Bubbles and trading in incomplete markets

DOI10.1016/J.JMATECO.2014.05.004zbMath1305.91186OpenAlexW3122751906MaRDI QIDQ406277

Florin Bidian, Camelia Bejan

Publication date: 8 September 2014

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

Full work available at URL: https://doi.org/10.1016/j.jmateco.2014.05.004

zbMATH Keywords

incomplete marketsrational bubbleslimited enforcement

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Microeconomic theory (price theory and economic markets) (91B24) Actuarial science and mathematical finance (91G99)

Related Items (6)

Robust bubbles with mild penalties for default ⋮ Introduction to economic theory of bubbles ⋮ Bubbles and trading in incomplete markets ⋮ Rational asset pricing bubbles and debt constraints ⋮ Portfolio constraints, differences in beliefs and bubbles ⋮ Martingale properties of self-enforcing debt

Cites Work

• Unnamed Item
• Bubbles and trading in incomplete markets
• Rational asset pricing bubbles and debt constraints
• Martingale properties of self-enforcing debt
• Injecting rational bubbles
• Bubbles and constraints on debt accumulation
• Asset price bubbles in Arrow-Debreu and sequential equilibrium
• Competitive equilibria for infinite-horizon economies with incomplete markets
• Debt Constrained Asset Markets
• Rational Asset Pricing Bubbles
• Bubbly Liquidity
• Efficiency, Equilibrium, and Asset Pricing with Risk of Default
• Bubbles and Self-Enforcing Debt

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