European Business Schools Librarian's Group
Home About Series Subject/JEL codes Advanced Search
HEC Paris. Research Department Les Cahiers de Recherche - HEC Paris

No 749:
Controlling price volatility through financial innovation

CITANNA Alessandro () and Karl SCHMEDDERS

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; (follow links to similar papers)

JEL-Codes: C60; D52; G10; (follow links to similar papers)

42 pages, January 1, 2002

Before downloading any of the electronic versions below you should read our statement on copyright.
Download GhostScript for viewing Postscript files and the Acrobat Reader for viewing and printing pdf files.

Full text versions of the paper:

afa40be4ad8fb05690741ea73eca7b1c.pdf    PDF-file
Download Statistics

Questions (including download problems) about the papers in this series should be directed to Sandra Dupouy ()
Report other problems with accessing this service to Sune Karlsson () or Helena Lundin ().

Programing by
Design Joakim Ekebom

Handle: RePEc:ebg:heccah:0749 This page was generated on 2014-12-14 17:56:17