create a website

On the Range of the Risk-Free Interest Rate in Incomplete Markets. (2003). Kajii, Atsushi ; Hara, Chiaki.
In: Levine's Bibliography.
RePEc:cla:levrem:666156000000000383.

Full description at Econpapers || Download paper

Cited: 2

Citations received by this document

Cites: 13

References cited by this document

Cocites: 25

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Risk-Free Rate in the Covid-19 Pandemic: Application Mistakes and Conclusions for Traders. (2021). Yandiev, Magomet.
    In: Papers.
    RePEc:arx:papers:2111.07075.

    Full description at Econpapers || Download paper

  2. Does Market Incompleteness Matter. (2001). Zame, William ; Levine, David.
    In: Levine's Working Paper Archive.
    RePEc:cla:levarc:78.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. [1] Demange, Gabrielle, and Guy Laroque, 1995, Private Information and the Design of Securities, Journal of Economic Theory 65: 233-57.

  2. [10] Ohashi, Kazuhiko, 1995, Endogenous determination of the degree of market-incompleteness in futures innovation, Journal of Economic Theory 65: 198-217.

  3. [11] Rahi, Rohit, 1995, Optimal incomplete markets with asymmetric information, Journal of Economic Theory 65: 171-97.

  4. [12] Weil, Phillipe, 1992, Equilibrium asset prices with undiversiÞable labor income risk, Journal of Economic Dynamics and Control, 16, 769-790.

  5. [13] Willen, Paul, S., 1996, The Effect of Financial Sophistication on the Trade Balance, mimeo, Princeton University.
    Paper not yet in RePEc: Add citation now
  6. [2] Duffie, Darrell, and Matthew Jackson, 1990, Optimal innovation of futures contracts, Review of Financial Studies 2, 275-296.
    Paper not yet in RePEc: Add citation now
  7. [3] Elul, Ronel, 1997, Financial innovation, precautionary saving and the risk-free rate, Journal of Mathematical Economics 27: 113-31.

  8. [4] Hara, Chiaki, 1998, Risk-free interest rates with negative exponential utility functions and incomplete markets, manuscript, University of Cambridge.
    Paper not yet in RePEc: Add citation now
  9. [5] Kimball, Miles, S., 1990, Precautionary saving in the small and in the large, Econometrica 58: 53-73.

  10. [6] Kocherlakota, Narayana R, 1996, The equity premium: Its still a puzzle, Journal of Economic Literature, 34, 42-71.

  11. [7] Levine, David, and William Zame, 1998, Risk Sharing and Market Incompleteness, UCLA Discussion paper, University of California, Los Angeles.

  12. [8] Levine, David, and William Zame, 1999, Does Market Incompleteness Matter?, UCLA Discussion paper, University of California, Los Angeles.

  13. [9] Nielsen, Lars, 1993, The expected utility of portfolios of assets, Journal of Mathematical Economics, 22, 439-461.

Cocites

Documents in RePEc which have cited the same bibliography

  1. Financial trading versus entrepreneurship: Competition for talent and negative feedback effects. (2022). Zelzner, Sebastian ; Arnold, Lutz G.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:86:y:2022:i:c:p:186-199.

    Full description at Econpapers || Download paper

  2. Multidimensional noise and non-fundamental information diversity. (2022). Russ, David.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001935.

    Full description at Econpapers || Download paper

  3. .

    Full description at Econpapers || Download paper

  4. Multidimensional Noise and Non-Fundamental Information Diversity. (2020). Russ, David.
    In: Working Papers.
    RePEc:bav:wpaper:201_russ.

    Full description at Econpapers || Download paper

  5. The Allocation of Talent to Financial Trading versus Production: Welfare and Employment Effects of Trading in General Equilibrium. (2016). Arnold, Lutz ; Zelzner, Sebastian .
    In: Annual Conference 2016 (Augsburg): Demographic Change.
    RePEc:zbw:vfsc16:145688.

    Full description at Econpapers || Download paper

  6. Do financially innovative futures matter?. (2013). Lin, Feng-Jyh ; Chen, Yi-Min.
    In: The Service Industries Journal.
    RePEc:taf:servic:v:33:y:2013:i:9-10:p:941-957.

    Full description at Econpapers || Download paper

  7. Noise and aggregation of information in large markets. (2013). Uroevi, Branko ; Garcia, Diego .
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:16:y:2013:i:3:p:526-549.

    Full description at Econpapers || Download paper

  8. Essays on financial institutions and instability. (2012). Jin, YU.
    In: ISU General Staff Papers.
    RePEc:isu:genstf:201201010800003361.

