Endogenous liquidity and volatility

DOI10.1016/J.JET.2023.105652MaRDI QIDQ6166478zbMATH OpenOpenAlexFDO

Authors

Publication date 6 July 2023

Published in Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jet.2023.105652

zbMATH Keywords

searchliquiditymoneyextrinsic uncertainty

Mathematics Subject Classification ID

Interest rates, asset pricing, etc. (stochastic models) (91G30)

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Cites work

• scientific article; zbMATH DE number 3788331 (Why is no real title available?)
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• Indeterminacy in credit economies
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• On the threat of counterfeiting
• Self-fulfilling prophecies
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• Stationary sunspot equilibria in an N commodity world
• Sunspots and Cycles
• Undefeated equilibria of the Shi-Trejos-Wright model under adverse selection

Cited in

(5)

• Endogenous Liquidity and Defaultable Bonds
• ENDOGENOUS PROCYCLICAL LIQUIDITY, CAPITAL REALLOCATION, AND q
• Liquidity shocks and equilibrium liquidity premia.
• Money, banks and endogenous volatility
• Preferences with taste shock representations: price volatility and the liquidity premium

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