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My bibliography Save this itemLiquidity in frictional asset markets
Citations
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Cited by:
- Mark Paddrik & Stathis Tompaidis, 2019. "Market-Making Costs and Liquidity: Evidence from CDS Markets," Working Papers 19-01, Office of Financial Research, US Department of the Treasury.
- Paolo Dai Pra & Fulvio Fontini & Elena Sartori & Marco Tolotti, 2011. "Endogenous equilibria in liquid markets with frictions and boundedly rational agents," Working Papers 7, Department of Management, Università Ca' Foscari Venezia.
- Huber, Samuel & Kim, Jaehong, 2019.
"The role of trading frictions in financial markets,"
Journal of Economic Dynamics and Control, Elsevier, vol. 99(C), pages 1-18.
- Samuel Huber & Jaehong Kim, 2015. "The role of trading frictions in financial markets," ECON - Working Papers 211, Department of Economics - University of Zurich, revised Jul 2017.
- Wei Cui & Sören Radde, 2020.
"Search-based Endogenous Asset Liquidity and the Macroeconomy [Why Don’t US Issuers Demand European Fees for IPOs?],"
Journal of the European Economic Association, European Economic Association, vol. 18(5), pages 2221-2269.
- Wei Cui & Sören Radde, 2014. "Search-Based Endogenous Illiquidity and the Macroeconomy," Discussion Papers of DIW Berlin 1367, DIW Berlin, German Institute for Economic Research.
- Radde, Sören & Cui, Wei, 2016. "Search-based endogenous asset liquidity and the macroeconomy," Working Paper Series 1917, European Central Bank.
- Soren Radde & Wei Cui, 2015. "Search-Based Endogenous Illiquidity and the Macroeconomy," 2015 Meeting Papers 546, Society for Economic Dynamics.
- Cui, Wei, 2016. "Monetary–fiscal interactions with endogenous liquidity frictions," European Economic Review, Elsevier, vol. 87(C), pages 1-25.
- Benjamin Lester & Guillaume Rocheteau & Pierre‐Olivier Weill, 2015.
"Competing for Order Flow in OTC Markets,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(S2), pages 77-126, June.
- Benjamin Lester & Guillaume Rocheteau & Pierre-Olivier Weill, 2014. "Competing for order flow in OTC markets," Working Papers 14-9, Federal Reserve Bank of Philadelphia.
- Benjamin Lester & Guillaume Rocheteau & Pierre-Olivier Weill, 2015. "Competing for Order Flow in OTC Markets," Post-Print hal-04149211, HAL.
- Benjamin Lester & Guillaume Rocheteau & Pierre-Olivier Weill, 2014. "Competing for Order Flow in OTC Markets," NBER Working Papers 20608, National Bureau of Economic Research, Inc.
- Florin Bilbiie & Xavier Ragot, 2021.
"Optimal Monetary Policy and Liquidity with Heterogeneous Households,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 41, pages 71-95, July.
- Bilbiie, Florin & Ragot, Xavier, 2017. "Optimal Monetary Policy and Liquidity with Heterogeneous Households," CEPR Discussion Papers 11814, C.E.P.R. Discussion Papers.
- Florin Bilbiie & Xavier Ragot, 2017. "Optimal Monetary Policy and Liquidity with Heterogeneous Households," Working Papers hal-03471839, HAL.
- Florin Bilbiie & Xavier Ragot, 2017. "Optimal Monetary Policy and Liquidity with Heterogeneous Households," SciencePo Working papers hal-03471839, HAL.
- Florin O Bilbiie & Xavier Ragot, 2020. "Optimal monetary policy and liquidity with heterogeneous households," SciencePo Working papers Main hal-03100875, HAL.
- Florin Bilbiie & Xavier Ragot, 2021. "Optimal Monetary Policy and Liquidity with Heterogeneous Households," Post-Print hal-03501417, HAL.
- Florin Bilbiie & Xavier Ragot, 2017. "Optimal Monetary Policy and Liquidity with Heterogeneous Households," SciencePo Working papers Main hal-03471839, HAL.
- Florin Bilbiie & Xavier Ragot, 2021. "Optimal Monetary Policy and Liquidity with Heterogeneous Households," SciencePo Working papers Main hal-03501417, HAL.
- Florin Bilbiie & Xavier Ragot, 2017. "Optimal Monetary Policy and Liquidity with Heterogeneous Households," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-03471839, HAL.
- Florin Bilbiie & Xavier Ragot, 2017. "Optimal Monetary Policy and Liquidity with Heterogeneous Households," Sciences Po Economics Discussion Papers 2017-02, Sciences Po Departement of Economics.
- Florin O Bilbiie & Xavier Ragot, 2020. "Optimal monetary policy and liquidity with heterogeneous households," Post-Print hal-03100875, HAL.
- Florin Bilbiie & Xavier Ragot, 2017. "Optimal Monetary Policy and Liquidity with Heterogeneous Households," Sciences Po publications 2017-02, Sciences Po.
- repec:bof:bofrdp:urn:nbn:fi:bof-201510061415 is not listed on IDEAS
- Huber, Samuel & Kim, Jaehong, 2017.
