Equilibrium in stochastic economies with incomplete financial markets
Brazilian Review of Econometrics
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Title |
Equilibrium in stochastic economies with incomplete financial markets
Equilibrium in stochastic economies with incomplete financial markets |
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Creator |
Barbachan, José Fajardo; Catholic University of Brasilia
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Subject |
Representative Agent; Incomplete Markets; Stochastic Economy.
D52 Representative Agent; Incomplete Markets; Stochastic Economy. D52 |
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Description |
We construct a representative agent supporting regular equilibria in a stochastic economy with more than two agents. Then we give conditions for the existence of equilibria. In this way we extend the results of Cuoco and He (1994).
Construímos um agente representativo que suporta equilíbrios regulares numa economia estocástica com mais de dois agentes. Depois damos condições para a existência de equilíbrio. Desta forma estendemos os resultados obtidos por Cuoco e He (1994). |
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Publisher |
Sociedade Brasileira de Econometria
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Date |
2002-05-01
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Type |
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion — — |
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Format |
application/pdf
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Identifier |
http://bibliotecadigital.fgv.br/ojs/index.php/bre/article/view/2745
10.12660/bre.v22n12002.2745 |
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Source |
Brazilian Review of Econometrics; Vol 22, No 1 (2002); 67-102
Brazilian Review of Econometrics; Vol 22, No 1 (2002); 67-102 1980-2447 |
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Language |
eng
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Relation |
http://bibliotecadigital.fgv.br/ojs/index.php/bre/article/view/2745/1682
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