On equilibrium existence with endogenous restricted financial participation

DOI10.1016/J.JMATECO.2010.10.006zbMath1211.91163OpenAlexW2032377924MaRDI QIDQ533907

Abdelkrim Seghir, Juan Pablo Torres-Martínez

Publication date: 10 May 2011

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

Full work available at URL: http://www.econ.uchile.cl/uploads/publicacion/fb372feae87615c4488351e4539ef594602e406c.pdf

zbMATH Keywords

equilibriumincomplete marketsendogenous restricted financial participation

Mathematics Subject Classification ID

Special types of economic equilibria (91B52) Microeconomic theory (price theory and economic markets) (91B24) Actuarial science and mathematical finance (91G99)

Related Items (11)

Credit market segmentation, essentiality of commodities, and supermodularity ⋮ Incomplete financial markets with real assets and wealth-dependent credit limits ⋮ Restricted participation on financial markets: a general equilibrium approach using variational inequality methods ⋮ Credit segmentation in general equilibrium ⋮ Reduced equivalent form of a financial structure ⋮ Equilibrium in collateralized asset markets: credit contractions and negative equity loans ⋮ Financial segmentation and collateralized debt in infinite-horizon economies ⋮ Endogenous differential information ⋮ General economic equilibrium with financial markets and retainability ⋮ Cross-listed securities and multiple exchange memberships: demand differentiability and equilibrium existence ⋮ Existence of financial equilibria with endogenous short selling restrictions and real assets

Cites Work

• Existence of financial equilibria with restricted participation
• Endogenous restricted participation in general financial equilibrium
• Equilibrium in incomplete markets. I: A basic model of generic existence
• On the optimality of equilibrium when the market structure is incomplete
• Existence of Equilibrium of Plans, Prices, and Price Expectations in a Sequence of Markets
• Arbitrage and equilibrium with portfolio constraints

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