IDEAS home Printed from https://ideas.repec.org/r/eee/jetheo/v11y1975i3p418-443.html
   My bibliography  Save this item

On the optimality of equilibrium when the market structure is incomplete

Citations

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


Cited by:

  1. Bottazzi, Jean-Marc & Luque, Jaime & Páscoa, Mário R., 2012. "Securities market theory: Possession, repo and rehypothecation," Journal of Economic Theory, Elsevier, vol. 147(2), pages 477-500.
  2. Lionel de Boisdeffre, 2017. "Sequential equilibrium without rational expectations of prices: A theorem of full existence," Documents de travail du Centre d'Economie de la Sorbonne 17036r, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Jun 2018.
  3. Lionel de Boisdeffre, 2018. "Dropping Rational Expectations," Documents de travail du Centre d'Economie de la Sorbonne 18026, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  4. Julio Dávila & Jay H. Hong & Per Krusell & José‐Víctor Ríos‐Rull, 2012. "Constrained Efficiency in the Neoclassical Growth Model With Uninsurable Idiosyncratic Shocks," Econometrica, Econometric Society, vol. 80(6), pages 2431-2467, November.
  5. Lionel De Boisdeffre, 2019. "Refinements to the generic existence of equilibrium in incomplete markets," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-02181033, HAL.
  6. Geanakoplos, J. D. & Polemarchakis, H. M., 1990. "Observability and optimality," Journal of Mathematical Economics, Elsevier, vol. 19(1-2), pages 153-165.
  7. 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.
  8. Sergio Turner, 2004. "Pareto Improving Taxation in Incomplete Markets," Econometric Society 2004 North American Summer Meetings 614, Econometric Society.
  9. Monique Florenzano, 1999. "General equilibrium of financial markets," Post-Print halshs-00085543, HAL.
  10. Marina Halac & Pierre Yared, 2018. "Fiscal Rules and Discretion in a World Economy," American Economic Review, American Economic Association, vol. 108(8), pages 2305-2334, August.
  11. 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.
  12. Paul Kupiec, 1998. "Margin Requirements, Volatility, and Market Integrity: What Have We Learned Since the Crash?," Journal of Financial Services Research, Springer;Western Finance Association, vol. 13(3), pages 231-255, June.
  13. Pascal Stiefenhofer, 2009. "Production in General Equilibrium with Incomplete Markets," Discussion Papers 09/06, Department of Economics, University of York.
  14. MacLeod, W. Bentley, 2011. "Great Expectations: Law, Employment Contracts, and Labor Market Performance," Handbook of Labor Economics, in: O. Ashenfelter & D. Card (ed.), Handbook of Labor Economics, edition 1, volume 4, chapter 18, pages 1591-1696, Elsevier.
  15. Elenev, Vadim & Landvoigt, Tim & Van Nieuwerburgh, Stijn, 2016. "Phasing out the GSEs," Journal of Monetary Economics, Elsevier, vol. 81(C), pages 111-132.
  16. Citanna, Alessandro & Villanacci, Antonio, 2000. "Incomplete Markets, Allocative Efficiency, and the Information Revealed by Prices," Journal of Economic Theory, Elsevier, vol. 90(2), pages 222-253, February.
  17. Tarun Sabarwal, 2004. "A Consistent Firm Objective When Markets are Incomplete: Profit Maximization," Econometric Society 2004 North American Summer Meetings 141, Econometric Society.
  18. Todd Smith, R., 2001. "Price volatility, welfare, and trading hours in asset markets," Journal of Banking & Finance, Elsevier, vol. 25(3), pages 479-503, March.
  19. Sjur Didrik Flåm, 2002. "Pooling, Pricing and Trading of Risks," CESifo Working Paper Series 672, CESifo.
  20. Geerings, J. & Bollen, L.H.H. & Hassink, H.F.D., 2002. "Investor relations on the internet: a survey in the Euronext zone," Research Memorandum 008, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
  21. Mas-Colell, Andreu & Zame, William R., 1996. "The existence of security market equilibrium with a non-atomic state space," Journal of Mathematical Economics, Elsevier, vol. 26(1), pages 63-84.
  22. Alp Simsek, 2012. "Speculation and Risk Sharing with New Financial Assets," 2012 Meeting Papers 71, Society for Economic Dynamics.
  23. Momi, Takeshi, 2010. "Excess demand function around critical prices in incomplete markets," Journal of Mathematical Economics, Elsevier, vol. 46(3), pages 293-302, May.
  24. Lionel de Boisdeffre, 2018. "Sequential equilibrium without rational expectations of prices: A theorem of full existence," Post-Print halshs-01593567, HAL.
  25. Sabarwal Tarun, 2007. "Value Maximization as an Ex-Post Consistent Firm Objective When Markets are Incomplete," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 7(1), pages 1-21, January.
  26. Yuliy Sannikov & Markus Brunnermeier, 2012. "The I Theory of Money," 2012 Meeting Papers 411, Society for Economic Dynamics.
  27. Markus K. Brunnermeier & Yuliy Sannikov, 2015. "International Credit Flows and Pecuniary Externalities," American Economic Journal: Macroeconomics, American Economic Association, vol. 7(1), pages 297-338, January.
  28. Ken Urai & Akihiko Yoshimachi & Kohei Shiozawa, 2013. "General Equilibrium Model for an Asymmetric Information Economy without Delivery Upper Bounds," Discussion Papers in Economics and Business 13-27-Rev.2, Osaka University, Graduate School of Economics, revised Mar 2017.
  29. Dimitrios Tsomocos, 2003. "Equilibrium analysis, banking, contagion and financial fragility," FMG Discussion Papers dp450, Financial Markets Group.
  30. Prechac, Christophe, 1996. "Existence of equilibrium in incomplete markets with intermediation costs," Journal of Mathematical Economics, Elsevier, vol. 25(3), pages 373-380.
  31. David Kelsey & Frank Milne, 2006. "Externalities, monopoly and the objective function of the firm," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 29(3), pages 565-589, November.
  32. Kame Babilla, Thierry U., 2023. "Digital innovation and financial access for small and medium-sized enterprises in a currency union," Economic Modelling, Elsevier, vol. 120(C).
  33. Kirtchik, Olessia & Boldyrev, Ivan, 2023. "“Rise and Fall” of the Walrasian Program in Economics: A Social and Intellectual Dynamics of the General Equilibrium Theory," SocArXiv er2va, Center for Open Science.
  34. Sonja Brangewitz & Gaël Giraud, 2012. "Learning by Trading in Infinite Horizon Strategic Market Games with Default," Documents de travail du Centre d'Economie de la Sorbonne 12062r, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Oct 2013.
  35. Zhou, Yuqing, 1997. "The structure of the pseudo-equilibrium manifold in economies with incomplete markets," Journal of Mathematical Economics, Elsevier, vol. 27(1), pages 91-111, February.
  36. Aouani, Zaier & Cornet, Bernard, 2011. "Reduced equivalent form of a financial structure," Journal of Mathematical Economics, Elsevier, vol. 47(3), pages 318-327.
  37. Bernard Cornet & Ramu Gopalan, 2010. "Arbitrage and equilibrium with portfolio constraints," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 45(1), pages 227-252, October.
  38. Duffie, Darrell, 1996. "Incomplete security markets with infinitely many states: An introduction," Journal of Mathematical Economics, Elsevier, vol. 26(1), pages 1-8.
