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Effects of asset market structure on welfare and trading volume

Judd, Kenneth L.; Kubler, Felix; Schmedders, Karl - In: Assets, beliefs, and equilibria in economic dynamics : …, (pp. 675-693). 2004

Persistent link: https://www.econbiz.de/10001809561

Stationary equilibria in asset-pricing models with incomplete markets and collateral

Kubler, Felix; Schmedders, Karl - In: Econometrica : journal of the Econometric Society, an … 71 (2003) 6, pp. 1767-1793

Persistent link: https://www.econbiz.de/10001841359

Generic inefficiency of equilibria in the general equilibrium model with incomplete asset markets and infinite time

Kubler, Felix; Schmedders, Karl - In: Economic theory : official journal of the Society for … 22 (2003) 1, pp. 1-15

Persistent link: https://www.econbiz.de/10001770275

Computational methods for dynamic equilibria with heterogenous agents

Judd, Kenneth L.; Kubler, Felix; Schmedders, Karl - 2003

Persistent link: https://www.econbiz.de/10001771779

Approximate versus exact equilibria

Kubler, Felix; Schmedders, Karl - 2003

Persistent link: https://www.econbiz.de/10001884074

Stationary equlibria in asset-pricing models with incomplete markets and collateral

Kubler, Felix; Schmedders, Karl - 2001

We consider an infinite-horizon exchange economy with incomplete markets and collateral constraints. As in the two-period model of Geanakoplos and Zame (1998) households can default on their liabilities at any time without any utility penalties or loss of reputation. Financial securities are...

Persistent link: https://www.econbiz.de/10001624270

Approximate versus exact equilibria in dynamic economies

Kubler, Felix; Schmedders, Karl - In: Econometrica : journal of the Econometric Society, an … 73 (2005) 4, pp. 1205-1235

Persistent link: https://www.econbiz.de/10003013655

Asset trading volume in infinite-horizon economies with dynamically complete markets and heterogeneous agents : comment

Bossaerts, Peter L.; Zame, William R. - In: Finance research letters 3 (2006) 2, pp. 96-101

Persistent link: https://www.econbiz.de/10003333865

Reply to "Asset trading volume in infinite-horizon economies with dynamically complete markets and heterogeneous agents: comment"

Judd, Kenneth L.; Kubler, Felix; Schmedders, Karl - In: Finance research letters 3 (2006) 2, pp. 102-105

Persistent link: https://www.econbiz.de/10003333880

Approximate versus exact equilibria in dynamic economies

Kubler, Felix; Schmedders, Karl - In: Computational aspects of general equilibrium theory : …, (pp. 135-163). 2008

Persistent link: https://www.econbiz.de/10003634632

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