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Modeling Aggregate Liquidity

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  • Holmstrom, Bengt
  • Tirole, Jean

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Bibliographic Info

Article provided by American Economic Association in its journal American Economic Review.

Volume (Year): 86 (1996)
Issue (Month): 2 (May)
Pages: 187-91

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Handle: RePEc:aea:aecrev:v:86:y:1996:i:2:p:187-91

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Cited by:
  1. Filippo Taddei, 2007. "Liquidity and the Allocation of Credit: Business Cycle, Government Debt and Financial Arrangements," Carlo Alberto Notebooks 65, Collegio Carlo Alberto.
  2. David McLean, R., 2011. "Share issuance and cash savings," Journal of Financial Economics, Elsevier, vol. 99(3), pages 693-715, March.
  3. Eisfeldt, Andrea L., 2007. "Smoothing with liquid and illiquid assets," Journal of Monetary Economics, Elsevier, vol. 54(6), pages 1572-1586, September.
  4. Longstaff, Francis A., 2001. "The Flight-to-Liquidity Premium in U.S. Treasury Bond Prices," University of California at Los Angeles, Anderson Graduate School of Management qt7dc0t95b, Anderson Graduate School of Management, UCLA.
  5. Francis A. Longstaff, 2004. "The Flight-to-Liquidity Premium in U.S. Treasury Bond Prices," The Journal of Business, University of Chicago Press, vol. 77(3), pages 511-526, July.
  6. Thomas H. Noe & Stephen D. Smith, 1997. "The buck stops where? The role of limited liability in economics," Economic Review, Federal Reserve Bank of Atlanta, issue Q 1, pages 46-56.
  7. Deep, Akash & Schaefer, Guido, 2004. "Are Banks Liquidity Transformers?," Working Paper Series rwp04-022, Harvard University, John F. Kennedy School of Government.
  8. G. Chiesa, 2014. "Safe Assets’ Scarcity, Liquidity and Spreads," Working Papers wp927, Dipartimento Scienze Economiche, Universita' di Bologna.
  9. Mitusch, Kay, 2002. "Debt contracts, banks, and aggregate liquidity," Economics Letters, Elsevier, vol. 74(2), pages 145-150, January.
  10. Rampini, Adriano A., 2004. "Entrepreneurial activity, risk, and the business cycle," Journal of Monetary Economics, Elsevier, vol. 51(3), pages 555-573, April.
  11. Suresh Sundaresan & Zhenyu Wang, 2006. "Y2K options and the liquidity premium in Treasury bond markets," Staff Reports 266, Federal Reserve Bank of New York.
  12. Instefjord, Norvald, 1999. "A simple model of market liquidity," Economics Letters, Elsevier, vol. 64(3), pages 329-337, September.

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