An empirical equilibrium model of a decentralized asset market

DOI10.3982/ECTA10847MaRDI QIDQ4613437zbMATH OpenOpenAlexFDO

Authors Alessandro Gavazza

Publication date 31 January 2019

Published in Econometrica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3982/ecta10847

zbMATH Keywords

bargainingintermediariessearch frictions

Mathematics Subject Classification ID

Special types of economic equilibria (91B52) Trade models (91B60)

Recommendations

• Frictional intermediation in over-the-counter markets
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Cited in

(17)

• Analysis of a dynamic, decentralized exchange economy
• Flipping in the housing market
• Dynamic inefficiency in decentralized capital markets
• The role of trading frictions in financial markets
• Over-the-counter versus double auction in asset markets with near-zero-intelligence traders
• Trading dynamics in decentralized markets with adverse selection
• scientific article; zbMATH DE number 2072573 (Why is no real title available?)
• Pricing and liquidity in decentralized asset markets
• A theory of Automated Market Makers in DeFi
• Frictional intermediation in over-the-counter markets
• Heterogeneity in decentralized asset markets
• Market-making with search and information frictions
• ENDOGENOUS PROCYCLICAL LIQUIDITY, CAPITAL REALLOCATION, AND q
• Inventory management in decentralized markets
• Inventory, market making, and liquidity in OTC markets
• Search frictions and product design in the municipal bond market
• Search frictions in over-the-counter foreign exchange markets: theory and evidence

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