The No Trade Principle in General Environments ∗

نویسندگان

  • Man-Chung Ng
  • Ngai-Ching Wong
  • Harrison Cheng
  • Tai-Wei Hu
  • Atsushi Kajii
چکیده

The no trade principle asserts that risk-neutral agents are not prepared to trade if and only if a common prior exists. The purpose of this article is to provide general versions of this duality principle. We argue from a strategic viewpoint that completely regularity is the most general and natural topological assumption that we should make on the state space. We consider two cases. In the first case, prior beliefs are regular probability measures with compact supports and bets are continuous functions, while in the second case, prior beliefs are regular probability measures and bets are bounded continuous functions. In each case, we give a necessary and sufficient condition on the (compact) prior set of each agent for the validity of the no trade principle. JEL classification: C70; D82; D84

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

A PRELUDE TO THE THEORY OF RANDOM WALKS IN RANDOM ENVIRONMENTS

A random walk on a lattice is one of the most fundamental models in probability theory. When the random walk is inhomogenous and its inhomogeniety comes from an ergodic stationary process, the walk is called a random walk in a random environment (RWRE). The basic questions such as the law of large numbers (LLN), the central limit theorem (CLT), and the large deviation principle (LDP) are ...

متن کامل

Development of International Trade in Health Services in the Legal System of World Trade Organization

The World Trade Organization, as one of the youngest international organizations following its 50th activity of predecessor means the General Agreement on Tariffs and Trade in the Multilateral Trade System, through the establishment of a General Agreement on Trade in Services, regulated the domain of International Trade in services and by designating Integrated legal framework for the advanceme...

متن کامل

Trade Liberalization and International Competitiveness in Iran: An Application of Computable General Equilibrium (CGE) Model

 Trade liberalization is often the core attention of foreign economic strategies in developing countries. Findings in the literature confirm a significant effect of free trade on developing economies through which the economic sectors benefit from technology transfer and spillovers and increasing production capacities and input productivity leading to international competitiveness. On the other...

متن کامل

Investigating the Effect of Trade Shocks on employment in tradable and non-tradable sectors in Iran: A Dynamic Stochastic General Equilibrium Model (DSGE)

The aim of this paper is the analysis of trade shocks on tradable and non-tradable employment. To do so, a dynamic stochastic general equilibrium model is designed for Iran economy and the sectors of model are tradable, non-tradable and import. The variables related to foreign trade sector are nominal and real exchange rate, the law of one price gap and terms of trade. The structural parameters...

متن کامل

Relationship between Iranian EFL High School Students’ Knowledge of Universal Grammar and their Performance on Standardized General English Proficiency Tests

This study investigated the relationship between Iranian high school students’ Universal Grammar knowledge and their performance on such standardized general English proficiency tests as PET and FCE internationally administered by Cambridge University. To this end, 108 students were randomly chosen from some high schools located in Malayer from Hamedan. Since this study was correlational in nat...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2004