  39. Luque, Jaime, 2022. "The repo channel of cross-border lending in the European sovereign debt crisis," Journal of Financial Markets, Elsevier, vol. 59(PA).
  40. Charles Goodhart & Pojanart Sunirand & Dimitrios Tsomocos, 2006. "A model to analyse financial fragility," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 27(1), pages 107-142, January.
  41. John Geanakoplos & William Zame, 2014. "Collateral equilibrium, I: a basic framework," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 56(3), pages 443-492, August.
  42. Gaël Giraud & Céline Rochon, 2010. "Transition to Equilibrium in International Trades," Documents de travail du Centre d'Economie de la Sorbonne 10012, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  43. Fluet, Claude, 1989. "Commentaire sur le texte de Camille Bronsard," L'Actualité Economique, Société Canadienne de Science Economique, vol. 65(4), pages 465-473, décembre.
  44. Kai Hao Yang & Alexander K. Zentefis, 2023. "Regulating Oligopolistic Competition," Papers 2302.03185, arXiv.org, revised Apr 2023.
  45. P. Jean-Jacques Herings & Herakles Polemarchakis, 2006. "Pareto Improving Price Regulation when the Asset Market is Incomplete," Studies in Economic Theory, in: Christian Schultz & Karl Vind (ed.), Institutions, Equilibria and Efficiency, chapter 12, pages 225-244, Springer.
  46. Chiaki Hara, 2010. "Pareto Improvement and Agenda Control of Sequential Financial Innovations," KIER Working Papers 748, Kyoto University, Institute of Economic Research.
  47. Lionel De Boisdeffre, 2015. "Learning from arbitrage," Working papers of CATT hal-01871573, HAL.
  48. Kanbur, S M Ravi, 1984. "How to Analyse Commodity Price Stabilization? A Review Article," Oxford Economic Papers, Oxford University Press, vol. 36(3), pages 336-358, November.
  49. Araújo, Aloísio Pessoa de, 2003. "As leis de falência: uma abordagem econômica," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 474, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  50. Gazi I Kara & S Mehmet Ozsoy & Itay Goldstein, 2020. "Bank Regulation under Fire Sale Externalities [Is the international convergence of capital adequacy regulation desirable?]," Review of Financial Studies, Society for Financial Studies, vol. 33(6), pages 2554-2584.
  51. Araujo, Aloisio & Fajardo, Jose & Pascoa, Mario R., 2005. "Endogenous collateral," Journal of Mathematical Economics, Elsevier, vol. 41(4-5), pages 439-462, August.
  52. Brunnermeier, Markus K. & Oehmke, Martin, 2013. "Bubbles, Financial Crises, and Systemic Risk," Handbook of the Economics of Finance, in: G.M. Constantinides & M. Harris & R. M. Stulz (ed.), Handbook of the Economics of Finance, volume 2, chapter 0, pages 1221-1288, Elsevier.
  53. Polemarchakis, H. M. & Siconolfi, P., 1997. "Generic existence of competitive equilibria with restricted participation," Journal of Mathematical Economics, Elsevier, vol. 28(3), pages 289-311, October.
  54. Lionel De Boisdeffre, 2018. "Equilibrium in Incomplete Markets with Differential Information: A Basic Model of Generic Existence," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-02141055, HAL.
  55. von Amsberg, Joachim, 1995. "Excessive environmental risks: An intergenerational market failure," European Economic Review, Elsevier, vol. 39(8), pages 1447-1464, October.
  56. Kawamura, Enrique, 2005. "Competitive equilibrium with unawareness in economies with production," Journal of Economic Theory, Elsevier, vol. 121(2), pages 167-191, April.
  57. Lionel De Boisdeffre, 2017. "Financial Equilibrium with differential Information: a Theorem of generic Existence," Working Papers hal-01871571, HAL.
  58. Engineer, Merwan & Shouying Shi, 1998. "Asymmetry, imperfectly transferable utility, and the role of fiat money in improving terms of trade," Journal of Monetary Economics, Elsevier, vol. 41(1), pages 153-183, February.
  59. Alexander S. Sangare, 2005. "Efficience des marchés : un siècle après Bachelier," Revue d'Économie Financière, Programme National Persée, vol. 81(4), pages 107-132.
  60. repec:fgv:epgrbe:v:67:n:3:a:3 is not listed on IDEAS
  61. Ehling, Paul & Heyerdahl-Larsen, Christian, 2015. "Complete and incomplete financial markets in multi-good economies," Journal of Economic Theory, Elsevier, vol. 160(C), pages 438-462.
  62. Herings, P. J. J. & Polemarchakis, H., 2002. "Equilibrium and arbitrage in incomplete asset markets with fixed prices," Journal of Mathematical Economics, Elsevier, vol. 37(2), pages 133-155, April.
  63. Marta Faias, 2004. "General equilibrium and endogenous creation of asset markets," Nova SBE Working Paper Series wp454, Universidade Nova de Lisboa, Nova School of Business and Economics.
  64. Peter Diamond, 2011. "Unemployment, Vacancies, Wages," American Economic Review, American Economic Association, vol. 101(4), pages 1045-1072, June.
  65. Lionel de Boisdeffre, 2017. "Sequential equilibrium without rational expectations of prices: A theorem of full existence," Documents de travail du Centre d'Economie de la Sorbonne 17036, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  66. Anton Korinek, 2011. "Systemic Risk-Taking: Amplification Effects, Externalities, and Regulatory Responses," NFI Working Papers 2011-WP-13, Indiana State University, Scott College of Business, Networks Financial Institute.
  67. Philippe Bich & Bernard Cornet, 2009. "Existence of pseudo-equilibria in a financial economy," Post-Print halshs-00426399, HAL.
  68. Black, Jane & de Meza, David, 1997. "Everyone may benefit from subsidising entry to risky occupations," Journal of Public Economics, Elsevier, vol. 66(3), pages 409-424, December.
  69. Eduardo Dávila & Ansgar Walther, 2021. "Corrective Regulation with Imperfect Instruments," NBER Working Papers 29160, National Bureau of Economic Research, Inc.
  70. Piero Gottardi & Atsushi Kajii & Tomoyuki Nakajima, 2016. "Constrained Inefficiency and Optimal Taxation with Uninsurable Risks," Journal of Public Economic Theory, Association for Public Economic Theory, vol. 18(1), pages 1-28, February.
  71. Lionel De Boisdeffre, 2019. "Refinements to the generic existence of equilibrium in incomplete markets," Post-Print halshs-02181033, HAL.
  72. Orrillo, Jaime & Filho, Jolive de Santana Filho, 2020. "Existence and Non-Triviality of Equilibria in Economies with Default and Government," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 39(2), March.
  73. Lionel De Boisdeffre, 2017. "Financial Equilibrium with differential Information: a Theorem of generic Existence," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01871571, HAL.
  74. Basak, Suleyman & Croitoru, Benjamin, 2007. "International good market segmentation and financial innovation," Journal of International Economics, Elsevier, vol. 71(2), pages 267-293, April.
  75. Marc Oliver Bettzüge & Thorsten Hens & Michael Zierhut, 2022. "Financial intermediation and the welfare theorems in incomplete markets," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 73(2), pages 457-486, April.
  76. Sudipto Bhattacharya & Giovanna Nicodano, 2001. "Insider Trading, Investment, and Liquidity: A Welfare Analysis," Journal of Finance, American Finance Association, vol. 56(3), pages 1141-1156, June.
