1112131415161718191
The Optimal Price of Default,
Wei Ma and Chuangyin Dang,
in Annals of Economics and Finance
(2013)
Keywords: Default, Penalty, Path-following, Pareto efficiency, Rational expectation
Międzynarodowa konkurencyjność polskich produktów mleczarskich w warunkach liberalizacji rynku mleka,
Ewa Kiryluk-Dryjska and Agnieszka Baer-Nawrocka,
in Gospodarka Narodowa. The Polish Journal of Economics
(2013)
Keywords: konkurencyjność, handel zagraniczny, rynek mleka, analiza symulacyjna
Exact expectations - Efficient calculation of DSGE models,
Fabian Goessling,
from Center for Quantitative Economics (CQE), University of Muenster
(2016)
Keywords: Profection, Precomputation, DSGE, Complexity reduction
Public Policy Evaluation and Applied General Equilibrium,
Gustavo Adolfo Hernández-Diaz,
in Lecturas de Economía
(2020)
Keywords: multisectoral models, CGE model, social accounting matrix
Sustainability Impact Assessment: the Use of Computable General Equilibrium Models,
Christoph Bohringer,
in Economie Internationale
(2004)
Keywords: Sustainable Development; Sustainability Impact Assessment; Trade Policy; Computable and Other Applied General Equilibrium Models
Constructing an Energy-Disaggregated Social Accounting Matrix for Turkey,
Dizem Ertac Varoglu and Ali Bayar,
from EcoMod
(2014)
Keywords: Turkey, Energy and environmental policy, General equilibrium modeling (CGE)
Sustainable Grouping of Economies for a Pacific Rim Trading Bloc,
Inkyo Cheong,
in Korean Economic Review
(1998)
Keywords: Trading Bloc, Asia Pacific Rim, Generdl Equilibrium Modeling, CGE
Интеграция подхода «затраты – выпуск» в агент-ориентированное моделирование. Часть 1. Методологические основы. Integration of input–output approach into agent-based modeling. Part 1. Methodological principles,
Доможиров Д. А., Ибрагимов Н. М., Мельникова Л. В. and Цыплаков А. А.,
in Мир экономики и управления // Вестник НГУ. Cерия: Cоциально-экономические науки
(2017)
Keywords: агент-ориентированная модель, таблица «затраты – выпуск», межрегиональные связи,agent-based model, input-output table, interregional links.
Интеграция подхода „затраты–выпуск“ в агент-ориентированное моделирование: межрегиональный анализ в искусственной экономике. Integration of input–output approach into agent-based modeling: interregional analysis in an artificial economy,
Доможиров Д. А., Ибрагимов Н. М., Мельникова Л. В. and Цыплаков А. А.,
in Мир экономики и управления // Вестник НГУ. Cерия: Cоциально-экономические науки
(2017)
Keywords: агент-ориентированная модель, таблица «затраты – выпуск», межрегиональные связи, транспортные издержки, agent-based model, input-output table, interregional links, transportation costs
Romanian Economy Modelling in the presence of Financial Frictions,
Oana Simona HUDEA (caraman),
in Romanian Statistical Review Supplement
(2015)
Keywords: stochastic analysis, general equilibrium model, Bayesian estimation, price and wage stickiness, financial frictions
CGE Analysis of Transportation Cost and Regional Economy: East Asia and Northern Kyushu,
Hiroshi Sakamoto,
in Regional Science Inquiry
(2012)
Keywords: Northern Kyushu, Transportation cost, Regional economy, CGE model
Modelo de equilibrio general para el turismo nacional en Mexico,
Perla Rocio Arellano Salazar and Joana Cecilia Chapa Cantu,
in EconoQuantum, Revista de Economia y Finanzas
(2017)
Keywords: Turismo, modelo de equilibrio general, matriz de contabilidad social
Analyses structurelles en temps de crise Colloque Banque de France, 29 et 30 novembre 2010,
.,
in Bulletin de la Banque de France
(2011)
Keywords: crise, marché du travail, inégalité, épargne, consolidation budgétaire, modélisation économique.
