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Citations for "Does Market Incompleteness Matter"

by David K. Levine & William Zame

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  1. Samuel Gil Martín, 2012. "Liquidity, Welfare and Distribution," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 59(2), pages 217-234, May.
  2. Florian Wagener & Cars Hommes & William Brock, 2006. "More hedging instruments may destabilize markets," Working Papers wp06-11, Warwick Business School, Finance Group.
  3. Brock,W.A. & Hommes,C.H., 2002. "Heterogeneous beliefs and routes to complex dynamics in asset pricing models with price contingent contracts," Working papers 3, Wisconsin Madison - Social Systems.
  4. Jonathan Heathcote & Kjetil Storesletten & Giovanni L. Violante, 2007. "Insurance and Opportunities: A Welfare Analysis of Labor Market Risk," NBER Working Papers 13673, National Bureau of Economic Research, Inc.
  5. Krebs, Tom & Krishna, Pravin & Maloney, William F., 2013. "Income Mobility and Welfare," Working Papers 13-02, University of Mannheim, Department of Economics.
  6. Martins-da-Rocha, V. Filipe & Vailakis, Yiannis, 2012. "Endogenous debt constraints in collateralized economies with default penalties," Journal of Mathematical Economics, Elsevier, vol. 48(1), pages 1-13.
  7. Martins-da-Rocha, Victor Filipe & Vailakis, Yiannis, 2008. "Collateral, default penalties and almost finite-time solvency," Economics Working Papers (Ensaios Economicos da EPGE) 670, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  8. Christensen, Peter Ove & Larsen, Kasper & Munk, Claus, 2012. "Equilibrium in securities markets with heterogeneous investors and unspanned income risk," Journal of Economic Theory, Elsevier, vol. 147(3), pages 1035-1063.
  9. Tom Krebs & Pravin Krishna & William Maloney, 2005. "Trade Policy, Income Risk, and Welfare," NBER Working Papers 11255, National Bureau of Economic Research, Inc.
  10. Rieger, Jörg, 2014. "Financial Transaction Tax and Financial Market Stability with Diverse Beliefs," Working Papers 0563, University of Heidelberg, Department of Economics.
  11. M. Fatih Guvenen, 2002. "Reconciling Conflicting Evidence on the Elasticity of Intertemporal Substitution: A Macroeconomic Perspective," RCER Working Papers 491, University of Rochester - Center for Economic Research (RCER), revised Mar 2003.
  12. Giovanni L. Violante & Per Krusell & Andreas Hornstein, 2006. "Frictional wage dispersion in search models: a quantitative assessment," Working Paper 06-07, Federal Reserve Bank of Richmond.
  13. Hsu, Minchung & Yang, C.C., 2013. "Optimal linear and two-bracket income taxes with idiosyncratic earnings risk," Journal of Public Economics, Elsevier, vol. 105(C), pages 58-71.
  14. Martins-da-Rocha, Victor Filipe & Vailakis, Yiannis, 2010. "Competitive equilibria in infinite-horizon collateralized economies with default penalties," Economics Working Papers (Ensaios Economicos da EPGE) 703, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  15. Edward J. Green & Ruilin Zhou, 2002. "Money as a mechanism in a Bewley economy," Working Paper Series WP-02-15, Federal Reserve Bank of Chicago.
  16. Jamison Julian C., 2014. "Two Examples of Equilibrium Nonexistence," Mathematical Economics Letters, De Gruyter, vol. 1(2-4), pages 1-6, July.
  17. Laurent Calvet & Martin Gonzalez-Eiras & Paolo Sodini, 2001. "Financial Innovation, Market Participation and Asset Prices," Harvard Institute of Economic Research Working Papers 1928, Harvard - Institute of Economic Research.
  18. Juan-Carlos Cordoba, 2004. "Debt-Constraints or Incomplete Markets? A Decomposition of the Wealth and Consumption Inequality in the U.S," Macroeconomics 0404004, EconWPA.
  19. Krebs, Tom & Krishna, Pravin & Maloney, William, 2007. "Human capital, trade liberalization, and income risk," Policy Research Working Paper Series 4276, The World Bank.
  20. Hornstein, Andreas & Krusell, Per & Violante, Giovanni L, 2006. "Frictional Wage Dispersion in Search Models: A Quantitative Approach," CEPR Discussion Papers 5935, C.E.P.R. Discussion Papers.
  21. Kajii, A. & Hara, C., 2000. "On the Range of the Risk-Free Interest Rate in Incomplete Markets," Cambridge Working Papers in Economics 0030, Faculty of Economics, University of Cambridge.
  22. Krueger, Dirk & Lustig, Hanno, 2006. "The Irrelevance of Market Incompleteness for the Price of Aggregate Risk," CEPR Discussion Papers 5936, C.E.P.R. Discussion Papers.
  23. Chiaki Hara & James Huang & Christoph Kuzmics, 2006. "Efficient Risk-Sharing Rules with Heterogeneous Risk Attitudes and Background Risks," KIER Working Papers 621, Kyoto University, Institute of Economic Research.
