Research classified by Journal of Economic Literature (JEL) codes
Top JEL
/ D: Microeconomics
/ / D5: General Equilibrium and Disequilibrium
/ / / D52: Incomplete Markets
This JEL code is mentioned in the following RePEc Biblio entries:
2006
- Jean-Marc Bonnisseau & Oussama Lachiri, 2006, "About the second theorem of welfare economics with stock markets," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00118822, Jun.
- Jean-Marc Bonnisseau & Oussama Lachiri, 2006, "About the second theorem of Welfare economics with stock markets," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00265691.
- Alessandro Citanna & Heracles M. Polemarchakis & M. Tirelli, 2006, "The taxation of trades in assets," Post-Print, HAL, number halshs-00009847, Jan, DOI: 10.1016/j.jet.2004.11.003.
- Jean-Marc Bonnisseau & Oussama Lachiri, 2006, "About the second theorem of welfare economics with stock markets," Post-Print, HAL, number halshs-00118822, Jun.
- Jean-Marc Bonnisseau & Oussama Lachiri, 2006, "About the second theorem of Welfare economics with stock markets," Post-Print, HAL, number halshs-00265691.
- Yann Algan & Olivier Allais & Wouter J. den Haan, 2006, "Solving heterogeneous-agent models with parameterized cross-sectional distributions," PSE Working Papers, HAL, number halshs-00589129, Dec.
- Yann Algan & Olivier Allais & Wouter J den Haan, 2006, "Solving Heterogeneous-agent Models with Parameterized Cross-sectional Distributions," Sciences Po Economics Publications (main), HAL, number hal-01065663, Dec.
- Yann Algan & Olivier Allais & Wouter J den Haan, 2006, "Solving Heterogeneous-agent Models with Parameterized Cross-sectional Distributions," Working Papers, HAL, number hal-01065663, Dec.
- Yann Algan & Olivier Allais & Wouter J. den Haan, 2006, "Solving heterogeneous-agent models with parameterized cross-sectional distributions," Working Papers, HAL, number halshs-00589129, Dec.
- Mr. Enrique G. Mendoza & Ceyhun Bora Durdu, 2006, "Are Asset Price Guarantees Useful for Preventing Sudden Stops?A Quantitative Investigation of the Globalization Hazard-Moral Hazard Tradeoff," IMF Working Papers, International Monetary Fund, number 2006/073, Mar.
- Pablo F. Beker & Subir Chattopadhyay, 2006, "Economic Survival When Markets Are Incomplete," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2006-19, Oct.
- Guangsug Hahn & Dongchul Won, 2006, "Competitive Equilibrium with Short-selling and Nontransitivie Preferences," Korean Economic Review, Korean Economic Association, volume 22, pages 25-67.
- Móczár, József, 2006, "Arrow-Debreu-modell és a Kornai-kritika harminc év után
[The Arrow-Debreu Model and Kornai s critique, thirty years after]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 2, pages 175-194. - Jean-Marc Bonnisseau & Oussama Lachiri, 2006, "About the second theorem of welfare economics with stock markets," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1), number b06053, Jul.
- Enrique G. Mendoza, 2006, "Lessons From the Debt-Deflation Theory of Sudden Stops," NBER Working Papers, National Bureau of Economic Research, Inc, number 11966, Jan.
- Laarni Bulan & Christopher J. Mayer & C. Tsuriel Somerville, 2006, "Irreversible Investment, Real Options, and Competition: Evidence from Real Estate Development," NBER Working Papers, National Bureau of Economic Research, Inc, number 12486, Aug.
- Enrique G. Mendoza, 2006, "Endogenous Sudden Stops in a Business Cycle Model with Collateral Constraints:A Fisherian Deflation of Tobin's Q," NBER Working Papers, National Bureau of Economic Research, Inc, number 12564, Oct.
- Christian Hellwig & Guido Lorenzoni, 2006, "Bubbles and Self-Enforcing Debt," NBER Working Papers, National Bureau of Economic Research, Inc, number 12614, Oct.
- Timothy J. Kehoe & David K. Levine, 2006, "Bankruptcy and Collateral in Debt Constrained Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 12656, Oct.
