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
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