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Year of publication
Subject
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Unvollkommener Markt 3,948 Incomplete market 3,924 Theorie 2,926 Theory 2,924 USA 1,163 United States 1,161 Finanzmarkt 856 Financial market 855 Allgemeines Gleichgewicht 377 General equilibrium 377 Portfolio-Management 253 Portfolio selection 252 CAPM 245 Kreditmarkt 222 Arbeitsmarkt 209 Credit market 209 Labour market 200 Risiko 186 Imperfect competition 185 Unvollkommener Wettbewerb 185 Risk 184 Optionspreistheorie 180 Option pricing theory 179 Estimation 162 Schätzung 162 Unvollkommene Information 161 Incomplete information 160 Hedging 149 Gleichgewichtstheorie 144 Investition 144 Investment 144 Geldpolitik 143 Equilibrium theory 140 Monetary policy 139 Volatilität 139 Volatility 138 Asymmetric information 130 Asymmetrische Information 130 Welfare analysis 129 Wohlfahrtsanalyse 129
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Online availability
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Free 910 Undetermined 455
Type of publication
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Article 2,076 Book / Working Paper 1,957
Type of publication (narrower categories)
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Article in journal 1,838 Aufsatz in Zeitschrift 1,838 Graue Literatur 1,440 Non-commercial literature 1,440 Working Paper 1,383 Arbeitspapier 1,380 Hochschulschrift 220 Thesis 184 Aufsatz im Buch 178 Book section 178 Collection of articles written by one author 82 Sammlung 82 Collection of articles of several authors 32 Sammelwerk 32 Bibliografie enthalten 27 Bibliography included 27 Dissertation u.a. Prüfungsschriften 17 Systematic review 16 Übersichtsarbeit 16 Commentary 14 Kommentar 14 Lehrbuch 14 Amtsdruckschrift 11 Government document 11 Aufsatzsammlung 10 Conference paper 10 Konferenzbeitrag 10 Konferenzschrift 10 Reprint 7 Book review 5 Case study 5 Conference proceedings 5 Fallstudie 5 Rezension 5 Bibliografie 4 Mehrbändiges Werk 4 Mikroform 4 Multi-volume publication 4 Article 3 Festschrift 2
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Language
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English 3,765 German 143 Undetermined 59 French 32 Italian 12 Spanish 11 Polish 4 Dutch 3 Russian 3 Finnish 1 Croatian 1 Norwegian 1 Slovak 1
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Author
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Gottardi, Piero 44 Hens, Thorsten 32 Koskela, Erkki 31 Herings, Peter Jean-Jacques 30 Kubler, Felix 27 Polemarchakis, Heraklis M. 26 Agénor, Pierre-Richard 23 Schmedders, Karl 22 Dierker, Egbert 20 Stenbacka, Rune 20 Angeletos, Marios 18 Fehn, Rainer 18 Citanna, Alessandro 17 Den Haan, Wouter J. 17 Gale, Douglas 17 Acemoglu, Daron 16 Drèze, Jacques H. 16 Geanakoplos, John 16 Hugonnier, Julien 16 Villanacci, Antonio 16 Dierker, Hildegard 15 Kajii, Atsushi 15 Krebs, Tom 15 Pietra, Tito 15 Grodal, Birgit 14 Cass, David 13 Cozzi, Marco 13 Jouini, Elyès 13 Matsuyama, Kiminori 13 Sargent, Thomas J. 13 Henderson, Vicky 12 Stiglitz, Joseph E. 12 Uppal, Raman 12 Wasmer, Etienne 12 Calvet, Laurent E. 11 Crès, Hervé 11 Dobbelaere, Sabien 11 Mairesse, Jacques 11 Nakajima, Tomoyuki 11 Orrillo, Jaime 11
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Institution
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Københavns Universitet / Økonomisk Institut 10 HAL 7 Brown University / Department of Economics 6 Forschungsinstitut zur Zukunft der Arbeit 6 European University Institute / Department of Law 5 Finance Discipline Group, Business School 5 Institute of Finance and Accounting <London> 4 Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne) 3 Centre for Economic Policy Research 3 Ecole des Hautes Etudes Commerciales <Lausanne> / Département d'Econométrie et d'Economie Politique 3 Federal Reserve Bank of Cleveland 3 Institut für Wirtschaftswissenschaften <Wien> 3 Oxford Financial Research Centre 3 University of Canterbury / Dept. of Economics and Finance 3 University of Nottingham / School of Economics 3 Université catholique de Louvain / Institut de recherches