On Fragility of Bubbles in Equilibrium Asset Pricing Models of Lucas-Type.
Year of publication: |
1999-07
|
---|---|
Authors: | Montrucchio, Luigi ; Privileggi, Fabio |
Institutions: | Institute of Public Policy and Public Choice - POLIS |
Extent: | application/pdf |
---|---|
Series: | POLIS Working Papers. - ISSN 2038-7296. |
Type of publication: | Book / Working Paper |
Notes: | 42 pages |
Classification: | C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; C62 - Existence and Stability Conditions of Equilibrium ; D51 - Exchange and Production Economies ; G12 - Asset Pricing |
Source: |
-
Existence and uniqueness of equilibrium in Lucas' asset pricing model when utility is unbounded
Brogueira, Joao, (2015)
-
Credit rationing, wealth inequality, and allocation of talent.
Ghatak, Maitreesh, (2001)
-
Existence of solutions and asset pricing bubbles in general equilibrium models.
Mattalia, Claudio, (2003)
- More ...
-
Fractals and Self-Similarity in Economics: the Case of a Stochastic Two-Sector Growth Model
La Torre, Davide, (2011)
-
Transition dynamics in endogenous recombinant growth models by means of projection methods
Privileggi, Fabio, (2010)
-
Tax evasion in a principal-agent model with self-protection
Biswas, Rongili, (2009)
- More ...