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A social welfare function characterizing competitive equilibria of incomplete financial markets

Tirelli, Mario (contributor); Turner, Sergio (contributor) - 2008

A classic characterization of competitive equilibria views them as feasible allocations maximizing a weighted sum of utilities. It has been applied to establish fundamental properties of the equilibrium notion, such as existence, determinacy, and computability. However, it fails for economies...

Persistent link: https://www.econbiz.de/10003728418

Quantifying inefficiency in incomplete asset markets

Tirelli, Mario (contributor); Turner, Sergio (contributor) - 2007

Persistent link: https://www.econbiz.de/10003644038

Financial constraints on investment in an emerging market crisis

Blalock, Garrick; Gertler, Paul J.; Levine, David I. - In: Journal of monetary economics 55 (2008) 3, pp. 568-591

Persistent link: https://www.econbiz.de/10003764310

Existence of equilibrium and price adjustments in a finance economy with incomplete markets

Talman, Dolf; Thijssen, Jacco J. J. - In: Journal of mathematical economics 42 (2006) 3, pp. 255-268

Persistent link: https://www.econbiz.de/10003322695

International risk sharing is better than you think, or exchange rates are too smooth

Brandt, Michael W.; Cochrane, John H.; Santa-Clara, Pedro - In: Journal of monetary economics 53 (2006) 4, pp. 671-698

Persistent link: https://www.econbiz.de/10003333393

Musings on the Cass trick

Cass, David - In: Journal of mathematical economics 42 (2006) 4/5, pp. 374-383

Persistent link: https://www.econbiz.de/10003376523

Endogenous trading constraints with incomplete asset markets

Ábrahám, Árpád; Cárceles-Poveda, Eva - In: Journal of economic theory 145 (2010) 3, pp. 974-1004

Persistent link: https://www.econbiz.de/10008697129

Endogenous restricted participation in general financial equilibrium

Carosi, Laura; Gori, Michele; Villanacci, Antonio - In: Journal of mathematical economics 45 (2009) 12, pp. 787-806

Persistent link: https://www.econbiz.de/10003937666

Endogenous incompleteness of financial markets : the role of ambiguity and ambiguity aversion

Rinaldi, Francesca - In: Journal of mathematical economics 45 (2009) 12, pp. 872-893

Persistent link: https://www.econbiz.de/10003937681

On financial equilibrium with intermediation costs

Markeprand, Tobias - In: Journal of mathematical economics 44 (2008) 2, pp. 148-156

Persistent link: https://www.econbiz.de/10003709101