메뉴 건너뛰기




Volumn 82, Issue 1, 1998, Pages 19-45

General Equilibrium with Endogenously Incomplete Financial Markets

Author keywords

[No Author keywords available]

Indexed keywords


EID: 0001952123     PISSN: 00220531     EISSN: None     Source Type: Journal    
DOI: 10.1006/jeth.1998.2430     Document Type: Article
Times cited : (23)

References (38)
  • 1
    • 0002672716 scopus 로고
    • Optimal security design
    • Allen F., Gale D. Optimal security design. Rev. Fin. Stud. 1:1988;229-263.
    • (1988) Rev. Fin. Stud. , vol.1 , pp. 229-263
    • Allen, F.1    Gale, D.2
  • 2
    • 0000961158 scopus 로고
    • Arbitrage, short sales, and financial innovation
    • Allen F., Gale D. Arbitrage, short sales, and financial innovation. Econometrica. 59:1991;1041-1168.
    • (1991) Econometrica , vol.59 , pp. 1041-1168
    • Allen, F.1    Gale, D.2
  • 4
    • 0001942945 scopus 로고
    • Le rôle des valeurs boursières pour la répartition la meilleure des risques
    • Arrow K. Le rôle des valeurs boursières pour la répartition la meilleure des risques. Econ. Coll. Int. CNRS. 2:1953;41-47.
    • (1953) Econ. Coll. Int. CNRS , vol.2 , pp. 41-47
    • Arrow, K.1
  • 5
    • 0001279990 scopus 로고
    • The structure of financial equilibrium with exogenous yields: The case of incomplete markets
    • Balasko Y., Cass D. The structure of financial equilibrium with exogenous yields: the case of incomplete markets. Econometrica. 57:1989;135-162.
    • (1989) Econometrica , vol.57 , pp. 135-162
    • Balasko, Y.1    Cass, D.2
  • 6
    • 0039090226 scopus 로고
    • Nominal rigidities in wage setting by rational trade unions
    • Benassy J. P. Nominal rigidities in wage setting by rational trade unions. Econ. J. 105:1995;635-643.
    • (1995) Econ. J. , vol.105 , pp. 635-643
    • Benassy, J.P.1
  • 8
    • 0003530802 scopus 로고
    • Competitive Equilibrium with Incomplete Markets
    • University of Pennsylvania
    • Cass D. Competitive Equilibrium with Incomplete Markets. CARESS Discussion Paper. 1984;University of Pennsylvania.
    • (1984) CARESS Discussion Paper
    • Cass, D.1
  • 9
    • 0003530804 scopus 로고
    • On the "number" of Equilibrium Allocations with Incomplete Financial Markets
    • University of Pennsylvania
    • Cass D. On the "Number" of Equilibrium Allocations with Incomplete Financial Markets. CARESS Discussion Paper. 1985;University of Pennsylvania.
    • (1985) CARESS Discussion Paper
    • Cass, D.1
  • 10
    • 0000884627 scopus 로고
    • Sunspots and incomplete financial markets: The general case
    • Cass D. Sunspots and incomplete financial markets: the general case. Econ. Theory. 2:1992;341-358.
    • (1992) Econ. Theory , vol.2 , pp. 341-358
    • Cass, D.1
  • 11
    • 0001080350 scopus 로고
    • Incomplete financial markets and indeterminacy of competitive equilibrium
    • Cambridge: Cambridge Univ. Press
    • Cass D. Incomplete financial markets and indeterminacy of competitive equilibrium. Advances in Economic Theory: Sixth World Congress. 1992;Cambridge Univ. Press, Cambridge.
    • (1992) Advances in Economic Theory: Sixth World Congress
    • Cass, D.1
  • 12
    • 59549084645 scopus 로고
    • Do sunspots matter?
    • Cass D., Shell K. Do sunspots matter? J. Polit. Econ. 91:1983;193-227.
    • (1983) J. Polit. Econ. , vol.91 , pp. 193-227
    • Cass, D.1    Shell, K.2
  • 14
    • 0011461954 scopus 로고
    • Non-existence of Cournot-Walras equilibrium in a general equilibrium model with two oligopolists
    • W. Hildenbrand, & A. Mas Colell. Amsterdam: North-Holland
    • Dierker H., Grodal B. Non-existence of Cournot-Walras equilibrium in a general equilibrium model with two oligopolists. Hildenbrand W., Mas Colell A. Contributions to Mathematical Economics, in Honor of Gérard Debreu. 1986;North-Holland, Amsterdam.
    • (1986) Contributions to Mathematical Economics, in Honor of Gérard Debreu
    • Dierker, H.1    Grodal, B.2
  • 16
    • 0003286540 scopus 로고
    • The nature of incomplete security markets
    • J.J. Laffont. Cambridge: Cambridge Univ. Press
    • Duffie D. The nature of incomplete security markets. Laffont J. J. Advances in Economic Theory: Sixth World Congress. 1992;Cambridge Univ. Press, Cambridge.
    • (1992) Advances in Economic Theory: Sixth World Congress
    • Duffie, D.1
  • 17
    • 0344424400 scopus 로고
    • Financial market innovation and security design
    • Duffie D., Rahi R. Financial market innovation and security design. J. Econ. Theory. 65:1995;1-42.
    • (1995) J. Econ. Theory , vol.65 , pp. 1-42
