Testable implications of consumption-based asset pricing models with incomplete markets.

DOI10.1016/S0304-4068(03)00095-8zbMath1059.91058MaRDI QIDQ1428169

Tom Krebs

Publication date: 14 March 2004

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

zbMATH Keywords

personal disastersTestable restrictions

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26) Consumer behavior, demand theory (91B42)

Related Items (4)

Consumption dynamics in general equilibrium: a characterisation when markets are incomplete ⋮ Observable restrictions of general equilibrium models with financial markets. ⋮ Equilibrium behavior in markets and games: Testable restrictions and identification. ⋮ Asset returns in an endogenous growth model with incomplete markets

Cites Work

• Observable restrictions of general equilibrium models with financial markets.
• Testable implications of general equilibrium theory: A differentiable approach.
• Asset Prices in an Exchange Economy
• Rational Asset Pricing Bubbles
• Does Market Incompleteness Matter?
• Existence of Equilibrium of Plans, Prices, and Price Expectations in a Sequence of Markets
• Testable Restrictions on the Equilibrium Manifold
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