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Citations for "An introduction to general equilibrium with incomplete asset markets"

by Geanakoplos, John

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  1. Stefano Athanasoulis & Robert J. Shiller, 1997. "The Significance of the Market Portfolio," NBER Technical Working Papers 0209, National Bureau of Economic Research, Inc.
  2. 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.
  3. Magill, M. & Quinzii, M., 1993. "Icomplete Markets Over an Infinite Horizon: Long-Lived Securities and Speculative Bubbles," Papers 9321, Southern California - Department of Economics.
  4. 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.
  5. 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.
  6. Gordan Zitkovic, 2009. "An example of a stochastic equilibrium with incomplete markets," Papers 0906.0208, arXiv.org, revised Jun 2010.
  7. Giraud, Gael, 2003. "Strategic market games: an introduction," Journal of Mathematical Economics, Elsevier, vol. 39(5-6), pages 355-375, July.
  8. Jean-Marc Tallon, 1995. "Théorie de l'équilibre général avec marchés financiers incomplets," Revue Économique, Programme National Persée, vol. 46(5), pages 1207-1239.
  9. Kehoe, Timothy J. & Levine, David K. & Prescott, Edward C., 2002. "Lotteries, Sunspots, and Incentive Constraints," Journal of Economic Theory, Elsevier, vol. 107(1), pages 39-69, November.
  10. Charles P. Thomas, 1993. "The role of fiscal policy in an incomplete markets framework," International Finance Discussion Papers 451, Board of Governors of the Federal Reserve System (U.S.).
  11. Tirelli, Mario, 2008. "Constrained inefficiency in GEI: A geometric argument," Journal of Mathematical Economics, Elsevier, vol. 44(11), pages 1197-1214, December.
  12. Robert J. Shiller & Stefano G. Athanasoulis, 1997. "World Income Components: Measuring and Exploiting International Risk Sharing Opportunities," Cowles Foundation Discussion Papers 1097, Cowles Foundation for Research in Economics, Yale University.
  13. Madan, Dilip B., 2004. "Monitored financial equilibria," Journal of Banking & Finance, Elsevier, vol. 28(9), pages 2213-2235, September.
  14. 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.
  15. 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.
  16. John Geanakoplos, 2003. "The Ideal Inflation Indexed Bond and Irving Fisher's Impatience Theory of Interest in an Overlapping Generations World," Cowles Foundation Discussion Papers 1429, Cowles Foundation for Research in Economics, Yale University.
  17. repec:hal:journl:halshs-00423875 is not listed on IDEAS
  18. 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.
  19. Baptista, Alexandre M., 2003. "Spanning with American options," Journal of Economic Theory, Elsevier, vol. 110(2), pages 264-289, June.
  20. Duffie, Darrell, 1996. "Incomplete security markets with infinitely many states: An introduction," Journal of Mathematical Economics, Elsevier, vol. 26(1), pages 1-8.
  21. 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.
  22. Pighi Braila & Alessandro Turrini, 2000. "Asset Market Structure and Growth," CSEF Working Papers 45, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
  23. P. Herings & Karl Schmedders, 2006. "Computing equilibria in finance economies with incomplete markets and transaction costs," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 27(3), pages 493-512, 04.
  24. repec:hal:journl:halshs-00657038 is not listed on IDEAS
  25. 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.
  26. Eduardo Siandra, 2002. "The Economics of financial Matching," Documentos de Trabajo (working papers) 1002, Department of Economics - dECON.
  27. Nuno Gouveia & Abdelkrim Seghir, 2009. "Endogenous Default Penalties in Nominal Incomplete Markets," Annals of Economics and Finance, Society for AEF, vol. 10(2), pages 391-418, November.
  28. Hui Huang & Yi Wang & Yiming Wang & John Whalley & Shunming Zhang, 2005. "A Trade Model with an Optimal Exchange Rate Motivated by Current Discussion of a Chinese Renminbi Float," CESifo Working Paper Series 1471, CESifo Group Munich.
  29. Jacques H., DREZE & Oussama, LACHIRI & Enrico, MINELLI, 2007. "Shareholder-efficient production plans in multi-period economy," Discussion Papers (ECON - Département des Sciences Economiques) 2007042, Université catholique de Louvain, Département des Sciences Economiques.
  30. repec:hal:journl:halshs-00657047 is not listed on IDEAS
  31. Alberto Bisin & Piero Gottardi & Guido Ruta, 2014. "Equilibrium Corporate Finance and Intermediation," NBER Working Papers 20345, National Bureau of Economic Research, Inc.
  32. Faias, Marta, 2004. "General equilibrium and endogenous creation of asset markets," FEUNL Working Paper Series wp454, Universidade Nova de Lisboa, Faculdade de Economia.
  33. Demarzo, Peter M. & Eaves, B. Curtis, 1996. "Computing equilibria of GEI by relocalization on a Grassmann manifold," Journal of Mathematical Economics, Elsevier, vol. 26(4), pages 479-497.
  34. Roberto C. Raimondo, 2003. "Hart Effect And Equilibrium In Incomplete Markets I," Department of Economics - Working Papers Series 876, The University of Melbourne.
  35. Paul S. Willen, 2004. "Incomplete markets and trade," Working Papers 04-8, Federal Reserve Bank of Boston.
  36. Hui Huang & John Whalley & Shunming Zhang, 2005. "Trade Liberalization in a Joint Spatial Inter-Temporal Trade Model," CESifo Working Paper Series 1463, CESifo Group Munich.
  37. Wettstein, David, 1995. "Incentives and competitive allocations in exchange economies with incomplete markets," Journal of Mathematical Economics, Elsevier, vol. 24(3), pages 201-216.
  38. repec:hal:journl:halshs-00426399 is not listed on IDEAS
  39. Franklin Allen & Douglas Gale, 2003. "Financial Fragility, Liquidity and Asset Prices," Center for Financial Institutions Working Papers 01-37, Wharton School Center for Financial Institutions, University of Pennsylvania.
  40. Leo Ferraris, 2002. "Inside versus outside money: indeterminacy in GEI models," Working Papers 62, University of Rome La Sapienza, Department of Public Economics.
  41. Dirk Niepelt, 2004. "Tax Smoothing versus Tax Shifting," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 7(1), pages 27-51, January.
  42. repec:hal:journl:halshs-00155717 is not listed on IDEAS
  43. 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.
  44. David Cass, 2006. "Musings on the Cass Trick," PIER Working Paper Archive 06-011, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  45. Eaves, B. Curtis & Schmedders, Karl, 1999. "General equilibrium models and homotopy methods," Journal of Economic Dynamics and Control, Elsevier, vol. 23(9-10), pages 1249-1279, September.
  46. 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.
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