  77. Seghir, Abdelkrim & Torres-Martínez, Juan Pablo, 2011. "On equilibrium existence with endogenous restricted financial participation," Journal of Mathematical Economics, Elsevier, vol. 47(1), pages 37-42, January.
  78. Yue Ma, 2008. "Incomplete financial market and the sequence of international trade liberalization," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 13(1), pages 108-117.
  79. Zhang, Xiong, 2020. "Convertible tranche in securitization," The North American Journal of Economics and Finance, Elsevier, vol. 52(C).
  80. Levine, David K., 1989. "Infinite horizon equilibrium with incomplete markets," Journal of Mathematical Economics, Elsevier, vol. 18(4), pages 357-376, September.
  81. Esteban-Bravo, Mercedes, 2004. "An interior point algorithm for computing equilibria in economies with incomplete asset markets," DEE - Working Papers. Business Economics. WB wb046023, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.
  82. Hoelle, Matthew, 2015. "On the Pareto efficiency of term structure targeting policies," Mathematical Social Sciences, Elsevier, vol. 77(C), pages 62-69.
  83. Jean-Marc Bonnisseau & Achis Chéry, 2023. "Continuity of marketable payoffs with re-trading," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 75(1), pages 31-53, January.
  84. Bruce Smith, 1986. "Limited Information, Money, and Competitive Equilibrium," Canadian Journal of Economics, Canadian Economics Association, vol. 19(4), pages 780-797, November.
  85. Allen, Franklin & Gale, Douglas, 2000. "Optimal currency crises," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 53(1), pages 177-230, December.
  86. Victor Rios-Rull & Dean Corbae: & Satyajit Chatterjee, 2011. "A Theory of Credit Scoring and the Competitive Pricing of Default Risk," 2011 Meeting Papers 1115, Society for Economic Dynamics.
  87. Philippe Bich, 2005. "On the existence of approximated equilibria in discontinuous economies," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00287685, HAL.
  88. Lionel De Boisdeffre, 2017. "Financial Equilibrium with differential Information: a Theorem of generic Existence," Working papers of CATT hal-01871571, HAL.
  89. Lionel De Boisdeffre, 2015. "Learning from arbitrage," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01871573, HAL.
  90. Aouani, Zaier & Cornet, Bernard, 2009. "Existence of financial equilibria with restricted participation," Journal of Mathematical Economics, Elsevier, vol. 45(12), pages 772-786, December.
  91. Fiorini, Luciana C., 2008. "Overlapping generations and idiosyncratic risk: Can prices reveal the best policy?," Journal of Mathematical Economics, Elsevier, vol. 44(12), pages 1312-1320, December.
  92. Schwarz, Christian & Stroinski, Uwe, 2009. "Is there a Walrasian Equilibrium in Exchange Markets with Endowment Effect?," Ruhr Economic Papers 82, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
  93. Nicola Amendola & Leo Ferraris & Fabrizio Mattesini, 2016. "Optimal Monetary Policy in a Pure Currency Economy with Heterogenous Agents," CEIS Research Paper 394, Tor Vergata University, CEIS, revised 02 Feb 2017.
  94. Cea-Echenique, Sebastián & Torres-Martínez, Juan Pablo, 2016. "Credit segmentation in general equilibrium," Journal of Mathematical Economics, Elsevier, vol. 62(C), pages 19-27.
  95. Tsomocos, Dimitrios P., 2003. "Equilibrium analysis, banking and financial instability," Journal of Mathematical Economics, Elsevier, vol. 39(5-6), pages 619-655, July.
  96. Citanna, A. & Polemarchakis, H.M. & Tirelli, M., 2006. "The taxation of trades in assets," Journal of Economic Theory, Elsevier, vol. 126(1), pages 299-313, January.
  97. Oliver Hart & Luigi Zingales, 2015. "Liquidity And Inefficient Investment," Journal of the European Economic Association, European Economic Association, vol. 13(5), pages 737-769, October.
  98. Pascoa, Mario Rui & Araújo, Aloísio Pessoa de & Barbachan, José Santiago Fajardo, 2003. "Endogenous collateral," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 511, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  99. 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.
  100. 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.
  101. Tamás Fleiner & Ravi Jagadeesan & Zsuzsanna Jankó & Alexander Teytelboym, 2019. "Trading Networks With Frictions," Econometrica, Econometric Society, vol. 87(5), pages 1633-1661, September.
  102. Feijó, Ricardo Luis Chaves, 2013. "The General Equilibrium Framework with Default and Collateral," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 67(3), September.
  103. Lionel DE BOISDEFFRE, 2018. "Equilibrium with Differential Information and Exogenous Beliefs: A Basic Model of Full Existence," Working Papers 2017-2018_8, CATT - UPPA - Université de Pau et des Pays de l'Adour, revised Jun 2018.
  104. Herings, P.J.J. & Kubler, F., 2000. "Computing equilibria in finance economies," Research Memorandum 022, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
  105. Valeed Ahmad Ansari, 2018. "Financialization and Inequalities in Income and Wealth طغيان النشاط المالي وعدم المساواة في الدخل والثروة," Journal of King Abdulaziz University: Islamic Economics, King Abdulaziz University, Islamic Economics Institute., vol. 31(1), pages 129-135, January.
  106. Wei Ma & Chuangyin Dang, 2013. "The Optimal Price of Default," Annals of Economics and Finance, Society for AEF, vol. 14(1), pages 145-167, May.
  107. Zapatero, Fernando, 1998. "Effects of financial innovations on market volatility when beliefs are heterogeneous," Journal of Economic Dynamics and Control, Elsevier, vol. 22(4), pages 597-626, April.
  108. Yves Balasko & Enrique Kawamura, 2010. "Pareto-Improving Defaul," Working Papers 102, Universidad de San Andres, Departamento de Economia, revised May 2010.
  109. Yena Park, 2014. "Constrained Efficiency in a Risky Human Capital Model," RCER Working Papers 585, University of Rochester - Center for Economic Research (RCER).
  110. 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.
  111. Bilge Erten & Anton Korinek & José Antonio Ocampo, 2021. "Capital Controls: Theory and Evidence," Journal of Economic Literature, American Economic Association, vol. 59(1), pages 45-89, March.
  112. repec:zbw:rwirep:0082 is not listed on IDEAS
  113. Mendolicchio, C. & Pietra, T., 2019. "A re-examination of constrained Pareto inefficiency in economies with incomplete markets," Journal of Mathematical Economics, Elsevier, vol. 80(C), pages 39-55.
  114. Committee, Nobel Prize, 2016. "Oliver Hart and Bengt Holmström: Contract Theory," Nobel Prize in Economics documents 2016-1, Nobel Prize Committee.
  115. Martin F. Hellwig, 2021. "Safe Assets, Risky Assets, and Dynamic Inefficiency in Overlapping-Generations Economies," Discussion Paper Series of the Max Planck Institute for Research on Collective Goods 2021_10, Max Planck Institute for Research on Collective Goods.
  116. Lionel DE BOISDEFFRE, 2017. "Financial Equilibrium with differential Information: a Theorem of generic Existence," Working Papers 2016-2017_12, CATT - UPPA - Université de Pau et des Pays de l'Adour, revised Aug 2017.
  117. Frank Milne & Edwin H. Neave, 2003. "A General Equilibrium Financial Asset Economy With Transaction Costs And Trading Constraints," Working Paper 1082, Economics Department, Queen's University.
