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An Empirical Equilibrium Model of a Decentralized Asset Market

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  1. An empirical equilibrium model of a decentralized asset market
    by Christian Zimmermann in NEP-DGE blog on 2016-05-18 07:35:12

Citations

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Cited by:

  1. Gary Biglaiser & Fei Li & Charles Murry & Yiyi Zhou, 2020. "Intermediaries and product quality in used car markets," RAND Journal of Economics, RAND Corporation, vol. 51(3), pages 905-933, September.
  2. Lester, Benjamin & Weill, Pierre-Olivier & Hugonnier, Julien, 2022. "Heterogeneity in decentralized asset markets," Theoretical Economics, Econometric Society, vol. 17(3), July.
  3. Manolis Galenianos & Alessandro Gavazza, 2017. "A Structural Model of the Retail Market for Illicit Drugs," American Economic Review, American Economic Association, vol. 107(3), pages 858-896, March.
  4. Jason Allen & Robert Clark & Jean-François Houde & Shaoteng Li & Anna Trubnikova, 2025. "The Role of Intermediaries in Selection Markets: Evidence from Mortgage Lending," The Review of Financial Studies, Society for Financial Studies, vol. 38(11), pages 3284-3328.
  5. Zachary Mahone, 2023. "Business Ownership and the Secondary Market," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 51, pages 1114-1158, December.
  6. Andrew G. Atkeson & Andrea L. Eisfeldt & Pierre‐Olivier Weill, 2015. "Entry and Exit in OTC Derivatives Markets," Econometrica, Econometric Society, vol. 83, pages 2231-2292, November.
  7. Javier Donna & Andre Trindade & Pedro Pereira & Tiago Pires, 2018. "Measuring the Welfare of Intermediation in Vertical Markets," 2018 Meeting Papers 984, Society for Economic Dynamics.
  8. Alessandro Gavazza & Alessandro Lizzeri & Nikita Roketskiy, 2014. "A Quantitative Analysis of the Used-Car Market," American Economic Review, American Economic Association, vol. 104(11), pages 3668-3700, November.
  9. Giulia Brancaccio & Karam Kang, 2025. "Search Frictions and Product Design in the Municipal Bond Market," Econometrica, Econometric Society, vol. 93(6), pages 2159-2199, November.
  10. Jamie Coen & Patrick Coen, 2022. "A structural model of liquidity in over‑the‑counter markets," Bank of England working papers 979, Bank of England.
  11. Bruno Jullien & Alessandro Pavan & Marc Rysman, 2021. "Two-sided markets, pricing, and network effects," Post-Print hal-03828345, HAL.
  12. Charles Ka Yui Leung & Chung-Yi Tse, 2012. "Flippers in Housing Market Search," 2012 Meeting Papers 434, Society for Economic Dynamics.
  13. Jason Allen & Robert Clark & Jean-François Houde, 2019. "Search Frictions and Market Power in Negotiated-Price Markets," Journal of Political Economy, University of Chicago Press, vol. 127(4), pages 1550-1598.
  14. Leung, Charles Ka Yui & Tse, Chung-Yi, 2017. "Flipping in the housing market," Journal of Economic Dynamics and Control, Elsevier, vol. 76(C), pages 232-263.
  15. Mateusz Myśliwski & May Rostom, 2022. "Value of information, search, and competition in the UK mortgage market," Bank of England working papers 967, Bank of England.
  16. Fei Li & Charles Murry & Can Tian & Yiyi Zhou, 2024. "Inventory Management In Decentralized Markets," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 65(1), pages 431-470, February.
  17. Manolis Galenianos & Alessandro Gavazza, 2022. "Regulatory Interventions in Consumer Financial Markets: The Case of Credit Cards," Journal of the European Economic Association, European Economic Association, vol. 20(5), pages 1897-1932.
  18. Paul P. Momtaz, 2024. "Decentralized finance (DeFi) markets for startups: search frictions, intermediation, and the efficiency of the ICO market," Small Business Economics, Springer, vol. 63(4), pages 1415-1447, December.
  19. Kurmann, André, 2014. "Holdups and overinvestment in capital markets," Journal of Economic Theory, Elsevier, vol. 151(C), pages 88-113.
