Browsing All of EconStor by Author Schmedders, Karl


Showing results 1 to 17 of 17
Year of PublicationTitleAuthor(s)
2000Asset Trading Volume with Dynamically Complete Markets and Heterogeneous AgentsJudd, Kenneth L.; Kubler, Felix; Schmedders, Karl
2000Monopolistic Security Design in Finance EconomiesSchmedders, Karl
2000Incomplete Markets, Transitory Shocks, and WelfareKubler, Felix; Schmedders, Karl
2001Computing Equilibria in Finance Economies with Incomplete Markets and Transaction CostsHerings, P. Jean-Jacques; Schmedders, Karl
2001Stationary equlibria in asset-pricing models with incomplete markets and collateralKubler, Felix; Schmedders, Karl
2001Demand Uncertainty and Risk-aversion: Why Price Caps May Lead to Higher PricesEarle, Robert L.; Schmedders, Karl
2002Controlling price volatility through financial innovationCitanna, Alessandro; Schmedders, Karl
2002Optimal Rules for Patent RacesJudd, Kenneth; Schmedders, Karl
2002Price Caps and Uncertain DemandsEarle, Robert L.; Schmedders, Karl; Tatur, Tymon
2003Approximate Versus Exact EquilibriaKubler, Felix; Schmedders, Karl
2004Two-fund separation in dynamic general equilibriumSchmedders, Karl
2007Two-fund separation in dynamic general equilibriumSchmedders, Karl
2012Finding all pure-strategy equilibria in games with continuous strategiesJudd, Kenneth L.; Renner, Philipp; Schmedders, Karl
2013Collateral requirements and asset pricesBrumm, Johannes; Grill, Michael; Kubler, Felix; Schmedders, Karl
2014Margin regulation and volatilityBrumm, Johannes; Kubler, Felix; Grill, Michael; Schmedders, Karl
2018Re-use of collateral: Leverage, volatility, and welfareBrumm, Johannes; Grill, Michael; Kubler, Felix; Schmedders, Karl
2020Discrete-time dynamic principal-agent models: Contraction mapping theorem and computational treatmentRenner, Philipp; Schmedders, Karl