# Infinite Horizon Incomplete Markets

## Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
**Cited by:**

- Emma Moreno Garcia & Juan Pablo Torres-Martinez, 2007.
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**Equilibrium with default-dependent credit constraints**," Textos para discussão 540, Department of Economics PUC-Rio (Brazil). - Brock, W.A. & Hommes, C.H. & Wagener, F.O.O., 2009.
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**More hedging instruments may destabilize markets**," Journal of Economic Dynamics and Control, Elsevier, vol. 33(11), pages 1912-1928, November.- William Brock & Cars Hommes & Florian Wagener, 2006.
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**More Hedging Instruments may destablize Markets**," Tinbergen Institute Discussion Papers 06-080/1, Tinbergen Institute, revised 30 Apr 2008. - Florian Wagener & Cars Hommes & William Brock, 2006.
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**More hedging instruments may destabilize markets**," Working Papers wp06-11, Warwick Business School, Finance Group. - Brock, W.A. & Hommes, C.H. & Wagener, F.O.O., 2008.
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**More hedging instruments may destabilize markets**," CeNDEF Working Papers 08-04, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. - Brock, W.A. & Hommes, C.H. & Wagener, F.O.O., 2006.
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**More hedging instruments may destabilize markets**," CeNDEF Working Papers 06-12, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.

- William Brock & Cars Hommes & Florian Wagener, 2006.
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- Magill, Michael & Quinzii, Martine, 1996.
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**Incomplete markets over an infinite horizon: Long-lived securities and speculative bubbles**," Journal of Mathematical Economics, Elsevier, vol. 26(1), pages 133-170.- Magill, M. & Quinzii, M., 1993.
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**Icomplete Markets Over an Infinite Horizon: Long-Lived Securities and Speculative Bubbles**," Papers 9321, Southern California - Department of Economics.

- Magill, M. & Quinzii, M., 1993.
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- Levine, David K. & Zame, William R., 1996.
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**Debt constraints and equilibrium in infinite horizon economies with incomplete markets**," Journal of Mathematical Economics, Elsevier, vol. 26(1), pages 103-131.- David K. Levine & William R. Zame, 1992.
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**Debt Constraints and Equilibrium in Infinite Horizon Economies with Incomplete Markets**," UCLA Economics Working Papers 666, UCLA Department of Economics. - David K. Levine & William R. Zame, 1993.
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**Debt Constraints and Equilibrium in Infinite Horizon Economies with Incomplete Markets**," UCLA Economics Working Papers 703, UCLA Department of Economics. - David K. Levine & William Zame, 1996.
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**Debt Constraints and Equilibrium in Infinite Horizon Economies with Incomplete Markets**," Levine's Working Paper Archive 1954, David K. Levine.

- David K. Levine & William R. Zame, 1992.
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- V. Filipe Martins-da-Rocha & Yiannis Vailakis, 2013.
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**Fixed point for local contractions: Applications to recursive utility**," International Journal of Economic Theory, The International Society for Economic Theory, vol. 9(1), pages 23-33, March.- Victor Filipe Martins da Rocha & Yiannis Vailakis, 2013.
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**Fixed-point for local contractions: applications to recursive utility**," Post-Print hal-00734522, HAL.

- Victor Filipe Martins da Rocha & Yiannis Vailakis, 2013.
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- Tom Krebs, 2006.
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**Recursive equilibrium in endogenous growth models with incomplete markets**," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 29(3), pages 505-523, November.- Tom Krebs, 2002.
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**Recursive Equilibrium in Endigenous Growth Models with Incomplete Markets**," Working Papers 2002-30, Brown University, Department of Economics.

- Tom Krebs, 2002.
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- Mas-Colell, Andreu & Zame, William R., 1996.
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**The existence of security market equilibrium with a non-atomic state space**," Journal of Mathematical Economics, Elsevier, vol. 26(1), pages 63-84. - Kevin Huang & Jan Werner, 2004.
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**Implementing Arrow-Debreu equilibria by trading infinitely-lived securities**," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 24(3), pages 603-622, October.- K. Huang & Z. Liu, "undated".
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**Implementing Arrow-Debreu equilibria by trading infinitely lived securities**," Working Papers 2000-21, Utah State University, Department of Economics. - Kevin X. D. Huang & Jan Werner, 2002.
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**Implementing Arrow-Debreu equilibria by trading infinitely-lived securities**," Research Working Paper RWP 02-08, Federal Reserve Bank of Kansas City. - Kevin X. D. Huang & Jan Werner, 2000.
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**Implementing Arrow-Debreu Equilibria by Trading Infinitely-Lived Securities**," Econometric Society World Congress 2000 Contributed Papers 1708, Econometric Society.

