Constraints and non-existence of rational expectations equilibria
Year of publication: |
1997-07
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Authors: | Marín, José M. ; Olivier, Jacques |
Institutions: | Department of Economics and Business, Universitat Pompeu Fabra |
Subject: | Rational expectations | short sale constraints | existence of equilibrium |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | D40 - Market Structure and Pricing. General ; D46 - Value Theory ; D50 - General Equilibrium and Disequilibrium. General ; D82 - Asymmetric and Private Information ; G12 - Asset Pricing |
Source: |
-
Constraints and Non-Existence of Rational Expectations Equilibria
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Liquidity as an Investment Style
Ibbotson, Roger G., (2013)
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On Equilibrium Uniqueness in Multi-Asset Noisy Rational Expectations Economies
Pálvölgyi, Dömötör, (2015)
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The dog that did not bark: Insider trading and crashes
Marín, José M., (2006)
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Information revelation and market incompleteness
Marín, José M., (1996)
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A model of financial markets with default and the role of "ex-ante" redundant assets
Marín, José M., (1994)
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