Incomplete Markets and Volatility

Journal of Economic Theory

Volumn 98, Issue 2, 2001, Pages 295-338

  Calvet, Laurent E ^a  

^a HARVARD UNIVERSITY   (United States)

Author keywords

CARA normal; endogenous fluctuations; exchange economy; financial structure; general equilibrium; incomplete markets; indeterminacy; precautionary motive; volatility

Indexed keywords

EID: 0011832495     PISSN: 00220531     EISSN: None     Source Type: Journal    
DOI: 10.1006/jeth.2000.2720     Document Type: Article

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