903, Oct, revised Oct 2009.
• Christian Hellwig & Guido Lorenzoni, 2009, "Bubbles and Self-Enforcing Debt," Econometrica, Econometric Society, volume 77, issue 4, pages 1137-1164, July.
• Durdu, Ceyhun Bora & Mendoza, Enrique G. & Terrones, Marco E., 2009, "Precautionary demand for foreign assets in Sudden Stop economies: An assessment of the New Mercantilism," Journal of Development Economics, Elsevier, volume 89, issue 2, pages 194-209, July.
• Brock, W.A. & Hommes, C.H. & Wagener, F.O.O., 2009, "More hedging instruments may destabilize markets," Journal of Economic Dynamics and Control, Elsevier, volume 33, issue 11, pages 1912-1928, November.
• Abe, Naohito & Yamada, Tomoaki, 2009, "Nonlinear income variance profiles and consumption inequality over the life cycle," Journal of the Japanese and International Economies, Elsevier, volume 23, issue 3, pages 344-366, September.
• Bulan, Laarni & Mayer, Christopher & Somerville, C. Tsuriel, 2009, "Irreversible investment, real options, and competition: Evidence from real estate development," Journal of Urban Economics, Elsevier, volume 65, issue 3, pages 237-251, May.
• Orrillo, Jaime, 2009, "Making promises in infinite-horizon economies with default and collateral," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 79, issue 10, pages 3055-3068, DOI: 10.1016/j.matcom.2009.02.003.
• Aouani, Zaier & Cornet, Bernard, 2009, "Existence of financial equilibria with restricted participation," Journal of Mathematical Economics, Elsevier, volume 45, issue 12, pages 772-786, December.
• Crès, Hervé & Tvede, Mich, 2009, "Production in incomplete markets: Expectations matter for political stability," Journal of Mathematical Economics, Elsevier, volume 45, issue 3-4, pages 212-222, March.
• Primiceri, Giorgio E. & van Rens, Thijs, 2009, "Heterogeneous life-cycle profiles, income risk and consumption inequality," Journal of Monetary Economics, Elsevier, volume 56, issue 1, pages 20-39, January.
• Rahi, Rohit & Zigrand, Jean-Pierre, 2009, "Endogenous liquidity and contagion," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 29300, Aug.
• Antonio Jiménez-Martínez, 2009, "Notes on the Constrained Suboptimality Result by J. D. Geanakoplos and H. M. Polemarchakis (1986)," Working Papers, CIDE, División de Economía, number DTE 466, Nov.
• Wang, Tianxi, 2009, "Risk, Leverage, and Regulation of Financial Intermediaries," Economics Discussion Papers, University of Essex, Department of Economics, number 2958.
• Tobias Broer, 2009, "Stationary equilibrium distributions in economies with limited commitment," Economics Working Papers, European University Institute, number ECO2009/39.
• Flavia Corneli, 2009, "The Saving Glut Explanation of Global Imbalances: the Role of Underinvestment," Economics Working Papers, European University Institute, number ECO2009/41.
• Jonathan Heathcote & Kjetil Storesletten & Giovanni L. Violante, 2009, "Quantitative macroeconomics with heterogeneous households," Staff Report, Federal Reserve Bank of Minneapolis, number 420.
• Jonathan Heathcote & Kjetil Storesletten & Giovanni L. Violante, 2009, "Consumption and labor supply with partial insurance: an analytical framework," Staff Report, Federal Reserve Bank of Minneapolis, number 432.
• Jean-Pierre Zigrand & Rohit Rahi, 2009, "Endogenous Liquidity and Contagion," FMG Discussion Papers, Financial Markets Group, number dp637, Aug.
• Zaier Aouani & Bernard Cornet, 2009, "Existence of financial equilibria with restricted participation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00629748, Dec, DOI: 10.1016/j.jmateco.2009.10.001.
• Bernard Cornet & Lionel De Boisdeffre, 2009, "Elimination of arbitrage states in asymetric information models," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-01871267, DOI: 10.1007/s00199-007-0205-z.
• Zaier Aouani & Bernard Cornet, 2009, "Existence of financial equilibria with restricted participation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00426441, Oct.
• Bernard Cornet & Ramu Gopalan, 2009, "Arbitrage and Equilibrium with Portfolio Constraints," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00441873, Oct, DOI: 10.1007/s00199-009-0506-5.
• Bernard Cornet & Lionel de Boisdeffre, 2009, "Elimination of arbitrage states in asymmetric information models," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00441895, Dec.
• Zaier Aouani & Bernard Cornet, 2009, "Existence of financial equilibria with restricted participation," Post-Print, HAL, number hal-00629748, Dec, DOI: 10.1016/j.jmateco.2009.10.001.
