Incomplete markets

Results: 121



#Item
51Laurence Kotlikoff / Income tax in the United States / Mathematical optimization / Business / Economics / Money / Optimal tax / Taxation / Tax

Transitional Dynamics and Long-Run Optimal Taxation under Incomplete Markets∗ Ömer Tu˘ grul Açıkgöz† Yeshiva University December 2014

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Source URL: www.sv.uio.no

Language: English
52Finance / Market liquidity / Financial adviser / Incomplete markets / Liquidity risk / Liquidity crisis / Financial markets / Financial economics / Economics

LIQUIDITY AND INEFFICIENT INVESTMENT Oliver Hart and

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Source URL: faculty.chicagobooth.edu

Language: English - Date: 2014-09-22 12:01:18
53Finance / Financial markets / Fixed income market / Structured finance / Yield curve / Bond / Mortgage-backed security / United States Treasury security / Money market / Financial economics / Fixed income analysis / Economics

Term Structure Modelling with Supply Factors and the Federal Reserve’s Large Scale Asset Purchase Programs∗ Canlin Li† and Min Wei‡ Preliminary and Incomplete First version: January 20, 2012 This version: May 7,

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Source URL: www.hkimr.org.

Language: English - Date: 2012-10-03 00:36:45
54Financial markets / Mathematical finance / Actuarial science / Financial risk / Incomplete markets / Derivative / Futures contract / Risk-neutral measure / Risk premium / Financial economics / Finance / Investment

Valuation in Over-the-Counter Markets Darrell Duffie Graduate School of Business, Stanford University Nicolae Gˆarleanu University of California, Berkeley Lasse Heje Pedersen

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Source URL: docs.lhpedersen.com

Language: English - Date: 2008-09-13 19:12:24
55Mathematical finance / Bargaining / Bargaining theory / Commerce / Incomplete markets / Bond / Stock market / Futures contract / Fundamental analysis / Financial economics / Economics / Finance

Econometrica, Vol. 73, No. 6 (November, 2005), 1815–1847 OVER-THE-COUNTER MARKETS BY DARRELL DUFFIE, NICOLAE GÂRLEANU, AND LASSE HEJE PEDERSEN1 We study how intermediation and asset prices in over-the-counter markets

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Source URL: docs.lhpedersen.com

Language: English - Date: 2005-10-19 15:33:28
56Representative agent / Macroeconomic model / Unemployment / Incomplete markets / Economics / Macroeconomics / Economic model

Idiosyncratic Risk, Insurance, and Aggregate Consumption Dynamics: A Likelihood Perspective; by Alisdair McKay, Boston University; Presented at a Workshop: Advances in Numerical Methods for Economics, June 28, 2013

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Source URL: www.imf.org

Language: English - Date: 2013-07-19 09:53:27
57Personal finance / Precautionary savings / Multiplier / Dynamic stochastic general equilibrium / Business cycle / Economic model / Incomplete markets / Kiyotaki–Moore model / Macroeconomics / Economics / New Keynesian economics

CREDIT FRICTIONS IN A PRODUCTION ECONOMY WITH HETEROGENEOUS AGENTS ZHENG LIU, PENGFEI WANG, AND TAO ZHA Abstract. We study the role of credit frictions in a dynamic stochastic general equilibrium model that features hete

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Source URL: www.atl-res.com

Language: English - Date: 2009-12-11 08:46:38
58Finance / Financial markets / Fixed income market / Structured finance / Yield curve / Bond / Mortgage-backed security / United States Treasury security / Money market / Financial economics / Fixed income analysis / Economics

Term Structure Modelling with Supply Factors and the Federal Reserve’s Large Scale Asset Purchase Programs∗ Canlin Li† and Min Wei‡ Preliminary and Incomplete First version: January 20, 2012 This version: May 7,

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Source URL: www.hkimr.org

Language: English - Date: 2012-10-03 00:36:45
59Financial markets / Economic systems / Financial risk / Economic bubbles / Markus Brunnermeier / Financial crisis / Systemic risk / Incomplete markets / Systematic risk / Economics / Financial economics / Financial crises

A macroeconomic model with a financial sector Working Paper Research

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Source URL: www.nbb.be

Language: English - Date: 2012-10-09 06:14:38
60Economic theories / Imperfect competition / Sunk costs / Trade facilitation and development / Monopolistic competition / Business / Economics / Microeconomics / Costs

Survival in Export Markets∗ Facundo Albornoz†, P. Sebastian Fanelli‡, and Juan Carlos Hallak§ May 2013 Very preliminary and incomplete Abstract

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Source URL: federation.ens.fr

Language: English - Date: 2013-05-22 08:24:24
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