Futures market equilibrium with heterogeneity and a spot market at harvest

DOI10.1016/S0165-1889(99)00041-XzbMath0968.91012MaRDI QIDQ1589561

H. Fouda, M. Chau To, Lawrence Kryzanowski

Publication date: 12 December 2000

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

zbMATH Keywords

equilibriumfutures pricesingle good economy

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) General equilibrium theory (91B50)

Cites Work

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• Asset Prices in an Exchange Economy with Habit Formation
• Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation

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