IDEAS home Printed from https://ideas.repec.org/r/hal/journl/hal-00629748.html
   My bibliography  Save this item

Existence of financial equilibria with restricted participation

Citations

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


Cited by:

  1. Bernard Cornet & Abhishek Ranjan, 2012. "A remark on arbitrage free prices in multi-period economy," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00707401, HAL.
  2. repec:hal:pseose:halshs-00707401 is not listed on IDEAS
  3. Bernard Cornet & Abhishek Ranjan, 2013. "A remark on the set of arbitrage-free prices in a multi-period model," International Journal of Economic Theory, The International Society for Economic Theory, vol. 9(1), pages 35-43, March.
  4. Aouani, Zaier & Cornet, Bernard, 2011. "Reduced equivalent form of a financial structure," Journal of Mathematical Economics, Elsevier, vol. 47(3), pages 318-327.
  5. 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.
  6. Jean-Marc Bonnisseau & Achis Chery, 2018. "Stability of marketable payoffs with re-trading," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01896592, HAL.
  7. Jean-Marc Bonnisseau & Achis Chery, 2014. "On the equivalence of financial structures with long-term assets," Post-Print hal-01130785, HAL.
  8. Sebastián Cea-Echenique & Carlos Hervés-Beloso & Juan Pablo Torres-Martínez, 2017. "Endogenous differential information," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 63(1), pages 51-72, January.
  9. Jean-Marc Bonnisseau & Achis Chery, 2014. "Stability of marketable payoffs with long-term assets," Annals of Finance, Springer, vol. 10(4), pages 523-552, November.
  10. Jean-Marc Bonnisseau & Achis Chery, 2011. "On the rank of payoff matrices with long-term assets," Documents de travail du Centre d'Economie de la Sorbonne 11084, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  11. Jean-Marc Bonnisseau & Achis Chery, 2013. "Sensitivity of marketable payoffs with long-term assets," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00821094, HAL.
  12. Gori, Michele & Pireddu, Marina & Villanacci, Antonio, 2013. "Regularity and Pareto improving on financial equilibria with price-dependent borrowing restrictions," Research in Economics, Elsevier, vol. 67(1), pages 100-110.
  13. Philippe Bich & Bernard Cornet, 2009. "Existence of pseudo-equilibria in a financial economy," Post-Print halshs-00426399, HAL.
  14. Seghir, Abdelkrim & Torres-Martínez, Juan Pablo, 2011. "On equilibrium existence with endogenous restricted financial participation," Journal of Mathematical Economics, Elsevier, vol. 47(1), pages 37-42, January.
  15. Sebastián Cea-Echenique & Juan Pablo Torres-Martínez, 2018. "General equilibrium with endogenous trading constraints," PLOS ONE, Public Library of Science, vol. 13(9), pages 1-10, September.
  16. repec:hal:pseose:halshs-00917638 is not listed on IDEAS
  17. Cea-Echenique, Sebastián & Torres-Martínez, Juan Pablo, 2016. "Credit segmentation in general equilibrium," Journal of Mathematical Economics, Elsevier, vol. 62(C), pages 19-27.
  18. Alain Chateauneuf & Bernard Cornet, 2022. "Submodular financial markets with frictions," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 73(2), pages 721-744, April.
  19. Bernard Cornet & Abhishek Ranjan, 2013. "Existence of equilibria via quasi-equilibria," Documents de travail du Centre d'Economie de la Sorbonne 13020, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  20. Jean-Marc Bonnisseau & Achis Chery, 2013. "On the equivalence of financial structures with short-term assets," Post-Print halshs-00917644, HAL.
  21. Sebastián Cea-Echenique & Carlos Hervés-Beloso & Juan Pablo Torres-Martínez, 2012. "Endogenous Information: The Role of Sequential Trade and Financial Participation," Working Papers wp361, University of Chile, Department of Economics.
  22. Zaier Aouani & Bernard Cornet, 2017. "Eliminating useless portfolios in constrained financial economies," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 63(1), pages 159-190, January.
  23. Víctor Pérez Fernández & Juan Pablo Torres-Martínez, 2012. "Incomplete Financial Participation: Exclusive Markets, Investment Clubs, and Credit Risk," Working Papers wp363, University of Chile, Department of Economics.
  24. Iraola, Miguel & Torres-Martínez, Juan Pablo, 2013. "Liquidity Contractions, Incomplete Financial Participation and the Prevalence of Negative Equity Non-recourse Loans," MPRA Paper 46838, University Library of Munich, Germany.
  25. Michail Anthropelos & Constantinos Kardaras, 2018. "Price Impact Under Heterogeneous Beliefs and Restricted Participation," Papers 1802.09954, arXiv.org, revised Dec 2023.
  26. Faias, Marta & Torres-Martínez, Juan Pablo, 2017. "Credit market segmentation, essentiality of commodities, and supermodularity," Journal of Mathematical Economics, Elsevier, vol. 70(C), pages 115-122.
  27. Jean-Marc Bonnisseau & Achis Chery, 2013. "Tackling the instability of growth: A Kaleckian model with autonomous demand expenditures," Documents de travail du Centre d'Economie de la Sorbonne 13029, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  28. Anthropelos, Michail & Kardaras, Constantinos, 2024. "Price impact under heterogeneous beliefs and restricted participation," Journal of Economic Theory, Elsevier, vol. 215(C).
  29. Michele Gori & Marina Pireddu & Antonio Villanacci, 2010. "Regularity and Pareto Improving on financial equilibria with endogenous borrowing restrictions," Working Papers - Mathematical Economics 2010-08, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa, revised Aug 2012.
  30. Iraola, Miguel A. & Torres-Martínez, Juan Pablo, 2014. "Equilibrium in collateralized asset markets: Credit contractions and negative equity loans," Journal of Mathematical Economics, Elsevier, vol. 55(C), pages 113-122.
  31. Daniel Jaar, 2018. "Sequential Equilibrium in Incomplete Markets with Long-Term Debt," Working Papers wp474, University of Chile, Department of Economics.
  32. Maria Bernadette Donato & Monica Milasi & Antonio Villanacci, 2022. "Restricted Participation on Financial Markets: A General Equilibrium Approach Using Variational Inequality Methods," Networks and Spatial Economics, Springer, vol. 22(2), pages 327-359, June.
  33. Iraola, Miguel A. & Sepúlveda, Fabián & Torres-Martínez, Juan Pablo, 2019. "Financial segmentation and collateralized debt in infinite-horizon economies," Journal of Mathematical Economics, Elsevier, vol. 80(C), pages 56-69.
  34. 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.
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.