We consider a model with real assets and restricted participation described by household-specific price-dependent short selling constraints. We show existence of equilibria for all elements in an explicitly characterized large subset of the set of economies

Gori, M., Pireddu, M., Villanacci, A. (2014). Existence of financial equilibria with endogenous short selling restrictions and real assets. DECISIONS IN ECONOMICS AND FINANCE, 37(2), 349-371 [10.1007/s10203-013-0144-z].

Existence of financial equilibria with endogenous short selling restrictions and real assets

Pireddu, M;
2014

Abstract

We consider a model with real assets and restricted participation described by household-specific price-dependent short selling constraints. We show existence of equilibria for all elements in an explicitly characterized large subset of the set of economies
Articolo in rivista - Articolo scientifico
General equilibrium, restricted participation, financial markets, real assets
English
2014
37
2
349
371
none
Gori, M., Pireddu, M., Villanacci, A. (2014). Existence of financial equilibria with endogenous short selling restrictions and real assets. DECISIONS IN ECONOMICS AND FINANCE, 37(2), 349-371 [10.1007/s10203-013-0144-z].
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/10281/46111
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