- K. Huang & Z. Liu, "undated".
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- Jukka Isohätälä & Feodor Kusmartsev & Alistair Milne & Donald Robertson, 2015.
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**Leverage Constraints and Real Interest Rates**," Manchester School, University of Manchester, vol. 83, pages 83-109, December.- Isohätälä, Jukka & Kusmartsev, Feo & Milne, Alistair & Robertson, Donald, 2014.
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**Leverage constraints and real interest rates**," Research Discussion Papers 27/2014, Bank of Finland.

- Isohätälä, Jukka & Kusmartsev, Feo & Milne, Alistair & Robertson, Donald, 2014.
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- Abdelkrim Seghir & Juan Torres-Martínez, 2008.
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**Wealth transfers and the role of collateral when lifetimes are uncertain**," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 36(3), pages 471-502, September.- Abdelkrim Seghir & Juan Pablo Torres-Martinez, 2006.
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**Wealth transfers and the role of collateral when lifetimes are uncertain**," Textos para discussão 527, Department of Economics PUC-Rio (Brazil).

- Abdelkrim Seghir & Juan Pablo Torres-Martinez, 2006.
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- Tarek Coury & Emanuela Sciubba, 2012.
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**Belief heterogeneity and survival in incomplete markets**," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 49(1), pages 37-58, January.- Tarek Coury & Emanuela Sciubba, 2006.
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**Belief Heterogeneity and Survival in Incomplete Markets**," Birkbeck Working Papers in Economics and Finance 0613, Birkbeck, Department of Economics, Mathematics & Statistics.

- Tarek Coury & Emanuela Sciubba, 2006.
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- Santiago Mira-Navarro, 2002.
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**Equilibria of heterogeneous economies with a continuum of agents**," Documentos de trabajo conjunto ULL-ULPGC 2002-08, Facultad de Ciencias Económicas de la ULPGC. - Duffie, Darrell, 1996.
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**Incomplete security markets with infinitely many states: An introduction**," Journal of Mathematical Economics, Elsevier, vol. 26(1), pages 1-8. - Martins-da-Rocha, V. Filipe & Vailakis, Yiannis, 2012.
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**Endogenous debt constraints in collateralized economies with default penalties**," Journal of Mathematical Economics, Elsevier, vol. 48(1), pages 1-13.- Martins-da-Rocha, Victor Filipe & Vailakis, Yiannis, 2011.
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**Endogenous debt constraints in collateralized economies with default penalties**," FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE) 719, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil). - Victor Filipe Martins da Rocha & Yiannis Vailakis, 2012.
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**Endogenous debt constraints in collateralized economies with default penalties**," Post-Print hal-00664551, HAL.

- Martins-da-Rocha, Victor Filipe & Vailakis, Yiannis, 2011.
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- John Geanakoplos & William Zame, 2014.
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**Collateral equilibrium, I: a basic framework**," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 56(3), pages 443-492, August.- Geanakoplos, John & William R. Zame, 2013.
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**Collateral Equilibrium: A Basic Framework**," Cowles Foundation Discussion Papers 1906, Cowles Foundation for Research in Economics, Yale University. - John Geanakoplos & William R. Zame, 2013.
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**Collateral Equilibrium: A Basic Framework**," Levine's Working Paper Archive 786969000000000741, David K. Levine. - John Geanakoplos & William Zame, 2013.
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**Collateral Equilibrium - A Basic Framework**," EIEF Working Papers Series 1319, Einaudi Institute for Economics and Finance (EIEF), revised Aug 2013.

- Geanakoplos, John & William R. Zame, 2013.
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- Emma Moreno-García & Juan Torres-Martínez, 2012.
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**Equilibrium existence in infinite horizon economies**," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 11(2), pages 127-145, August. - Loewenstein, Mark & Willard, Gregory A., 2000.
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**Rational Equilibrium Asset-Pricing Bubbles in Continuous Trading Models**," Journal of Economic Theory, Elsevier, vol. 91(1), pages 17-58, March. - Athanasoulis, Stefano G., 2005.
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**Asset pricing from primitives: closed form solutions to asset prices, consumption, and portfolio demands**," Journal of Economic Dynamics and Control, Elsevier, vol. 29(3), pages 423-447, March. - Rodrigo Raad, 2016.
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**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.- Rodrigo Jardim Raad, 2016.
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**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.

- Rodrigo Jardim Raad, 2016.
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- Pablo F. Beker & Subir Chattopadhyay, 2005.
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**Economic Survival when Markets are Incomplete**," Levine's Working Paper Archive 784828000000000422, David K. Levine.- Pablo F. Beker & Subir Chattopadhyay, 2006.
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**Economic Survival When Markets Are Incomplete**," Working Papers. Serie AD 2006-19, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).

