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Citations for "Existence of Equilibrium of Plans, Prices, and Price Expectations in a Sequence of Markets"

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  1. Martins-da-Rocha, Victor Filipe & Vailakis, Yiannis, 2008. "Endogenous Transaction Costs," Economics Working Papers (Ensaios Economicos da EPGE) 680, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  2. David M. Kreps, 1982. "Multiperiod Securities and the Efficient Allocation of Risk: A Comment on the Black-Scholes Option Pricing Model," NBER Chapters, in: The Economics of Information and Uncertainty, pages 203-232 National Bureau of Economic Research, Inc.
  3. Sebastián Cea-Echenique & Juan Pablo Torres-Martínez, 2014. "Credit segmentation in general equilibrium," Documents de travail du Centre d'Economie de la Sorbonne 14095r, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Oct 2015.
  4. David K. Levine, 1989. "Infinite Horizon Equilibrium with Incomplete Markets," Levine's Working Paper Archive 49, David K. Levine.
  5. Fukui Yoshitaka, 2011. "The Imagined Dichotomy of Accounting versus Economic Income Concepts," Accounting, Economics, and Law: A Convivium, De Gruyter, vol. 1(2), pages 1-15, October.
  6. Leonid Kogan & Stephan Ross & Jiang Wang & Mark Westerfield, 2004. "Price Impact and Survival of Irrational Traders," FAME Research Paper Series rp116, International Center for Financial Asset Management and Engineering.
  7. Lionel de BOISDEFFRE, 2015. "Dropping Rational Expectations," Working Papers 2014-2015_8, CATT - UPPA - Université de Pau et des Pays de l'Adour, revised Apr 2015.
  8. Timothy J. Kehoe & David K. Levine, 2000. "Liquidity Constrained vs. Debt Constrained Markets," Levine's Working Paper Archive 14, David K. Levine.
  9. Raad, Rodrigo Jardim, 2013. "Approximate recursive equilibrium with minimal state space," Economics Working Papers (Ensaios Economicos da EPGE) 737, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  10. David Bowman & Jon Faust, 1995. "Options, sunspots, and the creation of uncertainty," International Finance Discussion Papers 510, Board of Governors of the Federal Reserve System (U.S.).
  11. repec:bas:econth:y:2012:i:2:p:35-56 is not listed on IDEAS
  12. DEHEZ, Pierre, 2012. "Incomplete-markets economies: the seminal work of Diamond, Drèze and Radner," CORE Discussion Papers 2012029, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  13. Sebastián Cea-Echenique & Carlos Hervés-Beloso & Juan Pablo Torres-Martínez, 2012. "Endogenous Information: The Role of Sequential Trade and Financial Participation," Working Papers wp361, University of Chile, Department of Economics.
  14. Mordecai Kurz, 1997. "Social States of Belief and the Determinants of the Equity Risk Premium in A Rational Belief Equilibrium," Working Papers 97026, Stanford University, Department of Economics.
  15. Dreze, Jacques H., 1997. "Walras--Keynes equilibria coordination and macroeconomics," European Economic Review, Elsevier, vol. 41(9), pages 1735-1762, December.
  16. Jiang Wang, 1995. "The Term Structure of Interest Rates in a Pure Exchange Economy with Heterogeneous Investors," NBER Working Papers 5172, National Bureau of Economic Research, Inc.
  17. Beißner, Patrick, 2016. "Radner Equilibria under Ambiguous Volatility," Center for Mathematical Economics Working Papers 493, Center for Mathematical Economics, Bielefeld University.
  18. Strobel, Frank, 2012. "International tax arbitrage and residence vs. source-based capital income taxation," Research in Economics, Elsevier, vol. 66(4), pages 391-397.
  19. Alberto Bisin & John Geanakoplos & Piero Gottardi & Enrico Minelli & Herakles Polemarchakis, 2010. "Markets and contracts," Economics Working Papers ECO2010/29, European University Institute.
