Existence of financial equilibria with endogenous short selling restrictions and real assets

Michele Gori, Marina Pireddu () and Antonio Villanacci ()
Additional contact information
Marina Pireddu: Dipartimento di Matematica per le Decisioni, Universita' degli Studi di Firenze
Antonio Villanacci: Dipartimento di Matematica per le Decisioni, Universita' degli Studi di Firenze

No 2010-07, Working Papers - Mathematical Economics from Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa

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.

Keywords: General equilibrium; Restricted participation; Financial markets; Real assets. (search for similar items in EconPapers)
JEL-codes: D50 D52 D53 (search for similar items in EconPapers)
Pages: 16 pages
Date: 2010-05, Revised 2012-08
New Economics Papers: this item is included in nep-dge
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (5)

Downloads: (external link)
http://www.disei.unifi.it/upload/sub/pubblicazioni ... imadwp2010-07rev.pdf (application/pdf)

Related works:
Journal Article: Existence of financial equilibria with endogenous short selling restrictions and real assets (2014)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:flo:wpaper:2010-07

Access Statistics for this paper

More papers in Working Papers - Mathematical Economics from Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa Via delle Pandette 9 50127 - Firenze - Italy. Contact information at EDIRC.
Bibliographic data for series maintained by Michele Gori ().