économiques et sociales <bis 1960> 3 Verlag Dr. Kovač 3 Boston College / Department of Economics 2 Center for Economic Research <Tilburg> 2 Centre for Growth and Business Cycle Research <Manchester> 2 EconWPA 2 European University Institute / Department of Economics 2 Federal Reserve Bank of Richmond 2 Georgetown University / Economics Department 2 INSEAD 2 Institut de Recherche Économique et Sociale (IRES), École des Sciences Économiques de Louvain 2 Institute for Research in the Behavioral, Economic, and Management Sciences 2 Internationaler Währungsfonds / Research Department 2 Krannert Graduate School of Management 2 Massachusetts Institute of Technology / Department of Economics 2 Society for Computational Economics - SCE 2 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 2 The Wharton Financial Institutions Center 2 University of Bonn, Germany 2 University of Dundee / Department of Economic Studies 2 University of Warwick / Department of Economics 2 Universität Dortmund / Wirtschafts- und Sozialwissenschaftliche Fakultät 2 Victoria University of Wellington / School of Economics and Finance 2 William Davidson Institute <Ann Arbor, Mich.> 2 Asia-Pacific Real Estate Research Symposium <2010, Hongkong> 1
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Published in...
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Working paper / National Bureau of Economic Research, Inc. 132 Journal of mathematical economics 94 Discussion paper / Centre for Economic Policy Research 93 Economic theory : official journal of the Society for the Advancement of Economic Theory 83 Journal of economic theory 71 Journal of economic dynamics & control 67 Mathematical finance : an international journal of mathematics, statistics and financial theory 61 Journal of monetary economics 41 Discussion paper series / IZA 38 Finance and stochastics 35 International journal of theoretical and applied finance 33 CESifo working papers 31 Economics letters 30 Review of economic dynamics 30 Macroeconomic dynamics 28 CORE discussion paper : DP 27 Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics 26 The American economic review 24 The review of financial studies 24 Journal of banking & finance 23 International economic review 22 Journal of international economics 21 Working paper 21 Journal of the European Economic Association 19 Discussion paper / A / Sonderforschungsbereich 303 "Information und die Koordination wirtschaftlicher Aktivitäten" 18 Discussion paper / Center for Economic Research, Tilburg University 18 The journal of finance : the journal of the American Finance Association 18 Annals of finance 17 Journal of political economy 17 Discussion papers in economics 16 Journal of development economics 16 Journal of economics 16 The Canadian journal of economics 16 Discussion papers / CEPR 15 Journal of money, credit and banking : JMCB 15 The economic journal : the journal of the Royal Economic Society 15 The review of economic studies 15 Working papers / Brown University, Department of Economics 15 American journal of agricultural economics 14 Cowles Foundation discussion paper 14
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Source
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ECONIS (ZBW) 3,924 RePEc 70 USB Cologne (EcoSocSci) 31 EconStor 6 BASE 1 ArchiDok 1
Showing 1 - 50 of 4,033
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Decomposition of optimal dynamic portfolio choice with wealth-dependent utilities in incomplete markets
Li, Chenxu; Scaillet, Olivier; Shen, Yiwen - 2020
Persistent link: https://ebtypo.dmz1.zbw/10012219152
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Real-option valuation in a finite-time, incomplete market with jump diffusion and investor-utility inflation
Hillman, Timothy; Zhang, Nan; Zhuo, Jin - In: Risks : open access journal 6 (2018) 2, pp. 1-20
We extend an existing numerical model (Grasselli (2011)) for valuing a real option to invest in a capital project in an incomplete market with a finite time horizon. In doing so, we include two separate effects: the possibility that the project value is partly describable according to a...
