Trading Dynamics with Adverse Selection and Search: Market Freeze, Intervention and Recovery
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Other versions of this item:
- Jonathan Chiu & Thorsten V. Koeppl, 2016. "Trading Dynamics with Adverse Selection and Search: Market Freeze, Intervention and Recovery," Review of Economic Studies, Oxford University Press, vol. 83(3), pages 969-1000.
- Chiu, Jonathan & Koeppl, Thorsten V, 2016. "Trading dynamics with adverse selection and search: Market freeze, intervention and recovery," Working Paper Series 5206, Victoria University of Wellington, School of Economics and Finance.
- Jonathan Chiu & Thorsten Koeppl, 2011. "Trading Dynamics with Adverse Selection and Search: Market Freeze, Intervention and Recovery," Working Papers 1267, Queen's University, Department of Economics.
Citations
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Cited by:
- Shengxing Zhang, 2014. "Collateral Risk, Repo Rollover and Shadow Banking," 2014 Meeting Papers 562, Society for Economic Dynamics.
- Athanasios Geromichalos & Lucas Herrenbrueck, 2016.
"The Strategic Determination of the Supply of Liquid Assets,"
Working Papers
161, University of California, Davis, Department of Economics.
- Geromichalos, Athanasios & Herrenbrueck, Lucas, 2016. "The Strategic Determination of the Supply of Liquid Assets," MPRA Paper 71454, University Library of Munich, Germany.
- repec:eee:jetheo:v:169:y:2017:i:c:p:365-399 is not listed on IDEAS
- Vladimir Asriyan & William Fuchs & Brett Green, 2017. "Sentiment, liquidity and asset prices," Economics Working Papers 1583, Department of Economics and Business, Universitat Pompeu Fabra.
- Athanasios Geromichalos & Lucas Herrenbrueck, 2016.
"Monetary Policy, Asset Prices, and Liquidity in Over‐the‐Counter Markets,"
Journal of Money, Credit and Banking,
Blackwell Publishing, vol. 48(1), pages 35-79, February.
- 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.
- Fuchs, William & Skrzypacz, Andrzej, 2015. "Government interventions in a dynamic market with adverse selection," Journal of Economic Theory, Elsevier, vol. 158(PA), pages 371-406.
- Pedro, Gomis-Porqueras, 2016. "Fiscal Requirements for Price Stability in Economies with Private Provision of Liquidity and Unemployment," MPRA Paper 75113, University Library of Munich, Germany.
- Han, Han, 2015. "Over-the-Counter Markets, Intermediation, and Monetary Policy," MPRA Paper 68709, University Library of Munich, Germany.
- Hajime Tomura, 2016.
"Investment Horizon and Repo in the Over‐the‐Counter Market,"
Journal of Money, Credit and Banking,
Blackwell Publishing, vol. 48(1), pages 145-164, February.
- Hajime Tomura, 2013. "Investment Horizon and Repo in the Over-the-Counter Market," UTokyo Price Project Working Paper Series 013, University of Tokyo, Graduate School of Economics.
- Hajime Tomura, 2014. "Investment Horizon and Repo in the Over-the-Counter Market," UTokyo Price Project Working Paper Series 037, University of Tokyo, Graduate School of Economics.
- Athanasios, Geromichalos & Kuk Mo, Jung, 2016. "Monetary Policy and Efficiency in Over-the-Counter Financial Trade," MPRA Paper 71455, University Library of Munich, Germany.
- Taneli Mäkinen & Francesco Palazzo, 2017. "The double bind of asymmetric information in over-the-counter markets," Temi di discussione (Economic working papers) 1128, Bank of Italy, Economic Research and International Relations Area.
- repec:eee:jetheo:v:174:y:2018:i:c:p:16-56 is not listed on IDEAS
- 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.
- Florian Madison, 2017. "Frictional asset reallocation under adverse selection," ECON - Working Papers 261, Department of Economics - University of Zurich, revised Jan 2018.
- Mohammad Davoodalhosseini, 2018. "Adverse Selection with Heterogeneously Informed Agents," Staff Working Papers 18-7, Bank of Canada.
- Mohammad Davoodalhosseini, 2017. "Constrained Efficiency with Adverse Selection and Directed Search," Staff Working Papers 17-15, Bank of Canada.
- Briana Chang, 2012. "Adverse Selection and Liquidity Distortion in Decentralized Markets," 2012 Meeting Papers 403, Society for Economic Dynamics.
- Hajime Tomura, 2014. "Investment Horizon and Repo in the Over-the-Counter Market," UTokyo Price Project Working Paper Series 026, University of Tokyo, Graduate School of Economics.
- Shengxing Zhang, 2012. "Liquidity Misallocation in an Over-The-Counter Market," 2012 Meeting Papers 529, Society for Economic Dynamics.
More about this item
Keywords
Financial markets; Financial stability;JEL classification:
- G1 - Financial Economics - - General Financial Markets
- E6 - Macroeconomics and Monetary Economics - - Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ALL-2012-01-03 (All new papers)
- NEP-CTA-2012-01-03 (Contract Theory & Applications)
- NEP-DGE-2012-01-03 (Dynamic General Equilibrium)
- NEP-MST-2012-01-03 (Market Microstructure)
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