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Athanasios Geromichalos

Personal Details

First Name:Athanasios
Middle Name:
Last Name:Geromichalos
Suffix:
RePEc Short-ID:pge140
Terminal Degree:2009 Department of Economics; University of Pennsylvania (from RePEc Genealogy)

Affiliation

Economics Department
University of California-Davis

Davis, California (United States)
http://www.econ.ucdavis.edu/

: (530) 752-0741
(530) 752-9382
One Shields Ave., Davis, CA 95616-8578
RePEc:edi:educdus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Athanasios Geromichalos & Lucas Herrenbrueck & Kevin Salyer, 2013. "A Search-Theoretic Model of the Term Premium," Working Papers 138, University of California, Davis, Department of Economics.
  2. Athanasios Geromichalos & Lucas Herrenbrueck, 2013. "Monetary Policy, Asset Prices, and Liquidity in Over-the-Counter Markets," Working Papers 1220, University of California, Davis, Department of Economics.
  3. Athanasios Geromichalos, 2012. "Directed Search and the Bertrand Paradox," Working Papers 1221, University of California, Davis, Department of Economics.
  4. Athanasios Geromichalos, 2012. "Unemployment Insurance and Optimal Taxation in Search Models of the Labor Market," Working Papers 1219, University of California, Davis, Department of Economics.
  5. Athanasios Geromichalos & Ina Simonovska, 2011. "Asset Liquidity and International Portfolio Choice," NBER Working Papers 17331, National Bureau of Economic Research, Inc.
  6. Athanasios Geromichalos, 2010. "Directed Search and Optimal Production," Working Papers 1016, University of California, Davis, Department of Economics.

Articles

  1. Athanasios Geromichalos, 2015. "Unemployment Insurance and Optimal Taxation in a Search Model of the Labor Market," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 18(2), pages 365-380, April.
  2. Geromichalos, Athanasios, 2012. "Directed search and optimal production," Journal of Economic Theory, Elsevier, vol. 147(6), pages 2303-2331.
  3. Athanasios Geromichalos & Juan M Licari & Jose Suarez-Lledo, 2007. "Monetary Policy and Asset Prices," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 10(4), pages 761-779, October.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Athanasios Geromichalos & Lucas Herrenbrueck & Kevin Salyer, 2013. "A Search-Theoretic Model of the Term Premium," Working Papers 138, University of California, Davis, Department of Economics.

    Cited by:

    1. Berentsen, Aleksander & Huber, Samuel & Marchesiani, Alessandro, 2016. "The societal benefit of a financial transaction tax," European Economic Review, Elsevier, vol. 89(C), pages 303-323.
    2. Lee, Seungduck, 2016. "Money, Asset Prices and the Liquidity Premium," MPRA Paper 74010, University Library of Munich, Germany.
    3. Lucas Herrenbrueck, 2016. "Quantitative Easing and the Liquidity Channel of Monetary Policy," 2016 Meeting Papers 767, Society for Economic Dynamics.
    4. 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.
    5. Athanasios Geromichalos & Lucas Herrenbrueck, 2016. "The Strategic Determination of the Supply of Liquid Assets," Working Papers 161, University of California, Davis, Department of Economics.
    6. Lee, Seungduck, 2016. "Money, Asset Prices and the Liquidity Premium," MPRA Paper 73707, University Library of Munich, Germany.
    7. Lee, Seungduck, 2016. "Money, Asset Prices and the Liquidity Premium," MPRA Paper 73533, University Library of Munich, Germany.
    8. Williamson, Stephen D., 2014. "Low Real Interest Rates, Collateral Misrepresentation, and Monetary Policy," Working Papers 2014-26, Federal Reserve Bank of St. Louis, revised 09 Sep 2016.
    9. Lucas Herrenbrueck & Athanasios Geromichalos, 2015. "A Tractable Model of Indirect Asset Liquidity," Working Papers 153, University of California, Davis, Department of Economics.
    10. Jung, Kuk Mo, 2016. "Uncertainty-Induced Dynamic Inefficiency and the Optimal Inflation Rate," MPRA Paper 69715, University Library of Munich, Germany.
    11. Athanasios Geromichalos & Lucas Herrenbrueck, 2017. "The Liquidity-Augmented Model of Macroeconomic Aggregates," Discussion Papers dp17-16, Department of Economics, Simon Fraser University.
    12. Athanasios, Geromichalos & Kuk Mo, Jung, 2016. "Monetary Policy and Efficiency in Over-the-Counter Financial Trade," MPRA Paper 71455, University Library of Munich, Germany.
    13. Jung, Kuk Mo & Pyun, Ju Hyun, 2016. "International reserves for emerging economies: A liquidity approach," Journal of International Money and Finance, Elsevier, vol. 68(C), pages 230-257.
    14. Lee, Seungduck, 2016. "Money, Asset Prices and the Liquidity Premium," MPRA Paper 74615, University Library of Munich, Germany.
    15. Stephen Williamson, 2014. "Central Bank Purchases of Private Assets," 2014 Meeting Papers 208, Society for Economic Dynamics.
    16. Lee, Seungduck, 2016. "Money, Asset Prices and the Liquidity Premium," MPRA Paper 75869, University Library of Munich, Germany.
    17. Williamson, Stephen D., 2016. "Scarce collateral, the term premium, and quantitative easing," Journal of Economic Theory, Elsevier, vol. 164(C), pages 136-165.
    18. Julian Kozlowski, 2017. "Long-Term Finance and Economic Development: The Role of Liquidity in Corporate Debt Markets," 2017 Meeting Papers 699, Society for Economic Dynamics.

