Trade Dynamics in the Market for Federal Funds
Author
Abstract
Suggested Citation
Note: AP ME
Download full text from publisher
Other versions of this item:
- Gara Afonso & Ricardo Lagos, 2015. "Trade Dynamics in the Market for Federal Funds," Econometrica, Econometric Society, vol. 83, pages 263-313, January.
- Ricardo Lagos & Gara Afonso, 2010. "Trade Dynamics in the Market for Federal Funds," 2010 Meeting Papers 424, Society for Economic Dynamics.
- Ricardo Lagos & Gara Afonson, 2011. "Trade Dynamics in the Market for Federal Funds," 2011 Meeting Papers 314, Society for Economic Dynamics.
- Gara M. dup Afonso & Ricardo Lagos, 2014. "Trade Dynamics in the Market for Federal Funds," Working Papers 710, Federal Reserve Bank of Minneapolis.
- Gara M. dup Afonso & Ricardo Lagos, 2012. "Trade dynamics in the market for federal funds," Staff Reports 549, Federal Reserve Bank of New York.
References listed on IDEAS
- Gara Afonso & Ricardo Lagos, 2015.
"Trade Dynamics in the Market for Federal Funds,"
Econometrica, Econometric Society, vol. 83, pages 263-313, January.
- Ricardo Lagos & Gara Afonso, 2010. "Trade Dynamics in the Market for Federal Funds," 2010 Meeting Papers 424, Society for Economic Dynamics.
- Gara Afonso & Ricardo Lagos, 2014. "Trade Dynamics in the Market for Federal Funds," NBER Working Papers 20419, National Bureau of Economic Research, Inc.
- Ricardo Lagos & Gara Afonson, 2011. "Trade Dynamics in the Market for Federal Funds," 2011 Meeting Papers 314, Society for Economic Dynamics.
- Gara M. dup Afonso & Ricardo Lagos, 2014. "Trade Dynamics in the Market for Federal Funds," Working Papers 710, Federal Reserve Bank of Minneapolis.
- Gara M. dup Afonso & Ricardo Lagos, 2012. "Trade dynamics in the market for federal funds," Staff Reports 549, Federal Reserve Bank of New York.
- Craig Furfine, 2003. "Standing Facilities and Interbank Borrowing: Evidence from the Federal Reserve's New Discount Window," International Finance, Wiley Blackwell, vol. 6(3), pages 329-347, November.
- Ricardo Lagos & Guillaume Rocheteau & Pierre-Olivier Weill, 2007.
"Crashes and recoveries in illiquid markets,"
Working Papers (Old Series)
0708, Federal Reserve Bank of Cleveland.
- Pierre-Olivier Weill & Guillaume Rocheteau & Ricardo Lagos, 2007. "Crashes and Recoveries in Illiquid Markets," 2007 Meeting Papers 981, Society for Economic Dynamics.
- Ricardo Lagos & Guillaume Rocheteau & Pierre-Olivier Weill, 2008. "Crashes and Recoveries in Illiquid Markets," NBER Working Papers 14119, National Bureau of Economic Research, Inc.
- Afonso, Gara, 2011.
"Liquidity and congestion,"
Journal of Financial Intermediation, Elsevier, vol. 20(3), pages 324-360, July.
- Gara M. dup Afonso, 2008. "Liquidity and congestion," Staff Reports 349, Federal Reserve Bank of New York.
- Ricardo Lagos & Randall Wright, 2005.
"A Unified Framework for Monetary Theory and Policy Analysis,"
Journal of Political Economy, University of Chicago Press, vol. 113(3), pages 463-484, June.
- Ricardo Lagos & Randall Wright, 2002. "A unified framework for monetary theory and policy analysis," Working Papers (Old Series) 0211, Federal Reserve Bank of Cleveland.
- Ricardo Lagos & Randall Wright, 2004. "A unified framework for monetary theory and policy analysis," Staff Report 346, Federal Reserve Bank of Minneapolis.
- 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," Staff Report 408, Federal Reserve Bank of Minneapolis.
- Ricardo Lagos & Guillaume Rocheteau, 2008. "Liquidity in asset markets with search frictions," Working Papers (Old Series) 0804, Federal Reserve Bank of Cleveland.
