Liquidity in asset markets with search frictions
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- Ricardo Lagos & Guillaume Rocheteau, 2009. "Liquidity in Asset Markets With Search Frictions," Econometrica, Econometric Society, vol. 77(2), pages 403-426, March.
- Ricardo Lagos & Guillaume Rocheteau, 2007. "Liquidity in asset markets with search frictions," Working Papers (Old Series) 0706, Federal Reserve Bank of Cleveland.
- Ricardo Lagos & Guillaume Rocheteau, 2008. "Liquidity in asset markets with search frictions," Working Papers (Old Series) 0804, Federal Reserve Bank of Cleveland.
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- Pintér, Gábor & Wang, Chaojun & Zou, Junyuan, 2022. "Size discount and size penalty: trading costs in bond markets," Bank of England working papers 970, Bank of England.
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Keywords
Liquidity (Economics); Search theory;NEP fields
This paper has been announced in the following NEP Reports:- NEP-DGE-2008-09-05 (Dynamic General Equilibrium)
- NEP-MST-2008-09-05 (Market Microstructure)
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