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Strategic market games with cyclic endowments

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  • Barbara Bennie

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Suggested Citation

  • Barbara Bennie, 2009. "Strategic market games with cyclic endowments," Annals of Finance, Springer, vol. 5(2), pages 209-230, March.
    • Handle: RePEc:kap:annfin:v:5:y:2009:i:2:p:209-230
    DOI: 10.1007/s10436-008-0096-4
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    References listed on IDEAS

    as
    1. Martin Shubik & Ward Whitt, 1973. "Fiat Money in an Economy with One Nondurable Good and No Credit (A Noncooperative Sequential Game)," Cowles Foundation Discussion Papers 355, Cowles Foundation for Research in Economics, Yale University.
    2. Ioannis Karatzas & Martin Shubik & William D. Sudderth, 1994. "Construction of Stationary Markov Equilibria in a Strategic Market Game," Mathematics of Operations Research, INFORMS, vol. 19(4), pages 975-1006, November.
    3. Ioannis Karatzas & Martin Shubik & William Sudderth & John Geanakoplos, 2006. "The inflationary bias of real uncertainty and the harmonic Fisher equation," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 28(3), pages 481-512, August.
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    Cited by:

    1. Henry Penikas & Yulia Titova, 2012. "Modeling Policy Response to Global Systemically Important Banks Regulation," HSE Working papers WP BRP 02/FE/2012, National Research University Higher School of Economics.

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    More about this item

    Keywords

    Dynamic games; Stochastic games; Inflation; Harmonic Fisher equation; C7; C73;
    All these keywords.

    JEL classification:

    • C7 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory
    • C73 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - Stochastic and Dynamic Games; Evolutionary Games

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