  118. Ma, Wei, 2015. "A simple method for computing equilibria when asset markets are incomplete," Journal of Economic Dynamics and Control, Elsevier, vol. 52(C), pages 32-38.
  119. Geanakoplos, J. & Polemarchakis, H., 1985. "Existence,regularity, and constrained suboptimality of competitive allocations when the asset market is incomplete," LIDAM Discussion Papers CORE 1985037, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  120. Assar Lindbeck & Mats Persson, 2003. "The Gains from Pension Reform," Journal of Economic Literature, American Economic Association, vol. 41(1), pages 74-112, March.
  121. Philippe Bich, 2005. "On the existence of approximated equilibria in discontinuous economies," Post-Print halshs-00287685, HAL.
  122. Wei Ma, 2014. "A Simple Method for Computing Equilibria when Asset Markets Are Incomplete," Working Papers 201478, University of Pretoria, Department of Economics.
  123. Sebastian Di Tella, 2017. "Optimal Regulation of Financial Intermediaries," NBER Working Papers 23586, National Bureau of Economic Research, Inc.
  124. Martins-da-Rocha, Victor Filipe & Vailakis, Yiannis, 2008. "Endogenous Transaction Costs," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 680, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  125. Sy-Ming Guu & Kenneth L. Judd, 2001. "Asymptotic methods for asset market equilibrium analysis," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 18(1), pages 127-157.
  126. Christophe Chamley, 1984. "A General Equilibrium Expression of the Paradox of Thrift," Cowles Foundation Discussion Papers 700, Cowles Foundation for Research in Economics, Yale University.
  127. W. Bentley MacLeod, 2006. "Reputations, Relationships and the Enforcement of Incomplete Contracts," CESifo Working Paper Series 1730, CESifo.
  128. Tirelli, Mario, 2008. "Constrained inefficiency in GEI: A geometric argument," Journal of Mathematical Economics, Elsevier, vol. 44(11), pages 1197-1214, December.
  129. Sebastian Di Tella, 2017. "Optimal Regulation of Financial Intermediaries," 2017 Meeting Papers 28, Society for Economic Dynamics.
  130. Minwook KANG, 2014. "Sunspots and Inflation-indexed Bonds," Economic Growth Centre Working Paper Series 1401, Nanyang Technological University, School of Social Sciences, Economic Growth Centre.
  131. Kent A. Smetters, 2003. "Trading with the Unborn: A New Perspective on Capital Income Taxation," NBER Working Papers 9412, National Bureau of Economic Research, Inc.
  132. David Bowman, 1995. "Constrained suboptimality in economies with limited communication," International Finance Discussion Papers 497, Board of Governors of the Federal Reserve System (U.S.).
  133. Mendolicchio, C. & Pietra, T., 2016. "Endowment redistribution and Pareto improvements in GEI economies," Journal of Mathematical Economics, Elsevier, vol. 67(C), pages 181-190.
  134. Lionel de Boisdeffre, 2013. "Price revelation and existence of equilibrium in a private belief economy," Post-Print halshs-01053471, HAL.
  135. P. Jean-Jacques Herings & Felix Kubler, 2002. "Computing Equilibria in Finance Economies," Mathematics of Operations Research, INFORMS, vol. 27(4), pages 637-646, November.
  136. Eduard Marinov, 2016. "The 2016 Nobel Prize in Economics," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 6, pages 97-149.
  137. Orrillo, Jaime, 2009. "Making promises in infinite-horizon economies with default and collateral," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 79(10), pages 3055-3068.
  138. Afrasiab Mirza & Eric Stephens, 2016. "Securitization and Aggregate Investment Efficiency," Carleton Economic Papers 16-05, Carleton University, Department of Economics, revised 24 Jan 2017.
  139. Fugarolas, Guadalupe, 2006. "Nash equilibria applied to Spot-financial equilibria in General equilibrium incomplete market models," MPRA Paper 470, University Library of Munich, Germany.
  140. 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.
  141. Helpman, Elhanan & Razin, Assaf, 1979. "A Theory of International Trade Under Uncertainty," Elsevier Monographs, Elsevier, edition 1, number 9780123396501 edited by Shell, Karl.
  142. Momi, Takeshi, 2009. "Excess demand functions when new assets are introduced," Journal of Economic Theory, Elsevier, vol. 144(4), pages 1832-1843, July.
  143. Hui Huang & John Whalley & Shunming Zhang, 2009. "Exploring policy options in joint intertemporal-spatial trade models using an incomplete markets approach," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 41(1), pages 131-145, October.
  144. Florian Schuster & Marco Wysietzki & Jonas Zdrzalek, 2023. "How Heterogeneous Beliefs Trigger Financial Crises," ECONtribute Discussion Papers Series 238, University of Bonn and University of Cologne, Germany.
  145. Lionel De Boisdeffre, 2017. "Financial Equilibrium in a Production Economy without Rational Expectations of Prices: a basic Model of full Existence," Working papers of CATT hal-02141062, HAL.
  146. Marie-Louise Vierø, 2012. "Contracting in Vague Environments," American Economic Journal: Microeconomics, American Economic Association, vol. 4(2), pages 104-130, May.
  147. Nagata, Ryo, 2005. "Inefficiency of equilibria with incomplete markets," Journal of Mathematical Economics, Elsevier, vol. 41(7), pages 887-897, November.
  148. Cole, Harold L. & Obstfeld, Maurice, 1991. "Commodity trade and international risk sharing : How much do financial markets matter?," Journal of Monetary Economics, Elsevier, vol. 28(1), pages 3-24, August.
  149. Herakles Polemarchakis, 2015. "Markets and Efficiency," The Japanese Economic Review, Japanese Economic Association, vol. 66(2), pages 150-166, June.
  150. Lionel de Boisde¤re, 2021. "Dropping Rational Expectations," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-03196897, HAL.
  151. Kara, Gazi Ishak, 2016. "Systemic risk, international regulation, and the limits of coordination," Journal of International Economics, Elsevier, vol. 99(C), pages 192-222.
  152. Lionel de Boisdeffre, 2015. "Dropping Rational Expectations," Post-Print halshs-01164158, HAL.
  153. V. Filipe Martins-Da-Rocha & Toan Phan & Yiannis Vailakis, 2022. "Pecuniary Externalities in Competitive Economies with Limited Pledgeability," Working Papers hal-03909596, HAL.
  154. Rubens Penha Cysne, 2007. "Public debt indexation and denomination, the case of Brazil: a comment," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 12(4), pages 417-425.
  155. Ma, Wei, 2015. "The existence and efficiency of general equilibrium with incomplete markets under Knightian uncertainty," Economics Letters, Elsevier, vol. 134(C), pages 78-81.
  156. Zierhut, Michael, 2019. "Nonexistence of constrained efficient production plans," Journal of Mathematical Economics, Elsevier, vol. 83(C), pages 127-136.
  157. Lionel DE BOISDEFFRE, 2017. "Sequential Equilibrium without Rational Expectations of Prices: A Theorem of Full Existence," Working Papers 2016-2017_9, CATT - UPPA - Université de Pau et des Pays de l'Adour, revised Jun 2017.
  158. Gaël Giraud, 2007. "Walrasian non-tatonnement with incomplete and imperfectly competitive markets," Documents de travail du Centre d'Economie de la Sorbonne b07021, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  159. Orrillo, Jaime & Filho, Jolive de Santana Filho, 2019. "Existence and Non-Triviality of Equilibria in Economies with Default and Government," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 39(2).
