Asset prices and standing facilities in a monetary economy

DOI10.1016/J.JEDC.2022.104302MaRDI QIDQ2115965zbMATH OpenOpenAlexFDO

Authors Tarishi Matsuoka

Publication date 15 March 2022

Published in Journal of Economic Dynamics and Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jedc.2022.104302

zbMATH Keywords

asset pricebankingmoneystanding facilities

Mathematics Subject Classification ID

Game theory, economics, finance, and other social and behavioral sciences (91-XX)

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Cites work

• A search-theoretic model of the term premium
• Bank Runs, Deposit Insurance, and Liquidity
• Banking crises and liquidity in a monetary economy
• Banking: a new monetarist approach
• Central bank haircut policy
• Collateral fluctuations in a monetary economy
• Collateral secured loans in a monetary economy
• DISCOUNT WINDOW POLICY, BANKING CRISES, AND INDETERMINACY OF EQUILIBRIUM
• Imperfect interbank markets and the lender of last resort
• Information, liquidity, asset prices, and monetary policy
• Monetary policy implementation frameworks: a comparative analysis
• Monetary stability and liquidity crises: The role of the lender of last resort
• Money and credit with limited commitment and theft
• Money in Search Equilibrium, in Competitive Equilibrium, and in Competitive Search Equilibrium
• Money, credit and banking
• On the optimality of interest-bearing reserves in economies of overlapping generations
• Scarce collateral, the term premium, and quantitative easing

Cited in

(1)

• Assets, General Equilibrium and the Neutrality of Money

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