A tractable model of indirect asset liquidity
DOI10.1016/J.JET.2016.12.009zbMATH Open1400.91348OpenAlexW2216397776MaRDI QIDQ508401FDOQ508401
Authors: Lucas Herrenbrueck, Athanasios Geromichalos 
Publication date: 10 February 2017
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: http://repec.dss.ucdavis.edu/rails/active_storage/blobs/eyJfcmFpbHMiOnsibWVzc2FnZSI6IkJBaHBBWUU9IiwiZXhwIjpudWxsLCJwdXIiOiJibG9iX2lkIn19--79c4db671beb9cc8c5d37ad302cf333fc0db93e7/15-3.pdf
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Cites Work
- Over-the-Counter Markets
- Economic monetary aggregates. An application of index number and aggregation theory
- Societal benefits of illiquid bonds.
- Degreasing the wheels of finance
- Trade dynamics in the market for federal funds
- Money and capital as competing media of exchange
- Money, credit and banking
- A search-theoretic model of the term premium
Cited In (15)
- Liquidity and private information in asset markets: to signal or not to signal
- Liquidity and asset prices in a monetary model with OTC asset markets
- Frictional asset markets and the liquidity channel of monetary policy
- Adverse selection and costly information acquisition in asset markets
- Frictional asset reallocation under adverse selection
- EGARCH Model with Weighted Liquidity
- Modeling the liquidity effect with the limited participation model: a skeptical view
- Information, liquidity, asset prices, and monetary policy
- A tractable model of monetary exchange with ex post heterogeneity
- Coexistence of money and interest-bearing bonds
- Liquidity of secondary capital markets: Allocative efficiency and the maturity composition of the capital stock
- On the optimal quantity of liquid bonds
- The role of trading frictions in financial markets
- A Liquidity-based Model of Security Design
- INSIDE MONEY, INVESTMENT, AND UNCONVENTIONAL MONETARY POLICY
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