Indeterminacy of rational expectations equilibria in sequential financial markets.

DOI10.1016/S0304-4068(03)00023-5zbMath1060.91050MaRDI QIDQ1410586

Paola Donati, Takeshi Momi

Publication date: 14 October 2003

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

zbMATH Keywords

incomplete marketsinformation revelation

Mathematics Subject Classification ID

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

Cites Work

• Structure of financial markets and real indeterminacy of equilibria
• Real indeterminacy with financial assets
• Fully revealing equilibria in sequential economies with asset markets
• Asset markets and the information revealed by prices
• A remark on rational expectation equilibria with incomplete markets and real assets
• Existence and regularity of partially revealing rational expectations equilibrium in finite economies
• Partially revealing rational expectations equilibria with nominal assets
• Rational Expectations Equilibrium: Generic Existence and the Information Revealed by Prices
• The Structure of Financial Equilibrium with Exogenous Yields: The Case of Incomplete Markets

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