Add to ORKGWe consider a model with real assets and restricted participation described by household specific price dependent short selling constraints. We show existence of equilibria for all elements in an explicitly characterized large subset of the set of economies.General equilibrium; Restricted participation; Financial markets; Real assets.
The dissertation analyses general equilibrium models with imperfect financial markets. The main obje...
AbstractIn this paper we extend the results of Cheng [J. Math. Econom.20(1991), 137–152] and Brown a...
We study the existence of equilibrium in two-period production economies, where asymmetrically infor...
We consider an incomplete market model with numeraire assets. Each household faces an individual con...
The paper analyses a general equilibrium model with financiaI markets in which households may face r...
We consider a two-date model of a financial exchange economy with finitely many agents having nonord...
The paper analyses a general equilibrium model with financiaI markets in which households may face r...
We consider a two-date model of a financial exchange economy with finitely many agents having nonord...
Artículo de publicación ISIWithout requiring either financial survival assumptions or linear spannin...
In a competitive model where agents are subject to endogenous trading constraints, we make the acces...
In a competitive model where agents are subject to endogenous trading constraints, we make the acces...
URL des Documents de travail : http://ces.univ-paris1.fr/cesdp/cesdp20016.htmlInternational audience...
This paper presents a GEI model with restricted participation where the access to the assets markets...
The generic existence of competitive equilibria when the asset market is incomplete extends to gener...
The dissertation analyses general equilibrium models with imperfect financial markets. The main obje...
AbstractIn this paper we extend the results of Cheng [J. Math. Econom.20(1991), 137–152] and Brown a...
We study the existence of equilibrium in two-period production economies, where asymmetrically infor...
We consider an incomplete market model with numeraire assets. Each household faces an individual con...
The paper analyses a general equilibrium model with financiaI markets in which households may face r...
We consider a two-date model of a financial exchange economy with finitely many agents having nonord...
The paper analyses a general equilibrium model with financiaI markets in which households may face r...
We consider a two-date model of a financial exchange economy with finitely many agents having nonord...
Artículo de publicación ISIWithout requiring either financial survival assumptions or linear spannin...
In a competitive model where agents are subject to endogenous trading constraints, we make the acces...
In a competitive model where agents are subject to endogenous trading constraints, we make the acces...
URL des Documents de travail : http://ces.univ-paris1.fr/cesdp/cesdp20016.htmlInternational audience...
This paper presents a GEI model with restricted participation where the access to the assets markets...
The generic existence of competitive equilibria when the asset market is incomplete extends to gener...
The dissertation analyses general equilibrium models with imperfect financial markets. The main obje...
AbstractIn this paper we extend the results of Cheng [J. Math. Econom.20(1991), 137–152] and Brown a...
We study the existence of equilibrium in two-period production economies, where asymmetrically infor...