  2. Athanasios Geromichalos & Lucas Herrenbrueck, 2013. "Monetary Policy, Asset Prices, and Liquidity in Over-the-Counter Markets," Working Papers 1220, University of California, Davis, Department of Economics.

    Cited by:

    1. Andolfatto, David & Martin, Fernando M. & Zhang, Shengxing, 2015. "Rehypothecation and Liquidity," Working Papers 2015-3, Federal Reserve Bank of St. Louis, revised 06 Mar 2017.
    2. Ina Simonovska & Athanasios Geromichalos, 2011. "Asset Liquidity and International Portfolio Choice," 2011 Meeting Papers 756, Society for Economic Dynamics.
    3. Berentsen, Aleksander & Huber, Samuel & Marchesiani, Alessandro, 2016. "The societal benefit of a financial transaction tax," European Economic Review, Elsevier, vol. 89(C), pages 303-323.
    4. Lee, Seungduck, 2016. "Money, Asset Prices and the Liquidity Premium," MPRA Paper 74010, University Library of Munich, Germany.
    5. Han, Han, 2015. "Over-the-Counter Markets, Intermediation, and Monetary Policy," MPRA Paper 68709, University Library of Munich, Germany.
    6. Lucas Herrenbrueck, 2016. "Quantitative Easing and the Liquidity Channel of Monetary Policy," 2016 Meeting Papers 767, Society for Economic Dynamics.
    7. 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.
    8. Athanasios Geromichalos & Kuk Mo Jung, 2014. "An Over-the-Counter Approach to the FOREX Market," Working Papers 144, University of California, Davis, Department of Economics.
    9. David Rappoport & Alexandros Vardoulakis & David Arseneau, 2015. "Secondary Market Liquidity and the Optimal Capital Structure," 2015 Meeting Papers 1274, Society for Economic Dynamics.
    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.
    11. 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. Lee, Seungduck, 2016. "Money, Asset Prices and the Liquidity Premium," MPRA Paper 73707, University Library of Munich, Germany.
    13. Johnson, Christopher, 2016. "Differences of Opinion, Liquidity, and Monetary Policy," MPRA Paper 70951, University Library of Munich, Germany.
    14. Lee, Seungduck, 2016. "Money, Asset Prices and the Liquidity Premium," MPRA Paper 73533, University Library of Munich, Germany.
    15. Martin Meier & Burkhard Schipper, 2014. "Bayesian games with unawareness and unawareness perfection," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 56(2), pages 219-249, June.
    16. Silva, Mario, 2017. "New monetarism with endogenous product variety and monopolistic competition," Journal of Economic Dynamics and Control, Elsevier, vol. 75(C), pages 158-181.
    17. Rocheteau, Guillaume & Weill, Pierre-Olivier & Wong, Russell, 2017. "A Tractable Model of Monetary Exchange with Ex-Post Heterogeneity," Working Paper 17-6, Federal Reserve Bank of Richmond.
    18. Lucas Herrenbrueck & Athanasios Geromichalos, 2015. "A Tractable Model of Indirect Asset Liquidity," Working Papers 153, University of California, Davis, Department of Economics.
    19. Florian Madison, 2017. "Frictional asset reallocation under adverse selection," ECON - Working Papers 261, Department of Economics - University of Zurich, revised Jan 2018.
