Temporary General Equilibrium in a Sequential Trading Model with Spot and Futures Transactions
From MaRDI portal
Publication:4773475
DOI10.2307/1914039zbMath0286.90015OpenAlexW2158550991MaRDI QIDQ4773475
Publication date: 1973
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/9d451ae08af4e29689f7c35864a99e3d19d26827
Related Items (40)
Optimal contract mechanisms for principal-agent problems with moral hazard and adverse selection ⋮ On equilibrium in Hart's securities exchange model ⋮ Temporary equilibrium with storable commodities ⋮ Limited arbitrage is necessary and sufficient for the existence of a competitive equilibrium with or without short sales ⋮ Arbitrage and equilibrium in unbounded exchange economies with satiation ⋮ On multiple equilibria and the rational expectations hypothesis ⋮ Self-fulfilling expectations in stochastic processes of temporary equilibria ⋮ Existence of equilibrium on asset markets with a countably infinite number of states ⋮ Liquidity, speculation, and the demand for money ⋮ Overlapping risk adjusted sets of priors and the existence of efficient allocations and equilibria with short-selling ⋮ Efficiency of temporary equilibria ⋮ Efficient allocations and equilibria with short-selling and incomplete preferences ⋮ Decentralizability of efficient allocations with heterogeneous forecasts ⋮ Stochastic decentralization of competitive allocations ⋮ Comonotonicity, efficient risk-sharing and equilibria in markets with short-selling for concave law-invariant utilities ⋮ An introduction to general equilibrium with incomplete asset markets ⋮ Tax Arbitrage, Existence of Equilibrium, and Bounded Tax Rebates1 ⋮ Credit risk in general equilibrium ⋮ Risky arbitrage, asset prices, and externalities ⋮ Arbitrage and equilibrium in economies with short-selling and ambiguity ⋮ OVERLAPPING SETS OF PRIORS AND THE EXISTENCE OF EFFICIENT ALLOCATIONS AND EQUILIBRIA FOR RISK MEASURES ⋮ On normal hazard in general equilibrium theory ⋮ Sequences of temporary equilibria, stationary point expectations, and Pareto efficiency ⋮ Temporary competitive equilibrium and the existence of self-fulfilling expectations ⋮ Optimism and experts against adverse selection in a competitive economy ⋮ Court against moral hazard ⋮ Optimality, the interaction of spot and futures markets, and the nonneutrality of money in the Lucas model ⋮ Asset market equilibrium in infinite dimensional complete markets ⋮ Arbitrage and asset prices ⋮ Incentive compatible strategies for general Stackelberg games with incomplete information ⋮ Construction of a state space for interrelated securities with an application to temporary equilibrium theory ⋮ On the revelation of private information in stock market economies ⋮ ARBITRAGE AND INFORMATION IN A SEQUENTIAL ECONOMY WITH MANY CREDIT AGENCIES ⋮ Arbitrage, duality and asset equilibria ⋮ Overlapping expectations and Hart's conditions for equilibrium in a securities model ⋮ Inconsequential arbitrage ⋮ On the different notions of arbitrage and existence of equilibrium ⋮ Relaxing the sure-solvency conditions in temporary equilibrium models ⋮ Asset market equilibrium in \(L^p\) spaces with separable utilities ⋮ The geometry of arbitrage and the existence of competitive equilibrium.
This page was built for publication: Temporary General Equilibrium in a Sequential Trading Model with Spot and Futures Transactions
