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Prices, asset markets and indeterminacy

Author

Listed:
  • POLEMARCHAKIS, Heracles M.
  • SICONOLFI, Paolo

Abstract

Competitive equilibrium allocations are indeterminate when the net trades in commodities are constrained, while the asset market is incomplete.
(This abstract was borrowed from another version of this item.)
(This abstract was borrowed from another version of this item.)
(This abstract was borrowed from another version of this item.)

Suggested Citation

  • POLEMARCHAKIS, Heracles M. & SICONOLFI, Paolo, 1998. "Prices, asset markets and indeterminacy," LIDAM Reprints CORE 1331, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • Handle: RePEc:cor:louvrp:1331
    DOI: 10.1006/jeth.1998.2433
    Note: In : Journal of Economic Theory, 82, 46-64, 1998
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    Cited by:

    1. is not listed on IDEAS
    2. Céline Rochon & Herakles Polemarchakis, 2006. "Debt, liquidity and dynamics," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 27(1), pages 179-211, January.
    3. Jean-Marc Tallon, 1995. "Théorie de l'équilibre général avec marchés financiers incomplets," Revue Économique, Programme National Persée, vol. 46(5), pages 1207-1239.

    More about this item

    JEL classification:

    • D50 - Microeconomics - - General Equilibrium and Disequilibrium - - - General
    • D52 - Microeconomics - - General Equilibrium and Disequilibrium - - - Incomplete Markets

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