A Tractable Model of Indirect Asset Liquidity

Citations

Cited by:

1. Andolfatto, David & Martin, Fernando M. & Zhang, Shengxing, 2017. "Rehypothecation and liquidity," European Economic Review, Elsevier, vol. 100(C), pages 488-505.
   • David Andolfatto & Fernando M. Martin & Shengxing Zhang, 2015. "Rehypothecation and Liquidity," Working Papers 2015-3, Federal Reserve Bank of St. Louis.
   • Andolfatto, David & Martin, Fernando M. & Zhang, Shengxing, 2017. "Rehypothecation and liquidity," LSE Research Online Documents on Economics 84558, London School of Economics and Political Science, LSE Library.
2. Athanasios Geromichalos & Lucas Herrenbrueck, 2022. "The Liquidity-Augmented Model of Macroeconomic Aggregates: A New Monetarist DSGE Approach," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 45, pages 134-167, July.
   • Athanasios Geromichalos & Lucas Herrenbrueck, 2021. "Code and data files for "The Liquidity-Augmented Model of Macroeconomic Aggregates: A New Monetarist DSGE Approach"," Computer Codes 19-205, Review of Economic Dynamics.
3. Athanasios Geromichalos & Lucas Herrenbrueck & Sukjoon Lee, 2023. "The Strategic Determination of the Supply of Liquid Assets," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 49, pages 1-36, July.
   • Geromichalos, Athanasios & Herrenbrueck, Lucas, 2016. "The Strategic Determination of the Supply of Liquid Assets," MPRA Paper 71454, University Library of Munich, Germany.
   • Athanasios Geromichalos & Lucas Herrenbrueck, 2016. "The Strategic Determination of the Supply of Liquid Assets," Working Papers 183, University of California, Davis, Department of Economics.
4. Nicola Amendola & Lorenzo Carbonari & Leo Ferraris, 2021. "Three Liquid Assets," CEIS Research Paper 516, Tor Vergata University, CEIS, revised 14 Oct 2021.
   • Nicola Amendola & Lorenzo Carbonari & Leo Ferraris, 2021. "Three Liquid Assets," Working Paper series 21-14, Rimini Centre for Economic Analysis.
5. van Buggenum, Hugo, 2023. "Coexistence of money and interest-bearing bonds," Journal of Economic Dynamics and Control, Elsevier, vol. 153(C).
   • van Buggenum, Hugo, 2021. "Coexistence of Money and Interest-Bearing Bonds," Discussion Paper 2021-019, Tilburg University, Center for Economic Research.
6. Han, Han & Julien, Benoît & Petursdottir, Asgerdur & Wang, Liang, 2019. "Asset liquidity and indivisibility," European Economic Review, Elsevier, vol. 119(C), pages 236-250.
   • Han Han & Benoit Julien & Asgerdur Petursdottir & Liang Wang, 2019. "Asset Liquidity and Indivisibility," Working Papers 201909, University of Hawaii at Manoa, Department of Economics.
7. Herrenbrueck, Lucas, 2014. "Quantitative Easing and the Liquidity Channel of Monetary Policy," MPRA Paper 70686, University Library of Munich, Germany, revised 10 Apr 2016.
   • Lucas Herrenbrueck, 2016. "Quantitative Easing and the Liquidity Channel of Monetary Policy," 2016 Meeting Papers 767, Society for Economic Dynamics.
   • Lucas Herrenbrueck, 2014. "Quantitative Easing and the Liquidity Channel of Monetary Policy," Discussion Papers dp14-09, Department of Economics, Simon Fraser University, revised Apr 2016.
8. Huber, Samuel & Kim, Jaehong, 2019. "The role of trading frictions in financial markets," Journal of Economic Dynamics and Control, Elsevier, vol. 99(C), pages 1-18.
   • Samuel Huber & Jaehong Kim, 2015. "The role of trading frictions in financial markets," ECON - Working Papers 211, Department of Economics - University of Zurich, revised Jul 2017.
9. Kang, Kee-Youn, 2021. "Optimal contract for asset trades: Collateralizing or selling?," Journal of Financial Markets, Elsevier, vol. 56(C).
10. Huber, Samuel & Kim, Jaehong, 2017. "On the optimal quantity of liquid bonds," Journal of Economic Dynamics and Control, Elsevier, vol. 79(C), pages 184-200.
    • Samuel Huber & Jaehong Kim, 2015. "On the optimal quantity of liquid bonds," ECON - Working Papers 193, Department of Economics - University of Zurich, revised Apr 2017.
11. Geromichalos, Athanasios & Herrenbrueck, Lucas, 2016. "The Strategic Determination of the Supply of Liquid Assets," MPRA Paper 71454, University Library of Munich, Germany.