    20. Jung, Kuk Mo, 2016. "Uncertainty-Induced Dynamic Inefficiency and the Optimal Inflation Rate," MPRA Paper 69715, University Library of Munich, Germany.
    21. Athanasios Geromichalos & Lucas Herrenbrueck, 2017. "The Liquidity-Augmented Model of Macroeconomic Aggregates," Discussion Papers dp17-16, Department of Economics, Simon Fraser University.
    22. Athanasios, Geromichalos & Kuk Mo, Jung, 2016. "Monetary Policy and Efficiency in Over-the-Counter Financial Trade," MPRA Paper 71455, University Library of Munich, Germany.
    23. Ricardo Lagos & Shengxing Zhang, 2015. "Monetary Exchange in Over-the-Counter Markets: A Theory of Speculative Bubbles, the Fed Model, and Self-fulfilling Liquidity Crises," NBER Working Papers 21528, National Bureau of Economic Research, Inc.
    24. Jung, Kuk Mo & Pyun, Ju Hyun, 2016. "International reserves for emerging economies: A liquidity approach," Journal of International Money and Finance, Elsevier, vol. 68(C), pages 230-257.
    25. Lee, Seungduck, 2016. "Money, Asset Prices and the Liquidity Premium," MPRA Paper 74615, University Library of Munich, Germany.
    26. Lester, Benjamin & Rocheteau, Guillaume & Weill, Pierre-Olivier, 2014. "Competing for order flow in OTC markets," Working Papers 14-9, Federal Reserve Bank of Philadelphia.
    27. Lee, Seungduck, 2016. "Money, Asset Prices and the Liquidity Premium," MPRA Paper 75869, University Library of Munich, Germany.
    28. Geromichalos, Athanasios & Herrenbrueck, Lucas M. & Salyer, Kevin D., 2016. "A search-theoretic model of the term premium," Theoretical Economics, Econometric Society, vol. 11(3), September.
    29. Lagos, Ricardo & Zhang, Shengxing, 2016. "Turnover Liquidity and the Transmission of Monetary Policy," Working Papers 734, Federal Reserve Bank of Minneapolis.
    30. Mattesini, Fabrizio & Nosal, Ed, 2011. "Cash-in-the-Market Pricing in a Model with Money and Over-the-Counter Financial Markets," Working Paper Series WP-2013-24, Federal Reserve Bank of Chicago, revised 29 Nov 2013.
    31. Athanasios Geromichalos & Jiwon Lee & Seungduck Lee & Keita Oikawa, 2016. "Over-the-counter trade and the value of assets as collateral," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 62(3), pages 443-475, August.
    32. Aleksander Berentsen & Samuel Huber & Alessandro Marchesiani, 2014. "Degreasing The Wheels Of Finance," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 55, pages 735-763, August.

  3. Athanasios Geromichalos, 2012. "Directed Search and the Bertrand Paradox," Working Papers 1221, University of California, Davis, Department of Economics.

    Cited by:

    1. Pere Gomis-Porqueras & Benoit Julien & Liang Wang, 2016. "Competitive Search with Ex-post Opportunism," Working Papers 201607, University of Hawaii at Manoa, Department of Economics.
    2. Athanasios Geromichalos, 2015. "Unemployment Insurance and Optimal Taxation in a Search Model of the Labor Market," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 18(2), pages 365-380, April.
    3. Lucas Herrenbrueck, 2015. "Instability of Endogenous Price Dispersion Equilibria: A Simulation," Discussion Papers dp15-07, Department of Economics, Simon Fraser University.