• Hervé Crès & Mich Tvede, 2009, "Production in incomplete markets: Expectations matter for political stability," Post-Print, HAL, number hal-01022731, Mar, DOI: 10.1016/j.jmateco.2008.09.005.
• Bernard Cornet & Lionel De Boisdeffre, 2009, "Elimination of arbitrage states in asymetric information models," Post-Print, HAL, number hal-01871267, DOI: 10.1007/s00199-007-0205-z.
• Zaier Aouani & Bernard Cornet, 2009, "Existence of financial equilibria with restricted participation," Post-Print, HAL, number halshs-00426441, Oct.
• Bernard Cornet & Ramu Gopalan, 2009, "Arbitrage and Equilibrium with Portfolio Constraints," Post-Print, HAL, number halshs-00441873, Oct, DOI: 10.1007/s00199-009-0506-5.
• Bernard Cornet & Lionel de Boisdeffre, 2009, "Elimination of arbitrage states in asymmetric information models," Post-Print, HAL, number halshs-00441895, Dec.
• Zaier Aouani & Bernard Cornet, 2009, "Existence of financial equilibria with restricted participation," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-00629748, Dec, DOI: 10.1016/j.jmateco.2009.10.001.
• Bernard Cornet & Lionel De Boisdeffre, 2009, "Elimination of arbitrage states in asymetric information models," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-01871267, DOI: 10.1007/s00199-007-0205-z.
• Martinsson, Gustav, 2009, "Are there Financial Constraints for Firms Investing in Skilled Employees?," Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies, number 169, Jan.
• Manuel Willington & Jorge Lining, 2009, "Regulating a Monopoly with Universal Service Obligation: The Role of Flexible Tariff Schemes," ILADES-UAH Working Papers, Universidad Alberto Hurtado/School of Economics and Business, number inv239, Dec.
• Bhattacharya, Joydeep & Guzman, Mark G. & Shell, Karl, 2009, "Price Level Volatility: A Simple Model of Money Taxes and Sunspots," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 5167, Dec.
• Claudia Trentini & Lídia Farré, 2009, "Factors affecting the schooling performance of secondary school pupils - the cost of high unemployment and imperfect financial markets," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2009-07, Mar.
• Imkamp Heiner, 2009, "Welchen Zusammenhang zwischen Preis und Qualität sollte der Wettbewerb auf Konsumgütermärkten herstellen? / Which Price-Quality Relationship Should Competition Induce on Consumer Goods Markets ?: Empi," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 229, issue 4, pages 410-425, August, DOI: 10.1515/jbnst-2009-0404.
• Bernard Cornet & Zaier Aouani, 2009, "Existence of financial equilibria with restricted participation," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 200909, Dec, revised Dec 2009.
• Bernard Cornet & Ramu Gopalan, 2009, "Arbitrage and Equilibrium with Portfolio Constraints," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 200911, Dec, revised Dec 2009.
• Bernard Cornet & Lionel D Boisdeffre, 2009, "Elimination of Arbitrage States in Asymmetric Information Models," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 200912, Dec, revised Dec 2009.
• Oh Kwon, 2009, "On the equivalence of a class of affine term structure models," Annals of Finance, Springer, volume 5, issue 2, pages 263-279, March, DOI: 10.1007/s10436-007-0094-y.
• Guangsug Hahn & Dong Chul Won, 2009, "Satiation and Equilibrium in Unbounded Exchange Economies," Korean Economic Review, Korean Economic Association, volume 25, pages 349-366.
• Hervé Crès & Mich Tvede, 2009, "Production in Incomplete Markets: Expectations Matter for Political Stability," Discussion Papers, University of Copenhagen. Department of Economics, number 09-01, Jan.
• Hervé Crès & Tobias Markeprand & Mich Tvede, 2009, "Incomplete Financial Markets and Jumps in Asset Prices," Discussion Papers, University of Copenhagen. Department of Economics, number 09-12, Jun.
• Chiaki Hara, 2009, "Effectively Complete Asset Markets with Multiple Goods and over Multiple Periods," KIER Working Papers, Kyoto University, Institute of Economic Research, number 685, Nov.
• Zaier Aouani & Bernard Cornet, 2009, "Existence of financial equilibria with restricted participation," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 09063, Oct, DOI: 10.1016/j.jmateco.2009.10.001.
• Bernard Cornet & Ramu Gopalan, 2009, "Arbitrage and equilibrium with portofolio constraints," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 09077, Oct, DOI: 10.1007/s00199-009-0506-5.
• Bernard Cornet & Lionel De Boisdeffre, 2009, "Elimination of arbitrage states in asymmetric information models," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 09078, Dec, DOI: 10.1007/s00199-007-0205-z.
• Lionel de Boisdeffre, 2009, "A price uncertainty principle and the existence of sequential equilibrium," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 09087, Dec.
