Incomplete financial markets and differential information
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Publication:964462
DOI10.1007/s00199-008-0429-6zbMath1229.91126OpenAlexW2007378132MaRDI QIDQ964462
Marta Faias, Emma Moreno-García
Publication date: 15 April 2010
Published in: Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00199-008-0429-6
Microeconomic theory (price theory and economic markets) (91B24) Economics of information (91B44) Actuarial science and mathematical finance (91G99)
Related Items (2)
Equilibrium price formation in markets with differentially informed agents ⋮ Endogenous differential information
Cites Work
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- Real indeterminacy with financial assets
- Real effects of money in general equilibrium
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- Rational Expectations Equilibrium: Generic Existence and the Information Revealed by Prices
- Competitive Equilibrium Under Uncertainty
- The Structure of Financial Equilibrium with Exogenous Yields: The Case of Incomplete Markets
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