  4. Athanasios Geromichalos & Ina Simonovska, 2011. "Asset Liquidity and International Portfolio Choice," NBER Working Papers 17331, National Bureau of Economic Research, Inc.

    Cited by:

    1. V. Bignon & R. Breton & M. Rojas Breu, 2015. "Monetary Union with A Single Currency and Imperfect Credit Market Integration," Working papers 541, Banque de France.
    2. Lucas Herrenbrueck, 2017. "An Open-Economy Model With Money, Endogenous Search, And Heterogeneous Firms," Economic Inquiry, Western Economic Association International, vol. 55(4), pages 1648-1670, October.
    3. Johnson, Christopher, 2016. "Differences of Opinion, Liquidity, and Monetary Policy," MPRA Paper 70951, University Library of Munich, Germany.
    4. Athanasios Geromichalos & Lucas Herrenbrueck, 2017. "The Liquidity-Augmented Model of Macroeconomic Aggregates," Discussion Papers dp17-16, Department of Economics, Simon Fraser University.
    5. Jung, Kuk Mo & Pyun, Ju Hyun, 2016. "International reserves for emerging economies: A liquidity approach," Journal of International Money and Finance, Elsevier, vol. 68(C), pages 230-257.
    6. Andrew K. Rose & Mark M. Spiegel, 2011. "Dollar Illiquidity and Central Bank Swap Arrangements During the Global Financial Crisis," NBER Working Papers 17359, National Bureau of Economic Research, Inc.
    7. Liu, Tao & Lu, Dong & Zhang, Ruifeng, 2017. "Currency choice in international trade: a new monetarist approach and firm-level evidence," MPRA Paper 79149, University Library of Munich, Germany.
    8. Waknis, Parag, 2017. "Competitive Supply of Money in a New Monetarist Model," MPRA Paper 75401, University Library of Munich, Germany.
    9. Athanasios Geromichalos & Jiwon Lee & Seungduck Lee & Keita Oikawa, 2016. "Over-the-counter trade and the value of assets as collateral," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 62(3), pages 443-475, August.
    10. Kuk Mo Jung, 2017. "Liquidity Risk And Time-Varying Correlation Between Equity And Currency Returns," Economic Inquiry, Western Economic Association International, vol. 55(2), pages 898-919, April.
    11. Liu, Tao, 2016. "Trade finance and international currency: a moneatary search approach," MPRA Paper 68834, University Library of Munich, Germany.

  5. Athanasios Geromichalos, 2010. "Directed Search and Optimal Production," Working Papers 1016, University of California, Davis, Department of Economics.

    Cited by:

    1. Galenianos, Manolis & Kircher, Philipp, 2012. "On the game-theoretic foundations of competitive search equilibrium," LSE Research Online Documents on Economics 29707, London School of Economics and Political Science, LSE Library.
    2. Philipp Kircher & Leo Kaas, 2010. "Efficient Firm Dynamics in a Frictional Labor Market," 2010 Meeting Papers 89, Society for Economic Dynamics.
    3. Pere Gomis-Porqueras & Benoit Julien & Liang Wang, 2016. "Competitive Search with Ex-post Opportunism," Working Papers 201607, University of Hawaii at Manoa, Department of Economics.
    4. Athanasios Geromichalos, 2012. "Unemployment Insurance and Optimal Taxation in Search Models of the Labor Market," Working Papers 1219, University of California, Davis, Department of Economics.
    5. Cai, Xiaoming & Gautier, Pieter A. & Wolthoff, Ronald P., 2017. "Search frictions, competing mechanisms and optimal market segmentation," Journal of Economic Theory, Elsevier, vol. 169(C), pages 453-473.
    6. Athanasios Geromichalos, 2015. "Unemployment Insurance and Optimal Taxation in a Search Model of the Labor Market," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 18(2), pages 365-380, April.
    7. Athanasios Geromichalos, 2012. "Directed Search and the Bertrand Paradox," Working Papers 1221, University of California, Davis, Department of Economics.
    8. Randall Wright & Philipp Kircher & Benoit Julîen & Veronica Guerrieri, 2017. "Directed Search: A Guided Tour," NBER Working Papers 23884, National Bureau of Economic Research, Inc.
    9. Virág, Gábor, 2011. "High profit equilibria in directed search models," Games and Economic Behavior, Elsevier, vol. 71(1), pages 224-234, January.
    10. Klaus Kultti & Mats Godenhielm, 2011. "Directed search with endogenous capacity," 2011 Meeting Papers 1025, Society for Economic Dynamics.
    11. Seungjin Han, 2015. "Competing Mechanisms: Theory and Applications in Directed Search Markets," Department of Economics Working Papers 2015-07, McMaster University, revised May 2016.
    12. Kyungmin Kim & Philipp Kircher, 2013. "Efficient Competition through Cheap Talk: Competing Auctions and Competitive Search without Ex Ante Price Commitment," ESE Discussion Papers 235, Edinburgh School of Economics, University of Edinburgh.
    13. Peter Norman, 2017. "Matching with Frictions and Entry with Poisson Distributed Buyers and Sellers," 2017 Meeting Papers 1150, Society for Economic Dynamics.
    14. Xiaoming Cai & Pieter Gautier & Ronald Wolthoff, 2015. "Inclusive versus Exclusive Markets: Search Frictions and Competing Mechanisms," Working Papers tecipa-545, University of Toronto, Department of Economics.

