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

by Lagos, Ricardo

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  1. Benigno, Pierpaolo & Robatto, Roberto, 2016. "Private Money Creation and Equilibrium Liquidity," CEPR Discussion Papers 11242, C.E.P.R. Discussion Papers.
  2. Rocheteau, Guillaume, 2011. "Payments and liquidity under adverse selection," Journal of Monetary Economics, Elsevier, vol. 58(3), pages 191-205.
  3. Lucas Marc Fuhrer & Benjamin Müller & Luzian Steiner, 2016. "The Liquidity Coverage Ratio and Security Prices," Working Papers 2016-11, Swiss National Bank.
  4. Irina A. Telyukova & Randall Wright, 2007. "A model of money and credit, with application to the credit card debt puzzle," Working Paper 0711, Federal Reserve Bank of Cleveland.
  5. Jung, Kuk Mo & Pyun, Ju Hyun, 2016. "International reserves for emerging economies: A liquidity approach," Journal of International Money and Finance, Elsevier, vol. 68(C), pages 230-257.
  6. Mikhail Golosov & Aleh Tsyvinski & Guido Lorenzoni, 2008. "Decentralized trading with private information," 2008 Meeting Papers 391, Society for Economic Dynamics.
  7. Young Sik Kim & Manjong Lee, 2012. "Recognizability and Liquidity of Assets," Discussion Paper Series 1206, Institute of Economic Research, Korea University.
  8. Rocheteau, Guillaume & Rodriguez-Lopez, Antonio, 2014. "Liquidity provision, interest rates, and unemployment," Journal of Monetary Economics, Elsevier, vol. 65(C), pages 80-101.
  9. Gârleanu, Nicolae & Pedersen, Lasse Heje, 2016. "Dynamic portfolio choice with frictions," Journal of Economic Theory, Elsevier, vol. 165(C), pages 487-516.
  10. Geromichalos, Athanasios & Herrenbrueck, Lucas M. & Salyer, Kevin D., 2016. "A search-theoretic model of the term premium," Theoretical Economics, Econometric Society, vol. 11(3), September.
  11. Lucas Herrenbrueck, 2016. "Quantitative Easing and the Liquidity Channel of Monetary Policy," 2016 Meeting Papers 767, Society for Economic Dynamics.
  12. Ricardo Lagos & Gara Afonson, 2011. "Trade Dynamics in the Market for Federal Funds," 2011 Meeting Papers 314, Society for Economic Dynamics.
  13. Lucas Herrenbrueck & Athanasios Geromichalos, 2015. "A Tractable Model of Indirect Asset Liquidity," Working Papers 153, University of California, Davis, Department of Economics.
  14. Lotz, Sebastien & Zhang, Cathy, 2015. "Money and Credit as Means of Payment: A New Monetarist Approach," MPRA Paper 64535, University Library of Munich, Germany.
  15. Johnson, Christopher, 2016. "Differences of Opinion, Liquidity, and Monetary Policy," MPRA Paper 70951, University Library of Munich, Germany.
  16. Julien Hugonnier & Benjamin Lester & Pierre-Olivier Weill, 2014. "Heterogeneity in Decentralized Asset Markets," NBER Working Papers 20746, National Bureau of Economic Research, Inc.
  17. Afonso, Gara M. & Lagos, Ricardo, 2014. "The Over-the-Counter Theory of the Fed Funds Market: A Primer," Working Papers 711, Federal Reserve Bank of Minneapolis.
  18. Roberto Robatto & Pierpaolo Benigno, 2016. "Private Money and Equilibrium Liquidity," 2016 Meeting Papers 690, Society for Economic Dynamics.
  19. Lee, Manjong, 2013. "Coexistence and welfare cost of inflation," Journal of Macroeconomics, Elsevier, vol. 36(C), pages 23-32.
  20. Liu, Weimin & Luo, Di & Zhao, Huainan, 2016. "Transaction costs, liquidity risk, and the CCAPM," Journal of Banking & Finance, Elsevier, vol. 63(C), pages 126-145.
  21. repec:dau:papers:123456789/9608 is not listed on IDEAS
  22. Aleksander Berentsen & Christopher Waller, 2010. "Outside versus Inside Bonds: A Modigliani-Miller Type Result for Liquidity Constrained Economies," CESifo Working Paper Series 3272, CESifo Group Munich.
  23. 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.
