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

by Geanakoplos, John

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  1. Gordan Zitkovic, 2009. "An example of a stochastic equilibrium with incomplete markets," Papers 0906.0208, arXiv.org, revised Jun 2010.
  2. Madan, Dilip B., 2004. "Monitored financial equilibria," Journal of Banking & Finance, Elsevier, vol. 28(9), pages 2213-2235, September.
  3. DREZE, Jacques H. & LACHIRI, Oussama & MINELLI, Enrico, 2007. "Shareholder-efficient production plans in a multi-period economy," CORE Discussion Papers 2007082, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  4. Bisin, Alberto; & Gottardi, Piero; & Ruta, Guido, 2014. "Equilibrium corporate finance and intermediation," Economics Working Papers ECO2014/09, European University Institute.
  5. Niepelt, Dirk, 2002. "Tax Smoothing versus Tax Shifting," Seminar Papers 711, Stockholm University, Institute for International Economic Studies.
  6. Robert Shiller, 2004. "World Income Components: Measuring And Exploiting International Risk Sharing Opportunities," Yale School of Management Working Papers ysm151, Yale School of Management.
  7. repec:hal:journl:halshs-00426399 is not listed on IDEAS
  8. 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.
  9. Mario Tirelli, 2008. "Constrained inefficiency in GEI: a geometric argument," Departmental Working Papers of Economics - University 'Roma Tre' 0086, Department of Economics - University Roma Tre.
  10. 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.
  11. Baptista, Alexandre M., 2003. "Spanning with American options," Journal of Economic Theory, Elsevier, vol. 110(2), pages 264-289, June.
  12. Stefano G. Athanasoulis & Robert J. Shiller, 1997. "The Significance of the Market Portfolio," Cowles Foundation Discussion Papers 1154, Cowles Foundation for Research in Economics, Yale University.
  13. 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.
  14. Roberto C. Raimondo, 2003. "Hart Effect And Equilibrium In Incomplete Markets I," Department of Economics - Working Papers Series 876, The University of Melbourne.
  15. 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.
  16. 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.).
  17. repec:hal:journl:halshs-00657038 is not listed on IDEAS
  18. Hui Huang & John Whalley & Shunming Zhang, 2009. "Exploring policy options in joint intertemporal-spatial trade models using an incomplete markets approach," Economic Theory, Springer, vol. 41(1), pages 131-145, October.
  19. P. Jean-Jacques Herings & Karl Schmedders, 2001. "Computing Equilibria in Finance Economies with Incomplete Markets and Transaction Costs," Discussion Papers 1318, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  20. repec:hal:journl:halshs-00155717 is not listed on IDEAS
  21. Leo Ferraris, 2002. "Inside versus outside money: indeterminacy in GEI models," Working Papers 62, University of Rome La Sapienza, Department of Public Economics.
  22. 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.
  23. 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.
  24. 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.
  25. Duffie, Darrell, 1996. "Incomplete security markets with infinitely many states: An introduction," Journal of Mathematical Economics, Elsevier, vol. 26(1), pages 1-8.
  26. Eduardo Siandra, 2002. "The Economics of financial Matching," Documentos de Trabajo (working papers) 1002, Department of Economics - dECON.
  27. 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.
  28. repec:hal:journl:halshs-00657047 is not listed on IDEAS
  29. Paul Willen, 2004. "Incomplete markets and trade," Working Papers 04-8, Federal Reserve Bank of Boston.
  30. 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.
  31. Magill, Michael & Quinzii, Martine, 1996. "Incomplete markets over an infinite horizon: Long-lived securities and speculative bubbles," Journal of Mathematical Economics, Elsevier, vol. 26(1), pages 133-170.
  32. Aliprantis, C. D. & Tourky, Rabee, 2004. "Equilibria in Incomplete Assets Economies with Infinite Dimensional Spot Markets," Purdue University Economics Working Papers 1169, Purdue University, Department of Economics.
  33. 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.
  34. Wettstein, David, 1995. "Incentives and competitive allocations in exchange economies with incomplete markets," Journal of Mathematical Economics, Elsevier, vol. 24(3), pages 201-216.
  35. 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.
  36. 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.
  37. Giraud, Gael, 2003. "Strategic market games: an introduction," Journal of Mathematical Economics, Elsevier, vol. 39(5-6), pages 355-375, July.
  38. repec:hal:journl:halshs-00423875 is not listed on IDEAS
  39. 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.
  40. 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.
  41. 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.
  42. Faias, Marta, 2004. "General equilibrium and endogenous creation of asset markets," FEUNL Working Paper Series wp454, Universidade Nova de Lisboa, Faculdade de Economia.
  43. 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.
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