Rational asset pricing bubbles and debt constraints
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Publication:406279
DOI10.1016/j.jmateco.2014.05.001zbMath1305.91188OpenAlexW2050022410MaRDI QIDQ406279
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.2014.05.001
Related Items (10)
Real indeterminacy and dynamics of asset price bubbles in general equilibrium ⋮ Robust bubbles with mild penalties for default ⋮ A simple optimality-based no-bubble theorem for deterministic sequential economies with strictly monotone preferences ⋮ Introduction to economic theory of bubbles ⋮ Bubbles and trading in incomplete markets ⋮ Bubble economics ⋮ Portfolio constraints, differences in beliefs and bubbles ⋮ An approach to the absence of price bubbles through state-price deflators ⋮ Exploring the WTI crude oil price bubble process using the Markov regime switching model ⋮ Arbitrage Theory with State-Price Deflators
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