Persistent link: https://ebtypo.dmz1.zbw/10011866522
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A new equilibrium trading model with asymmetric information
Bao, Lianzhang; Zhao, Guangliang; Zhuo, Jin - In: Quantitative finance and economics 2 (2018) 1, pp. 217-229
Persistent link: https://ebtypo.dmz1.zbw/10012137920
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Shocks, frictions, and inequality in US business cycles
Bayer, Christian; Born, Benjamin; Luetticke, Ralph - 2020
How much does inequality matter for the business cycle and vice versa? Using a Bayesian likelihood approach, we estimate a heterogeneous-agent New-Keynesian (HANK) model with incomplete markets and portfolio choice between liquid and illiquid assets. The model enlarges the set of shocks and...
Persistent link: https://ebtypo.dmz1.zbw/10012162730
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Minimum wages and the resilience of neoclassical labour market economics : some preliminary evidence from Germany
Heise, Arne - 2020
Persistent link: https://ebtypo.dmz1.zbw/10012165874
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Optimal monetary policy according to HANK
Acharya, Sushant; Challe, Edouard; Dogra, Keshav - 2020
We study optimal monetary policy in a heterogeneous agent new Keynesian economy. A utilitarian planner seeks to reduce consumption inequality, in addition to stabilizing output gaps and inflation. The planner does so both by reducing income risk faced by households, and by reducing the...
Persistent link: https://ebtypo.dmz1.zbw/10012167490
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The limits of monetary economics : on money as a latent medium of exchange
Lagos, Ricardo; Zhang, Shengxing - 2020
Persistent link: https://ebtypo.dmz1.zbw/10012195020
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Shocks, frictions, and inequality in US business cycles
Bayer, Christian; Born, Benjamin; Luetticke, Ralph - 2020
Persistent link: https://ebtypo.dmz1.zbw/10012172901
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The liquidity channel of fiscal policy
Bayer, Christian; Born, Benjamin; Luetticke, Ralph - 2020
We provide evidence that expansionary fiscal policy lowers the return difference between more and less liquid assets—the liquidity premium. We rationalize this finding in an estimated heterogeneous-agent New-Keynesian (HANK) model with incomplete markets and portfolio choice, in which public...
Persistent link: https://ebtypo.dmz1.zbw/10012231567
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Financial market incompleteness and international cooperation on capital controls
Kitano, Shigeto; Takaku, Kenya - 2020
Persistent link: https://ebtypo.dmz1.zbw/10012233201
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The macroeconomic effects of lockdown policies
Auray, Stéphane; Eyquem, Aurélien - 2020
Persistent link: https://ebtypo.dmz1.zbw/10012233679
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R&D or R vs. D? : firm innovation strategy and equity ownership
Driver, James; Kolasinski, Adam; Stanfield, Jared - 2020
Persistent link: https://ebtypo.dmz1.zbw/10012261467
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How should policy responses to the COVID-19 pandemic differ in the developing world?
Alon, Titan; Kim, Minki; Lagakos, David; VanVuren, Mitchell - 2020
Persistent link: https://ebtypo.dmz1.zbw/10012240013
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Competition and inequality
Colciago, Andrea; Mechelli, Rajssa - 2020
Persistent link: https://ebtypo.dmz1.zbw/10012242657
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Welfare effects of fiscal procyclicality : public insurance with heterogeneous agents
Aguirre, Álvaro - 2020
Persistent link: https://ebtypo.dmz1.zbw/10012249371
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Competition and inequality
Colciago, Andrea; Mechelli, Rajssa - 2020
Persistent link: https://ebtypo.dmz1.zbw/10012250158
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Optimal fiscal policies under market failures
Chien, YiLi; Wen, Yi - 2020
Persistent link: https://ebtypo.dmz1.zbw/10012216720
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Aggregate consumption and wealth in the long run : the impact of financial liberalization
Gardberg, Malin; Pozzi, Lorenzo - 2020
This paper investigates the impact of financial liberalization on the relationship between consumption and total wealth (i.e., the sum of asset wealth and human wealth). We propose a heterogeneous agent framework with incomplete markets where financial liberalization, by signalling a future...