- Dimitri Vayanos & Pierre‐Olivier Weill, 2008.
"A Search‐Based Theory of the On‐the‐Run Phenomenon,"
Journal of Finance, American Finance Association, vol. 63(3), pages 1361-1398, June.
- Vayanos, Dimitri & Weill, Pierre-Olivier, 2005. "A search-based theory of the on-the-run phenomenon," LSE Research Online Documents on Economics 459, London School of Economics and Political Science, LSE Library.
- Vayanos, Dimitri & Weill, Pierre-Olivier, 2007. "A search-based theory of the on-the-run phenomenon," LSE Research Online Documents on Economics 24474, London School of Economics and Political Science, LSE Library.
- Pierre-Olivier Weill & Dimitri Vayanos, 2007. "A Search-Based Theory of the On-the-Run Phenomenon," FMG Discussion Papers dp577, Financial Markets Group.
- Vayanos, Dimitri & Weill, Pierre-Olivier, 2006. "A Search-Based Theory of the On-the-Run Phenomenon," CEPR Discussion Papers 5965, C.E.P.R. Discussion Papers.
- Pierre-Olivier Weill & Dimitri Vayanos, 2005. "A Search-Based Theory of the On-the-Run Phenomenon," 2005 Meeting Papers 701, Society for Economic Dynamics.
- Dimitri Vayanos & Pierre-Olivier Weill, 2006. "A Search-Based Theory of the On-the-Run Phenomenon," NBER Working Papers 12670, National Bureau of Economic Research, Inc.
- Hamilton, James D, 1996. "The Daily Market for Federal Funds," Journal of Political Economy, University of Chicago Press, vol. 104(1), pages 26-56, February.
- Gara Afonso & Anna Kovner & Antoinette Schoar, 2010. "Stressed not Frozen: The Fed Funds Market in the Financial Crisis," NBER Working Papers 15806, National Bureau of Economic Research, Inc.
- John Rust & George Hall, 2003.
"Middlemen versus Market Makers: A Theory of Competitive Exchange,"
Journal of Political Economy, University of Chicago Press, vol. 111(2), pages 353-403, April.
- John Rust & George Hall, 2001. "Middle Men Versus Market Makers: A Theory of Competitive Exchange," Cowles Foundation Discussion Papers 1299, Cowles Foundation for Research in Economics, Yale University.
- John Rust & George Hall, 2002. "Middlemen versus Market Makers: A Theory of Competitive Exchange," NBER Working Papers 8883, National Bureau of Economic Research, Inc.
- Pierre-Olivier Weill, 2007.
"Leaning Against the Wind,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 74(4), pages 1329-1354.
- Pierre-Olivier Weill, 2004. "Leaning against the wind," 2004 Meeting Papers 382, Society for Economic Dynamics.
- Vayanos, Dimitri & Wang, Tan, 2007.
"Search and endogenous concentration of liquidity in asset markets,"
Journal of Economic Theory, Elsevier, vol. 136(1), pages 66-104, September.
- Vayanos, Dimitri & Wang, Tan, 2004. "Search and endogenous concentration of liquidity in asset markets," LSE Research Online Documents on Economics 455, London School of Economics and Political Science, LSE Library.
- Dmitrios Vayanos, 2004. "Search and Endogenous Concentration of Liquidity in Asset Markets," Econometric Society 2004 North American Winter Meetings 647, Econometric Society.
- Christian Gilles & Pamela A. Labadie & Wilbur John Coleman II., 1996.
"A model of the federal funds market,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 7(2), pages 337-357.
- Coleman, Wilbur John, II & Gilles, Christian & Labadie, Pamela A, 1996. "A Model of the Federal Funds Market," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 7(2), pages 337-357, February.
- Bech, Morten L. & Atalay, Enghin, 2010.
"The topology of the federal funds market,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(22), pages 5223-5246.
- Enghin Atalay & Morten L. Bech, 2008. "The topology of the federal funds market," Staff Reports 354, Federal Reserve Bank of New York.
- Bech, Morten L. & Atalay, Enghin, 2008. "The topology of the federal funds market," Working Paper Series 986, European Central Bank.
- Lagos, Ricardo, 2010.
"Asset prices and liquidity in an exchange economy,"
Journal of Monetary Economics, Elsevier, vol. 57(8), pages 913-930, November.