- Pradeep Dubey & John Geanakoplos, 2006, "Money and Production, and Liquidity Trap," Department of Economics Working Papers, Stony Brook University, Department of Economics, number 06-03.
- Samuel Mongrut & Dídac Ramírez, 2006, "Discount Rates in Emerging Capital Markets," Working Papers, Centro de Investigación, Universidad del Pacífico, number 06-03, Jan.
- David Cass, 2006, "Competitive Equilibrium with Incomplete Financial Markets," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 06-010, Jun.
- David Cass, 2006, "Musings on the Cass Trick," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 06-011, Jun.
- Suleyman Basak & David Cass & Juan Manuel Licari & Anna Pavlova, 2006, "Multiplicity and Sunspots in General Financial Equilibrium with Portfolio Constraints," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 06-012, Jun.
- Suleyman Basak & David Cass & Juan Manuel Licari & Anna Pavlova, 2006, "Multiplicity in General Financial Equilibrium with Portfolio Constraints, Second Version," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 06-020, Mar, revised 17 Jul 2006.
- Arcand, Jean-Louis & d'Hombres, Beatrice, 2006, "Testing for Separation in Agricultural Household Models and Unobservable Household-Specific Effects," MPRA Paper, University Library of Munich, Germany, number 1863.
- Basci, Erdem & Erdogan, Ayse M. & Saglam, Ismail, 2006, "Money, Tobin Effect, and Incerasing Returns," MPRA Paper, University Library of Munich, Germany, number 1904, Sep.
- Fugarolas, Guadalupe, 2006, "Nash equilibria applied to Spot-financial equilibria in General equilibrium incomplete market models," MPRA Paper, University Library of Munich, Germany, number 470, Sep.
- Frank Milne & Xing Jin, 2006, "Taxation And Transaction Costs In A General Equilibrium Asset Economy," Working Paper, Economics Department, Queen's University, number 1111, Oct.
- Tom Krebs, 2006, "Multi-Dimensional Risk and the Cost of Business Cycles," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 9, issue 4, pages 640-658, October, DOI: 10.1016/j.red.2006.07.002.
- Albert Marcet & Francesc Obiols-Homs, 2006, "Polarization under incomplete markets and endogenous labor productivity," 2006 Meeting Papers, Society for Economic Dynamics, number 274.
- Stephan Dieckmann & Michael Gallmeyer, 2006, "Pricing Rare Event Risk in Emerging Markets," 2006 Meeting Papers, Society for Economic Dynamics, number 305.
- Espen Henriksen & Stephen Spear, 2006, "Dynamic Suboptimality of Competitive Equilibrium in Multiperiod Stochastic Overlapping Generations Economies," 2006 Meeting Papers, Society for Economic Dynamics, number 35.
- George-Marios Angeletos, 2006, "Uninsured Idiosyncratic Investment Risk: Positive and Normative Implications," 2006 Meeting Papers, Society for Economic Dynamics, number 596.
- Martin D D Evans & Viktoria Hnatkovska, 2006, "International Capital Flows Returns and World Financial Integration," 2006 Meeting Papers, Society for Economic Dynamics, number 60.
- Markus Haavio & Heikki Kauppi, 2006, "House price fluctuations and residential sorting," 2006 Meeting Papers, Society for Economic Dynamics, number 774.
- Satyajit Chatterjee & Dean Corbae & Jose-Victor Rios-Rull, 2006, "Finite-Life, Private-Information Theory of Unsecured Debt," 2006 Meeting Papers, Society for Economic Dynamics, number 781.
- Abdelkrim Seghir & Juan Pablo Torres-Martinez, 2006, "Wealth transfers and the role of collateral when lifetimes are uncertain," Textos para discussão, Department of Economics PUC-Rio (Brazil), number 527, Aug.
- Arpad Abraham & Eva Carceles-Poveda, 2006, "Complete Markets, Enforcement Constraints and Intermediation," Computing in Economics and Finance 2006, Society for Computational Economics, number 320, Jul.
