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Real indeterminacy with financial assets
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Cited by:
- Krebs, Tom, 1997. "Statistical Equilibrium in One-Step Forward Looking Economic Models," Journal of Economic Theory, Elsevier, vol. 73(2), pages 365-394, April.
- Céline Rochon & Herakles Polemarchakis, 2006.
"Debt, liquidity and dynamics,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 27(1), pages 179-211, January.
- POLEMARCHAKIS, Heracles M. & ROCHON, Céline, 1999. "Debt, liquidity and dynamics," LIDAM Discussion Papers CORE 1999034, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Céline Rochon & Heracles M. Polemarchakis, 2000. "Debt, Liquidity and Dynamics," Working Papers hal-00598235, HAL.
- Arrow, Kenneth J. & Hahn, Frank, 1999. "Notes on Sequence Economies, Transaction Costs, and Uncertainty," Journal of Economic Theory, Elsevier, vol. 86(2), pages 203-218, June.
- Tsomocos, Dimitrios P., 2008.
"Generic determinacy and money non-neutrality of international monetary equilibria,"
Journal of Mathematical Economics, Elsevier, vol. 44(7-8), pages 866-887, July.
- Dimitrios P Tsomocos, 2006. "Generic Determinacy and Money Non-Neutrality of International Monetary Equilibria," Economics Series Working Papers 2006-FE-07, University of Oxford, Department of Economics.
- Dimitrios P. Tsomocos, 2006. "Generic Determinacy and Money Non-Neutrality of International Monetary Equilibria," OFRC Working Papers Series 2006fe07, Oxford Financial Research Centre.
- Portier, Franck & Tallon, Jean-Marc, 1995.
"On the non-neutrality and optimality of monetary policy when financial markets are incomplete: a macroeconomic perspective,"
Ricerche Economiche, Elsevier, vol. 49(1), pages 33-49, March.
- Franck Portier & Jean-Marc Tallon, 1995. "On the non-neutrality and optimality of monetary policy when financial markets are incomplete : a macroeconomic perspective," Post-Print halshs-00502530, HAL.
- Neumeyer, Pablo Andres, 1998. "Inflation-stabilization risk in economies with incomplete asset markets," Journal of Economic Dynamics and Control, Elsevier, vol. 23(3), pages 371-391, November.
- 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.
- Magill, M. & Quinzii, M., 1993. "Icomplete Markets Over an Infinite Horizon: Long-Lived Securities and Speculative Bubbles," Papers 9321, Southern California - Department of Economics.
- Bowman, David & Faust, Jon, 1997.
"Options, Sunspots, and the Creation of Uncertainty,"
Journal of Political Economy, University of Chicago Press, vol. 105(5), pages 957-975, October.
- David Bowman & Jon Faust, 1995. "Options, sunspots, and the creation of uncertainty," International Finance Discussion Papers 510, Board of Governors of the Federal Reserve System (U.S.).
- Kazuya Kamiya & So Kubota & Kayuna Nakajima, 2011. "Efficient estimation and particle filter for max-stable processes," CIRJE F-Series CIRJE-F-792, CIRJE, Faculty of Economics, University of Tokyo.
- Polemarchakis, H. M. & Siconolfi, P., 1998.
"Prices, Asset Markets and Indeterminacy,"
Journal of Economic Theory, Elsevier, vol. 82(1), pages 46-64, September.
- POLEMARCHAKIS, Heracles & SICONOLFI , Paolo, 1994. "Prices, Asset Markets and Indeterminacy," LIDAM Discussion Papers CORE 1994029, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Heracles M. Polemarchakis & P. Siconolfi, 1996. "Prices, Asset Markets and Indeterminacy," Cowles Foundation Discussion Papers 1136, Cowles Foundation for Research in Economics, Yale University.
- POLEMARCHAKIS, Heracles M. & SICONOLFI, Paolo, 1998. "Prices, asset markets and indeterminacy," LIDAM Reprints CORE 1331, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Piero Gottardi & Rohit Rahi, 2014.
