Optimality, the interaction of spot and futures markets, and the nonneutrality of money in the Lucas model
type: Item
instance of: scholarly article
title: Optimality, the interaction of spot and futures markets, and the nonneutrality of money in the Lucas model
zbMATH Open document ID: 0384.90019
DOI: 10.1016/0022-0531(77)90106-5
author: Thomas J. Muench
published in: Journal of Economic Theory
publication date: 1977-01-01T00:00:00Z
Mathematics Subject Classification ID: 91B62
zbMATH DE Number: 3598162
MaRDI profile type: Publication
full work available at URL: 0022-0531(77)90106-5
OpenAlex ID: W2003310136
cites work: On the Efficiency of a Monetary Equilibrium
cites work: Temporary General Equilibrium in a Sequential Trading Model with Spot and Futures Transactions
cites work: Competitive Equilibrium Under Uncertainty
description: scientific article; zbMATH DE number 3598162