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Structure of financial markets and real indeterminacy of equilibria

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  • Werner, Jan

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  • Werner, Jan, 1990. "Structure of financial markets and real indeterminacy of equilibria," Journal of Mathematical Economics, Elsevier, vol. 19(1-2), pages 217-232.
    • Handle: RePEc:eee:mateco:v:19:y:1990:i:1-2:p:217-232
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    Cited by:

    1. Jean-Marc Tallon, 1995. "Théorie de l'équilibre général avec marchés financiers incomplets," Revue Économique, Programme National Persée, vol. 46(5), pages 1207-1239.
    2. Nagata, Ryo, 1998. "The degree of indeterminacy of equilibria with incomplete markets," Journal of Mathematical Economics, Elsevier, vol. 29(1), pages 109-123, January.
    3. Donati, Paola & Momi, Takeshi, 2003. "Indeterminacy of rational expectations equilibria in sequential financial markets," Journal of Mathematical Economics, Elsevier, vol. 39(7), pages 743-762, September.
    4. SALTO, Matteo, 1998. "Indeterminacy of equilibrium allocations in monetary open economies," LIDAM Discussion Papers CORE 1998062, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    5. 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.
    6. Zhang, S. M., 1996. "Extension of Stiemke's lemma and equilibrium in economies with infinite-dimensional commodity space and incomplete financial markets," Journal of Mathematical Economics, Elsevier, vol. 26(2), pages 249-268.

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