ИЗГРАЖДАНЕ НА МОДЕЛ ЗА КОНСОЛИДИРАНЕ НА ИНФОРМАЦИЯТА В КЛЪСТЕРИ ОТ МАЛКИ И СРЕДНИ ПРЕДПРИЯТИЯ (МСП),
Емил Денчев,
in Business Management
(2017)
Keywords: концептуален модел, софтуерен модел, софтуерен мо- дул, ERP система, SQL заявки
THE DEVELOPMENT OF A MODEL FOR THE CONSOLIDATION OF INFORMATION IN SMALL AND MEDIUM-SIZED ENTERPRISE (SME) CLUSTERS,
Emil Denchev,
in Business Management
(2017)
Keywords: conceptual model, software module, ERP system, SQL queries.
Building a Model for Consolidating Information in Clusters,
Emil Denchev,
in Nauchni trudove
(2018)
Keywords: conceptual model, software model, software module, ERP system, SQL queries
Bolivia en el Contexto de la Crisis Económica Internacional,
Francisco Javier Aliaga Lordemann and Tirza J. Aguilar Salas,
in Revista Latinoamericana de Desarrollo Economico
(2010)
Keywords: Bolivia; Contexto interno y externo; Modelo de Equilibrio General;
Impact of Trade Liberalisation on Employment in Bangladesh: A Computable General Equilibrium (CGE) Analysis,
Serajul Hoque,
from University Library of Munich, Germany
(2005)
Keywords: Trade Liberalisation; Employment; CGE model; Bangladesh
An extension of comparative statics to a general class of optimal choice models,
Graciela Chichilnisky and P.J. Kalman,
from University Library of Munich, Germany
(1978)
Keywords: Hilbert spaces; maximization; optimization; Slutsky-Hicks-Samuelson; semidefiniteness; symmetry, operators
General Equilibrium Models of Financial Systems: Theory and Measurement in Village Economies,
Y. Lim and Robert Townsend,
from Centro de Estudios Monetarios Y Financieros-
(1997)
Keywords: GENERAL EQUILIBRIUM ; INDIA ; VILLAGES ; FINANCIAL ADMINISTRATION
The Impact of Fiscal Policy on Income Distribution and Poverty: A Computable General Equilibrium Approach for Indonesia,
Yose Rizal Damuri and Ari Perdana,
from Centre for Strategic and International Studies, Jakarta, Indonesia
(2003)
Keywords: Indonesia, income distribution, poverty, economic modelling, fiscal policy
The Synthesis of Bottom-Up and Top-Down Approaches to Climate Policy Modeling: Electric Power Technologies and the Cost of Limiting U.S. CO2 Emissions,
Ian Sue Wing,
from Society for Computational Economics
(2005)
The Tax Burden CGE Analysis for Slovakia and Slovenia,
Veronika Mitkova and Jánošová Miroslava,
in Naše gospodarstvo/Our economy
(2019)
Keywords: tax burden, welfare analysis, CGE model
Modelo de equilibrio general aplicado para México y análisis de impuestos a la extracción de hidrocarburos,
Gaspar Núñez,
in Ensayos Revista de Economia
(2015)
Keywords: matriz de contabilidad social, equilibrio general aplicado, economía mexicana, impuestos a hidrocarburos
EFFICIENCY GAINS FROM THE ELIMINATION OF GLOBAL RESTRICTIONS ON LABOUR MOBILITY: AN ANALYSIS USING A MULTIREGIONAL CGE MODEL,
Ana Iregui,
from Banco de la Republica
(2000)
Keywords: Migration,
TAX EXPORTING: AN ANALYSIS USING A MULTIREGIONAL CGE MODEL,
Ana Iregui,
from Banco de la Republica
(2001)
Keywords: Tax exporting
A Practical Method for Explicitly Modeling Quotas and Other Complementarities,
W. Jill Harrison, Mark Horridge, Ken Pearson and Glyn Wittwer,
from Victoria University, Centre of Policy Studies/IMPACT Centre
(2002)
Keywords: complementarity, applied general equilibrium, quotas, tariff-rate quotas, inequality constraints, algorithm
NIAM: National Integrated Assessment Model - Proof-of-concept development and application,
Kevin Hanslow,
from Victoria University, Centre of Policy Studies/IMPACT Centre
(2010)
Keywords: CGE models, water, climate change
Sharing the burden for climate change mitigation in the Canadian federation,
Christoph Böhringer, Nicholas Rivers, Thomas Rutherford and Randall Wigle,
in Canadian Journal of Economics
(2015)
Un choque del activo externo neto y el ciclo económico Colombiano 1994-2001,
Carlos Posada and Wilman Gomez Muñoz,
from Banco de la Republica
(2004)
Keywords: Ciclo económico
Trade between Colombia and East Asia: An Analysis Using a CGE Model,
María del Pilar Esguerra U, Ana Iregui and María Teresa Ramírez G.,
in Revista ESPE - Ensayos Sobre Política Económica
(2004)
Keywords: MODELOS DE EQUILIBRIO GENERAL COMPUTABLES
Policy options to support the Agriculture Sector Growth and Transformation Strategy in Kenya: A CGE analysis,
Pierre Boulanger, Hasan Dudu, Emanuele Ferrari, Alfredo Mainar, Jean Balié and Lucia Battaglia,
from Joint Research Centre
(2018)
Keywords: CGE, Kenya, Agricultural policy