- Ricardo Lagos, 2005. "Asset Prices and Liquidity in an Exchange Economy," 2005 Meeting Papers 143, Society for Economic Dynamics.
- Ricardo Lagos, 2006. "Asset prices and liquidity in an exchange economy," Staff Report 373, Federal Reserve Bank of Minneapolis.
- Jianjun Miao, 2006.
"A search model of centralized and decentralized trade,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 9(1), pages 68-92, January.
- Junjian Miao, "undated". "A search model of centralized and decentralized trade," Boston University - Department of Economics - Macroeconomics Working Papers Series WP2005-012, Boston University - Department of Economics, revised Oct 2005.
- Jianjun Miao, 2004. "A Search Model of Centralized and Decentralized Trade," Microeconomics 0410003, University Library of Munich, Germany.
- Jianjun Miao, 2005. "A Search Model of Centralzied and Decentralized Trade," Boston University - Department of Economics - The Institute for Economic Development Working Papers Series dp-144, Boston University - Department of Economics.
- Gara Afonso & Hyun Song Shin, 2011.
"Precautionary Demand and Liquidity in Payment Systems,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43, pages 589-619, October.
- Gara Afonso & Hyun Song Shin, 2011. "Precautionary Demand and Liquidity in Payment Systems," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(s2), pages 589-619, October.
- Gara M. dup Afonso & Hyun Song Shin, 2008. "Precautionary Demand and Liquidity in Payment Systems," Staff Reports 352, Federal Reserve Bank of New York.
- Ricardo Lagos, 2010.
"Asset prices, liquidity, and monetary policy in the search theory of money,"
Quarterly Review, Federal Reserve Bank of Minneapolis, issue July, pages 14-20.
- Ricardo Lagos, 2010. "Asset prices, liquidity, and monetary policy in the search theory of money," Review, Federal Reserve Bank of St. Louis, vol. 92(May), pages 303-310.
- Daniel F. Spulber, 1996. "Market Making by Price-Setting Firms," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 63(4), pages 559-580.
- Huberto M. Ennis & Todd Keister, 2008. "Understanding monetary policy implementation," Economic Quarterly, Federal Reserve Bank of Richmond, vol. 94(Sum), pages 235-263.
- William Poole, 1968. "Commercial Bank Reserve Management In A Stochastic Model: Implications For Monetary Policy," Journal of Finance, American Finance Association, vol. 23(5), pages 769-791, December.
- Ricardo Lagos & Guillaume Rocheteau, 2006.
"Search in asset markets,"
Staff Report
375, Federal Reserve Bank of Minneapolis.
- Ricardo Lagos & Guillaume Rocheteau, 2006. "Search in asset markets," Working Papers (Old Series) 0607, Federal Reserve Bank of Cleveland.
- Ricardo Lagos & Guillaume Rocheteau, 2006. "Search in Asset Markets," 2006 Meeting Papers 869, Society for Economic Dynamics.
- Bech, Morten L. & Klee, Elizabeth, 2011.
"The mechanics of a graceful exit: Interest on reserves and segmentation in the federal funds market,"
Journal of Monetary Economics, Elsevier, vol. 58(5), pages 415-431.
- Morten L. Bech & Elizabeth C. Klee, 2009. "The mechanics of a graceful exit: interest on reserves and segmentation in the federal funds market," Staff Reports 416, Federal Reserve Bank of New York.
- Morten L. Bech & Elizabeth C. Klee, 2010. "The mechanics of a graceful exit: interest on reserves and segmentation in the federal funds market," Finance and Economics Discussion Series 2010-07, Board of Governors of the Federal Reserve System (U.S.).
- Pissarides, Christopher A, 1985. "Short-run Equilibrium Dynamics of Unemployment Vacancies, and Real Wages," American Economic Review, American Economic Association, vol. 75(4), pages 676-690, September.
- Ho, Thomas S Y & Saunders, Anthony, 1985. "A Micro Model of the Federal Funds Market," Journal of Finance, American Finance Association, vol. 40(3), pages 977-988, July.
- Todd Keister & James J. McAndrews, 2009.
"Why are banks holding so many excess reserves?,"
Current Issues in Economics and Finance, Federal Reserve Bank of New York, vol. 15(Dec).