- Robert J. Elliott & Carlton-James U. Osakwe, 2006, "Option Pricing for Pure Jump Processes with Markov Switching Compensators," Finance and Stochastics, Springer, volume 10, issue 2, pages 250-275, April, DOI: 10.1007/s00780-006-0004-6.
- Robert Elliott & Carlton-James Osakwe, 2006, "Option Pricing for Pure Jump Processes with Markov Switching Compensators," Finance and Stochastics, Springer, volume 10, issue 2, pages 250-275, April, DOI: 10.1007/s00780-006-0004-6.
- Igor Evstigneev & Thorsten Hens & Klaus Schenk-Hoppé, 2006, "Evolutionary stable stock markets," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 27, issue 2, pages 449-468, January, DOI: 10.1007/s00199-005-0607-8.
- Lawrence Blume & Tarek Coury & David Easley, 2006, "Information, trade and incomplete markets," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 29, issue 2, pages 379-394, October, DOI: 10.1007/s00199-005-0055-5.
- Tom Krebs, 2006, "Recursive equilibrium in endogenous growth models with incomplete markets," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 29, issue 3, pages 505-523, November, DOI: 10.1007/s00199-005-0012-3.
- David Kelsey & Frank Milne, 2006, "Externalities, monopoly and the objective function of the firm," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 29, issue 3, pages 565-589, November, DOI: 10.1007/s00199-005-0036-8.
- P. Herings & A. Predtetchinski & A. Perea, 2006, "The Weak Sequential Core for Two-Period Economies," International Journal of Game Theory, Springer;Game Theory Society, volume 34, issue 1, pages 55-65, April, DOI: 10.1007/s00182-005-0007-0.
- P. Jean-Jacques Herings & Herakles Polemarchakis, 2006, "Pareto Improving Price Regulation when the Asset Market is Incomplete," Studies in Economic Theory, Springer, chapter 12, in: Christian Schultz & Karl Vind, "Institutions, Equilibria and Efficiency", DOI: 10.1007/3-540-28161-4_12.
- Egbert Dierker & Hildegard Dierker & Birgit Grodal, 2006, "Are Incomplete Markets Able to Achieve Minimal Efficiency?," Studies in Economic Theory, Springer, chapter 7, in: Christian Schultz & Karl Vind, "Institutions, Equilibria and Efficiency", DOI: 10.1007/3-540-28161-4_7.
- , & ,, 2006, "Endogenous incomplete markets, enforcement constraints, and intermediation," Theoretical Economics, Econometric Society, volume 1, issue 4, pages 439-459, December.
- William Brock & Cars Hommes & Florian Wagener, 2006, "More Hedging Instruments may destablize Markets," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 06-080/1, Sep, revised 30 Apr 2008.
- Tullio Jappelli & Luigi Pistaferri, 2006, "Intertemporal Choice and Consumption Mobility," Journal of the European Economic Association, MIT Press, volume 4, issue 1, pages 75-115, March.
- J.H. Dreze & E. Minelli & M. Tirelli, 2006, "Production and Financial Policies under Asymmetric Information," Working Papers, University of Brescia, Department of Economics, number ubs0608.
- Giorgio E. Primiceri & Thijs van Rens, 2006, "Heterogeneous life-cycle profiles, income risk and consumption inequality," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 945, Feb, revised Aug 2008.
- Mordecai KURZ, 2006, "Public Policy Evaluation, Social Risk and Pension Capital," Rivista Internazionale di Scienze Sociali, Vita e Pensiero, Pubblicazioni dell'Universita' Cattolica del Sacro Cuore, volume 114, issue 3, pages 389-416.
- Marcus Miller & Lei Zhang, 2006, "Capital Flows, Interest Rates and Precautionary Behaviour: a model of "global imbalances"," WEF Working Papers, ESRC World Economy and Finance Research Programme, Birkbeck, University of London, number 0014, Jul.
- Buchner, Axel & Kaserer, Christoph & Wagner, Niklas, 2006, "Stochastic modeling of private equity: an equilibrium based approach to fund valuation," CEFS Working Paper Series, Technische Universität München (TUM), Center for Entrepreneurial and Financial Studies (CEFS), number 2006-02.