Articles

  1. Athanasios Geromichalos, 2015. "Unemployment Insurance and Optimal Taxation in a Search Model of the Labor Market," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 18(2), pages 365-380, April.

    Cited by:

    1. Jian Xin Heng & Benoit Julien & John Kennes & Ian King, 2016. "Job Qualities, Search Unemployment, and Public Policy," Discussion Papers Series 570, School of Economics, University of Queensland, Australia.
    2. Randall Wright & Philipp Kircher & Benoit Julîen & Veronica Guerrieri, 2017. "Directed Search: A Guided Tour," NBER Working Papers 23884, National Bureau of Economic Research, Inc.

  2. Geromichalos, Athanasios, 2012. "Directed search and optimal production," Journal of Economic Theory, Elsevier, vol. 147(6), pages 2303-2331.
    See citations under working paper version above.
  3. Athanasios Geromichalos & Juan M Licari & Jose Suarez-Lledo, 2007. "Monetary Policy and Asset Prices," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 10(4), pages 761-779, October.

    Cited by:

    1. Ina Simonovska & Athanasios Geromichalos, 2011. "Asset Liquidity and International Portfolio Choice," 2011 Meeting Papers 756, Society for Economic Dynamics.
    2. Lee, Seungduck, 2016. "Money, Asset Prices and the Liquidity Premium," MPRA Paper 74010, University Library of Munich, Germany.
    3. Branch, William A. & Petrosky-Nadeau, Nicolas & Rocheteau, Guillaume, 2014. "Financial Frictions, the Housing Market, and Unemployment," Working Paper Series 2014-26, Federal Reserve Bank of San Francisco.
    4. José Suárez-Lledó, "undated". "Monetary Policy with Heterogeneous Collateralized Borrowing," Working Papers 374, Barcelona Graduate School of Economics.
    5. Lucas Herrenbrueck, 2016. "Quantitative Easing and the Liquidity Channel of Monetary Policy," 2016 Meeting Papers 767, Society for Economic Dynamics.
    6. Rocheteau, Guillaume & Wright, Randall, 2013. "Liquidity and asset-market dynamics," Journal of Monetary Economics, Elsevier, vol. 60(2), pages 275-294.
    7. Gerba, Eddie, 2013. "Reconnecting investment to stock markets: the role of corporate net worth evaluation," LSE Research Online Documents on Economics 56396, London School of Economics and Political Science, LSE Library.
    8. Athanasios Geromichalos & Lucas Herrenbrueck, 2016. "The Strategic Determination of the Supply of Liquid Assets," Working Papers 161, University of California, Davis, Department of Economics.
    9. Guillaume Rocheteau, 2011. "On the coexistence of money and higher-return assets and its social role," Working Paper 1104, Federal Reserve Bank of Cleveland.
    10. Rocheteau, Guillaume, 2011. "Payments and liquidity under adverse selection," Journal of Monetary Economics, Elsevier, vol. 58(3), pages 191-205.
    11. Jung, Kuk Mo & Lee, Seungduck, 2015. "A Liquidity-Based Resolution of the Uncovered Interest Parity Puzzle," MPRA Paper 64164, University Library of Munich, Germany.
    12. Lee, Seungduck, 2016. "Money, Asset Prices and the Liquidity Premium," MPRA Paper 73707, University Library of Munich, Germany.
    13. Guillaume Rocheteau, 2008. "Money and competing assets under private information," 2008 Meeting Papers 525, Society for Economic Dynamics.
    14. Johnson, Christopher, 2016. "Differences of Opinion, Liquidity, and Monetary Policy," MPRA Paper 70951, University Library of Munich, Germany.
