Explaining financial market facts: the importance of incomplete markets and transaction costs
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Citations
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Cited by:
- B. Ravikumar & Enchuan Shao, 2005.
"Search Frictions and Asset Price Volatility,"
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- B. Ravikumar & Enchuan Shao, 2010. "Search Frictions and Asset Price Volatility," Staff Working Papers 10-1, Bank of Canada.
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"Endogenous Transaction Costs,"
Discussion Papers
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- Tomislav Globan & Petar Sorić, 2017. "Financial integration before and after the crisis: Euler equations (re)visit European Union," EFZG Working Papers Series 1702, Faculty of Economics and Business, University of Zagreb.
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"Credit Frictions and 'Sudden Stops' in Small Open Economies: An Equilibrium Business Cycle Framework for Emerging Markets Crises,"
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- Mendoza, Enrique G. & Smith, Katherine A., 2006.
"Quantitative implications of a debt-deflation theory of Sudden Stops and asset prices,"
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