"On the optimal quantity of liquid bonds,"
Journal of Economic Dynamics and Control, Elsevier, vol. 79(C), pages 184-200.
- Samuel Huber & Jaehong Kim, 2015. "On the optimal quantity of liquid bonds," ECON - Working Papers 193, Department of Economics - University of Zurich, revised Apr 2017.
- Carrasco, Jose A. & Harrison, Rodrigo, 2023. "Costly multi-unit search," European Economic Review, Elsevier, vol. 154(C).
- repec:hal:spmain:info:hdl:2441/j75mfllkr89c8aod1nr586ksc is not listed on IDEAS
- Derek Stacey, 2019.
"Posted Prices, Search and Bargaining,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 33, pages 85-104, July.
- Derek G. Stacey, 2015. "Posted Prices, Search and Bargaining," Working Papers 059, Toronto Metropolitan University, Department of Economics, revised May 2019.
- Kronick, Jeremy, 2015. "Do Loan-to-Value Ratio Regulation Changes Affect Canadian Mortgage Credit?," MPRA Paper 73671, University Library of Munich, Germany.
- Marco Bassetto & Wei Cui, 2020.
"A Ramsey Theory of Financial Distortions,"
Working Papers
775, Federal Reserve Bank of Minneapolis.
- Marco Bassetto & Wei Cui, 2021. "A Ramsey Theory of Financial Distortions," Discussion Papers 2107, Centre for Macroeconomics (CFM).
- Marco Bassetto & Wei Cui, 2021. "A Ramsey theory of financial distortions," IFS Working Papers W21/05, Institute for Fiscal Studies.
- Pierre-Olivier Weill, 2020.
"The search theory of OTC markets,"
NBER Working Papers
27354, National Bureau of Economic Research, Inc.
- Weill, Pierre-Olivier, 2020. "The search theory of OTC markets," CEPR Discussion Papers 14847, C.E.P.R. Discussion Papers.
- Andrea L. Eisfeldt & Yu Shi, 2018. "Capital Reallocation," NBER Working Papers 25085, National Bureau of Economic Research, Inc.
- Cemil Selcuk, 2017. "Distressed Sales in OTC Markets," Manchester School, University of Manchester, vol. 85(3), pages 357-393, June.
- Eerola, Essi & Määttänen, Niku, 2013. "Matching in the housing market with risk aversion and savings," ETLA Working Papers 3, The Research Institute of the Finnish Economy.
- Selcuk, Cemil, 2012. "Distressed sales and liquidity in OTC markets," MPRA Paper 38188, University Library of Munich, Germany.
- Gaetano Lisi, 2020. "Tweaking the DiPasquale–Wheaton–Colwell model," Letters in Spatial and Resource Sciences, Springer, vol. 13(2), pages 201-208, August.
- Yuan Yuan, 2014. "Funding Liquidity and Market Liquidity," DETU Working Papers 1406, Department of Economics, Temple University.
- Wei Cui, 2017. "When Ramsey Searches for Liquidity," 2017 Meeting Papers 1342, Society for Economic Dynamics.
- Eerola, Essi & Määttänen, Niku, 2015. "Matching and credit frictions in the housing market," Research Discussion Papers 20/2015, Bank of Finland.
- repec:zbw:bofrdp:2015_020 is not listed on IDEAS
- Eerola, Essi & Määttänen, Niku, 2015. "Matching and credit frictions in the housing market," Bank of Finland Research Discussion Papers 20/2015, Bank of Finland.
- Marco Bassetto & Wei Cui, "undated".
"A Ramsey Theory of Financial Distortions,"
Staff Report
643, Federal Reserve Bank of Minneapolis.
- Marco Bassetto & Wei Cui, 2021. "A Ramsey theory of financial distortions," IFS Working Papers W21/05, Institute for Fiscal Studies.
- Marco Bassetto & Wei Cui, 2020. "A Ramsey Theory of Financial Distortions," Working Papers 775, Federal Reserve Bank of Minneapolis.
- Marco Bassetto & Wei Cui, 2021. "A Ramsey Theory of Financial Distortions," Discussion Papers 2107, Centre for Macroeconomics (CFM).
- Tai‐Wei Hu & Guillaume Rocheteau, 2015. "Monetary Policy and Asset Prices: A Mechanism Design Approach," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(S2), pages 39-76, June.
- repec:zbw:bofrdp:urn:nbn:fi:bof-201510061415 is not listed on IDEAS
- Aleksander Berentsen & Samuel Huber & Alessandro Marchesiani, 2014.
"Degreasing The Wheels Of Finance,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 55(3), pages 735-763, August.
- Aleksander Berentsen & Samuel Huber & Alessandro Marchesiani, 2012. "Degreasing the wheels of finance," ECON - Working Papers 101, Department of Economics - University of Zurich.
- Ederington, Louis & Guan, Wei & Yadav, Pradeep K., 2015. "Dealer spreads in the corporate bond market: Agent vs. market-making roles," CFR Working Papers 15-11, University of Cologne, Centre for Financial Research (CFR).
- repec:hal:wpspec:info:hdl:2441/j75mfllkr89c8aod1nr586ksc is not listed on IDEAS