Liquidity and Congestion
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Citations
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Cited by:
- Guillaume Rocheteau & Pierre‐Olivier Weill, 2011.
"Liquidity in Frictional Asset Markets,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(s2), pages 261-282, October.
- 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.
- Guillaume Rocheteau & Pierre-Olivier Weill, 2011. "Liquidity in frictional asset markets," Working Papers (Old Series) 1105, Federal Reserve Bank of Cleveland.
- Bruno Biais & Pierre-Olivier Weill, 2009.
"Liquidity Shocks and Order Book Dynamics,"
NBER Working Papers
15009, National Bureau of Economic Research, Inc.
- Biais, Bruno & Weill, Pierre-Olivier, 2009. "Liquidity Shocks and Order Book Dynamics," TSE Working Papers 09-037, Toulouse School of Economics (TSE).
- Biais, Bruno & Weill, Pierre-Olivier, 2009. "Liquidity Shocks and Order Book Dynamics," IDEI Working Papers 550, Institut d'Économie Industrielle (IDEI), Toulouse.
- Pierre-Olivier Weill & Bruno Biais, 2009. "Liquidity shocks and order book dynamics," 2009 Meeting Papers 89, Society for Economic Dynamics.
- Lagos, Ricardo & Rocheteau, Guillaume & Weill, Pierre-Olivier, 2011.
"Crises and liquidity in over-the-counter markets,"
Journal of Economic Theory, Elsevier, vol. 146(6), pages 2169-2205.
- Ricardo Lagos & Guillaume Rocheteau & Pierre-Olivier Weill, 2009. "Crises and Liquidity in Over-the-Counter Markets," NBER Working Papers 15414, National Bureau of Economic Research, Inc.
- Pierre-Olivier Weill & Guillaume Rocheteau & Ricardo Lagos, 2010. "Crises and Liquidity in Over-the-counter Markets," 2010 Meeting Papers 500, Society for Economic Dynamics.
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