  160. Citanna, A. & Polemarchakis, H.M. & Tirelli, M., 2006. "The taxation of trades in assets," Journal of Economic Theory, Elsevier, vol. 126(1), pages 299-313, January.
  161. Hichem Ben-El-Mechaiekh & Philippe Bich & Monique Florenzano, 2009. "General equilibrium and fixed-point theory: a partial survey," PSE-Ecole d'économie de Paris (Postprint) hal-00755998, HAL.
  162. Esteban-Bravo, Mercedes, 2000. "Existence and computation of a GEI equilibrium," DES - Working Papers. Statistics and Econometrics. WS 10008, Universidad Carlos III de Madrid. Departamento de Estadística.
  163. Phil Simmons & Dale Stahl, 1992. "Market Power and Buffer Stocks," The Economic Record, The Economic Society of Australia, vol. 68(1), pages 1-6, March.
  164. Russell Cooper, 1984. "Insurance, Flexibility and Non-contingent Trades," Cowles Foundation Discussion Papers 691, Cowles Foundation for Research in Economics, Yale University.
  165. Caccioli, Fabio & Marsili, Matteo, 2010. "Information efficiency and financial stability," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 4, pages 1-20.
  166. Hara, Chiaki, 2011. "Pareto improvement and agenda control of sequential financial innovations," Journal of Mathematical Economics, Elsevier, vol. 47(3), pages 336-345.
  167. MacLeod, W. Bentley & Urquiola, Miguel, 2012. "Competition and Educational Productivity: Incentives Writ Large," IZA Discussion Papers 7063, Institute of Labor Economics (IZA).
  168. Rohit Rahi, 2000. "Efficiency Properties of Rational Expectations Equilibria with Asymmetric Information," Econometric Society World Congress 2000 Contributed Papers 1468, Econometric Society.
  169. Philippe Bich & Rida Laraki, 2012. "A Unified Approach to Equilibrium Existence in Discontinuous Strategic Games," Documents de travail du Centre d'Economie de la Sorbonne 12040, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  170. Pascal Barneto & Stéphane Ouvrard & Yves Rannou, 2019. "Les titres hybrides : de leur émission à leur classement comptable. Un enjeu de contrôle ?," Post-Print hal-02311469, HAL.
  171. Allen, Franklin & Carletti, Elena, 2006. "Credit risk transfer and contagion," Journal of Monetary Economics, Elsevier, vol. 53(1), pages 89-111, January.
  172. S.Y. Wu, 1996. "A Disclosure on A Model of the Entrepreneur-Centered Economy," Microeconomics 9608002, University Library of Munich, Germany, revised 08 Jul 1997.
  173. Schmedders, Karl, 1998. "Computing equilibria in the general equilibrium model with incomplete asset markets," Journal of Economic Dynamics and Control, Elsevier, vol. 22(8-9), pages 1375-1401, August.
  174. Yasin Kursat Onder, 2023. "Optimal GDP-indexed Bonds," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 51, pages 747-777, December.
  175. Lionel DE BOISDEFFRE, 2018. "Equilibrium in Incomplete Markets with Numeraire Assets and Differential Information: An Existence Proof," Working Papers 2017-2018_13, CATT - UPPA - Université de Pau et des Pays de l'Adour, revised Aug 2018.
  176. Lionel De Boisdeffre, 2018. "Equilibrium in Incomplete Markets with Numeraire Assets and Differential Information: An Existence Proof," Working papers of CATT hal-02141054, HAL.
  177. Chongmin Kim, 2004. "Corporate financial policy with pension accounts: an extension of the Modigliani-Miller theorem," International Economic Journal, Taylor & Francis Journals, vol. 18(2), pages 215-236.
  178. Mark A. Satterthwaite, 1976. "The Incentive for Creation of Complete Securities Markets," Discussion Papers 260, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  179. Charalambos Aliprantis & Rabee Tourky, 2009. "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.
  180. Lionel de Boisdeffre, 2021. "Dropping the Cass Trick and Extending Cass' Theorem to Asymmetric Information and Restricted Participation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-03196923, HAL.
  181. Brock, W.A. & Hommes, C.H. & Wagener, F.O.O., 2009. "More hedging instruments may destabilize markets," Journal of Economic Dynamics and Control, Elsevier, vol. 33(11), pages 1912-1928, November.
  182. Chenghu Ma & Jiankang Zhang, 2013. "Aggregation in Incomplete Market with General Utility Functions," Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
  183. Levine, David K. & Zame, William R., 1996. "Debt constraints and equilibrium in infinite horizon economies with incomplete markets," Journal of Mathematical Economics, Elsevier, vol. 26(1), pages 103-131.
  184. Jean-Marc Bottazzi & Jaime Luque & Mário Páscoa, 2010. "Re-hypotecation of securities," Post-Print halshs-00476004, HAL.
  185. Innes, Robert, 1986. "Brannan Plan Agricultural Supports in a World of Uncertainty and Incomplete Markets: Pareto Superiority and Distribuition," CUDARE Working Papers 198347, University of California, Berkeley, Department of Agricultural and Resource Economics.
  186. Iraola, Miguel & Torres-Martínez, Juan Pablo, 2013. "Liquidity Contractions, Incomplete Financial Participation and the Prevalence of Negative Equity Non-recourse Loans," MPRA Paper 46838, University Library of Munich, Germany.
  187. repec:dau:papers:123456789/6191 is not listed on IDEAS
  188. 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.
  189. Willems, Bert & Morbee, Joris, 2010. "Market completeness: How options affect hedging and investments in the electricity sector," Energy Economics, Elsevier, vol. 32(4), pages 786-795, July.
  190. Lionel De Boisdeffre, 2018. "Equilibrium with Differential Information and Exogenous Beliefs: A Basic Model of Full Existence," Working papers of CATT hal-02141059, HAL.
  191. Geanakoplos, John & Mas-Colell, Andreu, 1989. "Real indeterminacy with financial assets," Journal of Economic Theory, Elsevier, vol. 47(1), pages 22-38, February.
  192. Sjur Flåm, 2009. "Pooling, pricing and trading of risks," Annals of Operations Research, Springer, vol. 165(1), pages 145-160, January.
  193. Duffee, Gregory R. & Zhou, Chunsheng, 2001. "Credit derivatives in banking: Useful tools for managing risk?," Journal of Monetary Economics, Elsevier, vol. 48(1), pages 25-54, August.
  194. Cass, David & Pavlova, Anna, 2004. "On trees and logs," Journal of Economic Theory, Elsevier, vol. 116(1), pages 41-83, May.
  195. Lionel de Boisdeffre, 2018. "Sequential equilibrium without rational expectations of prices: A theorem of full existence," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01593567, HAL.
  196. Gersbach, Hans & Rochet, Jean-Charles, 2017. "Capital regulation and credit fluctuations," Journal of Monetary Economics, Elsevier, vol. 90(C), pages 113-124.
  197. Lionel De Boisdeffre, 2015. "Learning from arbitrage," Working Papers hal-01871573, HAL.
  198. Kubler, F. & Chiappori, P. -A. & Ekeland, I. & Polemarchakis, H. M., 2002. "The Identification of Preferences from Equilibrium Prices under Uncertainty," Journal of Economic Theory, Elsevier, vol. 102(2), pages 403-420, February.