    15. Benjamin Lester & Andrew Postlewaite & Randall Wright, 2008. "Information, Liquidity and Asset Prices," PIER Working Paper Archive 08-039, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
    16. Lee, Seungduck, 2016. "Money, Asset Prices and the Liquidity Premium," MPRA Paper 73533, University Library of Munich, Germany.
    17. Bingbing Dong, 2014. "Asset Pricing and Monetary Policy," 2014 Meeting Papers 881, Society for Economic Dynamics.
    18. Martin Meier & Burkhard Schipper, 2014. "Bayesian games with unawareness and unawareness perfection," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 56(2), pages 219-249, June.
    19. Guillaume Rocheteau & Pierre-Olivier Weill, 2011. "Liquidity in frictional asset markets," Working Paper 1105, Federal Reserve Bank of Cleveland.
    20. Julien HUGONNIER & Benjamin LESTER & Pierre-Olivier WEILL, "undated". "Heterogeneity in Decentralized Asset Markets," Swiss Finance Institute Research Paper Series 14-67, Swiss Finance Institute.
    21. Bajaj, Ayushi & Hu, Tai-Wei & Rocheteau, Guillaume & Silva, Mario Rafael, 2017. "Decentralizing constrained-efficient allocations in the Lagos–Wright pure currency economy," Journal of Economic Theory, Elsevier, vol. 167(C), pages 1-13.
    22. Li, Ying-Syuan & Li, Yiting, 2013. "Liquidity and asset prices: A new monetarist approach," Journal of Monetary Economics, Elsevier, vol. 60(4), pages 426-438.
    23. Wright, Randall, 2010. "A uniqueness proof for monetary steady state," Journal of Economic Theory, Elsevier, vol. 145(1), pages 382-391, January.
    24. Lucas Herrenbrueck & Athanasios Geromichalos, 2015. "A Tractable Model of Indirect Asset Liquidity," Working Papers 153, University of California, Davis, Department of Economics.
    25. David Andolfatto & Fernando M. Martin, 2012. "Information disclosure and exchange media," Working Papers 2012-012, Federal Reserve Bank of St. Louis.
    26. Yu Zhu & Randall Wright & Chao He, 2013. "Housing and Liquidity," 2013 Meeting Papers 168, Society for Economic Dynamics.
    27. Athanasios Geromichalos & Lucas Herrenbrueck, 2017. "The Liquidity-Augmented Model of Macroeconomic Aggregates," Discussion Papers dp17-16, Department of Economics, Simon Fraser University.
    28. Athanasios, Geromichalos & Kuk Mo, Jung, 2016. "Monetary Policy and Efficiency in Over-the-Counter Financial Trade," MPRA Paper 71455, University Library of Munich, Germany.
    29. Rojas Breu, Mariana, 2017. "Debt enforcement and the value of money," Journal of Economic Theory, Elsevier, vol. 168(C), pages 237-251.
    30. Jung, Kuk Mo & Pyun, Ju Hyun, 2016. "International reserves for emerging economies: A liquidity approach," Journal of International Money and Finance, Elsevier, vol. 68(C), pages 230-257.
    31. Lee, Seungduck, 2016. "Money, Asset Prices and the Liquidity Premium," MPRA Paper 74615, University Library of Munich, Germany.
    32. Guillaume Rocheteau, 2009. "Information and liquidity: a discussion," Working Paper 0902, Federal Reserve Bank of Cleveland.
    33. Lee, Seungduck, 2016. "Money, Asset Prices and the Liquidity Premium," MPRA Paper 75869, University Library of Munich, Germany.
    34. Athanasios Geromichalos & Lucas Herrenbrueck, 2013. "Monetary Policy, Asset Prices, and Liquidity in Over-the-Counter Markets," Working Papers 1220, University of California, Davis, Department of Economics.