• Per Krusell & Toshihiko Mukoyama & Aysegul Sahin, 2009, "Labor-Market Matching with Precautionary Savings and Aggregate Fluctuations," NBER Working Papers, National Bureau of Economic Research, Inc, number 15282, Aug.
• Dirk Krueger & Fabrizio Perri, 2009, "Public versus Private Risk Sharing," NBER Working Papers, National Bureau of Economic Research, Inc, number 15582, Dec.
• Ken Urai & Akihiko Yoshimachi & Kousuke Yokota, 2009, "Financial Structure and Social Coalitional Equilibrium," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 09-41, Dec.
• Rui Castro & Gian Luca Clementi & Glenn Macdonald, 2009, "Legal Institutions, Sectoral Heterogeneity, and Economic Development," The Review of Economic Studies, Review of Economic Studies Ltd, volume 76, issue 2, pages 529-561.
• Rohit Rahi & Jean-Pierre Zigrand, 2009, "Strategic Financial Innovation in Segmented Markets," The Review of Financial Studies, Society for Financial Studies, volume 22, issue 8, pages 2941-2971, August.
• Ferreira, Thiago Revil T. & Torres-Martínez, Juan Pablo, 2009, "The impossibility of effective enforcement mechanisms in collateralized credit markets," MPRA Paper, University Library of Munich, Germany, number 13781, Mar.
• Tianxi, Wang, 2009, "Risk, Leverage, and Regulation of Financial Intermediaries," MPRA Paper, University Library of Munich, Germany, number 18212, Jun.
• Bachev, Hrabrin, 2009, "Framework for Analisis and Improvement of Agrarian Dynamics," MPRA Paper, University Library of Munich, Germany, number 19349, Nov.
• Arend, Mario, 2009, "A Small Open Economy with Heterogenous Agents Facing Interest Rate Ceilings on Loans," MPRA Paper, University Library of Munich, Germany, number 19427, Dec.
• Grochulski, Borys & Zhang, Yuzhe, 2009, "Borrowing Constraint as an Optimal Contract," MPRA Paper, University Library of Munich, Germany, number 23216.
• Li Ning, Jorge, 2009, "Second-degree price discrimination and universal access under (weighted average) price cap regulation," MPRA Paper, University Library of Munich, Germany, number 31321, Nov.
• Pedro Teles & Fiorella de Fiore, 2009, "Monetary Policy and the Financing of Firms," Working Papers, Banco de Portugal, Economics and Research Department, number w200917.
• Eva Carceles-Poveda & Daniele Coen Pirani, 2009, "Code and data files for "Owning Capital or being Shareholders: an equivalence result with Incomplete Markets"," Computer Codes, Review of Economic Dynamics, number 08-124, revised .
• Francesc Obiols-Homs, 2009, "Code files for "On borrowing limits and welfare"," Computer Codes, Review of Economic Dynamics, number 08-181, revised .
• Eva Carceles-Poveda, 2009, "Asset Prices and Business Cycles under Market Incompleteness," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 12, issue 3, pages 405-422, July, DOI: 10.1016/j.red.2008.07.004.
• Francesc Obiols-Homs & Albert Marcet, 2009, "Polarization under incomplete markets and endogenous labor productivity," 2009 Meeting Papers, Society for Economic Dynamics, number 356.
• Leena Rudanko, 2009, "Aggregate and Idiosyncratic Risk in a Frictional Labor Market," 2009 Meeting Papers, Society for Economic Dynamics, number 468.
• Pedro Teles & Oreste Tristani & Fiorella De Fiore, 2009, "Monetary Policy and the Financing of Firms," 2009 Meeting Papers, Society for Economic Dynamics, number 633.
• Gaetano Bloise & Pietro Reichlin & Mario Tirelli, 2009, "Indeterminacy of competitive equilibrium with risk of default," Departmental Working Papers of Economics - University 'Roma Tre', Department of Economics - University Roma Tre, number 0109.
• Charalambos Aliprantis & Rabee Tourky, 2009, "Equilibria in incomplete assets economies with infinite dimensional spot markets," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 38, issue 2, pages 221-262, February, DOI: 10.1007/s00199-007-0247-2.
• Bernard Cornet & Lionel Boisdeffre, 2009, "Elimination of arbitrage states in asymmetric information models," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 38, issue 2, pages 287-293, February, DOI: 10.1007/s00199-007-0205-z.
• Zsolt Szabó, 2009, "Exit, Voice, Loyalty in Transition: A Theoretical Framework," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), volume 15, issue 4, pages 650-659, February, DOI: 10.1007/s11300-008-0035-0.
• Zaier Aouani & Bernard Cornet, 2009, "Existence of financial equilibria with restricted participation," Working Papers, International School of Economics at TSU, Tbilisi, Republic of Georgia, number 001-09, Sep.