  199. Merton, Robert C., 1993. "On the microeconomic theory of investment under uncertainty," Handbook of Mathematical Economics, in: K. J. Arrow & M.D. Intriligator (ed.), Handbook of Mathematical Economics, edition 4, volume 2, chapter 13, pages 601-669, Elsevier.
  200. Cass, David, 2006. "Competitive equilibrium with incomplete financial markets," Journal of Mathematical Economics, Elsevier, vol. 42(4-5), pages 384-405, August.
  201. Myers, Robert J. & Oehmke, James F., 1987. "Instability and Risk as Rationales for Government Intervention in Agriculture," Staff Paper Series 200938, Michigan State University, Department of Agricultural, Food, and Resource Economics.
  202. Myers, Robert J., 1994. "Time Series Econometrics and Commodity Price Analysis: A Review," Review of Marketing and Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 62(02), pages 1-15, August.
  203. Lionel de Boisde¤re, 2021. "Equilibrium in incomplete markets with differential information: A basic model of generic existence," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-03196857, HAL.
  204. Marko Backovic & Zoran Popovic, 2012. "The Analysis Of Model Of General Economic Equilibrium And Financial Instability Of Economic System," Montenegrin Journal of Economics, Economic Laboratory for Transition Research (ELIT), vol. 8(1), pages 63-85.
  205. de Boisdeffre, Lionel, 2021. "Equilibrium in incomplete markets with differential information: A basic model of generic existence," Mathematical Social Sciences, Elsevier, vol. 110(C), pages 53-62.
  206. Jean-Marc Bottazzi & Jaime Luque & Mário R. Páscoa, 2012. "Trading and rational security pricing bubbles," Post-Print halshs-00673995, HAL.
  207. Kemp, Murray C., 1995. "Two notes on trade gains," Discussion Papers, Series II 250, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy".
  208. Lionel De Boisdeffre, 2018. "Dropping Rational Expectations," Post-Print halshs-01903510, HAL.
  209. Gazi I. Kara & S. Mehmet Ozsoy, 2016. "Bank regulation under fire sale externalities," Finance and Economics Discussion Series 2016-026, Board of Governors of the Federal Reserve System (U.S.).
  210. Rosser Jr., J. Barkley, 2010. "Is a transdisciplinary perspective on economic complexity possible?," Journal of Economic Behavior & Organization, Elsevier, vol. 75(1), pages 3-11, July.
  211. Jonathan Eaton & Gene M. Grossman, 1985. "Tariffs as Insurance: Optimal Commercial Policy When Domestic Markets Are Incomplete," Canadian Journal of Economics, Canadian Economics Association, vol. 18(2), pages 258-272, May.
  212. Patrick Cheridito & Ulrich Horst & Michael Kupper & Traian A. Pirvu, 2016. "Equilibrium Pricing in Incomplete Markets Under Translation Invariant Preferences," Mathematics of Operations Research, INFORMS, vol. 41(1), pages 174-195, February.
  213. Lionel De Boisdeffre, 2017. "Sequential Equilibrium without Rational Expectations of Prices: A Theorem of Full Existence," Working papers of CATT hal-02938743, HAL.
  214. 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.
  215. Amira, Khaled & Bennour, Khaled, 2010. "Borrowing Constraint and the Effect of Option Introduction," MPRA Paper 26440, University Library of Munich, Germany.
  216. 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.
  217. Aloisio Araujo, 2002. "As Leis de Falência: uma Abordagem Econômica," Working Papers Series 57, Central Bank of Brazil, Research Department.
  218. Orrilo, Jaime, 2006. "Another Proof of the Existence of GEI Equilibrium with Default and Exogenous Collateral," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 26(1), May.
  219. Herings, P. J. J. & Polemarchakis, H., 2002. "Equilibrium and arbitrage in incomplete asset markets with fixed prices," Journal of Mathematical Economics, Elsevier, vol. 37(2), pages 133-155, April.
  220. Katz, Kimberly & Matsui, Akihiko, 2004. "When trade requires coordination," Journal of the Japanese and International Economies, Elsevier, vol. 18(3), pages 440-461, September.
  221. David Levine, 1985. "A Simple Durable Goods Model," The Quarterly Journal of Economics, Oxford University Press, vol. 100(3), pages 775-788.
  222. Lionel de Boisdeffre, 2018. "Circumventing the Hart Puzzle," Documents de travail du Centre d'Economie de la Sorbonne 18027, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  223. Younes Yves, 1987. "On the theory of incomplete markets," CEPREMAP Working Papers (Couverture Orange) 8721, CEPREMAP.
  224. Bejan, Camelia & Bidian, Florin, 2010. "Limited enforcement, bubbles and trading in incomplete markets," MPRA Paper 36819, University Library of Munich, Germany, revised 20 Feb 2012.
  225. Lionel De Boisdeffre, 2015. "Dropping rational expectations," Working Papers hal-02942197, HAL.
  226. Daniele Checchi, 1992. "What are the Real Effects of Liberalizing International Capital Movements?," Open Economies Review, Springer, vol. 3(1), pages 83-125, February.
  227. Murray C. Kemp & Hans-Werner Sinn, 1990. "A Simple Model of Useless Speculation," NBER Working Papers 3513, National Bureau of Economic Research, Inc.
  228. Donald Lien & James Quirk, 2002. "Measuring the Benefits from Futures Markets: Conceptual Issues," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, vol. 1(1), pages 53-58, April.
  229. Lionel de Boisdeffre, 2015. "Price revelation and existence of financial equilibrium with incomplete markets and private beliefs," Post-Print halshs-01164142, HAL.
  230. Jean-Marc Tallon, 1995. "Théorie de l'équilibre général avec marchés financiers incomplets," Revue Économique, Programme National Persée, vol. 46(5), pages 1207-1239.
  231. Christian Schwarz & Uwe Stroinski, 2009. "Is there a Walrasian Equilibrium in Exchange Markets with Endowment Effect?," Ruhr Economic Papers 0082, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
  232. 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.
  233. John Geanakoplos & Martin Shubik, 1989. "The Capital Asset Pricing Model as a General Equilibrium with Incomplete Markets," Cowles Foundation Discussion Papers 913, Cowles Foundation for Research in Economics, Yale University.
  234. Anton Korinek, 2017. "Currency wars or efficient spillovers?," BIS Working Papers 615, Bank for International Settlements.
  235. Lionel de Boisdeffre, 2021. "Dropping the Cass Trick and Extending Cass' Theorem to Asymmetric Information and Restricted Participation," Post-Print halshs-03196923, HAL.
  236. Mr. Anton Korinek, 2011. "The New Economics of Capital Controls Imposed for Prudential Reasons+L4888," IMF Working Papers 2011/298, International Monetary Fund.
  237. Lionel de Boisde¤re, 2021. "Dropping Rational Expectations," Post-Print halshs-03196897, HAL.
  238. repec:abd:kauiea:v:31:y:2018:i:1:p:129-135 is not listed on IDEAS
  239. Lionel De Boisdeffre, 2015. "Price revelation and existence of financial equilibrium with incomplete markets and private beliefs," Working Papers hal-02943034, HAL.
  240. 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.
  241. Catherine Rouzaud, 1983. "Anticipations rationnelles et information révélée par les prix : une introduction," Revue Économique, Programme National Persée, vol. 34(6), pages 1116-1144.
  242. Lionel de Boisdeffre, 2017. "Financial equilibrium with differential information: An existence theorem," Post-Print halshs-01599385, HAL.
