A remark on rational expectation equilibria with incomplete markets and real assets

DOI10.1016/S0304-4068(99)00025-7zbMath0958.91040OpenAlexW2037731632MaRDI QIDQ1567190

Hubert Stahn

Publication date: 16 April 2001

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

Full work available at URL: https://doi.org/10.1016/s0304-4068(99)00025-7

zbMATH Keywords

incomplete marketasymmetric informationrational expectationsreal assets

Mathematics Subject Classification ID

Special types of economic equilibria (91B52)

Related Items

Indeterminacy of rational expectations equilibria in sequential financial markets.

Cites Work

• Equilibrium in incomplete markets. I: A basic model of generic existence
• On the existence of rational expectations equilibrium
• Fully revealing equilibria in sequential economies with asset markets
• Asset markets and the information revealed by prices
• On the Efficient Markets Hypothesis
• Rational Expectations Equilibrium: Generic Existence and the Information Revealed by Prices
• Generic Existence of Completely Revealing Equilibria for Economies with Uncertainty when Prices Convey Information