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Strategic Behavior on Financial Markets

Author

Listed:
  • Kannai, Yakar

    (Center for Mathematical Economics, Bielefeld University)

  • Rosenmüller, Joachim

    (Center for Mathematical Economics, Bielefeld University)

Abstract

We discuss the strategic behavior of agents on a financial market in the presence of a central bank which is borrowing and lending money.

Suggested Citation

  • Kannai, Yakar & Rosenmüller, Joachim, 2016. "Strategic Behavior on Financial Markets," Center for Mathematical Economics Working Papers 351, Center for Mathematical Economics, Bielefeld University.
    • Handle: RePEc:bie:wpaper:351
    as

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    File URL: https://pub.uni-bielefeld.de/download/1878875/2319747
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    References listed on IDEAS

    as
    1. Martin Shubik & Ward Whitt, 1973. "Fiat Money in an Economy with One Nondurable Good and No Credit (A Noncooperative Sequential Game)," Cowles Foundation Discussion Papers 355, Cowles Foundation for Research in Economics, Yale University.
    2. Dubey, Pradeep & Shapley, Lloyd S., 1994. "Noncooperative general exchange with a continuum of traders: Two models," Journal of Mathematical Economics, Elsevier, vol. 23(3), pages 253-293, May.
    3. Geanakoplos, J. & Karatzas, I. & Shubik, M. & Sudderth, W., 2000. "A strategic market game with active bankruptcy," Journal of Mathematical Economics, Elsevier, vol. 34(3), pages 359-396, November.
    4. Giraud, Gael, 2003. "Strategic market games: an introduction," Journal of Mathematical Economics, Elsevier, vol. 39(5-6), pages 355-375, July.
    Full references (including those not matched with items on IDEAS)

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