Browsing Documentos Indexados pela Web of Science by Subject "Equilíbrio econômico"
Now showing items 21-22 of 22
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Recursive equilibrium with Price Perfect Foresight and a minimal state space
2016-01This paper analyzes general equilibrium models with finite heterogeneous agents who anticipate future prices through a price expectation function with or without accuracy. I show the existence of a recursive equilibrium ... -
Regulating collateral-requirements when markets are incomplete
2012-03In this paper we examine the effects of default and collateral on risk sharing. We assume that there is a large set of assets which all promise a risk less payoff but which distinguish themselves by their collateral ...