    • Alberto Bisin & John Geanakoplos & Piero Gottardi & Enrico Minelli & Heracles Polemarchakis, 2009. "Markets and Contracts," Working Papers 0915, University of Brescia, Department of Economics.
  20. Zaier Aouani & Bernard Cornet, 2009. "Existence of financial equilibria with restricted participation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00426441, HAL.
  21. Cea-Echenique, Sebastián & Torres-Martínez, Juan Pablo, 2014. "General Equilibrium with Endogenous Trading Constraints," MPRA Paper 55359, University Library of Munich, Germany.
  22. Orrillo, Jaime, 2001. "Default and exogenous collateral in incomplete markets with a continuum of states," Journal of Mathematical Economics, Elsevier, vol. 35(1), pages 151-165, February.
  23. Xi Chen & Robert Kohn, 2011. "Asset price bubbles from heterogeneous beliefs about mean reversion rates," Finance and Stochastics, Springer, vol. 15(2), pages 221-241, June.
  24. Lionel De Boisdeffre, 2016. "Characterizing revealing and arbitrage-free financial markets," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01321638, HAL.
  25. Paulo Klinger Monteiro, 1994. "A New Proof Of The Existence Of Equilibrium In Incomplete Markets Economies," GE, Growth, Math methods 9410001, EconWPA.
  26. DREZE, Jacques, 2013. "Existence and multiplicity of temporary equilibria under nominal price rigidities," CORE Discussion Papers 2013010, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  27. Mich Tvede & Hervé Crés, 2005. "Voting in assemblies of shareholders and incomplete markets," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 26(4), pages 887-906, November.
  28. Pradeep Dubey & John Geanakoplos & Martin Shubik, 2005. "Default and Punishment in General Equilibrium," Econometrica, Econometric Society, vol. 73(1), pages 1-37, 01.
  29. repec:hal:journl:halshs-00657047 is not listed on IDEAS
  30. Martins-da-Rocha, Victor Filipe & Riedel, Frank, 2008. "On equilibrium prices in continuous time," Economics Working Papers (Ensaios Economicos da EPGE) 672, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  31. von Amsberg, Joachim, 1995. "Excessive environmental risks: An intergenerational market failure," European Economic Review, Elsevier, vol. 39(8), pages 1447-1464, October.
  32. repec:hal:journl:halshs-00746975 is not listed on IDEAS
  33. Kurz, Mordecai & Jin, Hehui & Motolese, Maurizio, 2003. "The role of expectations in economic fluctuations and the efficacy of monetary policy," CFS Working Paper Series 2003/42, Center for Financial Studies (CFS).
  34. Li, Tao, 2007. "Heterogeneous beliefs, asset prices, and volatility in a pure exchange economy," Journal of Economic Dynamics and Control, Elsevier, vol. 31(5), pages 1697-1727, May.
  35. Gordan Zitkovic, 2009. "An example of a stochastic equilibrium with incomplete markets," Papers 0906.0208, arXiv.org, revised Jun 2010.
  36. DREZE, Jacques H. & HERINGS, Jean-Jacques P., "undated". "Sequentially complete markets remain incomplete," CORE Discussion Papers RP 2034, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  37. Subir Chattopadhyay & Piero Gottardi, 1999. "Stochastic OLG Models, Market Structure, and Optimality," Working Papers 99-12, Brown University, Department of Economics.
  38. Leo Ferraris, 2002. "Inside versus outside money: indeterminacy in GEI models," Working Papers 62, University of Rome La Sapienza, Department of Public Economics.
  39. repec:hal:journl:halshs-01164158 is not listed on IDEAS
  40. Dimitrios P Tsomocos, 2003. "Equilibrium analysis, banking, contagion and financial fragility," Bank of England working papers 175, Bank of England.
  41. Zaier Aouani & Bernard Cornet, 2011. "Reduced equivalent form of a financial structure," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00629785, HAL.
