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Financial innovation and price volatility
Citanna, Alessandro - 1999
Persistent link: https://www.econbiz.de/10001445647
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Proportional transaction costs on asset trades : a note on existence by homotopy methods
Citanna, Alessandro - 2001
Persistent link: https://www.econbiz.de/10001564645
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Incomplete financial markets and jumps in asset prices
Crès, Hervé; Markeprand, Tobias; Tvede, Mich - 2009
Persistent link: https://www.econbiz.de/10003859940
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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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Excess price volatility and financial innovation
Citanna, Alessandro; Schmedders, Karl - In: Economic theory : official journal of the Society for … 26 (2005) 2, pp. 559-587
Persistent link: https://www.econbiz.de/10003088324
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Controlling price volatility through financial innovation
Citanna, Alessandro; Schmedders, Karl - 2002
Persistent link: https://www.econbiz.de/10001664622
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Controlling price volatility through financial innovation
Citanna, Alessandro; Schmedders, Karl - 2002
Persistent link: https://www.econbiz.de/10001708502
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Controlling price volatility through financial innovation
Citanna, Alessandro; Schmedders, Karl - 2002
Persistent link: https://www.econbiz.de/10001670054
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Excess price volatility and financial innovation
Citanna, Alessandro; Schmedders, Karl - In: Economic Theory 26 (2005) 3, pp. 559-587
In a three-period finite exchange economy with incomplete financial markets and retrading, we study the effects of the degree of incompleteness and of changes in the financial structure on asset price volatility. In what are essentially no aggregate risk economies, asset price volatility is a...
Persistent link: https://www.econbiz.de/10005370938