- Todd Keister & James J. McAndrews, 2009. "Why are banks holding so many excess reserves?," Staff Reports 380, Federal Reserve Bank of New York.
- Paul Bennett & R. Spence Hilton, 1997. "Falling reserve balances and the federal funds rate," Current Issues in Economics and Finance, Federal Reserve Bank of New York, vol. 3(May).
- Huberto M. Ennis & Alexander L. Wolman, 2010. "Excess reserves and the new challenges for monetary policy," Richmond Fed Economic Brief, Federal Reserve Bank of Richmond, issue Mar.
- Weill, Pierre-Olivier, 2008.
"Liquidity premia in dynamic bargaining markets,"
Journal of Economic Theory, Elsevier, vol. 140(1), pages 66-96, May.
- Pierre-Olivier Weill, 2004. "Liquidity Premia in Dynamic Bargaining Markets," Econometric Society 2004 North American Winter Meetings 648, Econometric Society.
- Adam B. Ashcraft & Darrell Duffie, 2007. "Systemic Illiquidity in the Federal Funds Market," American Economic Review, American Economic Association, vol. 97(2), pages 221-225, May.
- Ricardo Lagos, 2011.
"Asset Prices, Liquidity, and Monetary Policy in an Exchange Economy,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(s2), pages 521-552, October.
- Ricardo Lagos, 2011. "Asset Prices, Liquidity, and Monetary Policy in an Exchange Economy," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43, pages 521-552, October.
- Ricardo Lagos, 2009. "Asset Prices, Liquidity, and Monetary Policy in an Exchange Economy," 2009 Meeting Papers 390, Society for Economic Dynamics.
- Diamond, Peter A, 1982.
"Aggregate Demand Management in Search Equilibrium,"
Journal of Political Economy, University of Chicago Press, vol. 90(5), pages 881-894, October.
- P. Diamond, 1980. "Aggregate Demand Management in Search Equilibrium," Working papers 268, Massachusetts Institute of Technology (MIT), Department of Economics.
- repec:bla:intfin:v:6:y:2003:i:3:p:329-47 is not listed on IDEAS
- Ricardo Lagos & Guillaume Rocheteau, 2007.
"Search in Asset Markets: Market Structure, Liquidity, and Welfare,"
American Economic Review, American Economic Association, vol. 97(2), pages 198-202, May.
- Ricardo Lagos & Guillaume Rocheteau, 2007. "Search in asset markets: market structure, liquidity, and welfare," Working Papers (Old Series) 0701, Federal Reserve Bank of Cleveland.
- Gara Afonso & Anna Kovner & Antoinette Schoar, 2011.
"Stressed, Not Frozen: The Federal Funds Market in the Financial Crisis,"
Journal of Finance, American Finance Association, vol. 66(4), pages 1109-1139, August.
- Gara M. dup Afonso & Anna Kovner & Antoinette Schoar, 2010. "Stressed, not frozen: the Federal Funds market in the financial crisis," Staff Reports 437, Federal Reserve Bank of New York.
- Huberto Ennis & John Weinberg, 2013.
"Over-the-counter loans, adverse selection, and stigma in the interbank market,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 16(4), pages 601-616, October.
- Huberto M. Ennis & John A. Weinberg, 2010. "Over-the-counter loans, adverse selection, and stigma in the interbank market," Working Paper 10-07, Federal Reserve Bank of Richmond.
- Gârleanu, Nicolae, 2009. "Portfolio choice and pricing in illiquid markets," Journal of Economic Theory, Elsevier, vol. 144(2), pages 532-564, March.
- Efe A. Ok, 2007. "Preliminaries of Real Analysis, from Real Analysis with Economic Applications," Introductory Chapters, in: Real Analysis with Economic Applications, Princeton University Press.
- Ann-Marie Meulendyke, 1998. "U.S. monetary policy and financial markets," Monograph, Federal Reserve Bank of New York, number 1998mpaf.
- Todd Keister & Antoine Martin & James J. McAndrews, 2008. "Divorcing money from monetary policy," Economic Policy Review, Federal Reserve Bank of New York, vol. 14(Sep), pages 41-56.