- Krueger, Dirk & Lustig, Hanno & Perri, Fabrizio, 2006, "Evaluation asset pricing models with limited commitment using household consumption data," CFS Working Paper Series, Center for Financial Studies (CFS), number 2006/22.
2005
- Milne, Frank & Kelsey, David, 2005, "Externalities, Monopoly And The Objective Function Of The Firm," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273554, May, DOI: 10.22004/ag.econ.273554.
- Pablo F. Beker & Subir Chattopadhyay, 2005, "Economic Survival when Markets are Incomplete," Levine's Working Paper Archive, David K. Levine, number 784828000000000422, Sep.
- Juan Carlos Echeverry & Leopoldo Fergusson & Pablo QuerubÔøΩn, 2005, "Budget Inflexibility," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 2070, Sep.
- Pradeep Dubey & John Geanakoplos & Martin Shubik, 2005, "Default and Punishment in General Equilibrium," Econometrica, Econometric Society, volume 73, issue 1, pages 1-37, January.
- Amir, Rabah & Evstigneev, Igor V. & Hens, Thorsten & Schenk-Hoppe, Klaus Reiner, 2005, "Market selection and survival of investment strategies," Journal of Mathematical Economics, Elsevier, volume 41, issue 1-2, pages 105-122, February.
- Hens, Thorsten & Schenk-Hoppe, Klaus Reiner, 2005, "Evolutionary stability of portfolio rules in incomplete markets," Journal of Mathematical Economics, Elsevier, volume 41, issue 1-2, pages 43-66, February.
- Angeletos, George-Marios & Calvet, Laurent-Emmanuel, 2005, "Incomplete-market dynamics in a neoclassical production economy," Journal of Mathematical Economics, Elsevier, volume 41, issue 4-5, pages 407-438, August.
- Araujo, Aloisio & Fajardo, Jose & Pascoa, Mario R., 2005, "Endogenous collateral," Journal of Mathematical Economics, Elsevier, volume 41, issue 4-5, pages 439-462, August.
- Tony Berrada & Julien Hugonnier & Marcel Rindisbacher, 2005, "Trading Volumes in Dynamically Efficient Markets," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp139, Mar.
- George-Marios Angeletos & Laurent-Emmanuel Calvet, 2005, "Incomplete Market Dynamics in a Neoclassical Production Economy," Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research, number 2058.
- Martin D. D. Evans (Georgetown University) and Viktoria Hnatkovska (Georgetown University), 2005, "International Capital Flows, Returns and World Financial Integration," Working Papers, Georgetown University, Department of Economics, number gueconwpa~05-05-17, May.
- Martin D. D. Evans (Georgetown University) and Viktoria Hnatkovska (Georgetown University), 2005, "Solving General Equilibrium Models with Incomplete Markets and Many Assets," Working Papers, Georgetown University, Department of Economics, number gueconwpa~05-05-18, May.
- Pascal Gourdel & Leila Triki, 2005, "Incomplete markets and monetary policy," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00193970, Jan.
- George-Marios Angeletos & Laurent-Emmanuel Calvet, 2005, "Incomplete Market Dynamics in a Neoclassical Production Economy," Post-Print, HAL, number halshs-00004728, Aug, DOI: 10.1016/j.jmateco.2004.09.005.
- Hervé Crès & Mich Tvede, 2005, "Portfolio Diversification and Internalization of Production Externalities through Majority Voting," Working Papers, HAL, number hal-00587205, May.
- Hervé Crès & Mich Tvede, 2005, "Portfolio Diversification and Internalization of Production Externalities through Majority Voting," Working Papers, HAL, number hal-01065579, May.
- Floden, Martin, 2005, "Aggregate Savings When Individual Income Varies," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 591, Mar.
- Jinhui H. Bai & Ingolf Schwarz, 2005, "Monetary Equilibria in a Cash-in-Advance Economy with Incomplete Financial Markets," JEPS Working Papers, JEPS, number 05-005, Sep.
- Bernard Cornet & Lionel De Boisdeffre, 2005, "Elimination Of Arbitrage States In Asymmetric Information Models," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 200504, Feb, revised Feb 2005.