"Value Of Information In Competitive Economies With Incomplete Markets,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 55(1), pages 57-81, February.
- Rohit Rahi & Piero Gottardi, 2007. "Value of Information in Competitive Economies with Incomplete Markets," FMG Discussion Papers dp596, Financial Markets Group.
- Piero Gottardi & Rohit Rahi, 2010. "Value of Information in Competitive Economies with Incomplete Markets," FMG Discussion Papers dp658, Financial Markets Group.
- Gottardi, Piero & Rahi, Rohit, 2010. "Value of information in competitive economies with incomplete markets," LSE Research Online Documents on Economics 119083, London School of Economics and Political Science, LSE Library.
- Gottardi, Piero & Rahi, Rohit, 2007. "Value of information in competitive economies with incomplete markets," LSE Research Online Documents on Economics 4749, London School of Economics and Political Science, LSE Library.
- Piero Gottardi & Rohit Rahi, 2007. "Value of Information in Competitive Economies with Incomplete Markets," Working Papers 2007_25, Department of Economics, University of Venice "Ca' Foscari".
- Piero Gottardi & Rohit Rahi, 2010. "Value of Information in Competitive Economies with Incomplete Markets," Economics Working Papers ECO2010/34, European University Institute.
- Bernard Cornet & Ramu Gopalan, 2010.
"Arbitrage and equilibrium with portfolio constraints,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 45(1), pages 227-252, October.
- Bernard Cornet & Ramu Gopalan, 2009. "Arbitrage and equilibrium with portofolio constraints," Documents de travail du Centre d'Economie de la Sorbonne 09077, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Bernard Cornet & Ramu Gopalan, 2010. "Arbitrage and equilibrium with portfolio constraints," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00629777, HAL.
- Bernard Cornet & Ramu Gopalan, 2010. "Arbitrage and equilibrium with portfolio constraints," Post-Print hal-00629777, HAL.
- Bernard Cornet & Ramu Gopalan, 2009. "Arbitrage and Equilibrium with Portfolio Constraints," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00441873, HAL.
- Bernard Cornet & Ramu Gopalan, 2009. "Arbitrage and Equilibrium with Portfolio Constraints," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 200911, University of Kansas, Department of Economics, revised Dec 2009.
- Bernard Cornet & Ramu Gopalan, 2009. "Arbitrage and Equilibrium with Portfolio Constraints," Post-Print halshs-00441873, HAL.
- Bernard Cornet & Ramu Gopalan, 2010. "Arbitrage and equilibrium with portfolio constraints," PSE-Ecole d'économie de Paris (Postprint) hal-00629777, HAL.
- Ma, Wei, 2018. "Real indeterminacy of general equilibrium under Knightian uncertainty," Journal of Mathematical Economics, Elsevier, vol. 79(C), pages 106-111.
- McMahon, Michael & Peiris, M. Udara & Polemarchakis, Herakles, 2018. "Perils of unconventional monetary policy," Journal of Economic Dynamics and Control, Elsevier, vol. 93(C), pages 92-114.
- Dimitrios P. Tsomocos, 2012.
"Equilibrium Analysis, Banking and Financial Instability,"
Chapters, in: The Challenge of Financial Stability, chapter 4, pages 61-97,
Edward Elgar Publishing.
- Tsomocos, Dimitrios P., 2003. "Equilibrium analysis, banking and financial instability," Journal of Mathematical Economics, Elsevier, vol. 39(5-6), pages 619-655, July.
- Dimitrios P Tsomocos, 2000. "Equilibrium Analysis, Banking and Financial Instability," Economics Series Working Papers 2003-FE-08, University of Oxford, Department of Economics.
- Dimitrios P. Tsomocos, 2003. "Equilibrium Analysis, Banking and Financial Instability," OFRC Working Papers Series 2003fe08, Oxford Financial Research Centre.
- Faias, Marta & Moreno-Garcia, Emma & Pascoa, Mario Rui, 2002. "Real indeterminacy of equilibria and manipulability," Journal of Mathematical Economics, Elsevier, vol. 37(4), pages 325-340, July.
