Interest rates parity and no arbitrage as equivalent equilibrium conditions in the international financial assets and goods markets

Stefano Bosi, Patrice Fontaine and Cuong Le van

Mathematical Social Sciences, 2016, vol. 82, issue C, 26-36

Abstract: In this paper, we consider a two-period consumption model with many financial assets. In the spirit of Hart (1974), consumers purchase financial assets in period 0 and consume in period 1. We differ from Hart by considering that each agent is a country. We provide conditions for the existence of an equilibrium in both international financial assets and goods markets.

Date: 2016
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Related works:
Working Paper: Interest rates parity and no arbitrage as equivalent equilibrium conditions in the international financial assets and goods markets (2016)
Working Paper: Interest rates parity and no arbitrage as equivalent equilibrium conditions in the international financial assets and goods markets (2016)
Working Paper: Interest rates parity and no arbitrage as equivalent equilibrium conditions in the international financial assets and goods markets (2016)
Working Paper: Interest rates parity and no arbitrage as equivalent equilibrium conditions in the international financial assets and goods markets (2016)
Working Paper: Interest rates parity and no arbitrage as equivalent equilibrium conditions in the international financial assets and goods markets (2016)
Working Paper: Interest rates parity and no arbitrage as equivalent equilibrium conditions in the international financial assets and goods markets (2016)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:matsoc:v:82:y:2016:i:c:p:26-36

DOI: 10.1016/j.mathsocsci.2016.04.002

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