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Citations for "Asset prices and liquidity in an exchange economy"

by Lagos, Ricardo

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  1. Ennis, Huberto M., 2015. "Discussion on "Scarcity of Safe Assets, Inflation, and the Policy Trap" by Andolfatto and Williamson," Working Paper 15-3, Federal Reserve Bank of Richmond.
  2. David Andolfatto & Fernando M. Martin, 2012. "Information disclosure and exchange media," Working Papers 2012-012, Federal Reserve Bank of St. Louis.
  3. Lotz, Sebastien & Zhang, Cathy, 2015. "Money and Credit as Means of Payment: A New Monetarist Approach," MPRA Paper 64535, University Library of Munich, Germany.
  4. Waller, Christopher J., 2015. "Microfoundations of Money: Why They Matter," Review, Federal Reserve Bank of St. Louis, vol. 97(4), pages 289-301.
  5. 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.
  6. Venky Venkateswaran & Randall Wright, 2013. "Pledgability and Liquidity: A New Monetarist Model of Financial and Macroeconomic Activity," NBER Working Papers 19009, National Bureau of Economic Research, Inc.
  7. Guillaume Rocheteau & Ed Nosal, 2008. "Pairwise Trade, Asset Prices and Monetary Policy," 2008 Meeting Papers 774, Society for Economic Dynamics.
  8. Afonso, Gara M. & Lagos, Ricardo, 2014. "Trade Dynamics in the Market for Federal Funds," Working Papers 710, Federal Reserve Bank of Minneapolis.
  9. Mikhail Golosov & Guido Lorenzoni & Aleh Tsyvinski, 2009. "Decentralized Trading with Private Information," NBER Working Papers 15513, National Bureau of Economic Research, Inc.
  10. Guillaume Rocheteau, 2009. "Information and liquidity: a discussion," Working Paper 0902, Federal Reserve Bank of Cleveland.
  11. Jacquet, Nicolas L. & Tan, Serene, 2012. "Money and asset prices with uninsurable risks," Journal of Monetary Economics, Elsevier, vol. 59(8), pages 784-797.
  12. Randall Wright & Vaidyanathan (Venky) Venkateswaran, 2012. "Pledgability and Liquidity," 2012 Meeting Papers 601, Society for Economic Dynamics.
  13. Jung, Kuk Mo, 2016. "Uncertainty-Induced Dynamic Inefficiency and the Optimal Inflation Rate," MPRA Paper 69715, University Library of Munich, Germany.
  14. Nosal, Ed & Waller, Christopher J. & Wright, Randall, 2011. "Introduction To The Macroeconomic Dynamics Special Issues On Money, Credit, And Liquidity," Macroeconomic Dynamics, Cambridge University Press, vol. 15(S1), pages 1-9, April.
  15. Guillaume Rocheteau, 2008. "Money and competing assets under private information," 2008 Meeting Papers 525, Society for Economic Dynamics.
  16. Williamson, Stephen, 2009. "Liquidity, Financial Intermediation, and Monetary Policy in a New Monetarist Model," MPRA Paper 20692, University Library of Munich, Germany.
  17. Guillaume Rocheteau & Randall Wright, 2010. "Liquidity and asset market dynamics," Working Paper 1016, Federal Reserve Bank of Cleveland.
  18. John Geanakoplos & William Zame, 2014. "Collateral equilibrium, I: a basic framework," Economic Theory, Springer, vol. 56(3), pages 443-492, August.
  19. Guillaume Rocheteau & Jose Antonio Rodriguez-Lopez, 2013. "Liquidity Provision, Interest Rates, and Unemployment," Working Papers 121311, University of California-Irvine, Department of Economics.
  20. Stephen D. Williamson & Randall Wright, 2010. "New monetarist economics: methods," Review, Federal Reserve Bank of St. Louis, issue May, pages 265-302.