Policy Options to support the Rural Job Opportunity Creation Strategy in Ethiopia,
Pierre Boulanger, Emanuele Ferrari, Alfredo Mainar, Martina Sartori, Mohammed Beshir, Kidanemariam Hailu and Solomon Tsehay,
from Joint Research Centre
(2019)
Keywords: CGE, Ethiopia,jobs, Agricultural policy
Ethiopia Social Accounting Matrix 2015/16,
Andualem T Mengistu, Firew Bekele Woldeyes, Ermias Dessie, Zewdu Ayalew, Alekaw Yeshineh, Alfredo Mainar, Emanuele Ferrari, Arnaldo Caivano and Javier Castro Malet,
from Joint Research Centre
(2019)
Keywords: Nutrition, CGE, Kenya, Agricultural policy
Assessing market incentive policies in Kenya with a food security and nutrition perspective: a macro-microsimulation approach,
Maria Ramos, Estefania Custodio, Sofia Jimenez, Alfredo Mainar, Pierre Boulanger and Emanuele Ferrari,
from Joint Research Centre
(2020)
Keywords: Nutrition, CGE, Kenya, Agricultural policy
Business Cycles in Bulgaria and the Baltic Countries: An RBC Approach,
Aleksandar Vasilev,
from ZBW - Leibniz Information Centre for Economics
(2016)
Keywords: Business cycles, productivity
Technical Appendix to "Macroeconomic effects of public sector unions",
Aleksandar Vasilev,
from University Library of Munich, Germany
(2015)
Keywords: N/A
Solving Large Scale Rational Expectations Models,
Jess Gaspar and Kenneth Judd,
from National Bureau of Economic Research, Inc
(1997)
Risky Arbitrage and Collateral Policies,
Ally Zhang,
from Swiss Finance Institute
(2017)
Keywords: collateral, financial constraints, systemic risk, liquidity, financial stability, incomplete markets
COMÉRCIO INTERNACIONAL E INTERAÇÕES REGIONAIS: UMA ANÁLISE DE EQUILÍBRIO GERAL,
Fernando Perobelli and Eduardo Haddad,
from ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics]
(2005)
On the effects of unilateral environmental policy on offshoring in multi-stage production processes,
Oliver Schenker, Simon Koesler and Andreas Löschel,
in Canadian Journal of Economics
(2018)
An Introduction to GAMS Modeling for International Trade Theory and Policy,
John Gilbert and Edward Tower,
from Utah State University, Department of Economics
(2009)
Keywords: GAMS, Trade Theory, NLP
An Introduction to GAMS Modeling for International Trade Theory and Policy,
John Gilbert and Edward Tower,
from Utah State University, Department of Economics and Finance
(2009)
Keywords: GAMS, Trade Theory, NLP
Bolivia en el Contexto de la Crisis Económica Internacional,
Francisco Javier Aliaga Lordemann, Tirza Aguilar Salas and Sergio Téllez,
from Instituto de Investigaciones Socio-Económicas (IISEC), Universidad Católica Boliviana
(2009)
Keywords: Bolivia; Contexto interno y externo; Modelo de Equilibrio General; Instituto de Investigaciones Socio - Económicas; IISEC
A Historical CGE Simulation of the South African Economy from 2006–2013: Analysing Changes in the Use of Primary Factors by Industries,
Heinrich Bohlmann and Marthinus Breitenbach,
from Economic Research Southern Africa
(2014)
Keywords: capital, Computable General Equilibrium (CGE) Modelling, Labour Market, South Africa, unemployment
Impact Assessment of National and Regional Policies Using the Philippine Regional General Equilibrium Model,
Roehlano Briones,
from East Asian Bureau of Economic Research
(2009)
Keywords: computable general equilibrium, regional economics, agricultural development, marketing infrastructure, Trade Liberalization, welfare impact
SLCGE-Tourism: A computable general equilibrium model of the Sri Lankan economy for tourism policy analysis,
Sriyantha Fernando, Jayatilleke S Bandara, Christine Smith and Tien Pham,
from Griffith University, Department of Accounting, Finance and Economics
(2015)
Making promises in infinite-horizon economies with default and collateral,
Jaime Orrillo,
in Mathematics and Computers in Simulation (MATCOM)
(2009)
Keywords: Incomplete markets; Exogenous collateral; Continuum of states; Infinite horizon;
Endogenous Collateral,
Mário Páscoa, Aloisio Araujo and José Fajardo,
from Econometric Society
(2004)
Keywords: Endogenous collateral
Global Identification from the equilibrium Manifold under Incomplete markets,
Andres Carvajal and Alvaro Riascos,
from Econometric Society
(2004)
Keywords: Identification, Incomplete Markets
Internalisation of Transport Noise Externalities: Activity Disturbance Pricing and Implementation,
Ernestine M. A. Gross,
from Econometric Society
(2004)
Keywords: Internalisation of transport noise externalities, incomplete markets, incentive compatible mechanism
