Heterogeneous asset valuation in OTC markets and optimal inflation

DOI10.1016/J.JEDC.2024.104824MaRDI QIDQ6567089zbMATH OpenFDO

Authors Athanasios Geromichalos, Kuk Mo Jung

Publication date 4 July 2024

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.2024.104824

zbMATH Keywords

asset pricesinflation-welfare relationshipliquiditymonetary-search modelsover-the-counter markets

Mathematics Subject Classification ID

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

Cites work

• An over-the-counter approach to the FOREX market
• Degreasing the wheels of finance
• Endogenous search, price dispersion, and welfare
• Frictional asset reallocation under adverse selection
• Information, liquidity, asset prices, and monetary policy
• Intermediation in over-the-counter markets with price transparency
• Leaning Against the Wind
• Liquidity in Asset Markets With Search Frictions
• Money in Search Equilibrium, in Competitive Equilibrium, and in Competitive Search Equilibrium
• Optimal disclosure policy and undue diligence
• Over-the-Counter Markets
• Pairwise trade, asset prices, and monetary policy
• Pricing and liquidity in decentralized asset markets

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