  21. Benjamin Lester & Andrew Postlewaite & Randall Wright, 2008. "Information, Liquidity and Asset Prices," PIER Working Paper Archive 08-039, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  22. Raphael Espinoza & Dimitrios Tsomocos, 2015. "Monetary transaction costs and the term premium," Economic Theory, Springer, vol. 59(2), pages 355-375, June.
  23. Irina A. Telyukova & Randall Wright, 2006. "A Model of Money and Credit, with Application to the Credit Card Debt Puzzle," 2006 Meeting Papers 45, Society for Economic Dynamics.
  24. Luigi Iovino, 2012. "Sophisticated Intermediation and Aggregate Volatility," 2012 Meeting Papers 965, Society for Economic Dynamics.
  25. Biais, Bruno & Weill, Pierre-Olivier, 2009. "Liquidity Shocks and Order Book Dynamics," TSE Working Papers 09-037, Toulouse School of Economics (TSE).
  26. Branch, William A., 2016. "Imperfect knowledge, liquidity and bubbles," Journal of Economic Dynamics and Control, Elsevier, vol. 62(C), pages 17-42.
  27. Aleksander Berentsen & Christopher J. Waller, 2009. "Outside versus inside bonds: a Modigliani-Miller type result for liquidity constrained economies," Working Papers 2009-056, Federal Reserve Bank of St. Louis.
  28. Afonso, Gara M. & Lagos, Ricardo, 2014. "The over-the-counter theory of the fed funds market: a primer," Staff Reports 660, Federal Reserve Bank of New York.
  29. Hu, Tai-Wei & Rocheteau, Guillaume, 2013. "On the coexistence of money and higher-return assets and its social role," Journal of Economic Theory, Elsevier, vol. 148(6), pages 2520-2560.
  30. Aleksander Berentsen & Cyril Monet, 2006. "Monetary Policy in a Channel System," IEW - Working Papers 295, Institute for Empirical Research in Economics - University of Zurich.
  31. Florian Madison, 2016. "Asymmetric information in frictional markets for liquidity: on the non-equivalence between collateralized credit and immediate settlement," ECON - Working Papers 220, Department of Economics - University of Zurich.
  32. Martin Meier & Burkhard Schipper, 2014. "Bayesian games with unawareness and unawareness perfection," Economic Theory, Springer, vol. 56(2), pages 219-249, June.
  33. B. Ravikumar & Enchuan Shao, 2010. "Search Frictions and Asset Price Volatility," Staff Working Papers 10-1, Bank of Canada.
  34. 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.
  35. 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.
  36. Branch, William A. & Petrosky-Nadeau, Nicolas & Rocheteau, Guillaume, 2014. "Financial frictions, the housing market, and unemployment," Working Paper Series 2014-26, Federal Reserve Bank of San Francisco.
  37. Shoko Morimoto, 2009. "Asset markets can achieve efficiency in the directed search framework," Discussion Papers in Economics and Business 09-33, Osaka University, Graduate School of Economics and Osaka School of International Public Policy (OSIPP).
  38. Williamson, Stephen D. & Wright, Randall, 2010. "New Monetarist Economics: Models," MPRA Paper 21030, University Library of Munich, Germany.
  39. Julien Hugonnier & Benjamin Lester & Pierre-Olivier Weill, 2014. "Heterogeneity in Decentralized Asset Markets," NBER Working Papers 20746, National Bureau of Economic Research, Inc.
  40. Jung, Kuk Mo & Pyun, Ju Hyun, 2015. "International Reserves for Emerging Economies: A Liquidity Approach," MPRA Paper 64235, University Library of Munich, Germany.
  41. Guillaume Rocheteau, 2009. "A monetary approach to asset liquidity," Working Paper 0901, Federal Reserve Bank of Cleveland.
  42. Lucas Herrenbrueck, 2014. "Quantitative Easing and the Liquidity Channel of Monetary Policy," Discussion Papers dp14-09, Department of Economics, Simon Fraser University.
