Fully revealing equilibria in sequential economies with asset markets

DOI10.1016/S0304-4068(97)00808-2zbMath0944.91023OpenAlexW2086293787MaRDI QIDQ1300404

Paolo Siconolfi, Tito Pietra

Publication date: 1 September 1999

Published in: Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0304-4068(97)00808-2

zbMATH Keywords

endowmentsincomplete financial marketsexpectations equilibria

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26)

Related Items (4)

Partially revealing rational expectations equilibrium with real assets and binding constraints ⋮ Extrinsic uncertainty and the informational role of prices ⋮ Indeterminacy of rational expectations equilibria in sequential financial markets. ⋮ A remark on rational expectation equilibria with incomplete markets and real assets

Cites Work

• Equilibrium in incomplete markets. I: A basic model of generic existence
• Rational expectations in microeconomic models: An overview
• The generic existence of rational expectations equilibrium in the higher dimensional case
• Asset markets and the information revealed by prices
• Partially revealing rational expectations equilibria with nominal assets
• Rational Expectations Equilibrium: Generic Existence and the Information Revealed by Prices
• On the Disaggregation of Excess Demand Functions
• Generic Existence of Completely Revealing Equilibria for Economies with Uncertainty when Prices Convey Information

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