Heterogeneous asset valuation in OTC markets and optimal inflation

DOI10.1016/J.JEDC.2024.104824MaRDI QIDQ6567089FDOQ6567089

Authors: Athanasios Geromichalos, Kuk Mo Jung 

Publication date: 4 July 2024

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

zbMATH Keywords

liquidityasset pricesmonetary-search modelsover-the-counter marketsinflation-welfare relationship

Mathematics Subject Classification ID

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

Cites Work

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

This page was built for publication: Heterogeneous asset valuation in OTC markets and optimal inflation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6567089)