IDEAS home Printed from https://ideas.repec.org/r/eee/jetheo/v65y1995i1p79-116.html
   My bibliography  Save this item

Financial Innovation in a General Equilibrium Model

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. Michail Anthropelos & Constantinos Kardaras, 2014. "Equilibrium in risk-sharing games," Papers 1412.4208, arXiv.org, revised Jul 2016.
  2. Luigi Iovino, 2012. "Sophisticated Intermediation and Aggregate Volatility," 2012 Meeting Papers 965, Society for Economic Dynamics.
  3. Guido Ruta & Piero Gottardi, 2009. "Equilibrium corporate finance," 2009 Meeting Papers 149, Society for Economic Dynamics.
  4. Chowdhry, Bhagwan & Grinblatt, Mark, 1997. "Information Aggregation, Currency Swaps, and the Design of Derivative Securities," University of California at Los Angeles, Anderson Graduate School of Management qt0js61067, Anderson Graduate School of Management, UCLA.
  5. Bisin, Alberto; & Gottardi, Piero; & Ruta, Guido, 2014. "Equilibrium corporate finance and intermediation," Economics Working Papers ECO2014/09, European University Institute.
  6. 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.
  7. Felipe S. Iachan & Plamen T. Nenov & Alp Simsek, 2021. "The Choice Channel of Financial Innovation," American Economic Journal: Macroeconomics, American Economic Association, vol. 13(2), pages 333-372, April.
  8. Kilenthong, Weerachart & Townsend, Robert, 2007. "Market Based, Segregated Exchanges with Default Risk," MPRA Paper 20724, University Library of Munich, Germany, revised 12 Nov 2009.
  9. Viral V. Acharya & Alberto Bisin, 2005. "Optimal Financial-Market Integration and Security Design," The Journal of Business, University of Chicago Press, vol. 78(6), pages 2397-2434, November.
  10. Marc Oliver Bettzuege & Thorsten Hens, "undated". "An Evolutionary Approach to Financial Innovation," IEW - Working Papers 035, Institute for Empirical Research in Economics - University of Zurich.
  11. Marta Faias, 2008. "Approximate equilibrium in pure strategies for a two-stage game of asset creation," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 31(2), pages 117-136, November.
  12. Eduardo Siandra, 2002. "The Economics of financial Matching," Documentos de Trabajo (working papers) 1002, Department of Economics - dECON.
  13. Horst, Ulrich & Pirvu, Traian A. & Dos Reis, Gonçalo, 2010. "On securitization, market completion and equilibrium risk transfer," SFB 649 Discussion Papers 2010-010, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  14. João Pinto & Mário Coutinho dos Santos, 2014. "Corporate Financing Choices after the 2007-2008 Financial Crisis," Working Papers de Economia (Economics Working Papers) 03, Católica Porto Business School, Universidade Católica Portuguesa.
  15. Alessandro Citanna & Antonio Villanacci, "undated". ""Financial Innovation and Expectations''," CARESS Working Papres 95-01, University of Pennsylvania Center for Analytic Research and Economics in the Social Sciences.
  16. 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.
  17. Freebairn, John W. & Quiggin, John C., 2006. "Water rights for variable supplies," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 50(3), pages 1-18.
  18. Elul, Ronel, 1999. "Effectively complete equilibria--A note," Journal of Mathematical Economics, Elsevier, vol. 32(1), pages 113-119, August.
  19. Pradeep Dubey & John Geanakoplos & Martin Shubik, 2005. "Default and Punishment in General Equilibrium," Econometrica, Econometric Society, vol. 73(1), pages 1-37, January.
  20. Alberto Bisin & Gian Luca Clementi & Piero Gottardi, 2014. "Capital Structure and Hedging Demand with Incomplete Markets," NBER Working Papers 20345, National Bureau of Economic Research, Inc.
  21. Bhagwan Chowdhry & Mark Grinblatt & David Levine, 2002. "Information Aggregation, Security Design, and Currency Swaps," Journal of Political Economy, University of Chicago Press, vol. 110(3), pages 609-633, June.
  22. Zigrand, Jean-Pierre, 2004. "A general equilibrium analysis of strategic arbitrage," Journal of Mathematical Economics, Elsevier, vol. 40(8), pages 923-952, December.
  23. 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.
  24. Martin Schneider & Matthias Doepke, 2010. "On the Optimality of a Dominant Unit of Account," 2010 Meeting Papers 1234, Society for Economic Dynamics.
  25. Bisin, Alberto, 1998. "General Equilibrium with Endogenously Incomplete Financial Markets," Journal of Economic Theory, Elsevier, vol. 82(1), pages 19-45, September.
  26. Mark Grinblatt & Bhagwan Chowdhry & David Levine, 2002. "Information Aggregation, Security Design, and Currency Swaps," Yale School of Management Working Papers ysm38, Yale School of Management.
  27. 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).
  28. Kawamura, Enrique, 2004. "Investors's distrust and the marketing of new financial assets," The Quarterly Review of Economics and Finance, Elsevier, vol. 44(2), pages 265-295, May.
  29. 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.
  30. Joel M. Vanden, 2016. "Optimal capital structures for private firms," Annals of Finance, Springer, vol. 12(2), pages 245-273, May.
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.