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International capital markets structure, preferences and puzzles : the US-China case

Caporale, Guglielmo Maria; Donadelli, Michael; Varani, … - 2014

A canonical two country-two good model with standard preferences does not address three classic international macroeconomic puzzles as well as two well-known asset pricing puzzles. Specifically, under financial autarky, it does not account for the high real exchange rate (RER) volatility...

Persistent link: https://www.econbiz.de/10010250047

Intertemporal equilibrium with financial asset and physical capital

Le Van, Cuong; Pham, Ngoc-Sang - In: Economic theory : official journal of the Society for … 62 (2016) 1/2, pp. 155-199

Persistent link: https://www.econbiz.de/10011554134

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

Survey on financial market frictions and dynamic stochastic general equilibrium models

Viziniuc, Mădălin - In: International journal of economics and financial issues … 5 (2015) 2, pp. 454-460

Persistent link: https://www.econbiz.de/10011453605

Incomplete markets with endogenous portfolio constraints and redundant assets

Hahn, Guangsug - In: Seoul journal of economics 27 (2014) 4, pp. 469-488

Persistent link: https://www.econbiz.de/10010472777

The two fundamental theorems of asset pricing for a class of continuous-time financial markets

Lyasoff, Andrew - In: Mathematical finance : an international journal of … 24 (2014) 3, pp. 485-504

Persistent link: https://www.econbiz.de/10010486019

Incomplete financial markets and contingent claim pricing in a dual expected utility theory framework

Corradini, M.; Gheno, A. - In: Insurance / Mathematics & economics 45 (2009) 2, pp. 180-187

Persistent link: https://www.econbiz.de/10009517583

Financial market frictions

DeGennaro, Ramon P.; Robotti, Cesare - In: Economic review 92 (2007) 3, pp. 1-16

Persistent link: https://www.econbiz.de/10003630772

Financial markets with volatility uncertainty

Vorbrink, Jörg - In: Journal of mathematical economics 53 (2014), pp. 64-78

Persistent link: https://www.econbiz.de/10011297142

Pricing and hedging for incomplete jump diffusion benchmark models

Platen, Eckhard - 2003

Persistent link: https://www.econbiz.de/10002250936

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