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Frictions de recherche sur les marchés financiers

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  • Fabien Tripier

Abstract

This article is devoted to the study of search frictions in financial markets where agents invest in costly search activities to make financial transactions. Search frictions are important to explain the existence of financial relationships and to understand the functioning of over-the-counter markets. A synthetic model is developed to show how search theory can be applied to financial markets. The contributions of search theory to the analysis of the financial accelerator and of the liquidity of markets are discussed.

Suggested Citation

  • Fabien Tripier, 2013. "Frictions de recherche sur les marchés financiers," Revue française d'économie, Presses de Sciences-Po, vol. 0(4), pages 15-47.
    • Handle: RePEc:cai:rferfe:rfe_134_0015
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