European Business Schools Librarian's Group

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

JEL-codes: C60; D52; G10

42 pages, January 1, 2002

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