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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
 
Creator Barbachan, José Fajardo; Catholic University of Brasilia
 
Subject Representative Agent; Incomplete Markets; Stochastic Economy.
D52
Representative Agent; Incomplete Markets; Stochastic Economy.
D52
 
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).
 
Publisher Sociedade Brasileira de Econometria
 
Date 2002-05-01
 
Type info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion


 
Format application/pdf
 
Identifier http://bibliotecadigital.fgv.br/ojs/index.php/bre/article/view/2745
10.12660/bre.v22n12002.2745
 
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
 
Language eng
 
Relation http://bibliotecadigital.fgv.br/ojs/index.php/bre/article/view/2745/1682