Persistent link: https://ebtypo.dmz1.zbw/10012224274
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Differentiation and risk aversion in imperfectly competitive labor markets
Bannier, Christina E.; Feess, Eberhard; Packham, Natalie; … - 2020
This paper examines the effect of imperfect labor market competition on the efficiency of compensation schemes in a setting with moral hazard and risk-averse agents who have private information on their ability. Two heterogenous firms - characterized by vertical, respectively horizontal,...
Persistent link: https://ebtypo.dmz1.zbw/10012253127
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Universal basic income and progressive consumption taxes
Conesa, Juan Carlos; Li, Bo; Li, Qian - 2020
Persistent link: https://ebtypo.dmz1.zbw/10012206143
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Public debt expansions and the dynamics of the household borrowing constraint
Antunes, António R.; Ercolani, Valerio - 2020
Persistent link: https://ebtypo.dmz1.zbw/10012204747
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Assets bubbles, unemploymen, and financial market frictions
Hashimoto, Ken'ichi; Im, Ryonghun; Kunieda, Takuma; … - 2020
A tractable model with infinitely lived agents is constructed for the examination of bubbles and unemployment. It is demonstrated that the presence of bubbles stimulates capital accumulation and reduces unemployment. The presence of bubbles also changes the effects of government policies that...
Persistent link: https://ebtypo.dmz1.zbw/10012254416
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Creation and valuation of instruments compensating lower share prices with the help of black-scholes formula
Zaremba, Leszek - In: Foundations of Management : the journal of Warsaw … 9 (2017) 1, pp. 25-32
In this paper, we present a 1-period model of the Polish financial market from the view point of KGHM, the Polish largest listed company that suffered huge declines in share prices from 125 PLN in August 2015 to 60 PLN in January 2015. Our goal is to show how KGHM might create a portfolio (with...
Persistent link: https://ebtypo.dmz1.zbw/10011856225
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Imperfect risk-sharing and the business cycle
Berger, David; Bocola, Luigi; Dovis, Alessandro - 2019
Persistent link: https://ebtypo.dmz1.zbw/10012060711
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Fast, "robust", and approximately correct : estimating mixed demand systems
Salanié, Bernard; Wolak, Frank A. - 2019
Persistent link: https://ebtypo.dmz1.zbw/10012014857
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Has the Canadian public debt been too high? : a quantitative assessment
Cozzi, Marco - 2019
Persistent link: https://ebtypo.dmz1.zbw/10011987390
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The fiscal multiplier
Hagedorn, Marcus; Manovskii, Iourii; Mitman, Kurt - 2019
Persistent link: https://ebtypo.dmz1.zbw/10011988937
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Gains from policy cooperation in capital controls and financial market incompleteness
Kitano, Shigeto; Takaku, Kenya - 2019
Persistent link: https://ebtypo.dmz1.zbw/10011992076
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The urban wage premium in imperfect labour markets
Hirsch, Boris; Jahn, Elke J.; Manning, Alan; … - 2019
Using administrative data for West Germany, this paper investigates whether part of the urban wage premium stems from fierce competition in thick labour markets. We first establish that employers possess less wage-setting power in denser markets. Local differences in wage-setting power predict...
Persistent link: https://ebtypo.dmz1.zbw/10012105107
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On financial frictions and firm market power
Casares, Miguel; Deidda, Luca G.; Galdón-Sánchez, … - 2019
Persistent link: https://ebtypo.dmz1.zbw/10012122137
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The determination of public debt under both aggregate and idiosyncratic uncertainty
Chien, YiLi; Wen, Yi - 2019
Persistent link: https://ebtypo.dmz1.zbw/10012139053
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Heterogeneity in decentralized asset markets
Hugonnier, Julien; Lester, Benjamin; Weill, Pierre-Olivier - 2019
Persistent link: https://ebtypo.dmz1.zbw/10012197784
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Credit, bankruptcy, and aggregate fluctuations
Nakajima, Makoto; Ríos-Rull, José-Víctor - 2019
Persistent link: https://ebtypo.dmz1.zbw/10012197797
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Tax evasion as contingent debt
Kotsogiannēs, Chrēstos; Mateos-Planas, Xavier - 2019
Persistent link: https://ebtypo.dmz1.zbw/10012172664
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Competition and relational contracts in the Rwanda Coffee Chain
Macchiavello, Rocco; Morjaria, Ameet - 2019
Persistent link: https://ebtypo.dmz1.zbw/10012000488
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Savings externalities and wealth inequality
Angelopulos, Kōnstantinos; Lazarakis, Spyridon; … - 2019
Incomplete markets models imply heterogeneous household savings behaviour which in turn generates pecuniary externalities via the interest rate. Conditional on differences in the processes determining household earnings for distinct groups in the population, these savings externalities may...