- Mario Tirelli, 2003.
"Income taxation when markets are incomplete,"
Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 26(2), pages 97-128, November.
- Tirelli, Mario, 2002. "Income Taxation when Markets are Incomplete," MPRA Paper 746, University Library of Munich, Germany.
- Dutta, Jayasri & Morris, Stephen, 1997.
"The Revelation of Information and Self-Fulfilling Beliefs,"
Journal of Economic Theory, Elsevier, vol. 73(1), pages 231-244, March.
- Jayasri Dutta & Stephen Morris, "undated". "The Revelation of Information and Self-Fulfilling Beliefs," Penn CARESS Working Papers 269cceedcbd401a5e46548b88, Penn Economics Department.
- DUTTA, Jayasri & MORRIS, Stephen, 1995. "The Revelation of Information and Self-Fulfilling Beliefs," LIDAM Discussion Papers CORE 1995076, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Dutta, J. & Morris, S., 1997. "The revelation of information and self-fulfilling beliefs," LIDAM Reprints CORE 1264, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Jayasri Dutta & Stephen Morris, "undated". ""The Revelation of Information and Self-Fulfilling Beliefs''," CARESS Working Papres 95-03, University of Pennsylvania Center for Analytic Research and Economics in the Social Sciences.
- Li Lin & Dimitrios P. Tsomocos & Alexandros P. Vardoulakis, 2016.
"On default and uniqueness of monetary equilibria,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 62(1), pages 245-264, June.
- Li Lin & Dimitrios P. Tsomocos & Alexandros Vardoulakis, 2015. "On Default and Uniqueness of Monetary Equilibria," Finance and Economics Discussion Series 2015-34, Board of Governors of the Federal Reserve System (U.S.).
- Jean-Marc Tallon, 1995.
"Théorie de l'équilibre général avec marchés financiers incomplets,"
Revue Économique, Programme National Persée, vol. 46(5), pages 1207-1239.
- Jean-Marc Tallon, 1995. "Théorie de l'équilibre général avec marchés financiers incomplets," Post-Print halshs-00502526, HAL.
- Polemarchakis, H. M. & Seccia, G., 2000.
"A Role for Monetary Policy when Prices Reveal Information: An Example,"
Journal of Economic Theory, Elsevier, vol. 95(1), pages 107-115, November.
- POLEMARCHAKIS, Heracles & SECCIA, Giulio, 1994. "A Role for Monetary Policy when Prices reveal Information : An Example," LIDAM Discussion Papers CORE 1994074, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Heracles M. Polemarchakis & G. Seccia, 1994. "A Role for Monetary Policy When Prices Reveal Information: An Example," Working Papers hal-00607666, HAL.
- POLEMARCHAKIS, Heracles M. & SECCIA, Giulio, 2000. "A role for monetary policy when prices reveal information: an example," LIDAM Reprints CORE 1479, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- McMahon, Michael & Peiris, Udara & Polemarchakis, Herakles, 2015.
"Perils of Quantitative Easing,"
Economic Research Papers
270005, University of Warwick - Department of Economics.
- McMahon, Michael & Peiris, Udara & Polemarchakis, Herakles, 2015. "Perils of quantitative easing," CRETA Online Discussion Paper Series 04, Centre for Research in Economic Theory and its Applications CRETA.
- McMahon, Michael & Peiris, Udara & Polemarchakis, Herakles, 2015. "Perils of quantitative easing," The Warwick Economics Research Paper Series (TWERPS) 1089, University of Warwick, Department of Economics.
- Luciana C. Fiorini, 2016. "Equilibrium Indeterminacy In A Model Of Constrained Financial Markets," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 57(3), pages 857-880, August.
- Tomoyuki Nakajima & Herakles Polemarchakis, 2002. "Monetary Equilibria with Monopolistic Competition and Sticky Prices," Working Papers 2002-25, Brown University, Department of Economics.
- Marta Faias, 2004. "General equilibrium and endogenous creation of asset markets," Nova SBE Working Paper Series wp454, Universidade Nova de Lisboa, Nova School of Business and Economics.
