Monetary Policy and the Limits to Arbitrage: Insights from a New Keynesian Preferred Habitat Model
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"A Model of Endogenous Risk Intolerance and LSAPs: Asset Prices and Aggregate Demand in a “COVID-19” Shock [Financial intermediaries and the cross-section of asset returns],"
The Review of Financial Studies, Society for Financial Studies, vol. 34(11), pages 5522-5580.
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"Monetary Policy and Asset Price Overshooting: A Rationale for the Wall/Main Street Disconnect,"
Journal of Finance, American Finance Association, vol. 79(3), pages 1719-1753, June.
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NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2019-10-14 (Central Banking)
- NEP-DGE-2019-10-14 (Dynamic General Equilibrium)
- NEP-MAC-2019-10-14 (Macroeconomics)
- NEP-MON-2019-10-14 (Monetary Economics)
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