- Ingolf Schwarz & Jinhui H. Bai, 2005, "Monetary Equilibria in a Cash-in-Advance Economy with Incomplete Financial Markets," Discussion Paper Series of the Max Planck Institute for Behavioral Economics, Max Planck Institute for Behavioral Economics, number 2005_18, Sep.
- Pascal Gourdel & Leila Triki, 2005, "Incomplete markets and monetary policy," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1), number b05024, Jan.
- Lionel de Boisdeffre, 2005, "Competitive equilibrium with asymmetric information: an existence theorem for numeraire assets," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1), number b05067, Mar.
- Lionel de Boisdeffre, 2005, "Competitive equilibrium with asymmetric information: the arbitrage characterization," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1), number b05090, Dec.
- Martin D. D. Evans & Viktoria Hnatkovska, 2005, "Solving General Equilibrium Models with Incomplete Markets and Many Assets," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0318, Oct.
- Ceyhun Bora Durdu & Enrique G. Mendoza, 2005, "Are Asset Price Guarantees Useful for Preventing Sudden Stops?: A Quantitative Investigation of the Globalization Hazard-Moral Hazard Tradeoff," NBER Working Papers, National Bureau of Economic Research, Inc, number 11178, Mar.
- George-Marios Angeletos, 2005, "Uninsured Idiosyncratic Investment Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 11180, Mar.
- Tom Krebs & Pravin Krishna & William Maloney, 2005, "Trade Policy, Income Risk, and Welfare," NBER Working Papers, National Bureau of Economic Research, Inc, number 11255, Apr.
- Martin D. D. Evans & Viktoria Hnatkovska, 2005, "International Capital Flows, Returns and World Financial Integration," NBER Working Papers, National Bureau of Economic Research, Inc, number 11701, Oct.
- Santos Monteiro, Paulo, 2005, "Family labor supply, precautionary behavior, aggregate saving and employment," MPRA Paper, University Library of Munich, Germany, number 2113, revised Mar 2007.
- Alexander S. Sangare, 2005, "Efficience des marchés : un siècle après Bachelier," Revue d'Économie Financière, Programme National Persée, volume 81, issue 4, pages 107-132, DOI: 10.3406/ecofi.2005.4015.
- David Kelsey & Frank Milne, 2005, "Externalities, Monopoly And The Objective Function Of The Firm," Working Paper, Economics Department, Queen's University, number 1078, May.
- Tom Krebs, 2005, "Job Displacement Risk and the Cost of Business Cycles," 2005 Meeting Papers, Society for Economic Dynamics, number 188.
- Tom Krebs & Pravin Krishna, 2005, "Trade Policy, Income Risk and Welfare," 2005 Meeting Papers, Society for Economic Dynamics, number 271.
- Shahin Shojai & Samuel Wang, 2005, "The New Wave of Liquidity: Impact of Friction," Journal of Financial Transformation, Capco Institute, volume 14, pages 51-59.
- Viktoria Hnatkovska & Martin Evans, 2005, "International Capital Flows in a World of Greater Financial Integration," Computing in Economics and Finance 2005, Society for Computational Economics, number 419, Nov.
- P. Herings & Herakles Polemarchakis, 2005, "Pareto improving price regulation when the asset market is incomplete," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 25, issue 1, pages 135-154, January, DOI: 10.1007/s00199-003-0431-y.
- Egbert Dierker & Hildegard Dierker & Birgit Grodal, 2005, "Are incomplete markets able to achieve minimal efficiency?," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 25, issue 1, pages 75-87, January, DOI: 10.1007/s00199-003-0406-z.
- Luis Braido, 2005, "General equilibrium with endogenous securities and moral hazard," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 26, issue 1, pages 85-101, July, DOI: 10.1007/s00199-004-0492-6.
- Mich Tvede & Hervé Crés, 2005, "Voting in assemblies of shareholders and incomplete markets," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 26, issue 4, pages 887-906, November, DOI: 10.1007/s00199-004-0537-x.