  24. Francisco Buera & Yongseok Shin, 2010. "Self-Insurance vs. Self-Financing: A Welfare Analysis of the Persistence of Shocks," 2010 Meeting Papers 1153, Society for Economic Dynamics.
  25. Pravin Krishna & Mine Zeynep Senses, 2009. "International Trade and Labor Income Risk in the United States," NBER Working Papers 14992, National Bureau of Economic Research, Inc.
  26. Krueger, Dirk & Lustig, Hanno, 2010. "When is market incompleteness irrelevant for the price of aggregate risk (and when is it not)?," Journal of Economic Theory, Elsevier, vol. 145(1), pages 1-41, January.
  27. Hogrefe, Jan & Yao, Yao, 2012. "Offshoring and labor income risk," ZEW Discussion Papers 12-025, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
  28. Felix Kubler & Karl Schmedders, 2001. "Incomplete Markets, Transitory Shocks, and Welfare," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 4(4), pages 747-766, October.
  29. Heathcote, Jonathan & Storesletten, Kjetil & Violante, Giovanni L, 2005. "Insurance and Opportunities: The Welfare Implications of Rising Wage Dispersion," CEPR Discussion Papers 5200, C.E.P.R. Discussion Papers.
  30. Guven, Cahit, 2016. "Financial integration: The role of tradable and non-tradable goods," Economic Modelling, Elsevier, vol. 53(C), pages 345-353.
  31. Jinill Kim & Sunghyun Henry Kim & Andrew Levin, 2000. "Patience, Persistence and Properties of Two-Country Incomplete Market Models," Econometric Society World Congress 2000 Contributed Papers 1764, Econometric Society.
  32. Francois Gourio & Pierre-Alexandre Noual, 2006. "The Marginal Worker and the Aggregate Elasticity of Labor Supply," 2006 Meeting Papers 509, Society for Economic Dynamics.
  33. Guillaume Rocheteau & Pierre-Olivier Weill & Tsz-Nga Wong, 2015. "A Tractable Model of Monetary Exchange with Ex-post Heterogeneity," NBER Working Papers 21179, National Bureau of Economic Research, Inc.
  34. Kim, Jinill & Kim, Sunghyun Henry & Levin, Andrew, 2003. "Patience, persistence, and welfare costs of incomplete markets in open economies," Journal of International Economics, Elsevier, vol. 61(2), pages 385-396, December.
  35. Pablo F. Beker & Subir Chattopadhyay, 2006. "Economic Survival When Markets Are Incomplete," Working Papers. Serie AD 2006-19, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  36. Tom Krebs, 2006. "Multi-Dimensional Risk and the Cost of Business Cycles," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 9(4), pages 640-658, October.
  37. Jan Hogrefe & Yao Yao, 2016. "Offshoring and labor income risk: an empirical investigation," Empirical Economics, Springer, vol. 50(3), pages 1045-1063, May.
  38. David K Levine & William R Zame, 2000. "Risk Sharing and Market Incompleteness," Levine's Working Paper Archive 2080, David K. Levine.
  39. Greg Kaplan & Giovanni L. Violante, 2010. "How Much Consumption Insurance beyond Self-Insurance?," American Economic Journal: Macroeconomics, American Economic Association, vol. 2(4), pages 53-87, October.
  40. Ohno, Hiroaki, 2009. "Incomplete market participation, endogenous endowment risks and welfare," Journal of Economics and Business, Elsevier, vol. 61(5), pages 392-403, September.
  41. Brock, W.A. & Hommes, C.H., 2001. "Heterogeneous beliefs and and routes to complez dynamics in asset pricing models with price contingent contracts," CeNDEF Working Papers 01-05, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  42. Hanno Lustig, "undated". "When is Market Incompleteness Irrelevant for the Price of Aggregate Risk (joint with Dirk Krueger, UPenn)," UCLA Economics Online Papers 380, UCLA Department of Economics.
  43. Bernard Dumas & Pascal Maenhout, 2002. "A Central-Planning Approach to Dynamic Incomplete-Market Equilibrium," Levine's Working Paper Archive 391749000000000523, David K. Levine.
  44. Krebs, Tom, 2004. "Testable implications of consumption-based asset pricing models with incomplete markets," Journal of Mathematical Economics, Elsevier, vol. 40(1-2), pages 191-206, February.
  45. Jan Hogrefe & Yao Yao, 2012. "Offshoring and Labor Income Risk: An Empirical Investigation," SOEPpapers on Multidisciplinary Panel Data Research 515, DIW Berlin, The German Socio-Economic Panel (SOEP).
  46. Beker, Pablo & Chattopadhyay, Subir, 2010. "Consumption dynamics in general equilibrium: A characterisation when markets are incomplete," Journal of Economic Theory, Elsevier, vol. 145(6), pages 2133-2185, November.
  47. Henry Kim & Jinill Kim & Robert Kollmann, 2005. "Applying Perturbation Methods to Incomplete Market Models with Exogenous Borrowing Constraints," Discussion Papers Series, Department of Economics, Tufts University 0504, Department of Economics, Tufts University.
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