• Markus Haavio & Heikki Kauppi, 2009, "House Price Fluctuations and Residential Sorting," Discussion Papers, Aboa Centre for Economics, number 48, May.
• Alberto Bisin & John Geanakoplos & Piero Gottardi & Enrico Minelli & Heracles Polemarchakis, 2009, "Markets and Contracts," Working Papers, University of Brescia, Department of Economics, number 0915.
• Jacques Drèze & Oussama Lachiri & Enrico Minelli, 2009, "Stock Prices, Anticipations and Investment in General Equilibrium," Working Papers, University of Brescia, Department of Economics, number 0916.
• Martin Meier & Enrico Minelli & Herakles Polemarchakis, 2009, "Competitive Markets with Private Information on Both Sides," Working Papers, University of Brescia, Department of Economics, number 0917.
• Ugo Pagano, 2009, "Marrying in the Cathedral: a Framework for the Analysis of Corporate Governance," Department of Economics University of Siena, Department of Economics, University of Siena, number 571, Sep.
• Massimiliano Vatiero, 2009, "Positional Goods: A Diagrammatic Exposition," Department of Economics University of Siena, Department of Economics, University of Siena, number 575, Oct.
• Pascal Stiefenhofer, 2009, "Production in General Equilibrium with Incomplete Markets," Discussion Papers, Department of Economics, University of York, number 09/06, Mar.
• Haavio, Markus & Kauppi, Heikki, 2009, "House price fluctuations and residential sorting," Bank of Finland Research Discussion Papers, Bank of Finland, number 14/2009.
• Graham, Liam & Wright, Stephen, 2009, "Information, heterogeneity and market incompleteness," Kiel Working Papers, Kiel Institute for the World Economy, number 1503.
• Wockenfuß, Christof, 2009, "Demokratie durch Entwicklungskonkurrenz," Discussion Papers, Martin Luther University of Halle-Wittenberg, Chair of Economic Ethics, number 2009-17.

2008

• Brock, W.A. & Hommes, C.H. & Wagener, F.O.O., 2008, "More hedging instruments may destabilize markets," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 08-04.
• Herzberg, Frederik, 2011, "On the foundations of Lévy finance. Equilibrium for a single-agent financial market with jumps," Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University, number 406, Aug.
• Leena Rudanko, 2008, "Aggregate and Idiosyncratic Risk in a Frictional Labor Market," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number wp2008-009, Jul.
• Julien Hugonnier, 2008, "Bubbles and multiplicity of equilibria under portfolio constraints," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 08-28, Sep.
• Ana Fostel & John Geanakoplos, 2008, "Emerging Markets in an Anxious Global Economy," Levine's Working Paper Archive, David K. Levine, number 122247000000002074, Apr.
• Acharya, Viral & Viswanathan, S., 2008, "Moral Hazard, Collateral and Liquidity," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6630, Jan.
• Reichlin, Pietro & Bloise, Gaetano, 2008, "Asset Prices, Debt Constraints and Inefficiency," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6779, Apr.
• Den Haan, Wouter & Rendahl, Pontus, 2008, "Solving the Incomplete Markets Model with Aggregate Uncertainty using Explicit Aggregation," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6963, Sep.
• Ana Fostel & John Geanakoplos, 2008, "Emerging Markets in an Anxious Global Economy," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1646, Mar.
• Algan, Yann & Allais, Olivier & Den Haan, Wouter J., 2008, "Solving heterogeneous-agent models with parameterized cross-sectional distributions," Journal of Economic Dynamics and Control, Elsevier, volume 32, issue 3, pages 875-908, March.
• Drèze, Jacques H. & Herings, P. Jean-Jacques, 2008, "Sequentially complete markets remain incomplete," Economics Letters, Elsevier, volume 100, issue 3, pages 445-447, September.
• Beker, Pablo F., 2008, "Retained earnings dynamic, internal promotions and Walrasian equilibrium," Journal of Economic Theory, Elsevier, volume 139, issue 1, pages 114-156, March.
• Bloise, Gaetano, 2008, "Efficiency and prices in economies of overlapping generations," Journal of Economic Theory, Elsevier, volume 141, issue 1, pages 200-224, July.
• Basak, Suleyman & Cass, David & Licari, Juan Manuel & Pavlova, Anna, 2008, "Multiplicity in general financial equilibrium with portfolio constraints," Journal of Economic Theory, Elsevier, volume 142, issue 1, pages 100-127, September.
• Bloise, Gaetano & Calciano, Filippo L., 2008, "A characterization of inefficiency in stochastic overlapping generations economies," Journal of Economic Theory, Elsevier, volume 143, issue 1, pages 442-468, November.
• Tirelli, Mario, 2008, "Constrained inefficiency in GEI: A geometric argument," Journal of Mathematical Economics, Elsevier, volume 44, issue 11, pages 1197-1214, December.