Endogenous Transaction Costs

The paper proposes an alternative general equilibrium formulation of financial asset economies with transactions costs. Transaction costs emerge endogenously at equilibrium and reflect agents decisions of intermediating financial activities at the expense of providing labor services. An equilibrium...

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Detalles Bibliográficos
Autores: Martins-da-Rocha, Victor Filipe, Vailakis, Yiannis
Tipo de recurso: artículo
Estado:Versión publicada
Fecha de publicación:2008
País:Brasil
Institución:Fundação Getulio Vargas (FGV)
Repositorio:Repositório Institucional do FGV (FGV Repositório Digital)
Idioma:inglés
OAI Identifier:oai:repositorio.fgv.br:10438/2147
Acceso en línea:http://hdl.handle.net/10438/2147
Access Level:acceso abierto
Palabra clave:Competitive equilibrium
Incomplete markets
Endogenous transaction costs
Economia
Concorrência
Descripción
Sumario:The paper proposes an alternative general equilibrium formulation of financial asset economies with transactions costs. Transaction costs emerge endogenously at equilibrium and reflect agents decisions of intermediating financial activities at the expense of providing labor services. An equilibrium is shown to exist in the case of real asset structures.