- Lagos, Ricardo, 2010. "Some results on the optimality and implementation of the Friedman rule in the Search Theory of Money," Journal of Economic Theory, Elsevier, vol. 145(4), pages 1508-1524, July.
- Leonardo Bartolini & Svenja Gudell & R. Spence Hilton & Krista B. Schwarz, 2005. "Intraday trading in the overnight federal funds market," Current Issues in Economics and Finance, Federal Reserve Bank of New York, vol. 11(Nov).
- Darrell Duffie, 2012. "Dark Markets: Asset Pricing and Information Transmission in Over-the-Counter Markets," Economics Books, Princeton University Press, edition 1, number 9623.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Gara Afonso & Ricardo Lagos, 2015.
"The Over‐the‐Counter Theory of the Fed Funds Market: A Primer,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(S2), pages 127-154, June.
- Gara M. dup Afonso & Ricardo Lagos, 2014. "The over-the-counter theory of the fed funds market: a primer," Staff Reports 660, Federal Reserve Bank of New York.
- Gara M. dup Afonso & Ricardo Lagos, 2014. "The Over-the-Counter Theory of the Fed Funds Market: A Primer," Working Papers 711, Federal Reserve Bank of Minneapolis.
- Guillaume Rocheteau & Pierre‐Olivier Weill, 2011.
"Liquidity in Frictional Asset Markets,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(s2), pages 261-282, October.
- Guillaume Rocheteau & Pierre-Olivier Weill, 2011. "Liquidity in Frictional Asset Markets," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43, pages 261-282, October.
- Guillaume Rocheteau & Pierre-Olivier Weill, 2011. "Liquidity in frictional asset markets," Working Papers (Old Series) 1105, Federal Reserve Bank of Cleveland.
- 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.
- Ricardo Lagos & Guillaume Rocheteau, 2008. "Liquidity in asset markets with search frictions," Staff Report 408, Federal Reserve Bank of Minneapolis.
- Lester, Benjamin & Weill, Pierre-Olivier & Hugonnier, Julien, 2022.
"Heterogeneity in decentralized asset markets,"
Theoretical Economics, Econometric Society, vol. 17(3), July.
- Julien HUGONNIER & Benjamin LESTER & Pierre-Olivier WEILL, 2014. "Heterogeneity in Decentralized Asset Markets," Swiss Finance Institute Research Paper Series 14-67, Swiss Finance Institute.
- Weill, Pierre-Olivier & Hugonnier, Julien & Lester, Benjamin, 2020. "Heterogeneity in Decentralized Asset Markets," CEPR Discussion Papers 14274, C.E.P.R. Discussion Papers.
- Julien Hugonnier & Benjamin Lester & Pierre-Olivier Weill, 2019. "Heterogeneity in Decentralized Asset Markets," Working Papers 19-44, Federal Reserve Bank of Philadelphia.
- Pierre-Olivier Weill & Benjamin Lester & Julien Hugonnier, 2016. "Heterogeneity in decentralized asset markets," 2016 Meeting Papers 1014, Society for Economic Dynamics.
- Hugonnier, Julien & Lester, Ben & Weill, Pierre-Olivier, 2019. "Heterogeneity in Decentralized Asset Markets," CEPR Discussion Papers 14014, C.E.P.R. Discussion Papers.
- Julien Hugonnier & Benjamin Lester & Pierre-Olivier Weill, 2015. "Heterogeneity in decentralized asset markets," Working Papers 15-22, Federal Reserve Bank of Philadelphia.
- Julien Hugonnier & Benjamin Lester & Pierre-Olivier Weill, 2014. "Heterogeneity in Decentralized Asset Markets," NBER Working Papers 20746, National Bureau of Economic Research, Inc.
- Lagos, Ricardo, 2010.
"Asset prices and liquidity in an exchange economy,"
Journal of Monetary Economics, Elsevier, vol. 57(8), pages 913-930, November.
- Ricardo Lagos, 2005. "Asset Prices and Liquidity in an Exchange Economy," 2005 Meeting Papers 143, Society for Economic Dynamics.
- Ricardo Lagos, 2006. "Asset prices and liquidity in an exchange economy," Staff Report 373, Federal Reserve Bank of Minneapolis.
- Semih Üslü, 2019.