  42. Tom Krebs, 2002. "Asset Returns in an Endogenous Growth Model with Incomplete Markets," Working Papers 2002-18, Brown University, Department of Economics.
  43. Dan Cao, 2011. "Collateral Shortages, Asset Price and Investment Volatility with Heterogeneous Beliefs," Working Papers gueconwpa~11-11-01, Georgetown University, Department of Economics.
  44. repec:bas:econth:y:2012:i:2:p:57-75 is not listed on IDEAS
  45. repec:hal:journl:halshs-01321638 is not listed on IDEAS
  46. P.J.J. Herings & F. Kubler, 2001. "Computing Equilibria in Finance Economies," GE, Growth, Math methods 0205003, EconWPA.
  47. A. Corcos & J-P Eckmann & A. Malaspinas & Y. Malevergne & D. Sornette, 2002. "Imitation and contrarian behaviour: hyperbolic bubbles, crashes and chaos," Quantitative Finance, Taylor & Francis Journals, vol. 2(4), pages 264-281.
  48. Chatterji, S. & Ghosal, Sayantan, 2013. "Contracting over Prices," SIRE Discussion Papers 2013-88, Scottish Institute for Research in Economics (SIRE).
  49. Hervé Crès & Tobias Markeprand & Mich Tvede, 2016. "Incomplete financial markets and jumps in asset prices," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 62(1), pages 201-219, June.
  50. Lionel de BOISDEFFRE, 2016. "Characterizing Revealing and Arbitrage-Free Financial Markets," Working Papers 2015-2016_9, CATT - UPPA - Université de Pau et des Pays de l'Adour, revised May 2016.
  51. Thijssen, J.J.J., 2003. "Investment under uncertainty, market evolution and coalition spillovers in a game theoretic perspective," Other publications TiSEM 672073a6-492e-4621-8d4a-0, Tilburg University, School of Economics and Management.
  52. Lionel De Boisdeffre, 2015. "Dropping rational expectations," Documents de travail du Centre d'Economie de la Sorbonne 15038, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  53. Lionel De Boisdeffre, 2012. "Arbitrage and price revelation with private beliefs," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00722035, HAL.
  54. Duffie, Darrell, 1996. "Incomplete security markets with infinitely many states: An introduction," Journal of Mathematical Economics, Elsevier, vol. 26(1), pages 1-8.
  55. POLEMARCHAKIS, Heracles M. & CHIAPPORI, P. A. & KUBLER, F. & EKELAND, I., 2000. "The identification of preferences from equilibrium prices under uncertainty," Les Cahiers de Recherche 689, HEC Paris.
  56. Frank Riedel, 1998. "Imperfect Information Leads to Complete Markets if Dividends are Diffusions," Finance 9808002, EconWPA.
  57. Zame, William R, 1993. "Efficiency and the Role of Default When Security Markets Are Incomplete," American Economic Review, American Economic Association, vol. 83(5), pages 1142-1164, December.
  58. Frederik Herzberg, 2013. "First steps towards an equilibrium theory for Lévy financial markets," Annals of Finance, Springer, vol. 9(3), pages 543-572, August.
  59. Timothy J Kehoe & David K Levine, 1993. "Debt Constrained Asset Markets," Levine's Working Paper Archive 1276, David K. Levine.
  60. Matthew Hoelle & Marina Pireddu & Antonio Villanacci, 2016. "Incomplete financial markets with real assets and wealth-dependent credit limits," Journal of Economics, Springer, vol. 117(1), pages 1-36, January.
  61. Polemarchakis, H. & Siconolfi, P., "undated". "Generic existence of competitive equilibria with restricted participation," CORE Discussion Papers RP 1282, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  62. Jürgen Eichberger & Klaus Rheinberger & Martin Summer, 2014. "Credit risk in general equilibrium," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 57(2), pages 407-435, October.