- Levine, David K., 1989.
"Infinite horizon equilibrium with incomplete markets,"
Journal of Mathematical Economics, Elsevier, vol. 18(4), pages 357-376, September.
- David K. Levine, 1986. "Infinite Horizon Equilibrium with Incomplete Markets," UCLA Economics Working Papers 418, UCLA Department of Economics.
- David K. Levine, 1989. "Infinite Horizon Equilibrium with Incomplete Markets," Levine's Working Paper Archive 49, David K. Levine.
- Gaël Giraud & Cécile Renouard, 2011.
"In search of an alternative to shareholder value maximization,"
Documents de travail du Centre d'Economie de la Sorbonne
11038, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Gaël Giraud & Cécile Renouard, 2011. "In search of an alternative to shareholder value maximization," Post-Print hal-00609153, HAL.
- Gaël Giraud & Cécile Renouard, 2011. "In search of an alternative to shareholder value maximization," Post-Print halshs-00611712, HAL.
- Gaël Giraud & Cécile Renouard, 2011. "In search of an alternative to shareholder value maximization," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00611712, HAL.
- Giraud, Gaël & Renouard, Cécile, 2011. "In search of an alternative to shareholder value maximization," ESSEC Working Papers WP1108, ESSEC Research Center, ESSEC Business School.
- Bisin, Alberto, 1998. "General Equilibrium with Endogenously Incomplete Financial Markets," Journal of Economic Theory, Elsevier, vol. 82(1), pages 19-45, September.
- M. Salto & T. Pietra, 2013.
"Welfare and excess volatility of exchange rates,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 52(2), pages 501-529, March.
- M. Salto & T. Pietra, 2011. "Welfare and excess volatility of exchange rates," Working Papers wp758, Dipartimento Scienze Economiche, Universita' di Bologna.
- Dubey, Pradeep & Geanakoplos, John, 2003.
"Monetary equilibrium with missing markets,"
Journal of Mathematical Economics, Elsevier, vol. 39(5-6), pages 585-618, July.
- Pradeep Dubey & John Geanakoplos, 2003. "Monetary Equilibrium with Missing Markets," Cowles Foundation Discussion Papers 1389, Cowles Foundation for Research in Economics, Yale University.
- Manzano, Carolina, 1998. "The structure of the set of critical equilibria with incomplete markets," Journal of Mathematical Economics, Elsevier, vol. 30(2), pages 147-173, September.
- Pradeep Dubey & John Geanakoplos, 2000.
"Inside and Outside Money, Gains to Trade, and IS-LM,"
Cowles Foundation Discussion Papers
1257, Cowles Foundation for Research in Economics, Yale University.
- P. Dubey & J. Geanakoplos, 2001. "Inside and Outside Money, Gains to Trade, and IS-LM," Department of Economics Working Papers 01-08, Stony Brook University, Department of Economics.
- Pradeep Dubey & John Geanakoplos, 2000. "Inside and Outside Money, Gains to Trade, and IS-LM," Cowles Foundation Discussion Papers 1257R, Cowles Foundation for Research in Economics, Yale University, revised Jun 2001.
- TIRELLI, Mario, 2000. "Capital income taxation when markets are incomplete," LIDAM Discussion Papers CORE 2000011, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Kamiya, Kazuya & Shimizu, Takashi, 2006.
"Real indeterminacy of stationary equilibria in matching models with divisible money,"
Journal of Mathematical Economics, Elsevier, vol. 42(4-5), pages 594-617, August.
- Kazuya Kamiya & Takashi Shimizu, 2005. "Real Indeterminacy of Stationary Equilibria in Matching Models with Divisible Money," CIRJE F-Series CIRJE-F-390, CIRJE, Faculty of Economics, University of Tokyo.
- Eugeni, Sara, 2024.
"Nominal exchange rates and net foreign assets' dynamics: The stabilization role of valuation effects,"
Journal of International Money and Finance, Elsevier, vol. 141(C).
