Liquidity and market incompleteness
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Abstract
(This abstract was borrowed from another version of this item.)
Suggested Citation
DOI: 10.1007/s10436-007-0080-4
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Other versions of this item:
- Felipe Zurita, 2007. "Liquidity and Market Incompleteness," Documentos de Trabajo 318, Instituto de Economia. Pontificia Universidad Católica de Chile..
References listed on IDEAS
- Lippman, Steven A & McCall, John J, 1986. "An Operational Measure of Liquidity," American Economic Review, American Economic Association, vol. 76(1), pages 43-55, March.
- Felipe Zurita, 2001. "Liquidity as an Insurance Problem," Documentos de Trabajo 198, Instituto de Economia. Pontificia Universidad Católica de Chile..
- Eichberger, Jurgen & Harper, Ian R., 1997. "Financial Economics," OUP Catalogue, Oxford University Press, number 9780198775409.
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Cited by:
- Ioannis Polyrakis & Foivos Xanthos, 2011. "Maximal submarkets that replicate any option," Annals of Finance, Springer, vol. 7(3), pages 407-423, August.
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More about this item
Keywords
Liquidity; Insurance; Market incompleteness; G10; D83; G22;All these keywords.
JEL classification:
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- D83 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Search; Learning; Information and Knowledge; Communication; Belief; Unawareness
- G22 - Financial Economics - - Financial Institutions and Services - - - Insurance; Insurance Companies; Actuarial Studies
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