  63. Lionel De Boisdeffre, 2015. "Price revelation and existence of financial equilibrium with incomplete markets and private beliefs," Documents de travail du Centre d'Economie de la Sorbonne 15037, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  64. Lionel de Boisdeffre, 2012. "On the existence of financial equilibrium when beliefs are private," Documents de travail du Centre d'Economie de la Sorbonne 12055, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  65. Basak, Suleyman, 2000. "A model of dynamic equilibrium asset pricing with heterogeneous beliefs and extraneous risk," Journal of Economic Dynamics and Control, Elsevier, vol. 24(1), pages 63-95, January.
  66. Jiaqian Chen & Patrick A. Imam, 2011. "Causes of Asset Shortages in Emerging Markets," IMF Working Papers 11/114, .
  67. A. Jofré & R. T. Rockafellar & R. J-B. Wets, 2017. "General economic equilibrium with financial markets and retainability," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 63(1), pages 309-345, January.
  68. Jean-Marc Bottazzi & Jaime Luque & Mário Páscoa, 2012. "Securities market theory: Possession, repo and rehypothecation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00665629, HAL.
  69. Wang, Jiang, 1959-, 1995. "The term structure of interest rates in a pure exchange economy with heterogeneous investors," Working papers 3839-95., Massachusetts Institute of Technology (MIT), Sloan School of Management.
  70. Raad, R., 2012. "Existence of an equilibrium for infinite horizon economies with and without complete information," Journal of Mathematical Economics, Elsevier, vol. 48(4), pages 247-262.
  71. repec:dau:papers:123456789/5374 is not listed on IDEAS
  72. Abdelkrim Seghir & Juan Pablo Torres-Martínez, 2010. "On equilibrium existence with endogenous restricted financial participation," Working Papers wp316, University of Chile, Department of Economics.
  73. Arrow, Kenneth J. & Hahn, Frank, 1999. "Notes on Sequence Economies, Transaction Costs, and Uncertainty," Journal of Economic Theory, Elsevier, vol. 86(2), pages 203-218, June.
  74. Chichilnisky, Graciela & Heal, Geoffrey, 1996. "On the existence and the structure of the pseudo-equilibrium manifold," Journal of Mathematical Economics, Elsevier, vol. 26(2), pages 171-186.
  75. Hellwig, Martin, 1996. "Rational expectations equilibria in sequence economies with symmetric information: The two-period case," Journal of Mathematical Economics, Elsevier, vol. 26(1), pages 9-49.
  76. Page, Frank Jr., 1996. "Arbitrage and asset prices," Mathematical Social Sciences, Elsevier, vol. 31(3), pages 183-208, June.
  77. Bernard Cornet & Philippe Bich, 2009. "Existence of pseudo-equilibria in a financial economy," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 200910, University of Kansas, Department of Economics, revised Dec 2009.
  78. Tirelli, Mario, 2008. "Constrained inefficiency in GEI: A geometric argument," Journal of Mathematical Economics, Elsevier, vol. 44(11), pages 1197-1214, December.
  79. João Correia-da-Silva & Carlos Hervés-Beloso, 2014. "Irrelevance of private information in two-period economies with more goods than states of nature," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 55(2), pages 439-455, February.
  80. Dimitrios P. Tsomocos, 2003. "Equilibrium Analysis, Banking and Financial Instability," OFRC Working Papers Series 2003fe08, Oxford Financial Research Centre.
  81. José Penalva, 2003. "Implications of dynamic trading for insurance markets," Economics Working Papers 720, Department of Economics and Business, Universitat Pompeu Fabra.
  82. Krebs, Tom, 2004. "Non-existence of recursive equilibria on compact state spaces when markets are incomplete," Journal of Economic Theory, Elsevier, vol. 115(1), pages 134-150, March.
  83. César L. Guerrero-Luchtenberg, 2004. "Alternative Dynamics and Stability Results in a Standard OLG Model. An Interpretation," Economía Mexicana NUEVA ÉPOCA, , vol. 0(2), pages 191-208, July-Dece.
