Details about Jean-Marc Bottazzi

Access statistics for papers by Jean-Marc Bottazzi.

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Short-id: pbo137

Working Papers

2012

1. Securities market theory: Possession, repo and rehypothecation
   Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (15)
   Also in 2011 Meeting Papers, Society for Economic Dynamics (2011) View citations (8)
   See also Journal Article in Journal of Economic Theory (2012)
2. The Dollar Squeeze of the Financial Crisis
   Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL
   Also in UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía (2011) View citations (1)
   Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne (2012)
3. Trading and rational security pricing bubbles
   Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne
   Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2012)
   UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía (2011)

2010

4. Re-hypotecation of securities
   Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL
   Also in Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne (2010)

2003

5. A market game for assets and taxed investors
   Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (1)
   See also Journal Article in Journal of Mathematical Economics (2003)

1999

6. Incomplete Markets: "Financial Engineering" of Transverse Asset Structures
   Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1)
7. On Generically Complete Markets With an Open-Ended Horizon
   Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1)
8. The Interest Rate/FX Arbitrage Under Peg Regime: a Duffie Singleton Approach
   Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1)

Journal Articles

2012

1. Securities market theory: Possession, repo and rehypothecation
   Journal of Economic Theory, 2012, 147, (2), 477-500 View citations (26)
   See also Working Paper (2012)

2003

2. A market game for assets and taxed investors
   Journal of Mathematical Economics, 2003, 39, (5-6), 657-675 View citations (5)
   See also Working Paper (2003)

2002

3. Incomplete markets: transverse financial structures
   Economic Theory, 2002, 20, (1), 67-82 View citations (4)

1998

4. Market Demand Functions in the Capital Asset Pricing Model
   Journal of Economic Theory, 1998, 79, (2), 192-206 View citations (3)

1996

5. Excess Demand Functions and Incomplete Markets
   Journal of Economic Theory, 1996, 68, (1), 49-63 View citations (22)

1995

6. Existence of equilibria with incomplete markets: The case of smooth returns
   Journal of Mathematical Economics, 1995, 24, (1), 59-72 View citations (17)

1994

7. Accessibility of Pareto optima by Walrasian exchange processes
   Journal of Mathematical Economics, 1994, 23, (6), 585-603 View citations (22)