On financial equilibrium with intermediation costs
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References listed on IDEAS
- 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.
- Polemarchakis, H. M. & Ku, Bon-Il, 1990.
"Options and equilibrium,"
Journal of Mathematical Economics, Elsevier, vol. 19(1-2), pages 107-112.
- POLEMARCHAKIS, Heraklis M. & KU, Bon-Il, 1990. "Options and equilibrium," LIDAM Reprints CORE 887, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- repec:cup:cbooks:9780521388702 is not listed on IDEAS
- Prechac, Christophe, 1996. "Existence of equilibrium in incomplete markets with intermediation costs," Journal of Mathematical Economics, Elsevier, vol. 25(3), pages 373-380.
- Radner, Roy, 1972. "Existence of Equilibrium of Plans, Prices, and Price Expectations in a Sequence of Markets," Econometrica, Econometric Society, vol. 40(2), pages 289-303, March.
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Citations
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Cited by:
- V. Filipe MARTINS-DA-ROCHA & YIANNIS VAILAKIS, 2008.
"Endogenous Transaction Costs,"
Discussion Papers
0810, University of Exeter, Department of Economics.
- 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).
- 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.
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