- Pablo F. Beker & Subir Chattopadhyay, 2006.
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- Charles Z. Zheng, 2014.
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**Existence of Monotone Equilibria in First-Price Auctions with Resale**," University of Western Ontario, Economic Policy Research Institute Working Papers 20141, University of Western Ontario, Economic Policy Research Institute. - Scott, Andrew, 2000.
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**Optimal consumption when capital markets are imperfect**," Economics Letters, Elsevier, vol. 66(1), pages 65-70, January. - Den Haan, Wouter J., 2001.
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**The importance of the number of different agents in a heterogeneous asset-pricing model**," Journal of Economic Dynamics and Control, Elsevier, vol. 25(5), pages 721-746, May.- Wouter J. Denhaan, 2000.
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**The Importance Of The Number Of Different Agents In A Heterogeneous Asset-Pricing Model**," Computing in Economics and Finance 2000 349, Society for Computational Economics.

- Wouter J. Denhaan, 2000.
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- David K. Levine & William R. Zame, 2002.
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**Does Market Incompleteness Matter?**," Econometrica, Econometric Society, vol. 70(5), pages 1805-1839, September.- David K. Levine & William Zame, 2001.
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**Does Market Incompleteness Matter**," Levine's Working Paper Archive 78, David K. Levine.

- David K. Levine & William Zame, 2001.
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- BLOISE, Gaetano & DRÈZE, Jacques & POLEMARCHAKIS, Heracles, 2002.
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**Money and indeterminacy over an infinite horizon**," CORE Discussion Papers 2002021, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).- G. Bloise & J.H. Dreze & H.M. Polemarchakis, 2002.
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**Money and Indeterminacy Over an Infinite Horizon**," Working Papers 2002-12, Brown University, Department of Economics.

- G. Bloise & J.H. Dreze & H.M. Polemarchakis, 2002.
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- Miao, Jianjun, 2006.
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**Competitive equilibria of economies with a continuum of consumers and aggregate shocks**," Journal of Economic Theory, Elsevier, vol. 128(1), pages 274-298, May.- Jianjun Miao, 2003.
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**Competitive Equilibria of Economies with a Continuum of Consumers and Aggregate Shocks**," Macroeconomics 0310001, EconWPA. - Jianjun Miao, 2004.
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**Competitive Equilibria of Economies with a Continuum of Consumers and Aggregate Shocks**," CEMA Working Papers 460, China Economics and Management Academy, Central University of Finance and Economics.

- Jianjun Miao, 2003.
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- Filipe Martins da Rocha & Yiannis Vailakis, 2017.
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**Borrowing in Excess of Natural Ability to Repay**," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 23, pages 42-59, January.- Victor Filipe Martins da Rocha & Yiannis Vailakis, 2015.
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**Borrowing in Excess of Natural Ability to Repay**," Working Papers hal-01249202, HAL. - V. Filipe Martins-Da-Rocha & Yiannis Vailakis, 2017.
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**Borrowing in excess of natural ability to repay**," Post-Print hal-01394079, HAL.

- Victor Filipe Martins da Rocha & Yiannis Vailakis, 2015.
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- Bloise, Gaetano & Polemarchakis, Herakles M & Vailakis, Yiannis, 2016.
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**Sovereign Debt and Incentives to Default with Uninsurable Risks**," CRETA Online Discussion Paper Series 15, Centre for Research in Economic Theory and its Applications CRETA.- Bloise, Gaetano & Vailakis, Yiannis, 2016.
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**Sovereign Debt and Incentives to Default with Uninsurable Risks**," The Warwick Economics Research Paper Series (TWERPS) 1107, University of Warwick, Department of Economics.

- Bloise, Gaetano & Vailakis, Yiannis, 2016.
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- Martins-da-Rocha, Victor Filipe & Vailakis, Yiannis, 2008.
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**Collateral, default penalties and almost finite-time solvency**," FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE) 670, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).- Felipe Martins-da-Rocha & Yiannis Vailakis, 2008.
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**Collateral, default penalties and almost finite-time solvency**," Levine's Working Paper Archive 122247000000002049, David K. Levine.