  243. Markus K. Brunnermeier & Thomas M. Eisenbach & Yuliy Sannikov, 2012. "Macroeconomics with Financial Frictions: A Survey," Levine's Working Paper Archive 786969000000000384, David K. Levine.
  244. 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.
  245. 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.
  246. Busch, Lutz-Alexander & Govindan, Srihari, 2004. "Robust nonexistence of equilibrium with incomplete markets," Journal of Mathematical Economics, Elsevier, vol. 40(6), pages 641-645, September.
  247. Wan-hsiang Pan, 1995. "A second welfare theorem for constrained efficient allocations in incomplete markets," Journal of Mathematical Economics, Elsevier, vol. 24(6), pages 577-599.
  248. Lionel De Boisdeffre, 2018. "Equilibrium in Incomplete Markets with Differential Information: A Basic Model of Generic Existence," Working Papers hal-02141055, HAL.
  249. Luigi Zingales, 2015. "Does Finance Benefit Society?," NBER Working Papers 20894, National Bureau of Economic Research, Inc.
  250. Joseph E. Stiglitz, 1984. "Theories of Wage Rigidity," NBER Working Papers 1442, National Bureau of Economic Research, Inc.
  251. Bottazzi, Jean-Marc & Luque, Jaime & Páscoa, Mário R., 2011. "Trading and rational security pricing bubbles," UC3M Working papers. Economics we1119, Universidad Carlos III de Madrid. Departamento de Economía.
  252. Viktor Tsyrennikov, 2015. "Investment, speculation, and financial regulation," 2015 Meeting Papers 627, Society for Economic Dynamics.
  253. Yves Nosbusch, 2008. "Interest Costs and the Optimal Maturity Structure Of Government Debt," Economic Journal, Royal Economic Society, vol. 118(527), pages 477-498, March.
  254. Zhan, Yang & Dang, Chuangyin, 2021. "Determination of general equilibrium with incomplete markets and default penalties," Journal of Mathematical Economics, Elsevier, vol. 92(C), pages 49-59.
  255. Hiroyuki Nakata, 2013. "Welfare effects of short-sale constraints under heterogeneous beliefs," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 53(2), pages 283-314, June.
  256. Anton Korinek, 2016. "Currency Wars or Efficient Spillovers? A General Theory of International Policy Cooperation," NBER Working Papers 23004, National Bureau of Economic Research, Inc.
  257. Frank Hahn, 1992. "Distinguished Fellow: Honoring Roy Radner," Journal of Economic Perspectives, American Economic Association, vol. 6(1), pages 181-194, Winter.
  258. Eckwert, Bernhard & Zilcha, Itzhak, 2001. "The Value of Information in Production Economies," Journal of Economic Theory, Elsevier, vol. 100(1), pages 172-186, September.
  259. Momi, Takeshi, 2001. "Non-existence of equilibrium in an incomplete stock market economy," Journal of Mathematical Economics, Elsevier, vol. 35(1), pages 41-70, February.
  260. Lionel De Boisdeffre, 2015. "Dropping rational expectations," Working papers of CATT hal-02942197, HAL.
  261. Rinaldi, Francesca, 2009. "Endogenous incompleteness of financial markets: The role of ambiguity and ambiguity aversion," Journal of Mathematical Economics, Elsevier, vol. 45(12), pages 880-901, December.
  262. Schmidt, Klaus, 2017. "The 2016 Nobel Memorial Prize in Contract Theory," Rationality and Competition Discussion Paper Series 19, CRC TRR 190 Rationality and Competition.
  263. Sergio Turner & Norovsambuu Tumennasan, 2006. "Pareto Improving Monetary Policy in Incomplete Markets," Working Papers 2006-04, Brown University, Department of Economics.
  264. Lionel de Boisdeffre, 2017. "Financial equilibrium with differential information: An existence theorem," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01599385, HAL.
  265. Aase, Knut K., 2000. "An equilibrium asset pricing model based on Lévy processes: relations to stochastic volatility, and the survival hypothesis," Insurance: Mathematics and Economics, Elsevier, vol. 27(3), pages 345-363, December.
  266. Lionel de Boisdeffre, 2017. "Financial equilibrium with differential information:An existence theorem," Documents de travail du Centre d'Economie de la Sorbonne 17038, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  267. , H. B., 2013. "Ergodic Markov equilibrium with incomplete markets and short sales," Theoretical Economics, Econometric Society, vol. 8(1), January.
  268. Iachan, Felipe S. & Silva, Dejanir & Zi, Chao, 2022. "Under-diversification and idiosyncratic risk externalities," Journal of Financial Economics, Elsevier, vol. 143(3), pages 1227-1250.
  269. Adelman, Irma & Hihn, J. Michael & Head, Thomas, 1981. "An Approach to Policy Evaluation in the Egyptian Agricultural Sector: Simulation of Egyptian Village Economy," Working Papers 232858, University of California, Davis, Agricultural Development Systems: Egypt Project.
  270. Chenghu Ma & Jiankang Zhang, 2013. "p-Weakly constrained Pareto efficiency and aggregation in incomplete markets," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 41(3), pages 605-623, September.
  271. Jean‐Jacques Laffont, 1989. "A Brief Overview of the Economics of Incomplete Markets," The Economic Record, The Economic Society of Australia, vol. 65(1), pages 54-65, March.
  272. Gaël Giraud, 2004. "Walrasian non-tâtonnement with incomplete and imperfect markets," Cahiers de la Maison des Sciences Economiques b04119, Université Panthéon-Sorbonne (Paris 1).
  273. Bich, Philippe, 2005. "On the existence of approximated equilibria in discontinuous economies," Journal of Mathematical Economics, Elsevier, vol. 41(4-5), pages 463-481, August.
  274. Cysne, Rubens Penha, 2005. "Public debt indexation and denomination, the case of Brazil: a comment," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 579, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  275. Philippe Bich & Rida Laraki, 2012. "A Unified Approach to Equilibrium Existence in Discontinuous Strategic Games," Post-Print halshs-00717135, HAL.
  276. Araujo, A. & Fajardo, J & Páscoa, M. R., 2003. "Endogenous Collateral: Arbitrage and Equilibrium without Bounded Short Sales," Finance Lab Working Papers flwp_52, Finance Lab, Insper Instituto de Ensino e Pesquisa.
  277. Lionel de Boisdeffre, 2012. "On the existence of financial equilibrium when beliefs are private," Post-Print halshs-00746975, HAL.
  278. Hui Huang & John Whalley & Shunming Zhang, 2005. "Trade Liberalization in a Joint Spatial Inter-Temporal Trade Model," CESifo Working Paper Series 1463, CESifo.
  279. Philippe Bich & Rida Laraki, 2012. "A Unified Approach to Equilibrium Existence in Discontinuous Strategic Games," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00717135, HAL.
  280. Daniele Checchi, 1996. "Capital Controls And Conflict Of Interests," Economics and Politics, Wiley Blackwell, vol. 8(1), pages 33-50, March.
  281. Lionel De Boisdeffre, 2015. "Price revelation and existence of financial equilibrium with incomplete markets and private beliefs," Working papers of CATT hal-02943034, HAL.
  282. Lionel De Boisdeffre, 2018. "Circumventing the Hart Puzzle," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01903586, HAL.
  283. Wallace, Neil & Zhou, Ruilin, 1997. "A model of a currency shortage," Journal of Monetary Economics, Elsevier, vol. 40(3), pages 555-572, December.
