Incomplete markets

Results: 121



#Item
81Behavioral finance / Economics / Actuarial science / Financial markets / Equity premium puzzle / Risk premium / Precautionary savings / Incomplete markets / Risk aversion / Financial economics / Mathematical finance / Finance

Estimation Uncertainty and the Equity Premium Hong Yan ∗

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Source URL: www.sfu.ca

Language: English - Date: 2005-03-09 22:19:38
82Economics / Mathematical finance / Financial risk / Actuarial science / Incomplete markets / Derivative / Futures contract / Risk premium / Risk-neutral measure / Financial economics / Financial markets / Finance

Valuation in Over-the-Counter Markets January 2, 2006 Abstract We provide the impact on asset prices of search-and-bargaining frictions in over-the-counter markets. Under certain conditions, illiquidity discounts are hig

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Source URL: faculty.haas.berkeley.edu

Language: English - Date: 2006-01-02 19:51:35
83Finance / Mathematical finance / Financial risk / Personal finance / Precautionary savings / Equity premium puzzle / Investment / Incomplete markets / Financial economics / Macroeconomics / Economics

Finance and Economics Discussion Series Divisions of Research & Statistics and Monetary Affairs Federal Reserve Board, Washington, D.C. Credit-crunch dynamics with uninsured investment risk

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Source URL: www.federalreserve.gov

Language: English - Date: 2013-05-22 16:03:40
84

The Role of Fiscal Policy in an Incomplete Markets Framework

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Source URL: www.federalreserve.gov

- Date: 2008-10-16 15:56:27
    85Incomplete markets / Mathematical finance / Game theory / General equilibrium theory

    Patience, Persistence, and Welfare Costs of Incomplete Markets in Open Economies∗ Jinill Kim, University of Virginia† Sunghyun Henry Kim, Brandeis University‡ Andrew Levin, Federal Reserve Board§ March 2001

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    Source URL: www.federalreserve.gov

    Language: English - Date: 2001-04-17 09:23:23
    86Economics / Interest rate / Private equity secondary market / Rate of return / Money / Financial markets / Finance / Market liquidity

    Liquidity, Productivity and Efficiency∗ Ehsan Ebrahimy University of Chicago [removed] PRELIMINARY AND INCOMPLETE

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    Source URL: chicagofed.org

    Language: English - Date: 2011-08-05 16:27:50
    87Financial risk / Mathematical finance / Investment / Leverage / Modern portfolio theory / Financial innovation / Incomplete markets / Systematic risk / Derivative / Financial economics / Economics / Finance

    C:rscuiDataalp3dda3cf_3926_4949_bb88_d47a88d1db72.ps

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    Source URL: www.princeton.edu

    Language: English - Date: 2011-02-23 13:16:49
    88International economics / Mathematical finance / Real exchange-rate puzzles / Backus–Smith puzzle / Equity premium puzzle / Volatility / Incomplete markets / Financial risk / Exchange rate / Economic puzzles / Economics / International finance

    International Asset Markets and Real Exchange Rate Volatility

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    Source URL: www.federalreserve.gov

    Language: English - Date: 2008-08-18 16:18:34
    89Macroeconomics / Tradability / Trade / Exchange rate / Futures contract / Risk-neutral measure / Incomplete markets / Interest rate / Interest / Economics / Mathematical finance / International economics

    Board of Governors of the Federal Reserve System International Finance Discussion Papers Number 764 May[removed]Net Foreign Assets and Imperfect Pass-through: The Consumption

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    Source URL: www.federalreserve.gov

    Language: English - Date: 2003-05-19 14:10:55
    90Options / Finance / Investment / Incomplete markets / Sunspots / Black–Scholes / Complete market / Economic equilibrium / David Cass / Financial economics / Mathematical finance / Economics

    Options, Sunspots, and the Creation of Uncertainty

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    Source URL: www.federalreserve.gov

    Language: English - Date: 2008-09-17 16:37:04
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