  24. Raphael A Espinoza & Dimitrios P. Tsomocos, 2013. "Monetary Transaction Costs and the Term Premium," IMF Working Papers 13/85, International Monetary Fund.
  25. Adam Ashcraft & Darrell Duffie, 2007. "Over the Counter Search Frictions: A Case Study of the Federal Funds Market," 2007 Meeting Papers 999, Society for Economic Dynamics.
  26. Biais, Bruno & Weill, Pierre-Olivier, 2009. "Liquidity Shocks and Order Book Dynamics," IDEI Working Papers 550, Institut d'Économie Industrielle (IDEI), Toulouse.
  27. Randall Wright & Cathy Zhang & Guillaume Rocheteau, 2016. "Corporate Finance and Monetary Policy," 2016 Meeting Papers 97, Society for Economic Dynamics.
  28. Waller, Christopher J., 2015. "Microfoundations of Money: Why They Matter," Review, Federal Reserve Bank of St. Louis, vol. 97(4), pages 289-301.
  29. Williamson, Stephen, 2009. "Liquidity, Financial Intermediation, and Monetary Policy in a New Monetarist Model," MPRA Paper 20692, University Library of Munich, Germany.
  30. Yifan Hu & Timothy Kam, 2006. "Ramsey Fiscal And Monetary Policy Under Sticky Prices And Liquid Bonds," ANU Working Papers in Economics and Econometrics 2006-472, Australian National University, College of Business and Economics, School of Economics.
  31. Randall Wright & Guillaume Rocheteau, 2011. "Liquidity and Asset Market Dynamics," 2011 Meeting Papers 103, Society for Economic Dynamics.
  32. John Geanakoplos & William Zame, 2013. "Collateral Equilibrium - A Basic Framework," EIEF Working Papers Series 1319, Einaudi Institute for Economics and Finance (EIEF), revised Aug 2013.
  33. David Andolfatto & Fernando M. Martin, 2012. "Information disclosure and exchange media," Working Papers 2012-012, Federal Reserve Bank of St. Louis.
  34. Guillaume Rocheteau, 2009. "A monetary approach to asset liquidity," Working Paper 0901, Federal Reserve Bank of Cleveland.
  35. 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.
  36. 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.
  37. 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.
  38. Guillaume Rocheteau & Pierre-Olivier Weill, 2011. "Liquidity in frictional asset markets," Working Paper 1105, Federal Reserve Bank of Cleveland.
  39. Guillaume Rocheteau & Ed Nosal, 2008. "Pairwise Trade, Asset Prices and Monetary Policy," 2008 Meeting Papers 774, Society for Economic Dynamics.
  40. Marcus Hagedorn, 2007. "Optimal Ramsey Tax Cycles," IEW - Working Papers 354, Institute for Empirical Research in Economics - University of Zurich.
  41. Branch, William A., 2016. "Imperfect knowledge, liquidity and bubbles," Journal of Economic Dynamics and Control, Elsevier, vol. 62(C), pages 17-42.
  42. Williamson, Stephen D. & Wright, Randall, 2010. "New Monetarist Economics: Methods," MPRA Paper 21486, University Library of Munich, Germany.
  43. Lucas Herrenbrueck, 2014. "Quantitative Easing and the Liquidity Channel of Monetary Policy," Discussion Papers dp14-09, Department of Economics, Simon Fraser University, revised Apr 2016.
  44. Martin Meier & Burkhard Schipper, 2012. "Bayesian Games with Unawareness and Unawareness Perfection," Working Papers 129, University of California, Davis, Department of Economics.
  45. Lagos, Ricardo & Zhang, Shengxing, 2016. "Turnover Liquidity and the Transmission of Monetary Policy," Working Papers 734, Federal Reserve Bank of Minneapolis.
  46. 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.
  47. Ricardo Lagos, 2010. "Asset prices, liquidity, and monetary policy in the search theory of money," Review, Federal Reserve Bank of St. Louis, issue May, pages 303-310.
  48. Geromichalos, Athanasios & Herrenbrueck, Lucas, 2016. "The Strategic Determination of the Supply of Liquid Assets," MPRA Paper 71454, University Library of Munich, Germany.
  49. 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.
  50. Luigi Iovino, 2014. "Sophisticated Intermediation and Aggregate Volatility," 2014 Meeting Papers 1044, Society for Economic Dynamics.
  51. Weill, Pierre-Olivier, 2008. "Liquidity premia in dynamic bargaining markets," Journal of Economic Theory, Elsevier, vol. 140(1), pages 66-96, May.
