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Citations for "Liquidity in asset markets with search frictions"

by Guillaume Rocheteau & Ricardo Lagos

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  1. Jean-Sébastien Fontaine & Héctor Pérez Saiz & Joshua Slive, 2012. "When Lower Risk Increases Profit: Competition and Control of a Central Counterparty," Working Papers, Bank of Canada 12-35, Bank of Canada.
  2. Gara Afonso & Anna Kovner & Antoinette Schoar, 2013. "Trading partners in the interbank lending market," Staff Reports, Federal Reserve Bank of New York 620, Federal Reserve Bank of New York.
  3. Lester, Benjamin & Rocheteau, Guillaume & Weill, Pierre-Olivier, 2014. "Competing for order flow in OTC markets," Working Papers 14-9, Federal Reserve Bank of Philadelphia.
  4. Selcuk, Cemil, 2012. "Distressed sales and liquidity in OTC markets," MPRA Paper 38188, University Library of Munich, Germany.
  5. Pierre-Olivier Weill & Johan Hombert & Bruno Biais, 2011. "Trading and Liquidity with Limited Cognition," 2011 Meeting Papers 475, Society for Economic Dynamics.
  6. Ricardo Lagos, 2008. "The Research Agenda: Ricardo Lagos on Liquidity and the Search Theory of Money," EconomicDynamics Newsletter, Review of Economic Dynamics, Review of Economic Dynamics, vol. 10(1), November.
  7. Afonso, Gara, 2011. "Liquidity and congestion," Journal of Financial Intermediation, Elsevier, Elsevier, vol. 20(3), pages 324-360, July.
  8. Ed Nosal & Christopher Waller & Randall Wright, 2010. "Introduction to the macroeconomic dynamics: special issues on money, credit, and liquidity," Working Paper Series, Federal Reserve Bank of Chicago WP-2010-14, Federal Reserve Bank of Chicago.
  9. Ricardo Lagos, 2006. "Asset prices and liquidity in an exchange economy," Staff Report, Federal Reserve Bank of Minneapolis 373, Federal Reserve Bank of Minneapolis.
  10. Rocheteau, Guillaume, 2011. "Payments and liquidity under adverse selection," Journal of Monetary Economics, Elsevier, Elsevier, vol. 58(3), pages 191-205.
  11. Gara Minguez Afonso, 2008. "Liquidity and Congestion," 2008 Meeting Papers 926, Society for Economic Dynamics.
  12. Ricardo Lagos & Guillaume Rocheteau, 2007. "Liquidity in asset markets with search frictions," Working Paper 0706, Federal Reserve Bank of Cleveland.
  13. Duffie, Darrell & Malamud, Semyon & Manso, Gustavo, 2009. "The Relative Contributions of Private Information Sharing and Public Information Releases to Information Aggregation," Research Papers, Stanford University, Graduate School of Business 2023, Stanford University, Graduate School of Business.
  14. Marc de Kamps & Daniel Ladley & Aistis Simaitis, 2012. "Heterogeneous Beliefs in Over-The-Counter Markets," Discussion Papers in Economics, Department of Economics, University of Leicester 13/03, Department of Economics, University of Leicester, revised Sep 2013.
  15. Luigi Iovino, 2012. "Sophisticated Intermediation and Aggregate Volatility," 2012 Meeting Papers, Society for Economic Dynamics 965, Society for Economic Dynamics.
  16. Aleksander Berentsen & Michael McBride & Guillaume Rocheteau, 2013. "Limelight on dark markets: an experimental study of liquidity and information," ECON - Working Papers, Department of Economics - University of Zurich 126, Department of Economics - University of Zurich.
  17. Guillaume Rocheteau & Pierre‐Olivier Weill, 2011. "Liquidity in Frictional Asset Markets," Journal of Money, Credit and Banking, Blackwell Publishing, Blackwell Publishing, vol. 43, pages 261-282, October.
  18. Mikhail Golosov & Aleh Tsyvinski & Guido Lorenzoni, 2008. "Decentralized trading with private information," 2008 Meeting Papers 391, Society for Economic Dynamics.
  19. Sun, Yeneng & Zhang, Yongchao, 2009. "Individual risk and Lebesgue extension without aggregate uncertainty," Journal of Economic Theory, Elsevier, Elsevier, vol. 144(1), pages 432-443, January.
  20. Braz Camargo & Benjamin Lester, 2011. "Trading dynamics in decentralized markets with adverse selection," Working Papers 11-36, Federal Reserve Bank of Philadelphia.
  21. Briana Chang, 2012. "Adverse Selection and Liquidity Distortion in Decentralized Markets," 2012 Meeting Papers, Society for Economic Dynamics 403, Society for Economic Dynamics.
  22. Makoto Watanabe, 2012. "Middlemen: A Directed Search Equilibrium Approach," Tinbergen Institute Discussion Papers 12-138/V, Tinbergen Institute.
  23. Pierre-Olivier Weill & Bruno Biais, 2009. "Liquidity shocks and order book dynamics," 2009 Meeting Papers, Society for Economic Dynamics 89, Society for Economic Dynamics.
  24. Stephen D. Williamson & Randall Wright, 2010. "New Monetarist Economics: methods," Staff Report, Federal Reserve Bank of Minneapolis 442, Federal Reserve Bank of Minneapolis.
  25. Lagos, Ricardo & Rocheteau, Guillaume & Weill, Pierre-Olivier, 2011. "Crises and liquidity in over-the-counter markets," Journal of Economic Theory, Elsevier, Elsevier, vol. 146(6), pages 2169-2205.
  26. Humberto M. Ennis & John A. Weinberg, 2009. "A model of stigma in the fed funds market," Economics Working Papers we095937, Universidad Carlos III, Departamento de Economía.
  27. Borghan Nezami Narajabad & Cyril Monnet, 2012. "Why Rent When You Can Buy? A Theory of Repurchase Agreements," 2012 Meeting Papers, Society for Economic Dynamics 647, Society for Economic Dynamics.
  28. Guillaume Rocheteau & Randall Wright, 2010. "Liquidity and asset market dynamics," Working Paper 1016, Federal Reserve Bank of Cleveland.
  29. Zhiguo He & Konstantin Milbradt, 2012. "Endogenous Liquidity and Defaultable Bonds," NBER Working Papers 18408, National Bureau of Economic Research, Inc.
  30. Patrick Bolton & Tano Santos & Jose A. Scheinkman, 2011. "Cream Skimming in Financial Markets," NBER Working Papers 16804, National Bureau of Economic Research, Inc.
  31. Alisdair McKay, 2013. "Online Appendix to "Search for Financial Returns and Social Security Privatization"," Technical Appendices, Review of Economic Dynamics 12-80, Review of Economic Dynamics.
  32. Briana Chang, 2011. "Adverse Selection and Liquidity Distortion in Decentralized Markets," 2011 Meeting Papers 157, Society for Economic Dynamics.
  33. Zhang, Cathy, 2013. "An Information-Based Theory of International Currency," MPRA Paper 42114, University Library of Munich, Germany.
  34. Dimitri Vayanos & Jiang Wang, 2012. "Market Liquidity — Theory and Empirical Evidence," NBER Working Papers 18251, National Bureau of Economic Research, Inc.
  35. André Kurmann, 2009. "Holdups and Overinvestment in Physical Capital Markets," Cahiers de recherche, CIRPEE 0904, CIRPEE.
  36. Makoto Watanabe, 2012. "Middlemen: A Directed Search Equilibrium Approach," Tinbergen Institute Discussion Papers 12-138/V, Tinbergen Institute.