Discreteness of equilibria in incomplete markets with a continuum of states,
Paulo Monteiro and Mario Pascoa,
from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
(1997)
Wage risk and employment risk over the life-cycle,
Luigi Pistaferri, Hamish Low and Costas Meghir,
from Society for Economic Dynamics
(2004)
Keywords: wage risk, unemployment risk, precautionary savings
Incomplete markets with no Hart points,
, M. and , C.,
in Theoretical Economics
(2007)
Keywords: Incomplete Markets, GEI model, Hart points
Forms of Trust and Conditions for Their Stability,
Benedicte Reynaud,
in Cambridge Journal of Economics
(2017)
Keywords: Institutions, Rules, Trust
A macroeconomic model,
Anja De Waegenaere, Heracles Polemarchakis and Luigi Ventura,
from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
(1995)
Keywords: production, assets, observability, determinacy
welfare cost of business cycles when markets are incomplete,
Tom Krebs,
from Econometric Society
(2004)
Keywords: welfare cost of business cycles, incomplete markets
Bancruptcy in a model of unsecured claims,
Mario Pascoa and Aloisio Araujo,
in Economic Theory
(2002)
Keywords: Bankruptcy, Incomplete markets, Limited liability, Spread.
The set of sunspot equilibria in economies with incomplete financial markets: variable asset prices,
Tito Pietra,
in Economic Theory
(2001)
Keywords: Sunspot equilibria.
ELIMINATION OF ARBITRAGE STATES IN ASYMMETRIC INFORMATION MODELS,
Bernard Cornet and Lionel De Boisdeffre,
from University of Kansas, Department of Economics
(2005)
Keywords: Arbitrage, incomplete markets, asymmetric information, information revealed by prices.
Elimination of Arbitrage States in Asymmetric Information Models,
Bernard Cornet and Lionel Boisdeffre,
from University of Kansas, Department of Economics
(2009)
Keywords: Arbitrage, Incomplete markets, Asymmetric information, Information revealed by prices
The perfect foresights' assumption revisited: (I) the existence of equilibrium with multiple price expectations,
Lionel de Boisdeffre,
from Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne
(2007)
Keywords: General equilibrium; incomplete markets; asymmetric information; arbitrage; existence of equilibrium
The perfect foresight assumption revisited: the existence of sequential equilibrium with price uncertainty,
Lionel De Boisdeffre,
from Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne
(2008)
Keywords: General equilibrium; incomplete markets; asymmetric information; arbitrage; existence of equilibrium
The perfect foresights' assumption revisited: the existence of equilibrium with multiple price expectations,
Lionel De Boisdeffre,
from Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne
(2008)
Keywords: General equilibrium; incomplete markets; asymmetric information; arbitrage; existence of equilibrium
A price uncertainty principle and the existence of sequential equilibrium,
Lionel de Boisdeffre,
from Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne
(2009)
Keywords: Sequential equilibrium; temporary equilibrium; perfect foresight; expectations; incomplete markets; asymmetric information; arbitrage; existence proof
Elimination of arbitrage states in asymmetric information models,
Bernard Cornet and Lionel De Boisdeffre,
from Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne
(2009)
Keywords: Arbitrage; incomplete markets; asymmetric information; information revealed by prices
A price uncertainty principle and the existence of sequential equilibrium: (I) a numerical example,
Lionel de Boisedeffre,
from Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne
(2010)
Keywords: Sequential equilibrium; temporary equilibrium; anticipations; endogenous uncertainty; incomplete markets; asymmetric information; arbitrage; existence
Price uncertainty and the existence of financial equilibrium,
Lionel de Boisdeffre,
from Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne
(2011)
Keywords: Sequential equilibrium; temporary equilibrium; perfect foresight; expectations; incomplete markets; asymmetric information; arbitrage; existence proof
On the existence of financial equilibrium when beliefs are private,
Lionel de Boisdeffre,
from Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne
(2012)
Keywords: Sequential equilibrium; temporary equilibrium; perfect foresight; existence; rational expectations; financial markets; asymmetric information; arbitrage
Arbitrage and price revelation with private beliefs,
