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Incomplete markets and derivative assets
Le Grand, François; Ragot, Xavier - In: Economic theory : official journal of the Society for … 62 (2016) 3, pp. 517-545
Persistent link: https://www.econbiz.de/10011529261
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Sovereign default and liquidity : the case for a world safe asset
Le Grand, François; Ragot, Xavier - In: Journal of international economics 131 (2021), pp. 1-28
Persistent link: https://www.econbiz.de/10013167864
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Managing inequality over business cycles : optimal policies with heterogeneous agents and aggregate shocks
Le Grand, François; Ragot, Xavier - In: International economic review 63 (2022) 1, pp. 511-540
Persistent link: https://www.econbiz.de/10012820820
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A class of tractable incomplete-market models for studying asset returns and risk exposure
Le Grand, François; Ragot, Xavier - In: European economic review : EER 103 (2018), pp. 39-59
Persistent link: https://www.econbiz.de/10011975670
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Optimal policies with heterogeneous agents : truncation and transitions
Le Grand, François; Ragot, Xavier - In: Journal of economic dynamics & control 156 (2023), pp. 1-28
Persistent link: https://www.econbiz.de/10014480339
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Refining the truncation method to solve heterogeneous-agent models
Le Grand, François; Ragot, Xavier - In: Annals of economics and statistics 146 (2022), pp. 65-92
Persistent link: https://www.econbiz.de/10013464994
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Prices and volumes of options : a simple theory of risk sharing when markets are incomplete
Le Grand, François; Ragot, Xavier - 2010
Persistent link: https://www.econbiz.de/10009381123
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Incomplete markets, liquidation risk, and the term structure of interest rates
Challe, Edouard; Le Grand, François; Ragot, Xavier - 2010
Persistent link: https://www.econbiz.de/10009381124
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Incomplete markets, liquidation risk, and the term structure of interest rates
Challe, Edouard; Le Grand, François; Ragot, Xavier - In: Journal of economic theory 148 (2013) 6, pp. 2483-2519
Persistent link: https://www.econbiz.de/10010257923
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Optimal Policies with Heterogeneous Agents : Truncation and Transitions
Ragot, Xavier; Le Grand, François - 2023
We compare methods to solve for optimal policies in heterogeneous agent-models with and without aggregate shocks, considering the optimal provision of a public good in a heterogeneous-agent economy. We first use a method based on transitions that we modify to neutralize the effect of the initial...
Persistent link: https://www.econbiz.de/10014257160