Endogenous market incompleteness with investment risks

DOI10.1016/J.JEDC.2005.02.008zbMath1162.91426OpenAlexW3123535682MaRDI QIDQ959665

Vincenzo Quadrini, Césaire A. Meh

Publication date: 12 December 2008

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2005.02.008

zbMATH Keywords

capital accumulationoptimal contractsinvestment risk

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Microeconomic theory (price theory and economic markets) (91B24)

Related Items (5)

Markov-perfect risk sharing, moral hazard and limited commitment ⋮ Uninsurable investment risks and capital income taxation ⋮ Returns-to-scale and the equity premium puzzle ⋮ Uninsured idiosyncratic production risk with borrowing constraints ⋮ Financial integration, entrepreneurial risk and global dynamics

Cites Work

• Unnamed Item
• The risk-free rate in heterogeneous-agent incomplete-insurance economies
• Short-term contracts and long-term agency relationships
• Communication, commitment, and growth
• Optimal Indirect and Capital Taxation

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