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Modeling Aggregate Liquidity
Citations
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Cited by:
- Eisfeldt, Andrea L., 2007. "Smoothing with liquid and illiquid assets," Journal of Monetary Economics, Elsevier, vol. 54(6), pages 1572-1586, September.
- Zakaria Babutsidze & Maurizio Iacopetta, 2016.
"Innovation, growth and financial markets,"
Journal of Evolutionary Economics, Springer, vol. 26(1), pages 1-24, March.
- Zakaria Babutsidze & Maurizio Iacopetta, 2016. "Innovation, growth and financial markets," Journal of Evolutionary Economics, Springer, vol. 26(1), pages 1-24, March.
- Zakaria Babutsidze & Maurizio Iacopetta, 2016. "Innovation, growth and financial market," SciencePo Working papers Main halshs-01927001, HAL.
- Zakaria Babutsidze & Maurizio Iacopetta, 2016. "Innovation, growth and financial market," Post-Print halshs-01927001, HAL.
- Raisul Islam & Vladimir Volkov, 2022. "Contagion or interdependence? Comparing spillover indices," Empirical Economics, Springer, vol. 63(3), pages 1403-1455, September.
- Muhammad Saifuddin Khan, 2018. "The Role of Liquidity in Financial Intermediation," PhD Thesis, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 1-2018, January-A.
- M.Ajide, Folorunsho, 2022. "Firm-specific, and institutional determinants of corporate investments in Nigeria," Working Papers 21, Department of Economics, University of Ilorin.
- Francis A. Longstaff, 2004.
"The Flight-to-Liquidity Premium in U.S. Treasury Bond Prices,"
The Journal of Business, University of Chicago Press, vol. 77(3), pages 511-526, July.
- Francis A. Longstaff, 2002. "The Flight-to-Liquidity Premium in U.S. Treasury Bond Prices," NBER Working Papers 9312, National Bureau of Economic Research, Inc.
- Miguel Braun & Rafael Di tella, 2004. "Inflation, Inflation Variability, and Corruption," Economics and Politics, Wiley Blackwell, vol. 16(1), pages 77-100, March.
- Suresh Sundaresan & Zhenyu Wang, 2006. "Y2K options and the liquidity premium in Treasury bond markets," Staff Reports 266, Federal Reserve Bank of New York.
- Thomas H. Noe & Stephen D. Smith, 1997. "The buck stops where? The role of limited liability in economics," Economic Review, Federal Reserve Bank of Atlanta, vol. 82(Q 1), pages 46-56.
- Instefjord, Norvald, 1999. "A simple model of market liquidity," Economics Letters, Elsevier, vol. 64(3), pages 329-337, September.
- Dungey, Mardi & Islam, Raisul & Volkov, Vladimir, 2020.
"Crisis transmission: Visualizing vulnerability,"
Pacific-Basin Finance Journal, Elsevier, vol. 59(C).
- Dungey, Mardi & Islam, Raisul & Volkov, Vladimir, 2019. "Crisis transmission: visualizing vulnerability," Working Papers 2019-07, University of Tasmania, Tasmanian School of Business and Economics.
- Filippo Taddei, 2007. "Liquidity and the Allocation of Credit: Business Cycle, Government Debt and Financial Arrangements," Carlo Alberto Notebooks 65, Collegio Carlo Alberto.
- Islam, Raisul & Volkov, Vladimir, 2020. "Calm before the storm: an early warning approach before and during the COVID-19 crisis," Working Papers 2020-09, University of Tasmania, Tasmanian School of Business and Economics.
- Francisco Covas & John C. Driscoll, 2014. "Bank Liquidity and Capital Regulation in General Equilibrium," Finance and Economics Discussion Series 2014-85, Board of Governors of the Federal Reserve System (U.S.).
- Eduardo Siandra, 2002. "The Economics of financial Matching," Documentos de Trabajo (working papers) 1002, Department of Economics - dECON.
- G. Chiesa, 2014. "Safe Assets Scarcity, Liquidity and Spreads," Working Papers wp927, Dipartimento Scienze Economiche, Universita' di Bologna.
- Longstaff, Francis A., 2001. "The Flight-to-Liquidity Premium in U.S. Treasury Bond Prices," University of California at Los Angeles, Anderson Graduate School of Management qt7dc0t95b, Anderson Graduate School of Management, UCLA.
- Christof Beuselinck & Garen Markarian & Arnt Verriest, 2021. "Employee protection shocks and corporate cash holdings," Post-Print hal-03597869, HAL.
- Milton Harris & Artur Raviv, 2017. "Why Do Firms Sit on Cash? An Asymmetric Information Approach," The Review of Corporate Finance Studies, Society for Financial Studies, vol. 6(2), pages 141-173.
- Mitusch, Kay, 2002. "Debt contracts, banks, and aggregate liquidity," Economics Letters, Elsevier, vol. 74(2), pages 145-150, January.
- Beuselinck, Christof & Markarian, Garen & Verriest, Arnt, 2021. "Employee protection shocks and corporate cash holdings," Journal of Corporate Finance, Elsevier, vol. 69(C).
- Rampini, Adriano A., 2004. "Entrepreneurial activity, risk, and the business cycle," Journal of Monetary Economics, Elsevier, vol. 51(3), pages 555-573, April.
- Chil Sun Choi & Pando Sohn & Ji-Yong Seo, 2016. "Relationship between leverage and the bargaining power of labor unions: evidence from theoretical and empirical perspectives," Estudios de Economia, University of Chile, Department of Economics, vol. 43(1 Year 20), pages 53-69, June.
- Piccotti, Louis R., 2017. "Financial contagion risk and the stochastic discount factor," Journal of Banking & Finance, Elsevier, vol. 77(C), pages 230-248.
- Deep, Akash & Schaefer, Guido, 2004. "Are Banks Liquidity Transformers?," Working Paper Series rwp04-022, Harvard University, John F. Kennedy School of Government.
- David McLean, R., 2011. "Share issuance and cash savings," Journal of Financial Economics, Elsevier, vol. 99(3), pages 693-715, March.
- Gabriella Chiesa, 2020. "Safe Assets, Credit Provision and Debt Management," Open Economies Review, Springer, vol. 31(3), pages 637-667, July.
- Flavia Corneli & Emanuele Tarantino, 2011. "Reserve management and sovereign debt cost in a world with liquidity crises," Temi di discussione (Economic working papers) 797, Bank of Italy, Economic Research and International Relations Area.