- Richard McLean & James Peck & Andrew Postlewaite, 2005, "On Price-Taking Behavior in Asymmetric Information Economies," Studies in Economic Theory, Springer, in: Alessandro Citanna & John Donaldson & Herakles Polemarchakis & Paolo Siconolfi & Stephan E. Spear, "Essays in Dynamic General Equilibrium Theory", DOI: 10.1007/3-540-27192-9_6.
- Rui Castro & Gian Luca Clementi & Glenn MacDonald, 2005, "Legal Institutions, Sectoral Heterogeneity, and Economic Development," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics, number 05-20.
- Kiminori Matsuyama, 2005, "Credit Market Imperfections and Patterns of International Trade and Capital Flows," Journal of the European Economic Association, MIT Press, volume 3, issue 2-3, pages 714-723, 04/05.
- Viral V. Acharya & Alberto Bisin, 2005, "Optimal Financial-Market Integration and Security Design," The Journal of Business, University of Chicago Press, volume 78, issue 6, pages 2397-2434, November, DOI: 10.1086/497041.
- David Heath & Eckhard Platen, 2005, "Currency Derivatives under a Minimal Market Model with Random Scaling," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 154, Mar.
- Krebs, tom & Krishna, Pravin & Maloney, William, 2005, "Trade policy, income risk, and welfare," Policy Research Working Paper Series, The World Bank, number 3622, Jun.
- Samuel Mongrut Montalván & Didac Ramírez Sarrió, 2005, "Discount Rates in Emerging Capital Markets," Finance, University Library of Munich, Germany, number 0501013, Jan.
- Gourdel & Triki, 2005, "Monetary Policy with Incomplete Markets," Finance, University Library of Munich, Germany, number 0503026, Mar.
- Fatih Guvenen, 2005, "Learning Your Earning: Are Labor Income Shocks Really Very Persistent?," Macroeconomics, University Library of Munich, Germany, number 0507004, Jul.
- V.F. Martins-da-Rocha & L. Triki, 2005, "Equilibria in exchange economies with financial constraints: Beyond the Cass Trick," Microeconomics, University Library of Munich, Germany, number 0503013, Mar.
- David Heath & Eckhard Platen, 2005, "Currency Derivatives Under A Minimal Market Model With Random Scaling," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., volume 8, issue 08, pages 1157-1177, DOI: 10.1142/S0219024905003360.
- Hohnisch, Martin, 2005, "Local Interactions as a Decentralized Mechanism Coordinating Equilibrium Expectations," Bonn Econ Discussion Papers, University of Bonn, Bonn Graduate School of Economics (BGSE), number 30/2005.
- Jappelli, Tullio & Pistaferri, Luigi, 2005, "Intertemporal choice and consumption mobility," CFS Working Paper Series, Center for Financial Studies (CFS), number 2005/28.
- Franke, Günter & Stapleton, Richard C. & Subrahmanyam, Marti G., 2005, "Incremental risk vulnerability," CoFE Discussion Papers, University of Konstanz, Center of Finance and Econometrics (CoFE), number 05/08.
- Scholl, Almuth, 2005, "Limited enforceable international loans, international risk sharing and trade," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2005-055.
2004
- Aloisio Araújo & Bruno Funchal, 2004, "Análise Da Influência Da Lei De Falências E Da Eficiência Do Judiciário No Desenvolvimento Do Mercado De Crédito," Anais do XXXII Encontro Nacional de Economia [Proceedings of the 32nd Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 062.
- Tom Krebs, 2004, "Welfare Cost of Business Cycles When Markets Are Incomplete," Working Papers, Brown University, Department of Economics, number 2004-08.
- Tom Krebs & Pravin Krishna & William Maloney, 2004, "Trade Policy, Income Risk, and Welfare," Working Papers, Brown University, Department of Economics, number 2004-09.
- Neuhoff, K. & de Vries, L., 2004, "'Insufficient Incentives for Investment in Electricity Generation’," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0428, May.
- Martine Quinzii & Michael Magill, 2004, "Which Improves Welfare More: Nominal Or Indexed Bond?," Working Papers, University of California, Davis, Department of Economics, number 230, Jul.
- Sjur Didrik Flåm, 2002, "Pooling, Pricing and Trading of Risks," CESifo Working Paper Series, CESifo, number 672.
