Interest rates parity and no arbitrage as equivalent equilibrium conditions in the international financial assets and goods markets

DOI10.1016/J.MATHSOCSCI.2016.04.002zbMath1397.91350OpenAlexW3123029905MaRDI QIDQ309841

Cuong Le Van, Patrice Fontaine, Stefano Bosi

Publication date: 7 September 2016

Published in: Mathematical Social Sciences (Search for Journal in Brave)

Full work available at URL: https://halshs.archives-ouvertes.fr/halshs-01391013/file/16063.pdf

zbMATH Keywords

equivalent equilibriumgoods marketsinterest rates parity

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) General equilibrium theory (91B50)

Related Items (1)

How to determine exchange rates under risk neutrality: a note

Cites Work

• On the different notions of arbitrage and existence of equilibrium
• A necessary and sufficient condition for the compactness of individually rational and feasible outcomes and the existence of an equilibrium
• Financial markets in continuous time. Translated from the French by Anna Kennedy
• The geometry of arbitrage and the existence of competitive equilibrium.
• Arbitrage and the Existence of Competitive Equilibrium

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