  84. Rodrigo Jardim Raad, 2016. "Recursive equilibrium with Price Perfect Foresight and a minimal state space," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 61(1), pages 1-54, January.
  85. Leonid Kogan & Stephen A. Ross & Jiang Wang & Mark M. Westerfield, 2006. "The Price Impact and Survival of Irrational Traders," Journal of Finance, American Finance Association, vol. 61(1), pages 195-229, 02.
  86. Peter Bossaerts & William R. Zame, 2006. "Risk Aversion in Laboratory Asset Markets," Levine's Bibliography 122247000000001317, UCLA Department of Economics.
  87. Elul, Ronel, 1999. "Effectively complete equilibria--A note," Journal of Mathematical Economics, Elsevier, vol. 32(1), pages 113-119, August.
  88. Hens, Thorsten, 1997. "Stability of tatonnement processes of short period equilibria with rational expectations," Journal of Mathematical Economics, Elsevier, vol. 28(1), pages 41-67, August.
  89. Brito, Paulo & Dilao, Rui, 2006. "Equilibrium price dynamics in an overlapping-generations exchange economy," MPRA Paper 699, University Library of Munich, Germany.
  90. Harold Houba & Hans Kremers, 2009. "Environmental Damage and Price Taking Behaviour by Firms and Consumers," Discussion Papers of DIW Berlin 878, DIW Berlin, German Institute for Economic Research.
  91. Tran-Nam, Binh, 2016. "A critical review of the normative theory of international trade," International Journal of Development and Conflict, Gokhale Institute of Politics and Economics, vol. 6(1), pages 25-46.
  92. Felipe Zurita, 2004. "Essays on Speculation," Levine's Working Paper Archive 618897000000000849, David K. Levine.
  93. Bryan Ellickson & José Penalva-Zuasti, 1996. "Intertemporal Insurance," Center for Financial Institutions Working Papers 96-19, Wharton School Center for Financial Institutions, University of Pennsylvania.
  94. Wei Ma, 2015. "A Constructive Proof of the Existence of Collateral Equilibrium for a Two-Period Exchange Economy Based on a Smooth Interior-Point Path," Computational Economics, Springer;Society for Computational Economics, vol. 45(1), pages 1-30, January.
  95. Claudio Mattalia, 2003. "Existence of solutions and asset pricing bubbles in general equilibrium models," ICER Working Papers - Applied Mathematics Series 02-2003, ICER - International Centre for Economic Research.
  96. Daron Acemoglu & Asuman E. Ozdaglar, 2010. "Opinion Dynamics and Learning in Social Networks," Levine's Working Paper Archive 661465000000000222, David K. Levine.
  97. Lionel Boisdeffre, 2016. "Learning from arbitrage," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), vol. 4(1), pages 111-119, April.
  98. João Correia-da-Silva, 2015. "Two-period economies with price-contingent deliveries," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 59(3), pages 509-525, August.
  99. repec:hal:journl:halshs-00476004 is not listed on IDEAS
  100. Bernard Walliser, 1982. "Equilibres et anticipations," Revue Économique, Programme National Persée, vol. 33(4), pages 594-638.
  101. DREZE, Jacques H. & LACHIRI, Oussama & MINELLI, Enrico, 2007. "Shareholder-efficient production plans in a multi-period economy," CORE Discussion Papers 2007082, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  102. Zaier Aouani & Bernard Cornet, 2017. "Eliminating useless portfolios in constrained financial economies," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 63(1), pages 159-190, January.
  103. Badics, Tamás, 2011. "Az arbitrázs preferenciákkal történő karakterizációjáról
    [On the characterization of arbitrage in terms of preferences]
    ," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(9), pages 727-742.
  104. Edward J. Green, 1996. "Money and Debt in the Structure of Payments," Macroeconomics 9609002, EconWPA, revised 09 Sep 1996.
  105. Lionel De Boisdeffre, 2015. "Price revelation and existence of financial equilibrium with incomplete markets and private beliefs," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01164142, HAL.
