Similar Search Results

The robustness of the CAPM-A computational approach

Herings, Peter Jean-Jacques; Kubler, Felix - 1999

Persistent link: https://www.econbiz.de/10001393628

Recursive equilibria in dynamic economies with stochastic production

Brumm, Johannes; Kryczka, Dominika; Kubler, Felix - In: Econometrica : journal of the Econometric Society, an … 85 (2017) 5, pp. 1467-1499

Persistent link: https://www.econbiz.de/10011791590

Pareto improving social security reform when financial markets are incomplete!?

Krueger, Dirk; Kubler, Felix - 2002

Persistent link: https://www.econbiz.de/10001731295

Generic inefficiency of equilibria in the general equilibrium model with incomplete asset markets and infinite time

Kubler, Felix; Schmedders, Karl - In: Economic theory : official journal of the Society for … 22 (2003) 1, pp. 1-15

Persistent link: https://www.econbiz.de/10001770275

Effects of asset market structure on welfare and trading volume

Judd, Kenneth L.; Kubler, Felix; Schmedders, Karl - In: Assets, beliefs, and equilibria in economic dynamics : …, (pp. 675-693). 2004

Persistent link: https://www.econbiz.de/10001809561

Computable general equilibrium with financial markets

Kubler, Felix - In: Economic theory : official journal of the Society for … 18 (2001) 1, pp. 73-96

Persistent link: https://www.econbiz.de/10001592808

Stationary equilibria in asset-pricing models with incomplete markets and collateral

Kubler, Felix; Schmedders, Karl - 2001

Persistent link: https://www.econbiz.de/10001652594

Recursive equilibria in economies with incomplete markets

Kubler, Felix; Schmedders, Karl - In: Macroeconomic dynamics 6 (2002) 2, pp. 284-306

Persistent link: https://www.econbiz.de/10001659504

Stationary equlibria in asset-pricing models with incomplete markets and collateral

Kubler, Felix; Schmedders, Karl - 2001

We consider an infinite-horizon exchange economy with incomplete markets and collateral constraints. As in the two-period model of Geanakoplos and Zame (1998) households can default on their liabilities at any time without any utility penalties or loss of reputation. Financial securities are...

Persistent link: https://www.econbiz.de/10001624270

Incomplete markets, transitory shocks, and welfare

Kubler, Felix; Schmedders, Karl - In: Review of economic dynamics 4 (2001) 4, pp. 747-766

Persistent link: https://www.econbiz.de/10001643464