- Felipe Martins-da-Rocha & Yiannis Vailakis, 2008.
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- Zhigang Feng & Jianjun Miao & Adrian Peralta‐Alva & Manuel S. Santos, 2014.
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**Numerical Simulation Of Nonoptimal Dynamic Equilibrium Models**," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 55, pages 83-110, February.- Zhigang Feng & Jianjun Miao & Adrian Peralta-Alva & Manuel S. Santos, "undated".
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**Numerical Simulation of Nonoptimal Dynamic Equilibrium Models**," Boston University - Department of Economics - Working Papers Series wp2009-013, Boston University - Department of Economics. - Zhigang Feng & Jianjun Miao & Adrian Peralta-Alva & Manual Santos, 2009.
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**Numerical Simulation of Nonoptimal Dynamic Equilibrium Models**," Working Papers 0912, University of Miami, Department of Economics. - Zhigang Feng & Manuel Santos & Adrian Peralta-Alva & Jianjun Miao, 2009.
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**Numerical Simulation of Nonoptimal Dynamic Equilibrium Models**," 2009 Meeting Papers 541, Society for Economic Dynamics. - Zhigang Feng & Jianjun Miao & Adrian Peralta-Alva & Manuel S. Santos, 2009.
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**Numerical simulation of nonoptimal dynamic equilibrium models**," Working Papers 2009-018, Federal Reserve Bank of St. Louis.

- Zhigang Feng & Jianjun Miao & Adrian Peralta-Alva & Manuel S. Santos, "undated".
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- Abdelkrim Seghir, 2006.
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**An overlapping generations model with non-ordered preferences and numeraire-incomplete markets**," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 28(2), pages 95-112, February. - Thomas Sargent & Mikhail Golosov & David Evans & anmol bhandari, 2014.
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**Optimal Taxation with Incomplete Markets**," 2014 Meeting Papers 1276, Society for Economic Dynamics. - Claudio Mattalia, 2003.
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**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. - Keister, Todd, 1998.
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**Money Taxes and Efficiency When Sunspots Matter**," Journal of Economic Theory, Elsevier, vol. 83(1), pages 43-68, November. - Calvet, Laurent E., 2001.
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**Incomplete Markets and Volatility**," Journal of Economic Theory, Elsevier, vol. 98(2), pages 295-338, June.- Laurent E. Calvet, 1999.
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**Incomplete Markets and Volatility**," Harvard Institute of Economic Research Working Papers 1865, Harvard - Institute of Economic Research. - Laurent-Emmanuel Calvet, 2001.
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**Incomplete Markets and Volatility**," Post-Print hal-00477462, HAL.

- Laurent E. Calvet, 1999.
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- Martins-da-Rocha, Victor Filipe & Vailakis, Yiannis, 2010.
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**Competitive equilibria in infinite-horizon collateralized economies with default penalties**," FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE) 703, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil). - Felix Kubler & Karl Schmedders, 2001.
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**Incomplete Markets, Transitory Shocks, and Welfare**," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 4(4), pages 747-766, October.- Felix Kubler & Karl Schmedders, 2000.
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**Incomplete Markets, Transitory Shocks And Welfare**," Computing in Economics and Finance 2000 130, Society for Computational Economics. - Felix Kubler & Karl Schmedders, 2000.
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**Incomplete Markets, Transitory Shocks and Welfare**," Levine's Working Paper Archive 2133, David K. Levine. - Felix Kubler & Karl Schmedders, 2000.
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**Incomplete Markets, Transitory Shocks, and Welfare**," Discussion Papers 1285, Northwestern University, Center for Mathematical Studies in Economics and Management Science.

- Felix Kubler & Karl Schmedders, 2000.
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- Beker, Pablo & Chattopadhyay, Subir, 2010.
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**Consumption dynamics in general equilibrium: A characterisation when markets are incomplete**," Journal of Economic Theory, Elsevier, vol. 145(6), pages 2133-2185, November.- Beker, Pablo & Subir Chattopadhyay, 2009.
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**Consumption Dynamics in General Equilibrium : A Characterisation when Markets are Incomplete**," The Warwick Economics Research Paper Series (TWERPS) 921, University of Warwick, Department of Economics.

- Beker, Pablo & Subir Chattopadhyay, 2009.
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- Charalambos Aliprantis & Rabee Tourky, 2009.
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**Equilibria in incomplete assets economies with infinite dimensional spot markets**," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 38(2), pages 221-262, February.- Aliprantis, C. D. & Tourky, Rabee, 2004.
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**Equilibria in Incomplete Assets Economies with Infinite Dimensional Spot Markets**," Purdue University Economics Working Papers 1169, Purdue University, Department of Economics.