    • Duffie, D.1    Rahi, R.2
  • 18
    • 0001469862 scopus 로고
    • The demand for index bonds
    • Fischer S. The demand for index bonds. J. Polit. Econ. 83:1975;509-534.
    • (1975) J. Polit. Econ. , vol.83 , pp. 509-534
    • Fischer, S.1
  • 20
    • 0011457536 scopus 로고
    • Special issue on general equilibrium with incomplete markets
    • Geanakoplos J. Special issue on general equilibrium with incomplete markets. J. Math. Econ. 19:1990;1-230.
    • (1990) J. Math. Econ. , vol.19 , pp. 1-230
    • Geanakoplos, J.1
  • 21
    • 0002545595 scopus 로고
    • Real indeterminacy with financial assets
    • Geanakoplos J., Mas Colell A. Real indeterminacy with financial assets. J. Econ. Theory. 47:1989;22-38.
    • (1989) J. Econ. Theory , vol.47 , pp. 22-38
    • Geanakoplos, J.1    Mas Colell, A.2
  • 22
    • 0039682434 scopus 로고
    • On the non-neutrality of money with incomplete markets
    • Gottardi P. On the non-neutrality of money with incomplete markets. J. Econ. Theory. 62:1994;209-220.
    • (1994) J. Econ. Theory , vol.62 , pp. 209-220
    • Gottardi, P.1
  • 23
    • 0000522253 scopus 로고
    • Commission revenues maximization in a general equilibrium of asset creation
    • Hara C. Commission revenues maximization in a general equilibrium of asset creation. J. Econ. Theory. 65:1995;258-298.
    • (1995) J. Econ. Theory , vol.65 , pp. 258-298
    • Hara, C.1
  • 24
    • 0000056363 scopus 로고
    • The existence of subgame perfect equilibrium in continuous games with almost perfect information: A case for public randomization
    • Harris C., Reny P., Robson A. The existence of subgame perfect equilibrium in continuous games with almost perfect information: a case for public randomization. Econometrica. 63:1995;507-544.
    • (1995) Econometrica , vol.63 , pp. 507-544
    • Harris, C.1    Reny, P.2    Robson, A.3
  • 25
    • 0000705481 scopus 로고
    • Martingales, arbitrage and equilibrium in securities' markets with transaction costs
    • Jouini E., Kallal H. Martingales, arbitrage and equilibrium in securities' markets with transaction costs. J. Econ. Theory. 66:1995;178-197.
    • (1995) J. Econ. Theory , vol.66 , pp. 178-197
    • Jouini, E.1    Kallal, H.2
  • 26
    • 0001555725 scopus 로고
    • Incomplete markets
    • W. Hildenbrand, & H. Sonnenschein. Amsterdam: North-Holland
    • Magill M., Shafer W. Incomplete markets. Hildenbrand W., Sonnenschein H. Handbook of Mathematical Economics. 1991;North-Holland, Amsterdam.
    • (1991) Handbook of Mathematical Economics
    • Magill, M.1    Shafer, W.2
  • 27
    • 0001098871 scopus 로고
    • Real effects of money in general equilibrium
    • Magill M., Quinzii M. Real effects of money in general equilibrium. J. Math. Econ. 21:1992;301-342.
    • (1992) J. Math. Econ. , vol.21 , pp. 301-342
    • Magill, M.1    Quinzii, M.2
  • 30
    • 20944442188 scopus 로고
    • Financial innovation in a general equilibrium model
    • Pesendorfer W. Financial innovation in a general equilibrium model. J. Econ. Theory. 65:1995;79-116.
    • (1995) J. Econ. Theory , vol.65 , pp. 79-116
    • Pesendorfer, W.1
  • 31
    • 0000387538 scopus 로고
    • Asset markets and the information revealed by prices
    • Polemarchakis H., Siconolfi P. Asset markets and the information revealed by prices. Econ. Theory. 3:1994;645-661.
    • (1994) Econ. Theory , vol.3 , pp. 645-661
    • Polemarchakis, H.1    Siconolfi, P.2
  • 32
    • 0001725014 scopus 로고
    • Partially revealing rational expectations equilibria with nominal assets
    • Rahi R. Partially revealing rational expectations equilibria with nominal assets. J. Math. Econ. 24:1995;135-146.
    • (1995) J. Math. Econ. , vol.24 , pp. 135-146
    • Rahi, R.1
  • 34
    • 0000801305 scopus 로고
    • Discontinuous games and endogenous sharing rules
    • Simon L., Zame W. Discontinuous games and endogenous sharing rules. Econometrica. 58:1990;861-872.
    • (1990) Econometrica , vol.58 , pp. 861-872
    • Simon, L.1    Zame, W.2
  • 35
    • 0011415108 scopus 로고
    • Money, capital, and other stores of value
    • Tobin J. Money, capital, and other stores of value. Amer. Econ. Rev. 51:1961;26-37.
    • (1961) Amer. Econ. Rev. , vol.51 , pp. 26-37
    • Tobin, J.1
  • 36
    • 0039090221 scopus 로고    scopus 로고
    • Financial innovations and first-mover advantages: An empirical analysis
    • P. Tufano, Financial innovations and first-mover advantages: an empirical analysis, J. Finan. Econ.
    • J. Finan. Econ.
    • Tufano, P.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.