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Production in general equilibrium with incomplete financial markets
Stiefenhofer, Pascal - In: Journal of mathematical finance 6 (2016) 2, pp. 293-302
Persistent link: https://www.econbiz.de/10011544510
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A puzzle of excessive equity risk premium and the case of Poland
Kliber, Paweł - In: E-Finanse : finansowy kwartalnik internetowy 12 (2016) 1, pp. 1-11
The article presents a historical review of the literature related to the empirical problem of excessive risk premium. The risk premium (the difference between the return on equities and risk-free rate) observed in financial markets cannot be reconciled with theoretical models of financial...
Persistent link: https://www.econbiz.de/10011539760
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An experimental comparison of two exchange economies : long-lived asset vs. short-lived asset
Carbone, Enrica; Hey, John Denis; Neugebauer, Tibor - In: Management science : journal of the Institute for … 67 (2021) 11, pp. 6946-6962
Persistent link: https://www.econbiz.de/10012703757
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Incomplete financial markets and jumps in asset prices
Crès, Hervé; Markeprand, Tobias; Tvede, Mich - In: Economic theory : official journal of the Society for … 62 (2016) 1/2, pp. 201-219
Persistent link: https://www.econbiz.de/10011554148
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A market based solution for fire sales and other pecuniary externalities
Kilenthong, Weerachart T.; Townsend, Robert M. - 2016
Persistent link: https://www.econbiz.de/10011452635
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A simple method for computing equilibria when asset markets are incomplete
Ma, Wei - In: Journal of economic dynamics & control 52 (2015), pp. 32-38
Persistent link: https://www.econbiz.de/10011474151
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Price dynamics, financial fragility and aggregate volatility
Mandel, Antoine; Landini, Simone; Gallegati, Mauro; … - In: Journal of economic dynamics & control 51 (2015), pp. 257-277
Persistent link: https://www.econbiz.de/10011474403
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A market based solution to price externalities : a generalized framework
Kilenthong, Weerachart T.; Townsend, Robert M. - 2014
Persistent link: https://www.econbiz.de/10010389554
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Determination of general equilibrium with incomplete markets and default penalties
Zhan, Yang; Dang, Chuangyin - In: Journal of mathematical economics 92 (2021), pp. 49-59
Persistent link: https://www.econbiz.de/10012654108
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A market-based solution for fire sales and other pecuniary externalities
Kilenthong, Weerachart T.; Townsend, Robert M. - In: Journal of political economy 129 (2021) 4, pp. 981-1010
Persistent link: https://www.econbiz.de/10012610438