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On being a student of Ken Arrow

Geanakoplos, John - In: Quantitative finance 19 (2019) 1, pp. 25-28

Persistent link: https://www.econbiz.de/10012194616

Game theory without partitions, and applications to speculation and consensus

Geanakoplos, John - In: The B.E. journal of theoretical economics 21 (2021) 2, pp. 361-394

Persistent link: https://www.econbiz.de/10012593887

Leverage and macroprudential policy

Geanakoplos, John - In: Handbook of financial stress testing, (pp. 381-409). 2022

Persistent link: https://www.econbiz.de/10013343616

Leverage and default in binomial economies : a complete characterization

Fostel, Ana; Geanakoplos, John - In: Econometrica : journal of the Econometric Society, an … 83 (2015) 6, pp. 2191-2229

Persistent link: https://www.econbiz.de/10011431541

Uniqueness and stability of equilibrium in economies with two goods

Geanakoplos, John; Walsh, Kieran - In: Journal of economic theory 174 (2018), pp. 261-272

Persistent link: https://www.econbiz.de/10011972440

Inefficient liquidity provision

Geanakoplos, John; Walsh, Kieran - In: Economic theory : official journal of the Society for … 66 (2018) 1, pp. 213-233

Persistent link: https://www.econbiz.de/10011946623

Quantitative easing, collateral constraints, and financial spillovers

Geanakoplos, John; Wang, Haobin - In: American economic journal : a journal of the American … 12 (2020) 4, pp. 180-217

Persistent link: https://www.econbiz.de/10012421678

Re-use of collateral : leverage, volatility, and welfare

Brumm, Johannes; Grill, Michael; Kubler, Felix; … - In: Review of economic dynamics 47 (2023), pp. 19-46

Persistent link: https://www.econbiz.de/10013555754

Asset Pricing in a Low Rate Environment

Azinović, Marlon; Cole, Harold L.; Kubler, Felix - National Bureau of Economic Research - 2023

We examine asset prices in environments where the risk-free rate lies considerably below the growth rate. To do so, we introduce a tractable model of a production economy featuring heterogeneous trading technologies, as well as idiosyncratic and aggregate risk. We show that allowing for the...

Persistent link: https://www.econbiz.de/10014436963

Stochastic overlapping generations with non-convex budget sets

Geng, Runjie; Kubler, Felix - In: Journal of mathematical economics 107 (2023), pp. 1-10

Persistent link: https://www.econbiz.de/10014366903