    • Athanasios Geromichalos & Lucas Herrenbrueck, 2016. "The Strategic Determination of the Supply of Liquid Assets," Working Papers 161, University of California, Davis, Department of Economics.
12. Wang, Zijian, 2020. "Liquidity and private information in asset markets: To signal or not to signal," Journal of Economic Theory, Elsevier, vol. 190(C).
13. Altermatt, Lukas & Iwasaki, Kohei & Wright, Randall, 2021. "Asset pricing in monetary economies," Journal of International Money and Finance, Elsevier, vol. 115(C).
14. Lucas Herrenbrueck, Zijian Wang, 2023. "Interest Rates, Moneyness, and the Fisher Equation," Discussion Papers dp23-11, Department of Economics, Simon Fraser University.
15. Madison, Florian, 2019. "Frictional asset reallocation under adverse selection," Journal of Economic Dynamics and Control, Elsevier, vol. 100(C), pages 115-130.
    • Florian Madison, 2017. "Frictional asset reallocation under adverse selection," ECON - Working Papers 261, Department of Economics - University of Zurich, revised Jan 2018.
16. Athanasios Geromichalos & Lucas Herrenbrueck, 2017. "The Liquidity-Augmented Model of Macroeconomic Aggregates," Discussion Papers dp17-16, Department of Economics, Simon Fraser University.
17. Athanasios Geromichalos & Kuk Mo Jung & Seungduck Lee & Dillon Carlos, 2019. "Asset Liquidity in Monetary Theory and Finance: A Unified Approach," Working Papers 1905, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy).
    • Athanasios Geromichalos & Kuk Mo Jung & Seungduck Lee & Dillon Carlos, 2019. "Asset Liquidity in Monetary Theory and Finance: A Unified Approach," Working Papers 330, University of California, Davis, Department of Economics.
18. Lucas Herrenbrueck, 2019. "Interest Rates, Moneyness, and the Fisher Equation," Discussion Papers dp19-01, Department of Economics, Simon Fraser University.
    • Lucas Herrenbrueck, 2019. "Interest rates, moneyness, and the Fisher equation," 2019 Meeting Papers 1409, Society for Economic Dynamics.
19. Athanasios Geromichalos & Lucas Herrenbrueck & Sukjoon Lee, 2023. "Asset Safety versus Asset Liquidity," Journal of Political Economy, University of Chicago Press, vol. 131(5), pages 1172-1212.
    • Athanasios Geromichalos & Lucas Herrenbrueck & Sukjoon Lee, 2018. "Asset Safety versus Asset Liquidity," Working Papers 326, University of California, Davis, Department of Economics.
20. Jang, Inkee & Kang, Kee-Youn, 2021. "Adverse selection and costly information acquisition in asset markets," Journal of Mathematical Economics, Elsevier, vol. 97(C).
21. Lukas Altermatt & Kohei Iwasaki & Randall Wright, 2023. "General Equilibrium with Multiple Liquid Assets," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 51, pages 267-291, December.
    • Lukas Altermatt & Kohei Iwasaki & Randall Wright, 2023. "Code and data files for "General Equilibrium with Multiple Liquid Assets"," Computer Codes 22-107, Review of Economic Dynamics.
22. Lee, Sukjoon, 2020. "Liquidity Premium, Credit Costs, and Optimal Monetary Policy," MPRA Paper 104825, University Library of Munich, Germany.
23. Athanasios Geromichalos & Lucas Herrenbrueck & Sukjoon Lee, 2023. "The Strategic Determination of the Supply of Liquid Assets," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 49, pages 1-36, July.
    • Athanasios Geromichalos & Lucas Herrenbrueck & Sukjoon Lee, 2022. "Online Appendix to "The Strategic Determination of the Supply of Liquid Assets"," Online Appendices 22-72, Review of Economic Dynamics.
24. Herrenbrueck, Lucas, 2019. "Frictional asset markets and the liquidity channel of monetary policy," Journal of Economic Theory, Elsevier, vol. 181(C), pages 82-120.
25. Luis Araujo & Leo Ferraris, 2019. "The Societal Benefits of Money and Interest Bearing Debt," CEIS Research Paper 453, Tor Vergata University, CEIS, revised 19 Feb 2019.
26. Geromichalos, Athanasios & Jung, Kuk Mo & Lee, Seungduck & Carlos, Dillon, 2021. "A model of endogenous direct and indirect asset liquidity," European Economic Review, Elsevier, vol. 132(C).