    Full description at Econpapers || Download paper

  9. Securitization and Lending Competition. (2011). Jin, Yu ; Frankel, David M..
    In: Staff General Research Papers Archive.
    RePEc:isu:genres:34868.

    Full description at Econpapers || Download paper

  10. Amplification and asymmetry in crashes and frenzies. (2008). Ozsoylev, Han.
    In: Annals of Finance.
    RePEc:kap:annfin:v:4:y:2008:i:2:p:157-181.

    Full description at Econpapers || Download paper

  11. Noise and aggregation of information in large markets. (2004). Urosevic, Branko ; Garcia, Diego .
    In: Economics Working Papers.
    RePEc:upf:upfgen:785.

    Full description at Econpapers || Download paper

  12. General equilibrium and endogenous creation of asset markets. (2004). Faias, Marta.
    In: FEUNL Working Paper Series.
    RePEc:unl:unlfep:wp454.

    Full description at Econpapers || Download paper

  13. Investorss distrust and the marketing of new financial assets. (2004). Kawamura, Enrique.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:44:y:2004:i:2:p:265-295.

    Full description at Econpapers || Download paper

  14. On the Range of the Risk-Free Interest Rate in Incomplete Markets. (2003). Kajii, Atsushi ; Hara, Chiaki.
    In: KIER Working Papers.
    RePEc:kyo:wpaper:577.

    Full description at Econpapers || Download paper

  15. Privatization and Financial Market Development: Theoretical Issues. (2003). Nicodano, Giovanna ; Chiesa, Gabriella.
    In: Working Papers.
    RePEc:fem:femwpa:2003.1.

    Full description at Econpapers || Download paper

  16. Dynamic asset pricing with non-redundant forwards. (2003). lioui, abraham ; Poncet, Patrice .
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:27:y:2003:i:7:p:1163-1180.

    Full description at Econpapers || Download paper

  17. On the Range of the Risk-Free Interest Rate in Incomplete Markets. (2003). Kajii, Atsushi ; Hara, Chiaki.
    In: Levine's Bibliography.
    RePEc:cla:levrem:666156000000000383.

    Full description at Econpapers || Download paper

  18. Information Aggregation, Security Design, and Currency Swaps. (2002). Levine, David ; Grinblatt, Mark ; Chowdhry, Bhagwan .
    In: Yale School of Management Working Papers.
    RePEc:ysm:somwrk:ysm38.

    Full description at Econpapers || Download paper

  19. Information Aggregation, Security Design and Currency Swaps. (2002). Levine, David ; Grinblatt, Mark ; Chowdhry, Bhagwan .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8746.

    Full description at Econpapers || Download paper

  20. Information Aggregation, Currency Swaps, and the Design of Derivative Securities. (2001). Levine, David ; Grinblatt, Mark ; Chowdhry, Bhagwan .
    In: Levine's Working Paper Archive.
    RePEc:cla:levarc:2106.

    Full description at Econpapers || Download paper

  21. On the Range of the Risk-Free Interest Rate in Incomplete Markets. (2000). Kajii, Atsushi ; Hara, Chiaki.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:0030.

    Full description at Econpapers || Download paper

  22. Social security and institutions for intergenerational, intragenerational, and international risk-sharing. (1999). Shiller, Robert.
    In: Carnegie-Rochester Conference Series on Public Policy.
    RePEc:eee:crcspp:v:50:y:1999:i::p:165-204.

    Full description at Econpapers || Download paper

  23. Optimal spreading when spreading is optimal. (1998). lioui, abraham ; Eldor, Rafi.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:23:y:1998:i:2:p:277-301.

    Full description at Econpapers || Download paper

  24. Social Security and Institutions for Intergenerational, Intragenerational and International Risk Sharing. (1998). Shiller, Robert.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1185.

    Full description at Econpapers || Download paper

  25. Optimal Futures Innovation in a Dynamic Economy: The Discrete-Time Case. (1997). Ohashi, Kazuhiko .
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:74:y:1997:i:2:p:448-465.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-02-25 19:03:12 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.

pFad - Phonifier reborn

Pfad - The Proxy pFad of © 2024 Garber Painting. All rights reserved.

Note: This service is not intended for secure transactions such as banking, social media, email, or purchasing. Use at your own risk. We assume no liability whatsoever for broken pages.


Alternative Proxies:

Alternative Proxy

pFad Proxy

pFad v3 Proxy

pFad v4 Proxy