Relaxing the sure-solvency conditions in temporary equilibrium models

DOI10.1016/0022-0531(85)90027-4zbMath0578.90011OpenAlexW1983376231MaRDI QIDQ1066788

Dale O. II Stahl

Publication date: 1985

Published in: Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0022-0531(85)90027-4

zbMATH Keywords

bankruptcyfutures contractsexistence of temporary equilibriumsure-solvency constrainttwo-stage securities market

Mathematics Subject Classification ID

Economic growth models (91B62) General equilibrium theory (91B50)

Related Items

Temporary equilibrium with storable commodities ⋮ ARBITRAGE AND INFORMATION IN A SEQUENTIAL ECONOMY WITH MANY CREDIT AGENCIES

Cites Work

• Overlapping expectations and Hart's conditions for equilibrium in a securities model
• Consequentialist demographic norms and parenting rights
• Bankruptcies in Temporary Equilibrium Forward Markets With and Without Institutional Restrictions
• Short-Selling, Default Risk and the Existence of Equilibrium in a Securities Model
• Temporary General Equilibrium in a Sequential Trading Model with Spot and Futures Transactions
• Quasi-Equilibria in Markets with Non-Convex Preferences
• Economic Efficiency in an Infinite Horizon Model