- Eugeni, Sara, 2015. "Nominal Exchange Rates and Net Foreign Assets' Dynamics: the Stabilization Role of Valuation Effects," MPRA Paper 63549, University Library of Munich, Germany.
- Sara Eugeni, 2017. "Nominal Exchange Rates and Net Foreign Assets' Dynamics: the Stabilization Role of Valuation Effects," Department of Economics Working Papers 2017_09, Durham University, Department of Economics.
- Martin Shubik, 2007.
"The Theory of Money and Financial Institutions: A Summary of a Game Theoretic Approach,"
The IUP Journal of Monetary Economics, IUP Publications, vol. 0(2), pages 6-26, May.
- Martin Shubik, 2006. "The Theory of Money and Financial Institutions: A Summary of a Game Theoretic Approach," Cowles Foundation Discussion Papers 1572, Cowles Foundation for Research in Economics, Yale University.
- Martin Shubik, 2006. "The Theory of Money and Financial Institutions: A Summary of a Game Theoretic Approach," Levine's Bibliography 321307000000000299, UCLA Department of Economics.
- Rahi, Rohit, 1995. "Partially revealing rational expectations equilibria with nominal assets," Journal of Mathematical Economics, Elsevier, vol. 24(2), pages 137-146.
- Drèze, Jacques H. & Herings, P. Jean-Jacques, 2008.
"Sequentially complete markets remain incomplete,"
Economics Letters, Elsevier, vol. 100(3), pages 445-447, September.
- Drèze, J. & Herings, P.J.J., 2003. "Sequentially complete markets remain incomplete," Research Memorandum 044, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- DRÈZE, Jacques & HERINGS, Jean-Jacques, 2003. "Sequentially complete markets remain incomplete," LIDAM Discussion Papers CORE 2003085, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- DREZE, Jacques H. & HERINGS, Jean-Jacques P., 2009. "Sequentially complete markets remain incomplete," LIDAM Reprints CORE 2034, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Cass, David, 2006.
"Musings on the Cass trick,"
Journal of Mathematical Economics, Elsevier, vol. 42(4-5), pages 374-383, August.
- 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.
- Talmain, Gabriel, 1999. "On the number of currencies needed to implement the complete asset market allocation," Journal of Mathematical Economics, Elsevier, vol. 31(2), pages 251-263, March.
- Yves Balasko & Enrique Kawamura, 2010. "Pareto-Improving Defaul," Working Papers 102, Universidad de San Andres, Departamento de Economia, revised May 2010.
- Kang, Minwook, 2015. "Price-level volatility and welfare in incomplete markets with sunspots," Journal of Mathematical Economics, Elsevier, vol. 56(C), pages 58-66.
- Geanakoplos, J. & Polemarchakis, H., 1985.
"Existence,regularity, and constrained suboptimality of competitive allocations when the asset market is incomplete,"
LIDAM Discussion Papers CORE
1985037, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- John Geanakoplos & Heracles M. Polemarchakis, 1985. "Existence, Regularity, and Constrained Suboptimality of Competitive Allocations When the Asset Market Is Incomplete," Cowles Foundation Discussion Papers 764, Cowles Foundation for Research in Economics, Yale University.
- GEANAKOPLOS, John D. & POLEMARCHAKIS, Heraklis M., 1986. "Existence, regularity, and constrained suboptimality of competitive allocations when the asset market is incomplete," LIDAM Reprints CORE 711, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Hans Gersbach & Hans Haller, 2018.
"Hierarchical Trade,"
Economic Inquiry, Western Economic Association International, vol. 56(2), pages 1165-1184, April.
- Gersbach, Hans & Haller, Hans, 2010. "Hierarchical Trade," CEPR Discussion Papers 7764, C.E.P.R. Discussion Papers.
- Bloise, Gaetano, 2005. "A remark on the fiscal theory of price determination," Journal of Mathematical Economics, Elsevier, vol. 41(8), pages 1037-1052, December.
- Krebs, Tom & Weber, Isabella, 2024.
"Can Price Controls Be Optimal? The Economics of the Energy Shock in Germany,"
IZA Discussion Papers
17043, Institute of Labor Economics (IZA).