  52. Williamson, Stephen D., 2016. "Scarce collateral, the term premium, and quantitative easing," Journal of Economic Theory, Elsevier, vol. 164(C), pages 136-165.
  53. Athanasios Geromichalos & Jiwon Lee & Seungduck Lee & Keita Oikawa, 2016. "Over-the-counter trade and the value of assets as collateral," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 62(3), pages 443-475, August.
  54. Nicolas Petrosky-Nadeau, 2015. "Financial Frictions, the Housing Market, and Unemployment," 2015 Meeting Papers 892, Society for Economic Dynamics.
  55. Aleksander Berentsen & Cyril Monnet, 2008. "Monetary policy in a channel system," Working Papers 08-7, Federal Reserve Bank of Philadelphia.
  56. Guillaume Rocheteau, 2008. "Money and competing assets under private information," 2008 Meeting Papers 525, Society for Economic Dynamics.
  57. Athanasios, Geromichalos & Kuk Mo, Jung, 2016. "Monetary Policy and Efficiency in Over-the-Counter Financial Trade," MPRA Paper 71455, University Library of Munich, Germany.
  58. Williamson, Stephen D. & Wright, Randall, 2010. "New Monetarist Economics: Models," MPRA Paper 21030, University Library of Munich, Germany.
  59. Jacquet, Nicolas L. & Tan, Serene, 2012. "Money and asset prices with uninsurable risks," Journal of Monetary Economics, Elsevier, vol. 59(8), pages 784-797.
  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. Ana Fostel & John Geanakoplos, 2013. "Reviewing the Leverage Cycle," Cowles Foundation Discussion Papers 1918, Cowles Foundation for Research in Economics, Yale University.
  62. Samuel Reynard & Andreas Schabert, 2009. "Modeling Monetary Policy," Tinbergen Institute Discussion Papers 09-094/2, Tinbergen Institute.
  63. Shen, Ji & Wei, Bin & Yan, Hongjun, 2016. "Financial Intermediation Chains in an OTC Market," MPRA Paper 74925, University Library of Munich, Germany.
  64. Marcus Hagedorn, 2007. "A Monetary Model with Strong Liquidity Effects," IEW - Working Papers 353, Institute for Empirical Research in Economics - University of Zurich.
  65. 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.
  66. Mattesini, Fabrizio & Nosal, Ed, 2016. "Liquidity and asset prices in a monetary model with OTC asset markets," Journal of Economic Theory, Elsevier, vol. 164(C), pages 187-217.
  67. 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).
  68. Venky Venkateswaran & Randall Wright, 2013. "Pledgability and Liquidity: A New Monetarist Model of Financial and Macroeconomic Activity," NBER Chapters, in: NBER Macroeconomics Annual 2013, Volume 28, pages 227-270 National Bureau of Economic Research, Inc.
  69. Randall Wright & Vaidyanathan (Venky) Venkateswaran, 2012. "Pledgability and Liquidity," 2012 Meeting Papers 601, Society for Economic Dynamics.
  70. Luigi Iovino, 2012. "Sophisticated Intermediation and Aggregate Volatility," 2012 Meeting Papers 965, Society for Economic Dynamics.
  71. Rojas-Breu, M., 2011. "Debt enforcement and the return on money," Working papers 345, Banque de France.
  72. 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.
  73. B. Ravikumar & Enchuan Shao, 2010. "Search Frictions and Asset Price Volatility," Staff Working Papers 10-1, Bank of Canada.
  74. 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.
  75. 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.
  76. Branch, William A. & Petrosky-Nadeau, Nicolas & Rocheteau, Guillaume, 2016. "Financial frictions, the housing market, and unemployment," Journal of Economic Theory, Elsevier, vol. 164(C), pages 101-135.
  77. 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.
  78. Bullard, James B., 2016. "A New Characterization of the U.S. Macroeconomic and Monetary Policy Outlook : a speech at the Society of Business Economists Annual Dinner, London, United Kingdom, June 30, 2016," Speech 271, Federal Reserve Bank of St. Louis.
  79. Jung, Kuk Mo, 2016. "Uncertainty-Induced Dynamic Inefficiency and the Optimal Inflation Rate," MPRA Paper 69715, University Library of Munich, Germany.
  80. Guillaume Rocheteau, 2009. "Information and liquidity: a discussion," Working Paper 0902, Federal Reserve Bank of Cleveland.
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