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General Equilibrium Model of Arbitrage Trade and Real Exchange Rate Persistence

Berka, Martin - 2010

-country, three-good endowment general equilibrium model, arbitrage firms use transportation technology which depends positively on …

Persistent link: https://www.econbiz.de/10014060575

Property and prices : toward a unified theory of value

Burgstaller, André Charles - 1994 - 1. publ.

Persistent link: https://www.econbiz.de/10013493848

Limited Arbitrage is Necessary and Sufficient for the Existence of a Competitive Equilibrium

Chichilnisky, Graciela - 2009

preferences, 'limited arbitrage', which I showed to be necessary and sufhcient for the existence of a competitive equilibrium. In … Chichilnisky (Economic Theory. 1995, 5, 79- 108) because it starts from different conditions. Limited arbitrage is always necessary …

Persistent link: https://www.econbiz.de/10014209150

A parsimonious analytically specified general equilibrium structure that spans discount rates

Obrimah, Oghenovo Adewale - In: Finance research letters 62 (2024) 2, pp. 1-8

Persistent link: https://www.econbiz.de/10014531158

Stock prices, anticipations and investment in general equilibrium

DREZE, Jacques H.; LACHIRI, Oussama; MINELLI, Enrico - Center for Operations Research and Econometrics (CORE), … - 2009

investment. We then impose that price theories be compatible with the observed equilibrium: they should satisfy a no-arbitrage …

Persistent link: https://www.econbiz.de/10008550184

The Existence of Equilibrium in a Financial Market with Transaction Costs

Jin, Xing; Milne, Frank - Economics Department, Queen's University - 1999

This paper proves the existence of a general equilibrium in a financial model with transaction costs. A general equilibrium is shown to exist in a model with convex trading technology, in which the agents include consumers, production firms, brokers or dealers. When the trading technology is...

Persistent link: https://www.econbiz.de/10005688505

The Existence of Equilibrium in a Financial Market with Transaction Costs

Jin, Xing; Milne, Frank - Economics Department, Queen's University - 1996

This paper proves the existence of a general equilibrium in a financial model with transaction costs. The general equilibrium is shown to exist in a model with convex trading technology, in which the agents include consumers, production firms, brokers and dealers. When the trading technology is...

Persistent link: https://www.econbiz.de/10005490191

Rating model arbitrage in CDO markets : an empirical analysis

Morkoetter, Stefan; Westerfeld, Simone - In: International review of financial analysis 18 (2009) 1/2, pp. 21-33

Persistent link: https://www.econbiz.de/10003850295

Information, trade, and liquidity in financial markets

Watanabe, Masahiro - 2003

Persistent link: https://www.econbiz.de/10003379202

Bargaining and arbitration with asymmetric uncertainty

Deck, Cary A.; Farmer, Amy - In: Aspects of worker well-being, (pp. 415-445). 2007

Persistent link: https://www.econbiz.de/10003474346