    35. Young Sik Kim & Manjong Lee, 2012. "Recognizability and Liquidity of Assets," Korean Economic Review, Korean Economic Association, vol. 28, pages 241-259.
    36. David Andolfatto & Aleksander Berentsen & Christopher Waller, 2011. "Optimal disclosure policy and undue diligence," ECON - Working Papers 045, Department of Economics - University of Zurich.
    37. Geromichalos, Athanasios & Herrenbrueck, Lucas M. & Salyer, Kevin D., 2016. "A search-theoretic model of the term premium," Theoretical Economics, Econometric Society, vol. 11(3), September.
    38. Irina A. Telyukova & Randall Wright, 2007. "A model of money and credit, with application to the credit card debt puzzle," Working Paper 0711, Federal Reserve Bank of Cleveland.
    39. Jacquet, Nicolas L. & Tan, Serene, 2012. "Money and asset prices with uninsurable risks," Journal of Monetary Economics, Elsevier, vol. 59(8), pages 784-797.
    40. Rocheteau, Guillaume & Rodriguez-Lopez, Antonio, 2014. "Liquidity provision, interest rates, and unemployment," Journal of Monetary Economics, Elsevier, vol. 65(C), pages 80-101.
    41. Guillaume Rocheteau & Ed Nosal, 2008. "Pairwise Trade, Asset Prices and Monetary Policy," 2008 Meeting Papers 774, Society for Economic Dynamics.
    42. Waknis, Parag, 2017. "Competitive Supply of Money in a New Monetarist Model," MPRA Paper 75401, University Library of Munich, Germany.
    43. Athanasios Geromichalos & Jiwon Lee & Seungduck Lee & Keita Oikawa, 2016. "Over-the-counter trade and the value of assets as collateral," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 62(3), pages 443-475, August.
    44. Randall Wright & Vaidyanathan (Venky) Venkateswaran, 2012. "Pledgability and Liquidity," 2012 Meeting Papers 601, Society for Economic Dynamics.
    45. Herwartz, Helmut & Morales-Arias, Leonardo, 2010. "An empirical analysis of the relationship between US monetary policy and international asset prices," Kiel Working Papers 1581, Kiel Institute for the World Economy (IfW).
    46. Aleksander Berentsen & Samuel Huber & Alessandro Marchesiani, 2014. "Degreasing The Wheels Of Finance," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 55, pages 735-763, August.
    47. Ferraris, Leo & Watanabe, Makoto, 2011. "Collateral fluctuations in a monetary economy," Journal of Economic Theory, Elsevier, vol. 146(5), pages 1915-1940, September.
    48. Mattesini, Fabrizio & Nosal, Ed, 2016. "Liquidity and asset prices in a monetary model with OTC asset markets," Journal of Economic Theory, Elsevier, vol. 164(C), pages 187-217.
    49. Guillaume Rocheteau, 2009. "A monetary approach to asset liquidity," Working Paper 0901, Federal Reserve Bank of Cleveland.

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 6 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-DGE: Dynamic General Equilibrium (4) 2011-08-29 2012-10-06 2012-10-06 2013-06-24
  2. NEP-MAC: Macroeconomics (3) 2011-08-29 2012-10-06 2013-06-24
  3. NEP-CBA: Central Banking (2) 2011-08-29 2012-10-06
  4. NEP-IAS: Insurance Economics (2) 2012-10-06 2012-10-06
  5. NEP-COM: Industrial Competition (1) 2012-10-06
  6. NEP-GTH: Game Theory (1) 2012-10-06
  7. NEP-IND: Industrial Organization (1) 2012-10-06
  8. NEP-MIC: Microeconomics (1) 2012-10-06
  9. NEP-MON: Monetary Economics (1) 2012-10-06
  10. NEP-OPM: Open Economy Macroeconomics (1) 2011-08-29

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