  43. Young Sik Kim & Manjong Lee, 2012. "Recognizability and Liquidity of Assets," Discussion Paper Series 1206, Institute of Economic Research, Korea University.
  44. 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.
  45. Herrenbrueck, Lucas & Geromichalos, Athanasios, 2015. "A Tractable Model of Indirect Asset Liquidity," MPRA Paper 68521, University Library of Munich, Germany.
  46. Geromichalos, Athanasios & Herrenbrueck, Lucas M. & Salyer, Kevin D., 0. "A search-theoretic model of the term premium," Theoretical Economics, Econometric Society.
  47. Samuel Reynard & Andreas Schabert, 2010. "Modeling Monetary Policy," Working Papers 2010-04, Swiss National Bank.
  48. Marcus Hagedorn, 2007. "A Monetary Model with Strong Liquidity Effects," IEW - Working Papers 353, Institute for Empirical Research in Economics - University of Zurich.
  49. Lucas Herrenbrueck & Athanasios Geromichalos, 2015. "A Tractable Model of Indirect Asset Liquidity," Working Papers 153, University of California, Davis, Department of Economics.
  50. Luigi Iovino, 2014. "Sophisticated Intermediation and Aggregate Volatility," 2014 Meeting Papers 1044, Society for Economic Dynamics.
  51. Ricardo Lagos & Shengxing Zhang, 2015. "Monetary Exchange in Over-the-Counter Markets: A Theory of Speculative Bubbles, the Fed Model, and Self-fulfilling Liquidity Crises," NBER Working Papers 21528, National Bureau of Economic Research, Inc.
  52. Yifan Hu & Timothy Kam, 2005. "Ramsey Fiscal And Monetary Policy Under Sticky Prices And Liquid Bonds," CAMA Working Papers 2005-26, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  53. repec:dau:papers:123456789/9608 is not listed on IDEAS
  54. Rocheteau, Guillaume, 2011. "Payments and liquidity under adverse selection," Journal of Monetary Economics, Elsevier, vol. 58(3), pages 191-205.
  55. Lucas Herrenbrueck & Athanasios Geromichalos, 2015. "A Tractable Model of Indirect Asset Liquidity," Discussion Papers dp15-08, Department of Economics, Simon Fraser University.
  56. Nicolas Petrosky-Nadeau, 2015. "Financial Frictions, the Housing Market, and Unemployment," 2015 Meeting Papers 892, Society for Economic Dynamics.
  57. Nicolae B. Gârleanu & Lasse H. Pedersen, 2015. "Efficiently Inefficient Markets for Assets and Asset Management," NBER Working Papers 21563, National Bureau of Economic Research, Inc.
  58. Rojas-Breu, M., 2011. "Debt enforcement and the return on money," Working papers 345, Banque de France.
  59. Lee, Manjong, 2013. "Coexistence and welfare cost of inflation," Journal of Macroeconomics, Elsevier, vol. 36(C), pages 23-32.
  60. Jung, Kuk Mo & Lee, Seungduck, 2015. "A Liquidity-Based Resolution of the Uncovered Interest Parity Puzzle," MPRA Paper 64164, University Library of Munich, Germany.
  61. Marcus Hagedorn, 2007. "Optimal Ramsey Tax Cycles," IEW - Working Papers 354, Institute for Empirical Research in Economics - University of Zurich.
  62. Li, Ying-Syuan & Li, Yiting, 2013. "Liquidity and asset prices: A new monetarist approach," Journal of Monetary Economics, Elsevier, vol. 60(4), pages 426-438.
  63. Raphael A. Espinoza & Dimitrios P. Tsomocos, 2013. "Monetary Transaction Costs and the Term Premium," IMF Working Papers 13/85, International Monetary Fund.
  64. Ana Fostel & John Geanakoplos, 2013. "Reviewing the Leverage Cycle," Cowles Foundation Discussion Papers 1918, Cowles Foundation for Research in Economics, Yale University.
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