- Anif & Fedesarrollo, 2004, "Los servicios financieros y el TLC con Estados Unidos," Cuadernos de Fedesarrollo, Fedesarrollo, number 12715, Dec.
- PANACCIONE, Luca, 2004, "Efficiency of competitive equilibria with hidden action : the role of separable preferences," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2004019, Apr.
- DRÈZE, Jacques & MINELLI, Enrico & TIRELLI, Mario, 2004, "Production and financial policies under asymmetric information," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2004027, May.
- Stoneman, Paul & Kaivanto, Kim, 2004, "Risk Shifting, Technology Policy and Sales Contingent Claims: When is Launch Aid to the Aerospace Industry A Subsidy?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4798, Dec.
- Jianjun Miao, 2004, "Competitive Equilibria of Economies with a Continuum of Consumers and Aggregate Shocks," CEMA Working Papers, China Economics and Management Academy, Central University of Finance and Economics, number 460, Dec.
- Calvet, Laurent & Gonzalez-Eiras, Martín & Sodini, Paolo, 2004, "Financial Innovation, Market Participation, and Asset Prices," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 39, issue 3, pages 431-459, September.
- Thomas Quint & Martin Shubik, 2004, "A Consumable Money. An Elementary Discussion of Commodity Money, Fiat Money and Credit: Part I," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1455, Mar.
- Thomas Quint & Martin Shubik, 2004, "Gold, Fiat and Credit. An Elementary Discussion of Commodity Money, Fiat Money and Credit, Part II," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1460, Apr.
- CRES, Hervé & TVEDE, Mich, 2004, "The Dreze and Grossman-Hart criteria for production in incomplete markets: Voting foundations and compared political stability," HEC Research Papers Series, HEC Paris, number 794, Mar.
- Ernestine M. A. Gross, 2004, "Internalisation of Transport Noise Externalities: Activity Disturbance Pricing and Implementation," Econometric Society 2004 Australasian Meetings, Econometric Society, number 289, Aug.
- Christophe Prechac & Aditya Goenka, 2004, "Are Sunspots Inevitable?," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 786, Aug.
- Leandro Nascimento, 2004, "Investment in Human Capital in a Macrodynamic Framework: Redistributive Taxation, Public Debt and Welfare," Econometric Society 2004 Latin American Meetings, Econometric Society, number 100, Aug.
- Mário Páscoa & Aloisio Araujo & José Fajardo, 2004, "Endogenous Collateral," Econometric Society 2004 Latin American Meetings, Econometric Society, number 161, Aug.
- Andres Carvajal & Alvaro Riascos, 2004, "Global Identification from the equilibrium Manifold under Incomplete markets," Econometric Society 2004 Latin American Meetings, Econometric Society, number 225, Aug.
- Sergio Turner, 2004, "Pareto Improving Taxation in Incomplete Markets," Econometric Society 2004 Latin American Meetings, Econometric Society, number 310, Aug.
- Tarun Sabarwal, 2004, "A Consistent Firm Objective When Markets are Incomplete: Profit Maximization," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 141, Aug.
- Robert F. Martin Joseph W. Gruber, 2004, "Does Housing Wealth Make Us Less Equal? The Role of Durable Goods in the Distribution of Wealth," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 15, Aug.
- Andres Carvajal & Alvaro Riascos, 2004, "Global identification from the equilibrium manifold under incomplete markets," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 196, Aug.
- tom krebs, 2004, "welfare cost of business cycles when markets are incomplete," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 283, Aug.
- Leandro Gonçalves do Nascimento, 2004, "Investment in Human Capital in a Macrodynamic Framework: Redistributive Taxation, Public Debt and Welfare," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 539, Aug.
- Sergio Turner, 2004, "Pareto Improving Taxation in Incomplete Markets," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 614, Aug.
- Nur Ata, H. & Basci, Erdem, 2004, "Existence of competitive equilibrium under financial constraints and increasing returns," Journal of Economic Dynamics and Control, Elsevier, volume 28, issue 12, pages 2457-2473, December.
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