- Tom Krebs & Isabella Weber, 2024. "Can Price Controls be Optimal? The Economics of the Energy Shock in Germany," Working Papers 3, Forum New Economy.
- Michael Magill & Martine Quinzii, 2014. "Term structure and forward guidance as instruments of monetary policy," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 56(1), pages 1-32, May.
- Wei Ma, 2016. "Pareto Optimality and Indeterminacy of General Equilibrium under Knightian Uncertainty," Working Papers 201621, University of Pretoria, Department of Economics.
- Nagata, Ryo, 2005. "Inefficiency of equilibria with incomplete markets," Journal of Mathematical Economics, Elsevier, vol. 41(7), pages 887-897, November.
- Yves Balasko & Enrique Kawamura, 2013. "Is risk good for saving? Message from the general equilibrium model," Textos para discussão 615, Department of Economics PUC-Rio (Brazil).
- Magill, Michael & Quinzii, Martine, 2014. "Anchoring expectations of inflation," Journal of Mathematical Economics, Elsevier, vol. 50(C), pages 86-105.
- Hagedorn, Marcus, 2018. "Prices and Inflation when Government Bonds are Net Wealth," CEPR Discussion Papers 12769, C.E.P.R. Discussion Papers.
- Nagata, Ryo, 1998. "The degree of indeterminacy of equilibria with incomplete markets," Journal of Mathematical Economics, Elsevier, vol. 29(1), pages 109-123, January.
- Giraud, Gael, 2003. "Strategic market games: an introduction," Journal of Mathematical Economics, Elsevier, vol. 39(5-6), pages 355-375, July.
- Gaël GIRAUD & Sonia WEYERS, 2003. "Strategic Market Games with a Finite Horizon and Incomplete," Working Papers of BETA 2003-04, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
- Wettstein, David, 1995. "Incentives and competitive allocations in exchange economies with incomplete markets," Journal of Mathematical Economics, Elsevier, vol. 24(3), pages 201-216.
- 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.
- Marta Faias & Emma Moreno-García, 2010. "Incomplete financial markets and differential information," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 43(2), pages 189-206, May.
- 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).
- Balasko, Yves & Geanakoplos, John, 2012. "Introduction to general equilibrium," Journal of Economic Theory, Elsevier, vol. 147(2), pages 400-406.
- A. Jofré & R. T. Rockafellar & R. J-B. Wets, 2017. "General economic equilibrium with financial markets and retainability," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 63(1), pages 309-345, January.
- Piero Gottardi & Rohit Rahi, 2013.
"Risk sharing and retrading in incomplete markets,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 54(2), pages 287-304, October.
- Piero Gottardi & Rohit Rahi, 2012. "Risk-Sharing and Retrading in Incomplete Markets," Economics Working Papers ECO2012/03, European University Institute.
- Jacques H. Drèze & Heracles M. Polemarchakis, 2001.
"Intertemporal General Equilibrium and Monetary Theory,"
International Economic Association Series, in: Axel Leijonhufvud (ed.), Monetary Theory as a Basis for Monetary Policy, chapter 2, pages 33-71,
Palgrave Macmillan.
- DREZE, Jacques H. & POLEMARCHAKIS, Heracles M., 1998. "Intertemporal general equilibrium and monetary theory," LIDAM Discussion Papers CORE 1998053, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- 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.
- Fratini, Saverio M. & Levrero, Enrico Sergio & Ravagnani, Fabio, 2016. "Price expectations in neo-Walrasian equilibrium models: an overview," MPRA Paper 69515, University Library of Munich, Germany.
- Matthew Hoelle & M. Udara Peiris, 2013. "On the Efficiency of Nominal GDP Targeting in a Large Open Economy," Purdue University Economics Working Papers 1273, Purdue University, Department of Economics.
- Azariadis, Costas & Smith, Bruce, 1999. "Adverse selection in a neoclassical growth model," The North American Journal of Economics and Finance, Elsevier, vol. 10(2), pages 339-361.
- 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.