-
1
-
-
21844504524
-
Uninsured idiosyncratic risk and aggregate saving
-
Aiyagari, S.R. (1994) Uninsured idiosyncratic risk and aggregate saving. Quarterly Journal of Economics 109, 659-684.
-
(1994)
Quarterly Journal of Economics
, vol.109
, pp. 659-684
-
-
Aiyagari, S.R.1
-
3
-
-
0011660070
-
Existence, uniqueness and determinary of Arrow-Debreu equilibria in finance models
-
Dana, R.-A. (1993) Existence, uniqueness and determinary of Arrow-Debreu equilibria in finance models. Journal of Mathematical Economics 22, 563-579.
-
(1993)
Journal of Mathematical Economics
, vol.22
, pp. 563-579
-
-
Dana, R.-A.1
-
4
-
-
0001409117
-
Stationary Markov equilibria
-
Duffie, D., J. Geanakoplos, A. Mas-Colell, & A. McLennan (1994) Stationary Markov equilibria. Econometrica 62, 745-781.
-
(1994)
Econometrica
, vol.62
, pp. 745-781
-
-
Duffie, D.1
Geanakoplos, J.2
Mas-Colell, A.3
McLennan, A.4
-
5
-
-
0001417501
-
The importance of the number of different agents in a heterogeneous asset-pricing model
-
den Haan, W.J. (2001) The importance of the number of different agents in a heterogeneous asset-pricing model. Journal of Economic Dynamic & Control 25, 721-746.
-
(2001)
Journal of Economic Dynamic & Control
, vol.25
, pp. 721-746
-
-
Den Haan, W.J.1
-
6
-
-
4243088649
-
Evaluating the effects of incomplete markets on risk sharing and asset pricing
-
Heaton, J. & D.J. Lucas (1996) Evaluating the effects of incomplete markets on risk sharing and asset pricing. Journal of Political Economy 104, 443-487.
-
(1996)
Journal of Political Economy
, vol.104
, pp. 443-487
-
-
Heaton, J.1
Lucas, D.J.2
-
7
-
-
0012856082
-
Rational expectations and the markov property of temporary equilibrium processes
-
Hellwig, M.F. (1982) Rational expectations and the markov property of temporary equilibrium processes. Journal of Mathematical Economics 9, 135-144.
-
(1982)
Journal of Mathematical Economics
, vol.9
, pp. 135-144
-
-
Hellwig, M.F.1
-
11
-
-
77957226336
-
Computation and multiplicity of equilibria
-
W. Hildenbrand & H. Sonnenschein (eds.), Amsterdam: North-Holland
-
Kehoe, T. (1991) Computation and multiplicity of equilibria. In W. Hildenbrand & H. Sonnenschein (eds.), Handbook of Mathematical Economics, Vol. IV, pp. 2049-2143. Amsterdam: North-Holland.
-
(1991)
Handbook of Mathematical Economics
, vol.4
, pp. 2049-2143
-
-
Kehoe, T.1
-
12
-
-
0031374315
-
Income and wealth heterogeneity, portfolio choice, and equilibrium asset returns
-
Krusell, P. & A.A. Smith, Jr. (1997) Income and wealth heterogeneity, portfolio choice, and equilibrium asset returns. Macroeconomic Dynamics 1, 387-422.
-
(1997)
Macroeconomic Dynamics
, vol.1
, pp. 387-422
-
-
Krusell, P.1
Smith A.A., Jr.2
-
14
-
-
0030523758
-
Debt constraint and equilibrium in infinite horizon economies with incomplete markets
-
Levine, D. & W. Zame (1996) Debt constraint 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
-
15
-
-
0001378029
-
Asset pricing with undiversifiable income risk and short-sale constraints. Deepening the equity premium puzzle
-
Lucas, D.J. (1994) Asset pricing with undiversifiable income risk and short-sale constraints. Deepening the equity premium puzzle. Journal of Monetary Economics 34, 325-241.
-
(1994)
Journal of Monetary Economics
, vol.34
, pp. 325-241
-
-
Lucas, D.J.1
-
16
-
-
0000150312
-
Prices in an exchange economy
-
Lucas, R.E., Jr. (1978) Prices in an exchange economy. Econometrica 46, 1429-1445.
-
(1978)
Econometrica
, vol.46
, pp. 1429-1445
-
-
Lucas R.E., Jr.1
-
17
-
-
0001304778
-
Infinite horizon incomplete markets
-
Magill, M. & M. Quinzii (1994) Infinite horizon incomplete markets. Econometrica 62, 853-880.
-
(1994)
Econometrica
, vol.62
, pp. 853-880
-
-
Magill, M.1
Quinzii, M.2
-
19
-
-
0001538714
-
Rational expectations in the overlapping generations model
-
Spear, S.E. (1985) Rational expectations in the overlapping generations model. Journal of Economic Theory 38, 251-275.
-
(1985)
Journal of Economic Theory
, vol.38
, pp. 251-275
-
-
Spear, S.E.1
-
21
-
-
0039095262
-
Asset-pricing puzzles and incomplete markets
-
Telmer, C.I. (1993) Asset-pricing puzzles and incomplete markets. Journal of Finance 48, 1803-1832.
-
(1993)
Journal of Finance
, vol.48
, pp. 1803-1832
-
-
Telmer, C.I.1
-
23
-
-
0040833310
-
Endogeneous borrowing constraints with incomplete markets
-
Zhang, H.H. (1997) Endogeneous borrowing constraints with incomplete markets. Journal of Finance 52, 2187-2209.
-
(1997)
Journal of Finance
, vol.52
, pp. 2187-2209
-
-
Zhang, H.H.1
|