- Aliprantis, C. D. & Tourky, Rabee, 2004.
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- Laura Angeloni & Bernard Cornet, 2005.
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**Existence Of Financial Equilibria In A Multiperiod Stochastic Economy**," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 200506, University of Kansas, Department of Economics, revised Feb 2005. - Páscoa, Mário Rui & Seghir, Abdelkrim, 2009.
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**Harsh default penalties lead to Ponzi schemes**," Games and Economic Behavior, Elsevier, vol. 65(1), pages 270-286, January. - Bloise, Gaetano & Vailakis, Yiannis & Polemarchakis, Herakles, 2017.
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**Sovereign debt and incentives to default with uninsurable risks**," Theoretical Economics, Econometric Society, vol. 12(3), September. - Orrillo, Jaime, 2009.
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**Making promises in infinite-horizon economies with default and collateral**," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 79(10), pages 3055-3068. - Hugonnier, Julien & Prieto, Rodolfo, 2015.
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**Asset pricing with arbitrage activity**," Journal of Financial Economics, Elsevier, vol. 115(2), pages 411-428. - Loewenstein, Mark & Willard, Gregory A., 2013.
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**Consumption and bubbles**," Journal of Economic Theory, Elsevier, vol. 148(2), pages 563-600. - Wei Ma, 2015.
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**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. - Magill, Michael & Quinzii, Martine, 2014.
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**Anchoring expectations of inflation**," Journal of Mathematical Economics, Elsevier, vol. 50(C), pages 86-105. - Bidian, Florin, 2015.
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**Portfolio constraints, differences in beliefs and bubbles**," Journal of Mathematical Economics, Elsevier, vol. 61(C), pages 317-326. - Krebs, Tom, 2004.
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**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.- Tom Krebs, 2002.
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**Non-Existence of Recursive Equilibria on Compact State Spaces When Markets are Incomplete**," Working Papers 2002-17, Brown University, Department of Economics.

- Tom Krebs, 2002.
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- Kocherlakota, Narayana R., 1998.
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**The effects of moral hazard on asset prices when financial markets are complete**," Journal of Monetary Economics, Elsevier, vol. 41(1), pages 39-56, February. - Rubén Poblete-Cazenave & Juan Torres-Martínez, 2013.
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**Equilibrium with limited-recourse collateralized loans**," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 53(1), pages 181-211, May.- Rubén Poblete-Cazenave & Juan Pablo Torres-Martínez, 2010.
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**Equilibrium with limited-recourse collateralized loans**," Working Papers wp313, University of Chile, Department of Economics.

- Rubén Poblete-Cazenave & Juan Pablo Torres-Martínez, 2010.
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- Gaël GIRAUD & Sonia WEYERS, 2003.
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**Strategic Market Games with a Finite Horizon and Incomplete**," Working Papers of BETA 2003-04, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg. - Miguel A. Iraola & Juan Pablo Torres-Martinez, 2013.
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**Liquidity Contractions, Incomplete Financial Participation and the Prevalence of Negative Equity Non-Recourse Loans**," Working Papers 2013-08, University of Miami, Department of Economics.- Iraola, Miguel & Torres-Martínez, Juan Pablo, 2013.
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**Liquidity Contractions, Incomplete Financial Participation and the Prevalence of Negative Equity Non-recourse Loans**," MPRA Paper 46838, University Library of Munich, Germany.

- Iraola, Miguel & Torres-Martínez, Juan Pablo, 2013.
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- David K Levine & William R Zame, 2000.
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**Risk Sharing and Market Incompleteness**," Levine's Working Paper Archive 2080, David K. Levine. - Stefano G. Athanasoulis & Robert J. Shiller, 2001.
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**World Income Components: Measuring and Exploiting Risk-Sharing Opportunities**," American Economic Review, American Economic Association, vol. 91(4), pages 1031-1054, September.- Stefano G. Athanasoulis & Robert J. Shiller, 1999.
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**World Income Components: Measuring and Exploiting Risk-Sharing Opportunities**," Cowles Foundation Discussion Papers 1239, Cowles Foundation for Research in Economics, Yale University.

- Stefano G. Athanasoulis & Robert J. Shiller, 1999.
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- Raad, R., 2012.
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**Existence of an equilibrium for infinite horizon economies with and without complete information**," Journal of Mathematical Economics, Elsevier, vol. 48(4), pages 247-262. - Emma Moreno-García & Juan Pablo Torres-Martinez, 2006.
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**Infinite horizon economies with borrowing constraints**," Textos para discussão 536, Department of Economics PUC-Rio (Brazil). - Werner, Jan, 2014.
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**Rational asset pricing bubbles and debt constraints**," Journal of Mathematical Economics, Elsevier, vol. 53(C), pages 145-152. - Dahai Yu, 1998.
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**Rational bubbles under diverse information**," International Finance Discussion Papers 621, Board of Governors of the Federal Reserve System (U.S.).