Lionel de Boisdeffre,
from Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne
(2012)
Keywords: Sequential equilibrium; temporary equilibrium; perfect foresight; expectations; incomplete markets; asymmetric information; arbitrage
Credit segmentation in general equilibrium,
Sebastián Cea and Juan Pablo Torres-Martinez,
from Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne
(2015)
Keywords: Incomplete Markets; General Equilibrium; Endogenous Trading Constraints
Credit segmentation in general equilibrium,
Sebastián Cea and Juan Pablo Torres-Martinez,
from Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne
(2014)
Keywords: Incomplete Markets; General Equilibrium; Endogenous Trading Constraints
Price revelation and existence of equilibrium in a private belief economy,
Lionel de Boisdeffre,
from Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne
(2014)
Keywords: Sequential equilibrium; temporary equilibrium; perfect foresight; existence; rational expectations; financial markets; asymmetric information; arbitrage
Dropping rational expectations,
Lionel De Boisdeffre,
from Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne
(2015)
Keywords: Anticipations; inferences; perfect foresight; existence problem; rational expectations; financial markets; asymmetric information; arbitrage
Price revelation and existence of financial equilibrium with incomplete markets and private beliefs,
Lionel De Boisdeffre,
from Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne
(2015)
Keywords: Sequential equilibrium; temporary equilibrium; perfect foresight; existence; rational expectations; financial markets; asymmetric information; arbitrage
General equilibrium with endogenous trading constraints,
Sebastián Cea and Juan Pablo Torres-Martinez,
from Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne
(2016)
Keywords: Incomplete Markets; General Equilibrium; Endogenous Trading Constraints
Characterizing revealing and arbitrage-free financial markets,
Lionel De Boisdeffre,
from Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne
(2016)
Keywords: anticipations; inferences; perfect foresight; rational expectations; financial markets; asymmetric information; arbitrage
Existence of financial equilibrium with differential information: the no-arbitrage characterization,
Lionel De Boisdeffre,
from Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne
(2016)
Keywords: general equilibrium; asymmetric information; arbitrage; existence
Financial equilibrium with differential information in a production economy: A basic model of 'generic' existence,
Lionel de Boisdeffre,
from Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne
(2017)
Keywords: sequential equilibrium; production economies; perfect foresight; existence; rational expectations; fiancial markets; asymmetric information; arbitrage
Financial equilibrium with differential information:An existence theorem,
Lionel de Boisdeffre,
from Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne
(2017)
Keywords: sequential equilibrium; temporary equilibrium; perfect foresight; existence; rational expectations; financial markets; asymmetric information; arbitrage
Sequential equilibrium without rational expectations of prices: A theorem of full existence,
Lionel de Boisdeffre,
from Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne
(2018)
Keywords: sequential equilibrium; temporary equilibrium; perfect foresight; existence; rational expectations; financial markets; asymmetric information; arbitrage
Sequential equilibrium without rational expectations of prices: A theorem of full existence,
Lionel de Boisdeffre,
from Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne
(2017)
Keywords: sequential equilibrium; temporary equilibrium; perfect foresight; existence; rational expectations; financial markets; asymmetric information; arbitrage
Circumventing the Hart Puzzle,
Lionel de Boisdeffre,
from Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne
(2018)
Keywords: sequential equilibrium; perfect foresight; existence of equilibrium; rational expectations; financial markets; asymmetric information; arbitrage
Dropping Rational Expectations,
Lionel de Boisdeffre,
from Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne
(2018)
Keywords: sequential equilibrium; temporary equilibrium; perfect foresight; existence; rational expectations, financial markets; asymmetric information; arbitrage
Extending the Cass Trick,
Lionel de Boisdeffre,
from Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne
(2018)
Keywords: sequential equilibrium; perfect foresight; existence of equilibrium; rational expectations; incomplete markets; asymmetric information; arbitrage
Refinements to the generic existence of equilibrium in incomplete markets,
Lionel de Boisdeffre,
from Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne
(2019)
Keywords: sequential equilibrium; temporary equilibrium; perfect foresight; existence; rational expectations; financial markets; asymmetric information; arbitrage
Dropping the Cass Trick and Extending Cass' Theorem to Asymmetric Information,
Lionel de Boisdeffre,
from Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne
(2019)
Keywords: sequential equilibrium; perfect foresight; existence of equilibrium; rational expectations; incomplete markets; asymmetric information; arbitrage
Dropping the Cass Trick and Extending Cass' Theorem to Asymmetric Information and Restricted Participation,
Lionel De Boisdeffre,
from Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne
(2021)
Keywords: sequential equilibrium; perfect foresight; existence of equilibrium; rational expectations; incomplete markets; asymmetric information; arbitrage
Dropping Rational Expectations,
Lionel De Boisdeffre,
from Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne
(2021)
Keywords: sequential equilibrium; temporary equilibrium; perfect foresight; existence; rational expectations; financial markets; asymmetric information; arbitrage
Equilibrium in incomplete markets with differential information: A basic model of generic existence,
Lionel De Boisdeffre,
from Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne
(2021)
Keywords: sequential equilibrium; temporary equilibrium; perfect foresight; existence; rational expectations; financial markets; asymmetric information; arbitrage
Equilibrium with asymmetric information and restricted participation: the no-arbitrage characterization,
Lionel De Boisdeffre,
from Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne
(2024)
Keywords: incomplete markets; restricted participation; arbitrage; existence of equilibrium; rational expectations; perfect foresight; asymmetric information
The perpetual American put option for jump-diffusions: Implications for equity premiums,
Knut Aase,
from Norwegian School of Economics, Department of Business and Management Science
(2004)
Keywords: Optimal exercise policy; American put option; perpetual option; optimal stopping; incomplete markets; equity premiums; CCAPM
Competitive Equilibrium with Incomplete Financial Markets,
David Cass,
from Penn Institute for Economic Research, Department of Economics, University of Pennsylvania
(2006)
Keywords: financial equilibrium, incomplete markets, Cass trick
Musings on the Cass Trick,
David Cass,
from Penn Institute for Economic Research, Department of Economics, University of Pennsylvania
(2006)
Keywords: financial equilibrium, incomplete markets, Cass trick
No-arbitrage equilibria with differential information: an enlarged existence theorem,
Lionel De Boisdeffre,
from Université Panthéon-Sorbonne (Paris 1)
(2004)
Keywords: General equilibrium; asymmetric information; arbitrage; inference; existence of equilibrium
No-arbitrage equilibria with differential information: a proof of existence,
Lionel de Boisdeffre,
from Université Panthéon-Sorbonne (Paris 1)
(2004)
Keywords: General equilibrium; asymmetric information; arbitrage; inference; existence of equilibrium
Competitive equilibrium with asymmetric information: the arbitrage characterization,
Lionel De Boisdeffre,
from Université Panthéon-Sorbonne (Paris 1)
(2005)
Keywords: General equilibrium; asymmetric information; arbitrage; inference; existence of a pseudo-equilibrium
Competitive equilibrium with asymmetric information: an existence theorem for numeraire assets,
Lionel De Boisdeffre,
from Université Panthéon-Sorbonne (Paris 1)
(2005)
Keywords: General equilibrium; asymmetric information; arbitrage; inference; existence of equilibrium
General equilibrium with asymmetric information and default penalties,
Nuno Gouveia,
from Université Panthéon-Sorbonne (Paris 1)
(2005)
Keywords: Asymmetric information; adverse selection; default penalties; bilateral negotiation; equilibrium
Inside versus outside money: indeterminacy in GEI models,
Leo Ferraris,
from Department of Economics and Law, Sapienza University of Roma
(2002)
Keywords: GEI, indeterminacy, money.