메뉴 건너뛰기




Volumn 25, Issue 1, 1997, Pages 31-49

Variational inequalities for international general financial equilibrium modeling and computation

Author keywords

Economic equilibrium; Imperfect markets; International finance; Portfolio optimization; Variational inequalities

Indexed keywords

ALGORITHMS; COMPUTATIONAL METHODS; CONVERGENCE OF NUMERICAL METHODS; COSTS; ECONOMICS; MATHEMATICAL MODELS; OPTIMIZATION; TAXATION;

EID: 0031053863     PISSN: 08957177     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0895-7177(96)00183-5     Document Type: Article
Times cited : (16)

References (24)
  • 1
    • 0004180132 scopus 로고
    • Institute of International Economics, Washington, DC
    • 1. G. Hufbauer and J. Schott, NAFTA: An Assessment, Institute of International Economics, Washington, DC, (1993).
    • (1993) NAFTA: An Assessment
    • Hufbauer, G.1    Schott, J.2
  • 4
    • 4244061913 scopus 로고
    • Foreign investment makes a come back
    • September 1
    • 4. M. Sesit, Foreign investment makes a come back, The Wall Street Journal, C1 and C14, (September 1, 1989).
    • (1989) The Wall Street Journal
    • Sesit, M.1
  • 5
    • 84944838161 scopus 로고
    • International portfolio choice and corporation finance: A synthesis
    • 5. M. Adler and B. Dumas, International portfolio choice and corporation finance: A synthesis, The Journal of Finance 38, 925-983, (1983).
    • (1983) The Journal of Finance , vol.38 , pp. 925-983
    • Adler, M.1    Dumas, B.2
  • 6
    • 0000822996 scopus 로고
    • Internationally diversified portfolios: Welfare gains and capital flows
    • 6. H. Grubel, Internationally diversified portfolios: Welfare gains and capital flows, American Economic Review 58, 1299-1314, (1968).
    • (1968) American Economic Review , vol.58 , pp. 1299-1314
    • Grubel, H.1
  • 7
    • 0002644611 scopus 로고
    • World country industry relationships in equity returns: Implications for risk reduction through international diversification
    • 7. D. Lessard, World country industry relationships in equity returns: Implications for risk reduction through international diversification, Financial Analysts Journal 32, 2-8, (1973).
    • (1973) Financial Analysts Journal , vol.32 , pp. 2-8
    • Lessard, D.1
  • 8
    • 49549151896 scopus 로고
    • Equilibrium model of the international market
    • 8. B. Solnik, Equilibrium model of the international market, Journal of Economic Theory 8, 500-524, (1974).
    • (1974) Journal of Economic Theory , vol.8 , pp. 500-524
    • Solnik, B.1
  • 9
    • 84944838909 scopus 로고
    • A model of international asset pricing with a constraint on the foreign equity ownership
    • 9. C. Eun and S. Janakiramanan, A model of international asset pricing with a constraint on the foreign equity ownership, The Journal of Finance 41, 879-914, (1986).
    • (1986) The Journal of Finance , vol.41 , pp. 879-914
    • Eun, C.1    Janakiramanan, S.2
  • 10
    • 84936823769 scopus 로고
    • Capital market equilibrium with transaction costs
    • 10. G. Constantinides, Capital market equilibrium with transaction costs, The Journal of Political Economy 94, 842-862, (1986).
    • (1986) The Journal of Political Economy , vol.94 , pp. 842-862
    • Constantinides, G.1
  • 12
    • 0000809737 scopus 로고
    • Sharing rules and equilibrium in an international capital market under uncertainty
    • 12. F. Grauer, R. Litzenberger and R. Stehle, Sharing rules and equilibrium in an international capital market under uncertainty, Journal of Financial Economics 3, 233-256, (1976).
    • (1976) Journal of Financial Economics , vol.3 , pp. 233-256
    • Grauer, F.1    Litzenberger, R.2    Stehle, R.3
  • 13
    • 38249035804 scopus 로고
    • Taxes and transaction costs in asset market equilibrium
    • 13. J. Leape, Taxes and transaction costs in asset market equilibrium, Journal of Public Economics 33, 1-20, (1987).
    • (1987) Journal of Public Economics , vol.33 , pp. 1-20
    • Leape, J.1
  • 14
    • 84977410476 scopus 로고
    • On the effects of barriers to international investments
    • 14. R. Stulz, On the effects of barriers to international investments, Journal of Finance 36, 923-934, (1981).
    • (1981) Journal of Finance , vol.36 , pp. 923-934
    • Stulz, R.1
  • 17
    • 84944072660 scopus 로고
    • Debt and taxes
    • 17. M. Miller, Debt and taxes, Journal of Finance 32, 261-275, (1977).
    • (1977) Journal of Finance , vol.32 , pp. 261-275
    • Miller, M.1
  • 18
    • 0042769462 scopus 로고    scopus 로고
    • General financial equilibrium modeling with policy interventions and transaction costs
    • 18. A. Nagurney and J. Dong, General financial equilibrium modeling with policy interventions and transaction costs, Computational Economics 9, 347, (1996).
    • (1996) Computational Economics , vol.9 , pp. 347
    • Nagurney, A.1    Dong, J.2
  • 19
    • 38149144461 scopus 로고
    • Variational inequalities in the analysis and computation of multi-sector, multi-instrument financial equilibria
    • 19. A. Nagurney, Variational inequalities in the analysis and computation of multi-sector, multi-instrument financial equilibria, Journal of Economic Dynamics and Control 18, 161-184, (1994).
    • (1994) Journal of Economic Dynamics and Control , vol.18 , pp. 161-184
    • Nagurney, A.1
  • 20
    • 0001535172 scopus 로고
    • Formulation and computation of general financial equilibrium
    • 20. A. Nagurney, J. Dong and M. Hughes, Formulation and computation of general financial equilibrium, Optimization 26, 339-354, (1992).
    • (1992) Optimization , vol.26 , pp. 339-354
    • Nagurney, A.1    Dong, J.2    Hughes, M.3
  • 24
    • 0000005602 scopus 로고
    • The extragradient method for finding saddle points and other problems
    • translated as Matecon
    • 24. G.M. Korpelevich, The extragradient method for finding saddle points and other problems, Ekon. i Mat. Metody, translated as Matecon 12, 747-756, (1976).
    • (1976) Ekon. i Mat. Metody , vol.12 , pp. 747-756
    • Korpelevich, G.M.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.