Signalling and arbitrage

Detalhes bibliográficos
Autor(a) principal: Chin-Chiu Tan, Tommy
Data de Publicação: 1986
Outros Autores: Madrigal, Vicente
Tipo de documento: Artigo
Idioma: eng
Título da fonte: Repositório Institucional do FGV (FGV Repositório Digital)
Texto Completo: http://hdl.handle.net/10438/497
Resumo: Given a competitive signalling game, we study a transformed game which includes the natural enrichment of contractual opportunities in a market. We show that subgame perfect equilibrium outcomes in the new game which satisfy certa in competitive hypotheses induce sequential equilibrium outcomes in the original game which satisfy the Cho-Kreps extended intuitive criterion. Arbitrage opportunities in the transformed game achieve results similar to refinements of sequential equilibria in the original game.
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spelling Chin-Chiu Tan, TommyMadrigal, VicenteEscolas::EPGEFGV2008-05-13T15:25:16Z2008-05-13T15:25:16Z19860104-8910http://hdl.handle.net/10438/497Given a competitive signalling game, we study a transformed game which includes the natural enrichment of contractual opportunities in a market. We show that subgame perfect equilibrium outcomes in the new game which satisfy certa in competitive hypotheses induce sequential equilibrium outcomes in the original game which satisfy the Cho-Kreps extended intuitive criterion. Arbitrage opportunities in the transformed game achieve results similar to refinements of sequential equilibria in the original game.engEscola de Pós-Graduação em Economia da FGVEnsaios Econômicos;85Todo cuidado foi dispensado para respeitar os direitos autorais deste trabalho. Entretanto, caso esta obra aqui depositada seja protegida por direitos autorais externos a esta instituição, contamos com a compreensão do autor e solicitamos que o mesmo faça contato através do Fale Conosco para que possamos tomar as providências cabíveisinfo:eu-repo/semantics/openAccessSignalling and arbitrageinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/articleEconomiaTeoria dos jogosEconomiareponame:Repositório Institucional do FGV (FGV Repositório Digital)instname:Fundação Getulio Vargas (FGV)instacron:FGVORIGINAL85_000048941.pdf85_000048941.pdfapplication/pdf1068232https://repositorio.fgv.br/bitstreams/a03dcb90-47c4-4e4b-ba0c-ce57f80a5f9c/download26c179086b2827e366e5cfe487c8580fMD51TEXT85_000048941.pdf.txt85_000048941.pdf.txtExtracted texttext/plain52131https://repositorio.fgv.br/bitstreams/2c1643c1-c20e-4f9a-9b5a-574b7fc8d445/download768cd4e907c732107f05da825147a47cMD56THUMBNAIL85_000048941.pdf.jpg85_000048941.pdf.jpgGenerated Thumbnailimage/jpeg2148https://repositorio.fgv.br/bitstreams/1b44f11d-820b-46a6-9038-df5fdf3db801/downloadd7b565e2a6393c84e0e9f541163917c6MD5710438/4972023-11-09 17:40:11.358open.accessoai:repositorio.fgv.br:10438/497https://repositorio.fgv.brRepositório InstitucionalPRIhttp://bibliotecadigital.fgv.br/dspace-oai/requestopendoar:39742023-11-09T17:40:11Repositório Institucional do FGV (FGV Repositório Digital) - Fundação Getulio Vargas (FGV)false
dc.title.eng.fl_str_mv Signalling and arbitrage
title Signalling and arbitrage
spellingShingle Signalling and arbitrage
Chin-Chiu Tan, Tommy
Economia
Teoria dos jogos
Economia
title_short Signalling and arbitrage
title_full Signalling and arbitrage
title_fullStr Signalling and arbitrage
title_full_unstemmed Signalling and arbitrage
title_sort Signalling and arbitrage
author Chin-Chiu Tan, Tommy
author_facet Chin-Chiu Tan, Tommy
Madrigal, Vicente
author_role author
author2 Madrigal, Vicente
author2_role author
dc.contributor.unidadefgv.por.fl_str_mv Escolas::EPGE
dc.contributor.affiliation.none.fl_str_mv FGV
dc.contributor.author.fl_str_mv Chin-Chiu Tan, Tommy
Madrigal, Vicente
dc.subject.area.por.fl_str_mv Economia
topic Economia
Teoria dos jogos
Economia
dc.subject.bibliodata.por.fl_str_mv Teoria dos jogos
Economia
description Given a competitive signalling game, we study a transformed game which includes the natural enrichment of contractual opportunities in a market. We show that subgame perfect equilibrium outcomes in the new game which satisfy certa in competitive hypotheses induce sequential equilibrium outcomes in the original game which satisfy the Cho-Kreps extended intuitive criterion. Arbitrage opportunities in the transformed game achieve results similar to refinements of sequential equilibria in the original game.
publishDate 1986
dc.date.issued.fl_str_mv 1986
dc.date.accessioned.fl_str_mv 2008-05-13T15:25:16Z
dc.date.available.fl_str_mv 2008-05-13T15:25:16Z
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dc.identifier.uri.fl_str_mv http://hdl.handle.net/10438/497
dc.identifier.issn.none.fl_str_mv 0104-8910
identifier_str_mv 0104-8910
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dc.language.iso.fl_str_mv eng
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dc.relation.ispartofseries.por.fl_str_mv Ensaios Econômicos;85
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dc.publisher.none.fl_str_mv Escola de Pós-Graduação em Economia da FGV
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