Controlling price volatility through financial innovation

Citanna Alessandro () and Karl Schmedders

No 749, HEC Research Papers Series from HEC Paris

Abstract: In this paper, the authors study the possibility of controlling asset price volatility through financial innovation in a three-period finite competitive exchange economy with incomplete financial markets and retrading.

Keywords: incomplete markets; financial innovation; volatility (search for similar items in EconPapers)
JEL-codes: C60 D52 G10 (search for similar items in EconPapers)
Pages: 42 pages
Date: 2002-01-01
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Related works:
Working Paper: Controlling Price Volatility Through Financial Innovation (2002)
Working Paper: Controlling Price Volatility Through Financial Innovation (2002)
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Persistent link: https://EconPapers.repec.org/RePEc:ebg:heccah:0749

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