  106. Obstfeld, Maurice, 1993. "Are Industrial-Country Consumption Risks Globally Diversified?," Center for International and Development Economics Research (CIDER) Working Papers 233194, University of California-Berkeley, Department of Economics.
  107. repec:hal:journl:halshs-01053471 is not listed on IDEAS
  108. Martin Meier & Enrico Minelli & Herakles Polemarchakis, 2009. "Competitive Markets with Private Information on Both Sides," Working Papers 0917, University of Brescia, Department of Economics.
  109. Lionel De Boisdeffre, 2015. "Dropping Rational Expectations," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01164158, HAL.
  110. KÜBLER, Felix & POLEMARCHAKIS, Heracles, 1999. "The identification of preferences from the equilibrium prices of commodities and assets," CORE Discussion Papers 1999033, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  111. DRÈZE, Jacques H., "undated". "On the macroeconomics of uncertainty and incomplete markets," CORE Discussion Papers RP 1510, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  112. Hugonnier, Julien & Prieto, Rodolfo, 2015. "Asset pricing with arbitrage activity," Journal of Financial Economics, Elsevier, vol. 115(2), pages 411-428.
  113. Hugonnier, Julien, 2012. "Rational asset pricing bubbles and portfolio constraints," Journal of Economic Theory, Elsevier, vol. 147(6), pages 2260-2302.
  114. Elizabeth Hoffman, 1979. "Competitive Market Allocation Mechanisms and Ex-Ante Optimality," Discussion Papers 388, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  115. Braido, Luis H. B., 2013. "Ergodic Markov equilibrium with incomplete markets and short sales," Theoretical Economics, Econometric Society, vol. 8(1), January.
  116. Hellwig, Martin & Irmen, Andreas, 1999. "Endogenous Technical Change in a Competitive Economy," Sonderforschungsbereich 504 Publications 99-53, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
  117. Stephen Pratt & Adam Blake, "undated". "Dynamic General Equilibrium Model with Uncertainty: Uncertainty regarding the future path of the economy," EcoMod2007 23900070, EcoMod.
  118. repec:hal:journl:halshs-01164142 is not listed on IDEAS
  119. Mas-Colell, Andreu & Monteiro, Paulo K., 1996. "Self-fulfilling equilibria: An existence theorem for a general state space," Journal of Mathematical Economics, Elsevier, vol. 26(1), pages 51-62.
  120. Peter Bossaerts & Charles Plott & William R. Zame, 2006. "Prices and Portfolio Choices in Financial Markets: Theory and Experiment," Levine's Bibliography 122247000000001322, UCLA Department of Economics.
  121. Prechac, Christophe, 1996. "Existence of equilibrium in incomplete markets with intermediation costs," Journal of Mathematical Economics, Elsevier, vol. 25(3), pages 373-380.
  122. Strobel, Frank, 2001. "International tax arbitrage, tax evasion and interest parity conditions," Research in Economics, Elsevier, vol. 55(4), pages 413-427, December.
  123. repec:hal:wpaper:halshs-00586739 is not listed on IDEAS
  124. Joao Correia-da-Silva & Carlos Herves-Beloso, 2010. "Two-period economies with private state verification," FEP Working Papers 374, Universidade do Porto, Faculdade de Economia do Porto.
  125. Agnieszka Lipieta, 2015. "Producers’ Adjustment Trajectories Resulting in Equilibrium in the Economy with Linear Consumption Sets," Central European Journal of Economic Modelling and Econometrics, CEJEME, vol. 7(4), pages 187-204, December.
  126. Strobel, Frank, 2012. "International tax arbitrage, currency options and put-call parity conditions," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(3), pages 473-486.
  127. Martine Quinzii & Michael Magill, 2007. "The Probability Approach To General Equilibrium With Production," Working Papers 83, University of California, Davis, Department of Economics.
