Incomplete markets

Results: 121



#Item
11Market / Economy / Economic equilibrium / Financial intermediary / Economic model / Competitive equilibrium / Incomplete markets / Economics / Business

Competitive Equilibria with Production and Limited Commitment∗ Árpád Ábrahám† and Eva Cárceles-Poveda‡ March 9, 2009 Abstract. This paper studies a production economy with aggregate

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Source URL: apps.eui.eu

Language: English - Date: 2011-02-21 09:34:01
12Economy / Mathematical finance / Finance / Money / Economic equilibrium / Portfolio optimization / General equilibrium theory / Mathematical optimization / Risk premium / Financial risk / Incomplete markets / Stochastic volatility

Dynamic equilibrium with heterogeneous agents and risk constraints Rodolfo Prieto∗ November 2009 Abstract We examine the impact of risk-based portfolio constraints on asset prices in a standard exchange economy model w

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Source URL: www.hec.unil.ch

Language: English - Date: 2009-12-08 11:44:02
13Economy / Economics / Macroeconomics / Inflation / Monetary economics / Labour economics / Keynesian economics / Employment compensation / Unemployment / Real versus nominal value / Deflation / Nominal rigidity

Unemployment (Fears) and Deflationary Spirals Wouter J. Den Haan, Pontus Rendahl, and Markus Riegler† January 19, 2016 Abstract The interaction of incomplete markets and sticky nominal wages is shown to magnify busines

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Source URL: www.macfinrobods.eu

Language: English - Date: 2016-06-07 05:20:17
14Logic / Mathematics / Mathematical analysis / Control theory / Mathematical modeling / State-space representation / Laplace transform / Substitution

Theoretical Economics), 439–Endogenous incomplete markets, enforcement constraints, and intermediation

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Source URL: apps.eui.eu

Language: English - Date: 2011-02-21 09:00:41
15Finance / Money / Economy / Financial markets / Mathematical finance / Stock market / Algorithmic trading / Technical analysis / High-frequency trading / Volatility / Yield curve / Market liquidity

High-Frequency Cross-Market Trading: Model Free Measurement and Applications This version: March 1, 2016 Preliminary and Incomplete Dobrislav Dobreva , Ernst Schaumburgb,∗

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Source URL: www.cb.cityu.edu.hk

Language: English - Date: 2016-07-08 00:10:17
16Public finance / Wealth tax / Tax / Distribution / Economics / Tax incidence / Economic inequality in the United States / Public economics

Tax Reform with Endogenous Borrowing Limits and Incomplete Asset Markets (Preliminary and Incomplete) Eva Cárceles-Poveday SUNY at Stony Brook Árpád Ábrahám

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Source URL: apps.eui.eu

Language: English - Date: 2011-02-21 09:31:46
17Fellows of the Econometric Society / Guggenheim Fellows / Keynesian economics / Fiscal policy / Optimal tax / Taxation / Incomplete markets / Natural borrowing limit / Multiplier / Robert Barro / Government debt / Economic model

Optimal Taxation without State-Contingent Debt Rao Aiyagari University of Rochester Albert Marcet Universitat Pompeu Fabra, CREI, CEPR

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Source URL: www.tomsargent.com

Language: English - Date: 2015-04-08 13:04:05
18Financial markets / Financial fragility / Financial intermediary / Market liquidity / Systematic risk / Financial crisis / Finance / Bank / Financial capital

Are Bank Capital Ratios Too High or Too Low? Risk Aversion, Incomplete Markets, and Optimal Capital Structure∗ ¨ ur Douglas Gale and Onur Ozg¨ New York University

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Source URL: www.econ.nyu.edu

Language: English - Date: 2004-09-13 10:48:38
19Personal finance / Precautionary savings / Fiscal policy / Public finance / Systematic risk / RamseyCassKoopmans model / JEL classification codes / Government debt / Economics / Incomplete markets

Microsoft Word - 2013_modele_wp_tse.doc.docx

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Source URL: www.tse-fr.eu

Language: English - Date: 2016-05-31 11:20:52
20Mathematical finance / Incomplete markets / Economic model / Economics

Microsoft Word - Course Description

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Source URL: www.istfin.eco.usi.ch

Language: English - Date: 2015-01-23 04:08:51
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