Bubbles and Charges

DOI10.2307/2526897zbMath0825.90153OpenAlexW2034325507MaRDI QIDQ4008540

Stephen F. LeRoy, Christian Gilles

Publication date: 27 September 1992

Published in: International Economic Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2526897

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Economic growth models (91B62) General equilibrium theory (91B50)

Related Items (18)

Intertemporal equilibrium with financial asset and physical capital ⋮ Coherent risk measures in general economic models and price bubbles ⋮ A topological approach to delay aversion ⋮ Rational asset pricing bubbles and debt constraints ⋮ Hyperopic topologies on \(l^{\infty}\) ⋮ Charges as equilibrium prices and asset bubbles ⋮ ASSET PRICE BUBBLES IN INCOMPLETE MARKETS ⋮ Bubbles and constraints on debt accumulation ⋮ Asset pricing in an imperfect world ⋮ Market viability via absence of arbitrage of the first kind ⋮ General equilibrium, preferences and financial institutions after the crisis ⋮ General equilibrium, wariness and efficient bubbles ⋮ On fragility of bubbles in equilibrium asset pricing models of Lucas-type ⋮ Incomplete markets over an infinite horizon: Long-lived securities and speculative bubbles ⋮ Arbitrage, martingales and bubbles ⋮ Rational equilibrium asset-pricing bubbles in continuous trading models ⋮ Quasi equilibria for growth economies ⋮ A Mathematical Theory of Financial Bubbles

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