Liquidity premia in dynamic bargaining markets
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Cites work
- Equilibrium interest rate and liquidity premium with transaction costs
- Existence of independent random matching
- scientific article; zbMATH DE number 3935355 (Why is no real title available?)
- scientific article; zbMATH DE number 45955 (Why is no real title available?)
- Liquidity shocks and equilibrium liquidity premia.
- Over-the-Counter Markets
- Search and endogenous concentration of liquidity in asset markets
Cited in
(17)- Portfolio choice and pricing in illiquid markets
- Imperfect knowledge, liquidity and bubbles
- Equilibrium theory of stock market crashes
- Information, liquidity, and asset trading in a random matching game
- Search and endogenous concentration of liquidity in asset markets
- Search-based models of money and finance: an integrated approach
- Existence and uniqueness of a steady state for an OTC market with several assets
- Liquidity in Asset Markets With Search Frictions
- The exact law of large numbers for independent random matching
- Liquidity Preference and Financial Intermediation
- A search-theoretic model of the term premium
- scientific article; zbMATH DE number 852307 (Why is no real title available?)
- Equilibrium valuation of illiquid assets
- The implied liquidity premium for equities
- Middlemen in search equilibrium with intensive and extensive margins
- Middlemen, inventories and economic dynamics
- The relative contributions of private information sharing and public information releases to information aggregation
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