Temporary Equilibrium: Money, Expectations And Dynamics
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Other versions of this item:
- Grandmont Jean-michel, 1988. "Temporary equilibrium : money, expectations and dynamics," CEPREMAP Working Papers (Couverture Orange) 8821, CEPREMAP.
References listed on IDEAS
- Stulz, René M., 1984. "Optimal Hedging Policies," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 19(02), pages 127-140, June.
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- Merton, Robert C., 1971.
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- Cox, John C & Ingersoll, Jonathan E, Jr & Ross, Stephen A, 1985. "An Intertemporal General Equilibrium Model of Asset Prices," Econometrica, Econometric Society, vol. 53(2), pages 363-384, March.
- Breeden, Douglas T., 1979. "An intertemporal asset pricing model with stochastic consumption and investment opportunities," Journal of Financial Economics, Elsevier, vol. 7(3), pages 265-296, September.
- S. Fischer, 1974. "The Demand for Index Bonds," Working papers 132, Massachusetts Institute of Technology (MIT), Department of Economics.
- Adler, Michael & Detemple, Jerome B, 1988. " On the Optimal Hedge of a Nontraded Cash Position," Journal of Finance, American Finance Association, vol. 43(1), pages 143-153, March.
- Bernard Dumas, 1988. "Pricing Physical Assets Internationally," NBER Working Papers 2569, National Bureau of Economic Research, Inc.
- Merton, Robert C, 1969. "Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case," The Review of Economics and Statistics, MIT Press, vol. 51(3), pages 247-257, August.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Aparicio, Felipe M., 1998. "Modelling adaptive complex behaviour with an application to the stock markets dynamics," DES - Working Papers. Statistics and Econometrics. WS 6284, Universidad Carlos III de Madrid. Departamento de Estadística.
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Keywordseconomic equilibrium ; expectations ; money ; dynamic analysis ; business cycles;
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