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Volumn 26, Issue 1, 1996, Pages 133-170

Incomplete markets over an infinite horizon: Long-lived securities and speculative bubbles

Author keywords

Incomplete markets; Infinite lived securities; Speculative bubbles

Indexed keywords


EID: 0030521734     PISSN: 03044068     EISSN: None     Source Type: Journal    
DOI: 10.1016/0304-4068(95)00746-6     Document Type: Article
Times cited : (43)

References (18)
  • 1
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  • 3
    • 0001071035 scopus 로고
    • Equilibrium in incomplete markets I: Basic model of generic existence
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    • Duffie, D.1    Shafer, W.2
  • 4
    • 0001698193 scopus 로고
    • Equilibrium in incomplete markets II: Generic existence in stochastic economies
    • Duffie, D. and W. Shafer, 1986, Equilibrium in incomplete markets II: Generic existence in stochastic economies, Journal of Mathematical Economics 15, 199-216.
    • (1986) Journal of Mathematical Economics , vol.15 , pp. 199-216
    • Duffie, D.1    Shafer, W.2
  • 5
    • 0011457536 scopus 로고
    • An introduction to general equilibrium with incomplete asset markets
    • Geanakoplos, J., 1990, An introduction to general equilibrium with incomplete asset markets, Journal of Mathematical Economics 19, 1-38.
    • (1990) Journal of Mathematical Economics , vol.19 , pp. 1-38
    • Geanakoplos, J.1
  • 8
    • 0000930326 scopus 로고
    • On the optimality of equilibrium when markets are incomplete
    • Hart, O.D., 1975, On the optimality of equilibrium when markets are incomplete, Journal of Economic Theory 11, 418-443.
    • (1975) Journal of Economic Theory , vol.11 , pp. 418-443
    • Hart, O.D.1
  • 11
    • 0003250648 scopus 로고
    • Intertemporal general equilibrium models
    • F. Hahn, ed., Oxford University Press, Oxford
    • Kehoe, T.J., 1989, Intertemporal general equilibrium models, in: F. Hahn, ed., The economic of missing markets, information and games (Oxford University Press, Oxford).
    • (1989) The Economic of Missing Markets, Information and Games
    • Kehoe, T.J.1
  • 12
    • 0030523758 scopus 로고    scopus 로고
    • Debt constraints and equilibrium in infinite horizon economies with incomplete markets
    • Levine, D. and W. Zame, 1996, Debt constraints and equilibrium in infinite horizon economies with incomplete markets. Journal of Mathematical Economics, 26, 103-131.
    • (1996) Journal of Mathematical Economics , vol.26 , pp. 103-131
    • Levine, D.1    Zame, W.2
  • 13
    • 0001304778 scopus 로고
    • Infinite horizon incomplete markets
    • Magill, M. and M. Quinzii, 1994, Infinite horizon incomplete markets, Econometrica 62, 853-880.
    • (1994) Econometrica , vol.62 , pp. 853-880
    • Magill, M.1    Quinzii, M.2
  • 14
    • 0001555725 scopus 로고
    • Incomplete markets
    • W. Hildenbrand and H. Sonnenschein, eds., North-Holland, Amsterdam
    • Magill, M. and W. Shafer, 1991, Incomplete markets, in: W. Hildenbrand and H. Sonnenschein, eds., Handbook of mathematical economics, vol. IV (North-Holland, Amsterdam).
    • (1991) Handbook of Mathematical Economics , vol.4
    • Magill, M.1    Shafer, W.2
  • 15
    • 22544470944 scopus 로고
    • Equilibrium theory in infinite dimensional spaces
    • W. Hildenbrand and H. Sonnenschein, eds., North-Holland, Amsterdam
    • Mas-Colell, A. and W. Zame, 1991, Equilibrium theory in infinite dimensional spaces, in: W. Hildenbrand and H. Sonnenschein, eds., Handbook of mathematical economics, vol. IV (North-Holland, Amsterdam).
    • (1991) Handbook of Mathematical Economics , vol.4
    • Mas-Colell, A.1    Zame, W.2
  • 17
    • 0004156954 scopus 로고
    • Discussion Paper, Centro de Investigacón Económica, ITAM, Mexico
    • Santos, M. and M. Woodford, 1993, Rational asset pricing bubbles, Discussion Paper, Centro de Investigacón Económica, ITAM, Mexico.
    • (1993) Rational Asset Pricing Bubbles
    • Santos, M.1    Woodford, M.2
  • 18
    • 0001022690 scopus 로고
    • On the possibility of speculation under rational expectations
    • Tirole, J., 1982, On the possibility of speculation under rational expectations, Econometrica 50, 1163-1181.
    • (1982) Econometrica , vol.50 , pp. 1163-1181
    • Tirole, J.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.