Solving the Incomplete Markets Model with Aggregate Uncertainty Using a Perturbation Method. Sunghyun Henry Kim, Su¤olk Universityy Robert Kollmann, ECARES, Université Libre de Bruxelles, Université Paris XII, and CEP

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Solving the Incomplete Markets Model With Aggregate Uncertainty by Backward Induction∗ Michael Reiter Institute for Advanced Studies, Vienna this version: September 17, 2008

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Speculation And Wealth When Investors Have Diverse Beliefs And Financial Markets Are Incomplete Timothy Cogley∗, Thomas J. Sargent†, Viktor Tsyrennikov‡ July 28, 2012

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• Precautionary savings
• General equilibrium theory
• JEL classification codes
• Arrow security
• Bond
• Economic model
• Insurance
• Knowledge
• Microeconomics
• Economics
• Mathematical finance
• Incomplete markets

ts, Information and Uncertainty as Chichilnisky -idge University Press, 1999 CHAPTER 7

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• Academia
• Financial economics
• Incomplete markets
• General equilibrium theory
• Gérard Debreu
• Complete market
• David Cass
• Arrow–Debreu model
• Risk
• Economics
• Mathematical finance
• Fellows of the Econometric Society

Externalities in Economies with Imperfect Information and Incomplete Markets Author(s): Bruce C. Greenwald and Joseph E. Stiglitz Source: The Quarterly Journal of Economics, Vol. 101, No. 2 (May, 1986), ppPubli

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• Economic efficiency
• Market failure
• Taxation
• Pecuniary externality
• Pareto efficiency
• Externality
• General equilibrium theory
• Optimal tax
• Tax
• Economics
• Welfare economics
• Game theory

Market Prices of Risk with Diverse Beliefs, Learning, and Catastrophes By Timothy Cogley, Thomas J. Sargent and Viktor Tsyrennikov We compare market prices of risk in economies with identical patterns of endowments, prio

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• Ethics
• General equilibrium theory
• Incomplete markets
• Bond
• Futures contract
• Volatility
• Interest rate
• Risk
• Mathematical finance
• Economics
• Management

manuscript/res-bond-sol.eps

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• Markov models
• Game theory
• General equilibrium theory
• Incomplete markets
• JEL classification codes
• Markov chain
• Economic model
• Recession
• Economic equilibrium
• Economics
• Mathematical finance
• Statistics

Asymmetric Information and Imperfect Competition in Lending Markets∗ Gregory S. Crawford†, Nicola Pavanini‡, Fabiano Schivardi§ JunePRELIMINARY AND INCOMPLETE, PLEASE DON’T CITE WITHOUT PERMISSION

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Technical appendix for ``Incomplete markets, liquidation risk, and the term structure of interest rates''

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Pollution markets with imperfectly observed emissions Juan-Pablo Montero* I study the advantages of pollution permit markets over uniform emission (or technology) standards when the regulator has incomplete information o

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