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Incomplete-Market Equilibria Solved Recursively on an Event Tree
Dumas, Bernard J; Lyasoff, Andrew - C.E.P.R. Discussion Papers - 2009
We develop a method that allows one to compute incomplete-market equilibria routinely for Markovian equilibria (when they exist). The main difficulty to be overcome arises from the set of state variables. There are, of course, exogenous state variables driving the economy but, in an incomplete...
Persistent link: https://www.econbiz.de/10005124234
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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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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 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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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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Imperfect financial markets and shareholder incentives in partial and general equilibrium
Albagli, Elias; Hellwig, Christian; Tsyvinski, Aleh - 2017
Persistent link: https://www.econbiz.de/10011685085
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Capital market imperfections and trade liberalization in general equilibrium
Irlacher, Michael; Unger, Florian - In: Journal of economic behavior & organization : JEBO 145 (2018), pp. 420-423
Persistent link: https://www.econbiz.de/10011941750
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Do individual behavioral biases affect financial markets and the macroeconomy?
Bhamra, Harjoat Singh; Uppal, Raman - 2017
Persistent link: https://www.econbiz.de/10011817172