Structure of financial markets and real indeterminacy of equilibria

DOI10.1016/0304-4068(90)90043-9zbMath0694.90028OpenAlexW1996003079MaRDI QIDQ909564

Jan Werner

Publication date: 1990

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

Full work available at URL: https://doi.org/10.1016/0304-4068(90)90043-9

zbMATH Keywords

incomplete futures marketsspot commodity marketsfinancial assetsdegree of indeterminacyindeterminacy of equilibrium allocationsmultiperiod economytwo-period economy

Mathematics Subject Classification ID

Economic growth models (91B62) General equilibrium theory (91B50)

Related Items (9)

The degree of indeterminacy of equilibria with incomplete markets ⋮ Existence of stochastic equilibrium with incomplete financial markets ⋮ Indeterminacy of rational expectations equilibria in sequential financial markets. ⋮ An introduction to general equilibrium with incomplete asset markets ⋮ Indeterminacy in general equilibrium economies with incomplete financial markets. Mixed asset returns ⋮ Discrete-time stochastic equilibrium with infinite horizon incomplete asset markets ⋮ Extension of Stiemke's lemma and equilibrium in economies with infinite-dimensional commodity space and incomplete financial markets ⋮ Indeterminacy of Cournot-Walras equilibrium with incomplete markets ⋮ Equilibria with options: Existence and indeterminacy

Cites Work

• Unnamed Item
• Competitive equilibrium with incomplete financial markets
• Equilibrium in economies with incomplete financial markets
• Stochastic equilibria with incomplete financial markets
• Real indeterminacy with financial assets
• Topological methods in Walrasian economics

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