Persistent link: https://ebtypo.dmz1.zbw/10012001856
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Smart development banks
Fernández Arias, Eduardo; Hausmann, Ricardo; Panizza, Ugo - 2019
The conventional paradigm about development banks is that these institutions exist to target well-identified market failures. However, market failures are not directly observable and can only be ascertained with a suitable learning process. Hence, the question is how do the policymakers know...
Persistent link: https://ebtypo.dmz1.zbw/10012004170
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Hedging and valuation of contingent guarantees
Bienek, Tobias - 2019
Persistent link: https://ebtypo.dmz1.zbw/10012062235
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Global v. local methods in the analysis of open-economy models with incomplete markets
De Groot, Oliver; Durdu, Ceyhun Bora; Mendoza, Enrique G. - 2019
Persistent link: https://ebtypo.dmz1.zbw/10012135749
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Strategic reneging in sequential imperfect markets
Benatia, David; Billette de Villemeur, Étienne - 2019
Persistent link: https://ebtypo.dmz1.zbw/10012237506
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Common ownership in America : 1980-2017
Backus, Matthew; Conlon, Christopher; Sinkinson, Michael - 2019
Persistent link: https://ebtypo.dmz1.zbw/10011982611
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Housing prices and credit constraints in competitive search
Díaz, Antonia; Jerez, Belén; Rincón-Zapatero, Juan P. - 2019
Persistent link: https://ebtypo.dmz1.zbw/10012159031
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Pricing basket weather derivatives on rainfall and temperature processes
Dzupire, Nelson Christopher; Ngare, Philip; Odongo, Leo - In: International Journal of Financial Studies : open … 7 (2019) 3/35, pp. 1-14
This paper follows an incomplete market pricing approach to analyze the evaluation of weather derivatives and the viability of a weather derivatives market in terms of hedging. A utility indifference method is developed for the specification of indifference prices for the seller and buyer of a...
Persistent link: https://ebtypo.dmz1.zbw/10012039713
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The urban wage premium in imperfect labour markets
Hirsch, Boris; Jahn, Elke J.; Manning, Alan; … - 2019
Persistent link: https://ebtypo.dmz1.zbw/10011986425
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The efficiency of risk sharing between UK and US : robust estimation and calibration under market incompleteness
Fernandes, Marcelo; Ferreira Vieira Filho, Jose Gil - In: Brazilian review of econometrics : BRE ; the review of … 39 (2019) 2, pp. 303-326
Persistent link: https://ebtypo.dmz1.zbw/10012211815
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Existence and non-triviality of equilibria in economies with default and government
Santana Filho, Jolivê M. de; Orrillo, Jaime - In: Brazilian review of econometrics : BRE ; the review of … 39 (2019) 2, pp. 327-346
Persistent link: https://ebtypo.dmz1.zbw/10012211824
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The global value chain under imperfect capital markets
Choi, Jaerim - 2019
Persistent link: https://ebtypo.dmz1.zbw/10012206933
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The entrepreneurial ecosystem : a country comparison based on the GEI approach
Kremer, Kristian - In: ifo DICE report 17 (2019) 2, pp. 52-62
Persistent link: https://ebtypo.dmz1.zbw/10012061861
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Exchange rate dynamics and monetary spillovers with imperfect financial markets
Akinci, Ozge; Queralto, Albert - 2019
Persistent link: https://ebtypo.dmz1.zbw/10012065071
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Volatility uncertainty, time decay, and option bid-ask spreads in an incomplete market
Hsieh, PeiLin; Jarrow, Robert A. - In: Management science : journal of the Institute for … 65 (2019) 4, pp. 1833-1854
Persistent link: https://ebtypo.dmz1.zbw/10012022670
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