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Asset Trading Volume in Infinite-Horizon Economies with Dynamically Complete Markets and Heterogeneous Agents: Comment

  • Peter Bossaerts

    (California Institute of Technology)

  • William R. Zame

    (UCLA/Califonia Institute of Technology)

No abstract is available for this item.

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File URL: http://www.econ.ucla.edu/workingpapers/wp841.pdf
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Paper provided by UCLA Department of Economics in its series UCLA Economics Working Papers with number 841.

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Date of creation: 01 Mar 2005
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Handle: RePEc:cla:uclawp:841
Contact details of provider: Web page: http://www.econ.ucla.edu/

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  1. Darrell Duffie & William Zame, 1988. "The Consumption-Based Capital Asset Pricing Model," Discussion Papers 88-10, University of Copenhagen. Department of Economics.
  2. R. C. Merton, 1970. "Optimum Consumption and Portfolio Rules in a Continuous-time Model," Working papers 58, Massachusetts Institute of Technology (MIT), Department of Economics.
  3. Lucas, Robert E, Jr, 1978. "Asset Prices in an Exchange Economy," Econometrica, Econometric Society, vol. 46(6), pages 1429-45, November.
  4. Judd, Kenneth L. & Kubler, Felix & Schmedders, Karl, 2006. "Reply to "Asset trading volume in infinite-horizon economies with dynamically complete markets and heterogeneous agents: Comment"," Finance Research Letters, Elsevier, vol. 3(2), pages 102-105, June.
  5. Duffie, J Darrell & Huang, Chi-fu, 1985. "Implementing Arrow-Debreu Equilibria by Continuous Trading of Few Long-lived Securities," Econometrica, Econometric Society, vol. 53(6), pages 1337-56, November.
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