  20. Melanie Cao & Shouyong Shi, 2023. "ENDOGENOUS PROCYCLICAL LIQUIDITY, CAPITAL REALLOCATION, AND q," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 64(1), pages 95-128, February.
  21. Gabor Pinter & Semih Uslu, 2022. "Comparing search and intermediation frictions across markets," Bank of England working papers 974, Bank of England.
  22. Terrence Hendershott & Dan Li & Dmitry Livdan & Norman Schürhoff, 2020. "Relationship Trading in Over‐the‐Counter Markets," Journal of Finance, American Finance Association, vol. 75(2), pages 683-734, April.
  23. Javier D. Donna & Pedro Pereira & Tiago Pires & André Trindade, 2022. "Measuring the Welfare of Intermediaries," Management Science, INFORMS, vol. 68(11), pages 8083-8115, November.
  24. Cohen, Assa & Kargar, Mahyar & Lester, Benjamin & Weill, Pierre-Olivier, 2024. "Inventory, market making, and liquidity in OTC markets," Journal of Economic Theory, Elsevier, vol. 222(C).
  25. Manolis Galenianos & Alessandro Gavazza, 2014. "A quantitative analysis of the retail market for illicit drugs," 2014 Meeting Papers 618, Society for Economic Dynamics.
  26. Mark Paddrik & Carlos Ramirez, 2025. "Treasury Tri-party Repo Pricing," Working Papers 25-07, Office of Financial Research, US Department of the Treasury.
  27. Dong Lu & Daniela Puzzello & Aiyong Zhu, 2025. "Search Frictions in Over‐the‐Counter Foreign Exchange Markets: Theory and Evidence," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 66(4), pages 1619-1644, October.
  28. Manolis Galenianos & Alessandro Gavazza, 2017. "A Structural Model of the Retail Market for Illicit Drugs," American Economic Review, American Economic Association, vol. 107(3), pages 858-896, March.
  29. Sahoo, Satya & Cariou, Pierre, 2024. "Unveiling the influence of bargaining power in shipping: An empirical study on iron ore freight market," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 192(C).
  30. Adriano A. Rampini, 2019. "Financing Durable Assets," American Economic Review, American Economic Association, vol. 109(2), pages 664-701, February.
  31. Pierre-Olivier Weill, 2020. "The search theory of OTC markets," NBER Working Papers 27354, National Bureau of Economic Research, Inc.
  32. Andrew Ellul & Dasol Kim, 2022. "Counterparty Choice, Bank Interconnectedness, and Bank Risk-taking," Working Papers 22-06, Office of Financial Research, US Department of the Treasury.
  33. Mahyar Kargar & Benjamin Lester & Sébastien Plante & Pierre-Olivier Weill, 2023. "Sequential Search for Corporate Bonds," NBER Working Papers 31904, National Bureau of Economic Research, Inc.
  34. Donna, Javier D. & Pereira, Pedro & Pires, Tiago & Trindade, Andre, 2018. "Measuring the Welfare of Intermediaries in Vertical Markets," MPRA Paper 90465, University Library of Munich, Germany.
  35. Tobias Salz, 2020. "Intermediation and Competition in Search Markets: An Empirical Case Study," NBER Working Papers 27700, National Bureau of Economic Research, Inc.
  36. Lu, Dong & Zhan, Yaosong, 2022. "Over-the-counter versus double auction in asset markets with near-zero-intelligence traders," Journal of Economic Dynamics and Control, Elsevier, vol. 143(C).
  37. Mäkinen, Taneli & Palazzo, Francesco, 2024. "Adverse selection and search congestion in over-the-counter markets," Journal of Monetary Economics, Elsevier, vol. 146(C).
  38. 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.
  39. Lester, Benjamin & Shourideh, Ali & Venkateswaran, Venky & Zetlin-Jones, Ariel, 2023. "Market-making with search and information frictions," Journal of Economic Theory, Elsevier, vol. 212(C).
  40. Pantelaki, Evangelia & Papatheodorou, Andreas, 2022. "Behind the scenes of glamour: A systematic literature review of the business aviation sector," Journal of Air Transport Management, Elsevier, vol. 105(C).
  41. Terrence Hendershott & Dan Li & Dmitry Livdan & Norman Schürhoff, 2017. "Relationship Trading in OTC Markets," Swiss Finance Institute Research Paper Series 17-30, Swiss Finance Institute.
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