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Equilibrium in economies with incomplete financial markets
Werner, Jan - 1984
Persistent link: https://www.econbiz.de/10000008468
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Multiplicity and sunspots in general financial equilibrium with portfolio constraints
Başak, Suleyman; Cass, David; Licari, Juan Manuel; … - 2006
Persistent link: https://www.econbiz.de/10003328595
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A constructive proof of the existence of collateral equilibrium for a two-period exchange economy based on a smooth interior-point path
Ma, Wei - In: Computational economics 45 (2015) 1, pp. 1-30
Persistent link: https://www.econbiz.de/10010511348
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General Economic Equilibrium with Financial Markets and Retainability
Jofre, Alejandro - 2014
A theory of general economic equilibrium with incomplete financial markets is developed with many new features, including currency-denominated prices which enable treatment of currency-based derivative instruments and collateralized contracts. Prices in such models with standard market structure...
Persistent link: https://www.econbiz.de/10013051812
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An example of a stochastic equilibrium with incomplete markets
Žitkovi´c, Gordan - In: Finance and stochastics 16 (2012) 2, pp. 177-206
Persistent link: https://www.econbiz.de/10009544671
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General economic equilibrium with financial markets and retainability
Jofré, Alejandro; Rockafellar, Ralph Tyrrell; Wets, … - In: Economic theory : official journal of the Society for … 63 (2017) 1, pp. 309-345
Persistent link: https://www.econbiz.de/10011723555
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Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints
Bosi, Stefano; Le Van, Cuong; Pham, Ngoc-Sang - In: Journal of mathematical economics 76 (2018), pp. 1-20
Persistent link: https://www.econbiz.de/10012105376
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Existence and non-triviality of equilibria in economies with default and government
Santana Filho, Jolivê M. de; Orrillo, Jaime - In: Brazilian review of econometrics : BRE ; the review of … 39 (2019) 2, pp. 327-346
Persistent link: https://www.econbiz.de/10012211824
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Sequential equilibrium in incomplete markets with long-term debt
Jaar, Daniel - 2018
Persistent link: https://www.econbiz.de/10011957374
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On the existence of competitive equilibrium in frictionless and incomplete stochastic asset markets
Jarrow, Robert A. - In: Mathematics and financial economics 11 (2017) 4, pp. 455-477
Persistent link: https://www.econbiz.de/10011900579