Asset Market Frictions, Household Heterogeneity, and the Liquidity Theory of the Term Structure
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DOI: 10.1016/j.red.2022.01.001
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- Chien-Chiang Wang, 2021. "Online Appendix to "Asset Market Frictions, Household Heterogeneity, and the Liquidity Theory of the Term Structure"," Online Appendices 19-500, Review of Economic Dynamics.
- Chien-Chiang Wang, 2021. "Code and data files for "Asset Market Frictions, Household Heterogeneity, and the Liquidity Theory of the Term Structure"," Computer Codes 19-500, Review of Economic Dynamics.
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More about this item
Keywords
Term premium; Yield curve; Financial friction; Monetary policy; Quantitative easing; Heterogeneous households;All these keywords.
JEL classification:
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- 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
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