Musings on the Cass trick

Journal of Mathematical Economics

Volumn 42, Issue 4-5 SPEC. ISS., 2006, Pages 374-383

  Cass, David ^a  

^a UNIVERSITY OF PENNSYLVANIA   (United States)

Author keywords

Cass trick; Financial equilibrium; Incomplete markets

Indexed keywords

EID: 33747749437     PISSN: 03044068     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jmateco.2006.04.009     Document Type: Article

References (12)

1. Balasko Y., and Cass D. The structure of financial equilibrium with exogenous yields: the case of incomplete markets. Econometrica 57 (1989) 135-162
2. Cass, D., 1989. Sunspots and incomplete financial markets: the leading example, in: Feiwel, G. (Ed.), The Economics of Imperfect Competition and Employment: Joan Robinson and Beyond. MacMillan-originally a CARESS Working Paper, University of Pennsylvania, March, 1984.
3. Cass, D., 2006. Competitive equilibrium with incomplete financial markets, Journal of Mathematical Economics, this issue-originally a CARESS Working paper, University of Pennsylvania, April, 1984.
4. Cass D., and Pavlova A. On trees and logs. Journal of Economic Theory 116 (2004) 41-83
5. Cass D., and Shell K. Do sunspots matter?. Journal of Political Economy 91 (1983) 93-127
6. Duffie, D., 1987. Stochastic equilibria with incomplete financial markets. Journal of Economic Theory 41, 405-416; and 1989 (Corrigendum, Journal of Economic Theory 49, 384).
7. Geanakoplos J.D. Introduction to general equilibrium with incomplete asset markets. Journal of Mathematical Economics 19 (1990) 1-38
8. Geanakoplos J.D., and Mas-Colell A. Real indeterminacy with financial assets. Journal of Economic Theory 47 (1989) 22-38
9. Geanakoplos, J.D., Polemarchakis, H.M., 1986. Existence, regularity, and constrained suboptimality of competitive allocations when the asset market is incomplete, in: Heller,W.P., Starr, R.M., Starrett, D.A. (Eds.), Uncertainty, Information and Communication, Essays in Honor of Kenneth J. Arrow, vol. III. Cambridge University Press.
10. Magill M., and Quinzii M. Theory of Incomplete Markets (1996), MIT Press
11. Shell, K., Monnaie et allocation intertemporelle, forthcoming (as a Vintage Unpublished Paper) in Economic Dynamics-originally a CNRS mimeo, Paris, November, 1977.
12. Werner J. Equilibrium in economies with incomplete financial markets. Journal of Economic Theory 36 (1985) 110-119