Ambiguity aversion and the absence of indexed debt

DOI10.1007/S00199-004-0505-5zbMath1084.91035OpenAlexW3021774283MaRDI QIDQ1762760

Sujoy Mukerji, Jean-Marc Tallon

Publication date: 11 February 2005

Published in: Economic Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00199-004-0505-5

zbMATH Keywords

AmbiguityAmbiguity aversionDebt indexation

Mathematics Subject Classification ID

General equilibrium theory (91B50) Statistical methods; economic indices and measures (91B82)

Related Items (8)

On stochastic independence under ambiguity ⋮ Participation in risk sharing under ambiguity ⋮ Optimality in an OLG model with nonsmooth preferences ⋮ Informational efficiency with ambiguous information ⋮ Liquidity and asset prices in rational expectations equilibrium with ambiguous information ⋮ Final-offer arbitration with uncertainty averse parties ⋮ SHACKLE AND MODERN DECISION THEORY ⋮ Monetary equilibria and Knightian uncertainty

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