  284. Lionel de Boisdeffre, 2015. "Dropping Rational Expectations," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01164158, HAL.
  285. Lionel DE BOISDEFFRE, 2015. "Learning from arbitrage," Working Papers 2015-2016_2, CATT - UPPA - Université de Pau et des Pays de l'Adour, revised Sep 2015.
  286. Celentani, Marco & Conde-Ruiz, J. Ignacio, 1996. "The political economy of international private insurance and fiscal policy," UC3M Working papers. Economics 6164, Universidad Carlos III de Madrid. Departamento de Economía.
  287. Lionel DE BOISDEFFRE, 2018. "Equilibrium in Incomplete Markets with Differential Information: A Basic Model of Generic Existence," Working Papers 2017-2018_12, CATT - UPPA - Université de Pau et des Pays de l'Adour, revised Aug 2018.
  288. 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.
  289. Leonello, Agnese & Mendicino, Caterina & Panetti, Ettore & Porcellacchia, Davide, 2022. "Savings, efficiency and bank runs," Working Paper Series 2636, European Central Bank.
  290. Hugues Dastarac, 2020. "Market Making and Proprietary Trading in the US Corporate Bond Market," Working papers 754, Banque de France.
  291. Tesar, Linda L., 1995. "Evaluating the gains from international risksharing," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 42(1), pages 95-143, June.
  292. Kim, Jinhwan & Olbert, Marcel, 2022. "How does private firm disclosure affect demand for public firm equity? Evidence from the global equity market," Journal of Accounting and Economics, Elsevier, vol. 74(2).
  293. Yves Balasko & Enrique Kawamura, 2013. "Is risk good for saving? Message from the general equilibrium model," Textos para discussão 615, Department of Economics PUC-Rio (Brazil).
  294. Younes Yves, 1986. "Competitive equilibrium for incomplete market structures," CEPREMAP Working Papers (Couverture Orange) 8623, CEPREMAP.
  295. Lionel De Boisdeffre, 2018. "Equilibrium in Incomplete Markets with Differential Information: A Basic Model of Generic Existence," Working papers of CATT hal-02141055, HAL.
  296. 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.
  297. Lionel De Boisdeffre, 2018. "Equilibrium with Differential Information and Exogenous Beliefs: A Basic Model of Full Existence," Working Papers hal-02141059, HAL.
  298. Felipe Zurita, 2009. "La Economía Financiera Frente a la Crisis," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 46(134), pages 183-195.
  299. Bhowmik Anuj & Gabriella Graziano Maria, 2020. "Blocking Coalitions and Fairness in Asset Markets and Asymmetric Information Economies," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 20(1), pages 1-29, January.
  300. Pascoa, Mario Rui & Araújo, Aloísio Pessoa de & Barbachan, José Santiago Fajardo, 2001. "Endogenous collateral: arbitrage and equilibrium without bounded short sales," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 418, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  301. Lionel De Boisdeffre, 2018. "Equilibrium with Differential Information and Exogenous Beliefs: A Basic Model of Full Existence," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-02141059, HAL.
  302. Wettstein, David, 1995. "Incentives and competitive allocations in exchange economies with incomplete markets," Journal of Mathematical Economics, Elsevier, vol. 24(3), pages 201-216.
  303. Michael Zierhut, 2017. "Constrained efficiency versus unanimity in incomplete markets," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 64(1), pages 23-45, June.
  304. Christopher P. Chambers & Takashi Hayashi, 2017. "Gains From Trade," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 58(3), pages 923-942, August.
  305. Kurlat, Pablo, 2021. "Investment externalities in models of fire sales," Journal of Monetary Economics, Elsevier, vol. 122(C), pages 102-118.
  306. Bernard Dumas & Pascal Maenhout, 2002. "A Central-Planning Approach to Dynamic Incomplete-Market Equilibrium," Levine's Working Paper Archive 391749000000000523, David K. Levine.
  307. Tille, Cedric, 2005. "The welfare effect of international asset market integration under nominal rigidities," Journal of International Economics, Elsevier, vol. 65(1), pages 221-247, January.
  308. Lionel De Boisdeffre, 2018. "Circumventing the Hart Puzzle," Post-Print halshs-01903586, HAL.
  309. Lionel De Boisdeffre, 2017. "Financial Equilibrium in a Production Economy without Rational Expectations of Prices: a basic Model of full Existence," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-02141062, HAL.
  310. KÜBLER, Felix & POLEMARCHAKIS, Heracles, 1999. "The identification of preferences from the equilibrium prices of commodities and assets," LIDAM Discussion Papers CORE 1999033, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  311. Lionel de Boisde¤re, 2021. "Equilibrium in incomplete markets with differential information: A basic model of generic existence," Post-Print halshs-03196857, HAL.
  312. 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.
  313. Michael Zierhut, 2021. "Indeterminacy of Cournot–Walras equilibrium with incomplete markets," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 71(1), pages 81-114, February.
  314. 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.
  315. Lionel de Boisdeffre, 2012. "On the existence of financial equilibrium when beliefs are private," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00746975, HAL.
  316. repec:ags:ucdegw:232858 is not listed on IDEAS
  317. W. Bentley MacLeod, 2013. "On Economics: A Review of Why Nations Fail by D. Acemoglu and J. Robinson and Pillars of Prosperity by T. Besley and T. Persson," Journal of Economic Literature, American Economic Association, vol. 51(1), pages 116-143, March.
  318. Oliver Hart, 2017. "Incomplete Contracts and Control," American Economic Review, American Economic Association, vol. 107(7), pages 1731-1752, July.
  319. Lionel De Boisdeffre, 2018. "Equilibrium in Incomplete Markets with Numeraire Assets and Differential Information: An Existence Proof," Working Papers hal-02141054, HAL.
  320. Mirza, Afrasiab & Stephens, Eric, 2022. "Securitization and aggregate investment efficiency," Journal of Financial Intermediation, Elsevier, vol. 52(C).
  321. 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.
  322. Lionel De Boisdeffre, 2018. "Dropping Rational Expectations," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01903510, HAL.
  323. Lionel De Boisdeffre, 2017. "Financial Equilibrium in a Production Economy without Rational Expectations of Prices: a basic Model of full Existence," Working Papers hal-02141062, HAL.
  324. V. Martins-da-Rocha & Yiannis Vailakis, 2010. "Financial markets with endogenous transaction costs," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 45(1), pages 65-97, October.
  325. Cornet, Bernard & De Boisdeffre, Lionel, 2002. "Arbitrage and price revelation with asymmetric information and incomplete markets," Journal of Mathematical Economics, Elsevier, vol. 38(4), pages 393-410, December.
  326. Lionel De Boisdeffre, 2017. "Sequential Equilibrium without Rational Expectations of Prices: A Theorem of Full Existence," Working Papers hal-02938743, HAL.
  327. Lionel De Boisdeffre, 2018. "Equilibrium in Incomplete Markets with Numeraire Assets and Differential Information: An Existence Proof," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-02141054, HAL.
  328. 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.
  329. Gao, Feng & Song, Fengming & Zhang, Lihong, 2007. "Coherent risk measure, equilibrium and equilibrium pricing," Insurance: Mathematics and Economics, Elsevier, vol. 40(1), pages 85-94, January.
  330. Aloisio Araujo & J. Mauricio Villalba, 2022. "Equilibrium efficiency with secured and unsecured assets," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 73(4), pages 1025-1049, June.
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.