"Pricing and Liquidity in Decentralized Asset Markets,"
Econometrica, Econometric Society, vol. 87(6), pages 2079-2140, November.
- Uslu, Semih, 2015. "Pricing and Liquidity in Decentralized Asset Markets," MPRA Paper 73901, University Library of Munich, Germany, revised 21 Sep 2016.
- Semih Uslu, 2016. "Pricing and Liquidity in Decentralized Asset Markets," 2016 Meeting Papers 128, Society for Economic Dynamics.
- Weill, Pierre-Olivier, 2020.
"The search theory of OTC markets,"
CEPR Discussion Papers
14847, C.E.P.R. Discussion Papers.
- Pierre-Olivier Weill, 2020. "The search theory of OTC markets," NBER Working Papers 27354, National Bureau of Economic Research, Inc.
- Vayanos, Dimitri & Wang, Jiang, 2013. "Market Liquidity—Theory and Empirical Evidence ," Handbook of the Economics of Finance, in: G.M. Constantinides & M. Harris & R. M. Stulz (ed.), Handbook of the Economics of Finance, volume 2, chapter 0, pages 1289-1361, Elsevier.
- Jonathan Chiu & Jens Eisenschmidt & Cyril Monnet, 2020.
"Relationships in the Interbank Market,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 35, pages 170-191, January.
- Jonathan Chiu & Cyril Monnet, 2016. "Relationships in the Interbank Market," Staff Working Papers 16-33, Bank of Canada.
- Athanasios Geromichalos & Lucas Herrenbrueck & Sukjoon Lee, 2023.
"The Strategic Determination of the Supply of Liquid Assets,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 49, pages 1-36, July.
- Geromichalos, Athanasios & Herrenbrueck, Lucas, 2016. "The Strategic Determination of the Supply of Liquid Assets," MPRA Paper 71454, University Library of Munich, Germany.
- Athanasios Geromichalos & Lucas Herrenbrueck, 2016. "The Strategic Determination of the Supply of Liquid Assets," Working Papers 183, University of California, Davis, Department of Economics.
- Julien Hugonnier & Benjamin Lester & Pierre-Olivier Weill, 2020.
"Frictional Intermediation in Over-the-Counter Markets,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 87(3), pages 1432-1469.
- Julien Hugonnier & Benjamin R. Lester & Pierre-Olivier Weill, 2018. "Frictional Intermediation in Over-the-Counter Markets," Swiss Finance Institute Research Paper Series 18-59, Swiss Finance Institute.
- Julien Hugonnier & Benjamin R. Lester & Pierre-Olivier Weill, 2018. "Frictional Intermediation in Over-the-Counter Markets," Swiss Finance Institute Research Paper Series 18-52, Swiss Finance Institute.
- Hugonnier, Julien & Weill, Pierre-Olivier & Lester, Benjamin, 2018. "Frictional intermediation in over-the-counter markets," CEPR Discussion Papers 13126, C.E.P.R. Discussion Papers.
- Julien Hugonnier & Benjamin Lester & Pierre-Olivier Weill, 2019. "Frictional Intermediation in Over-the-Counter Markets," 2019 Meeting Papers 327, Society for Economic Dynamics.
- Julien Hugonnier & Benjamin Lester & Pierre-Olivier Weill, 2018. "Frictional Intermediation in Over-the-counter Markets," NBER Working Papers 24956, National Bureau of Economic Research, Inc.
- Julien Hugonnier & Benjamin Lester & Pierre-Olivier Weill, 2019. "Frictional Intermediation in Over-the-Counter Markets," Working Papers 19-10, Federal Reserve Bank of Philadelphia.
- Watanabe Makoto, 2020.
"Middlemen: A Directed Search Equilibrium Approach,"
The B.E. Journal of Macroeconomics, De Gruyter, vol. 20(2), pages 1-37, June.
- Watanabe Makoto, 2020. "Middlemen: A Directed Search Equilibrium Approach," The B.E. Journal of Macroeconomics, De Gruyter, vol. 20(2), pages 1-37, June.
- Makoto Watanabe, 2012. "Middlemen: A Directed Search Equilibrium Approach," Tinbergen Institute Discussion Papers 12-138/V, Tinbergen Institute.