  128. Céline Rochon & Heracles M. Polemarchakis, 2000. "Debt, Liquidity and Dynamics," Working Papers hal-00598235, HAL.
  129. Bottazzi, Jean-Marc, 1995. "Existence of equilibria with incomplete markets: The case of smooth returns," Journal of Mathematical Economics, Elsevier, vol. 24(1), pages 59-72.
  130. Hellwig, Martin F., 1996. "Sequential decisions under uncertainty and the maximum theorem," Journal of Mathematical Economics, Elsevier, vol. 25(4), pages 443-464.
  131. Fratini, Saverio M. & Levrero, Enrico Sergio & Ravagnani, Fabio, 2016. "Price expectations in neo-Walrasian equilibrium models: an overview," MPRA Paper 69515, University Library of Munich, Germany.
  132. Fugarolas, Guadalupe, 2006. "Nash equilibria applied to Spot-financial equilibria in General equilibrium incomplete market models," MPRA Paper 470, University Library of Munich, Germany.
  133. repec:hal:journl:halshs-00423875 is not listed on IDEAS
  134. Cass, David, 2006. "Competitive equilibrium with incomplete financial markets," Journal of Mathematical Economics, Elsevier, vol. 42(4-5), pages 384-405, August.
  135. Raphael Espinoza & Dimitrios Tsomocos, 2015. "Monetary transaction costs and the term premium," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 59(2), pages 355-375, June.
  136. Geanakoplos, J. & Polemarchakis, H., 1985. "Existence,regularity, and constrained suboptimality of competitive allocations when the asset market is incomplete," CORE Discussion Papers 1985037, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  137. Tirelli, Mario & Turner, Sergio, 2010. "A social welfare function characterizing competitive equilibria of incomplete financial markets," Research in Economics, Elsevier, vol. 64(1), pages 58-65, March.
  138. Krebs, Tom, 1999. "Information and asset prices in complete markets exchange economies," Economics Letters, Elsevier, vol. 65(1), pages 75-83, October.
  139. Jacques H. Drèze, 2000. "Sur la macroéconomie de l'incertitude et des marchés incomplets," Revue de l'OFCE, Programme National Persée, vol. 72(1), pages 7-37.
  140. Mich Tvede & Hervé Crès, 2001. "Voting in Assemblies of shareholders and Incomplete Markets," Working Papers hal-01064884, HAL.
  141. Lionel de BOISDEFFRE, 2015. "Price Revelation and Existence of Financial Equilibrium with Incomplete Markets and Private Beliefs," Working Papers 2014-2015_7, CATT - UPPA - Université de Pau et des Pays de l'Adour, revised Mar 2015.
  142. Ross M. Starr, 2012. "Why is there Money?," Books, Edward Elgar Publishing, number 13763.
  143. Jiang, Wang, 1996. "The term structure of interest rates in a pure exchange economy with heterogeneous investors," Journal of Financial Economics, Elsevier, vol. 41(1), pages 75-110, May.
  144. Lionel De Boisdeffre, 2013. "Price revelation and existence of equilibrium in a private belief economy," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01053471, HAL.
  145. Bengt Holmstrom, 1980. "Contractural Models of the Labor Market," Discussion Papers 442, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  146. Athreya, Kartik B., 2014. "Big Ideas in Macroeconomics: A Nontechnical View," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262019736, December.
  147. Lionel de Boisdeffre, 2014. "Price revelation and existence of equilibrium in a private belief economy," Documents de travail du Centre d'Economie de la Sorbonne 14056, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  148. repec:hal:journl:halshs-00188336 is not listed on IDEAS
  149. repec:spo:wpecon:info:hdl:2441/10283 is not listed on IDEAS
  150. Duffie, Darrell, 2003. "Intertemporal asset pricing theory," Handbook of the Economics of Finance, in: G.M. Constantinides & M. Harris & R. M. Stulz (ed.), Handbook of the Economics of Finance, edition 1, volume 1, chapter 11, pages 639-742 Elsevier.
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