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A model of the liquidity structure based on asset indivisibility

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Author Info
Wallace, Neil
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Article provided by Elsevier in its journal Journal of Monetary Economics.

Volume (Year): 45 (2000)
Issue (Month): 1 (February)
Pages: 55-68
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Handle: RePEc:eee:moneco:v:45:y:2000:i:1:p:55-68

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Web page: http://www.elsevier.com/locate/inca/505566

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  1. Guillaume Rocheteau, 2008. "Money and competing assets under private information," Working Paper 0802, Federal Reserve Bank of Cleveland. [Downloadable!]
  2. Shouyong Shi, 2006. "A Microfoundation of Monetary Economics," Working Papers tecipa-211, University of Toronto, Department of Economics. [Downloadable!]
  3. Zhixiong Zeng, 2007. "The price of size and financial market allocations," Economic Theory, Springer, vol. 30(1), pages 21-48, January. [Downloadable!] (restricted)
  4. Pierre-Olivier Weill, 2004. "Liquidity Premia in Dynamic Bargaining Markets," Econometric Society 2004 North American Winter Meetings 648, Econometric Society. [Downloadable!]
    Other versions:
  5. Guillaume Rocheteau, 2009. "A monetary approach to asset liquidity," Working Paper 0901, Federal Reserve Bank of Cleveland. [Downloadable!]
  6. Guillaume Rocheteau, 2009. "Information and liquidity: a discussion," Working Paper 0902, Federal Reserve Bank of Cleveland. [Downloadable!]
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This page was last updated on 2009-12-3.

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