- Ji Shen & Bin Wei & Hongjun Yan, 2021. "Financial Intermediation Chains in an Over-the-Counter Market," Management Science, INFORMS, vol. 67(7), pages 4623-4642, July.
- Bruno Biais & Pierre-Olivier Weill, 2009.
"Liquidity Shocks and Order Book Dynamics,"
NBER Working Papers
15009, National Bureau of Economic Research, Inc.
- Pierre-Olivier Weill & Bruno Biais, 2009. "Liquidity shocks and order book dynamics," 2009 Meeting Papers 89, Society for Economic Dynamics.
- Biais, Bruno & Weill, Pierre-Olivier, 2009. "Liquidity Shocks and Order Book Dynamics," IDEI Working Papers 550, Institut d'Économie Industrielle (IDEI), Toulouse.
- Biais, Bruno & Weill, Pierre-Olivier, 2009. "Liquidity Shocks and Order Book Dynamics," TSE Working Papers 09-037, Toulouse School of Economics (TSE).
- Ricardo Lagos, 2008. "The Research Agenda: Ricardo Lagos on Liquidity and the Search Theory of Money," EconomicDynamics Newsletter, Review of Economic Dynamics, vol. 10(1), November.
- Jonathan Chiu & Jens Eisenschmidt & Cyril Monnet, 2020.
"Relationships in the Interbank Market,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 35, pages 170-191, January.
- Jonathan Chiu & Cyril Monnet, 2016. "Relationships in the Interbank Market," Staff Working Papers 16-33, Bank of Canada.
- Chiu, Jonathan & Monnet, Cyril, 2016. "Relationships in the interbank market," Working Paper Series 5210, Victoria University of Wellington, School of Economics and Finance.
- Roc Armenter & Benjamin Lester, 2015.
"Excess reserves and monetary policy normalization,"
Working Papers
15-35, Federal Reserve Bank of Philadelphia.
- Benjamin Lester & Roc Armenter, 2015. "Excess Reserves and Monetary Policy Normalization," 2015 Meeting Papers 586, Society for Economic Dynamics.
- Williamson, Stephen & Wright, Randall, 2010.
"New Monetarist Economics: Models,"
Handbook of Monetary Economics, in: Benjamin M. Friedman & Michael Woodford (ed.), Handbook of Monetary Economics, edition 1, volume 3, chapter 2, pages 25-96,
Elsevier.
- Stephen D. Williamson & Randall Wright, 2010. "New Monetarist Economics: models," Staff Report 443, Federal Reserve Bank of Minneapolis.
- Williamson, Stephen D. & Wright, Randall, 2010. "New Monetarist Economics: Models," MPRA Paper 21030, University Library of Munich, Germany.
- Vayanos, Dimitri & Wang, Jiang, 2012.
"Market liquidity - theory and empirical evidence,"
LSE Research Online Documents on Economics
119044, London School of Economics and Political Science, LSE Library.
- Dimitri Vayanos & Jiang Wang, 2012. "Market Liquidity -- Theory and Empirical Evidence," NBER Working Papers 18251, National Bureau of Economic Research, Inc.
- Dimitri Vayanos & Jiang Wang, 2012. "Market Liquidity - Theory and Empirical Evidence," FMG Discussion Papers dp709, Financial Markets Group.
- Geromichalos, Athanasios & Herrenbrueck, Lucas, 2016.
"The Strategic Determination of the Supply of Liquid Assets,"
MPRA Paper
71454, University Library of Munich, Germany.
- Athanasios Geromichalos & Lucas Herrenbrueck, 2016. "The Strategic Determination of the Supply of Liquid Assets," Working Papers 161, University of California, Davis, Department of Economics.
More about this item
JEL classification:
- E4 - Macroeconomics and Monetary Economics - - Money and Interest Rates
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- E5 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
- E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
NEP fields
This paper has been announced in the following NEP Reports:- NEP-DGE-2014-11-28 (Dynamic General Equilibrium)
- NEP-LAB-2004-06-07 (Labour Economics)
- NEP-MAC-2014-11-28 (Macroeconomics)
- NEP-MON-2014-11-28 (Monetary Economics)
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:nbr:nberwo:20419. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: the person in charge (email available below). General contact details of provider: https://edirc.repec.org/data/nberrus.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.