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A Search-Theoretic Model of the Term Premium

Citations

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Cited by:

  1. Athanasios Geromichalos & Lucas Herrenbrueck & Sukjoon Lee, 2023. "The Strategic Determination of the Supply of Liquid Assets," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 49, pages 1-36, July.
  2. Lee, Seungduck, 2016. "Money, Asset Prices and the Liquidity Premium," MPRA Paper 75869, University Library of Munich, Germany.
  3. Athanasios Geromichalos & Lucas Herrenbrueck, 2022. "The Liquidity-Augmented Model of Macroeconomic Aggregates: A New Monetarist DSGE Approach," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 45, pages 134-167, July.
  4. Berentsen, Aleksander & Huber, Samuel & Marchesiani, Alessandro, 2016. "The societal benefit of a financial transaction tax," European Economic Review, Elsevier, vol. 89(C), pages 303-323.
  5. Lee, Seungduck, 2016. "Money, Asset Prices and the Liquidity Premium," MPRA Paper 74010, University Library of Munich, Germany.
  6. Lucas Herrenbrueck, 2019. "Interest Rates, Moneyness, and the Fisher Equation," Discussion Papers dp19-01, Department of Economics, Simon Fraser University.
  7. Herrenbrueck, Lucas, 2014. "Quantitative Easing and the Liquidity Channel of Monetary Policy," MPRA Paper 70686, University Library of Munich, Germany, revised 10 Apr 2016.
  8. Matsuoka, Tarishi, 2022. "Asset prices and standing facilities in a monetary economy," Journal of Economic Dynamics and Control, Elsevier, vol. 135(C).
  9. Johannes Matschke, 2021. "National Interests, Spillovers and Macroprudential Coordination," Research Working Paper RWP 21-13, Federal Reserve Bank of Kansas City.
  10. Herrenbrueck, Lucas & Geromichalos, Athanasios, 2017. "A tractable model of indirect asset liquidity," Journal of Economic Theory, Elsevier, vol. 168(C), pages 252-260.
  11. Huber, Samuel & Kim, Jaehong, 2017. "On the optimal quantity of liquid bonds," Journal of Economic Dynamics and Control, Elsevier, vol. 79(C), pages 184-200.
  12. Wang, Yijing, 2022. "A Liquidity-based Resolution to the Dividend Puzzle," MPRA Paper 115560, University Library of Munich, Germany.
  13. Julian Kozlowski, 2021. "Long-Term Finance and Investment with Frictional Asset Markets," American Economic Journal: Macroeconomics, American Economic Association, vol. 13(4), pages 411-448, October.
  14. Wang, Zijian, 2020. "Liquidity and private information in asset markets: To signal or not to signal," Journal of Economic Theory, Elsevier, vol. 190(C).
  15. Lee, Seungduck, 2016. "Money, Asset Prices and the Liquidity Premium," MPRA Paper 73707, University Library of Munich, Germany.
  16. Seungduck Lee & Kuk Mo Jung, 2019. "A Liquidity-Based Resolution of the Uncovered Interest Parity Puzzle," Working Papers 1902, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy).
  17. Altermatt, Lukas & Iwasaki, Kohei & Wright, Randall, 2021. "Asset pricing in monetary economies," Journal of International Money and Finance, Elsevier, vol. 115(C).
  18. Athanasios Geromichalos & Kuk Mo Jung, 2019. "Monetary policy and efficiency in over-the-counter financial trade," Canadian Journal of Economics, Canadian Economics Association, vol. 52(4), pages 1699-1754, November.
  19. Hu, Tai-Wei & Rocheteau, Guillaume, 2020. "Bargaining under liquidity constraints: Unified strategic foundations of the Nash and Kalai solutions," Journal of Economic Theory, Elsevier, vol. 189(C).
  20. Lee, Seungduck, 2016. "Money, Asset Prices and the Liquidity Premium," MPRA Paper 73533, University Library of Munich, Germany.
  21. Lucas Herrenbrueck, Zijian Wang, 2023. "Interest Rates, Moneyness, and the Fisher Equation," Discussion Papers dp23-11, Department of Economics, Simon Fraser University.
  22. Athanasios Geromichalos & Lucas Herrenbrueck & Changhyun Lee & Sukjoon Lee, 2024. "What’s so Inconvenient About TIPS?," Working Papers 364, University of California, Davis, Department of Economics.
  23. Stephen D. Williamson, 2018. "Low Real Interest Rates, Collateral Misrepresentation, and Monetary Policy," American Economic Journal: Macroeconomics, American Economic Association, vol. 10(4), pages 202-233, October.
  24. Lee, Sukjoon, 2020. "Liquidity Premium, Credit Costs, and Optimal Monetary Policy," MPRA Paper 104825, University Library of Munich, Germany.
  25. Begoña Domínguez & Pedro Gomis‐Porqueras, 2023. "Normalizing the Central Bank's Balance Sheet: Implications for Inflation and Debt Dynamics," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 55(4), pages 945-974, June.
  26. Jung, Kuk Mo, 2018. "Uncertainty-induced dynamic inefficiency and the optimal inflation rate," International Review of Economics & Finance, Elsevier, vol. 56(C), pages 486-506.
  27. Chien-Chiang Wang, 2023. "Asset Market Frictions, Household Heterogeneity, and the Liquidity Theory of the Term Structure," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 47, pages 67-99, January.
  28. Athanasios Geromichalos & Lucas Herrenbrueck & Sukjoon Lee, 2023. "The Strategic Determination of the Supply of Liquid Assets," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 49, pages 1-36, July.
  29. Pierre-Olivier Weill, 2020. "The search theory of OTC markets," NBER Working Papers 27354, National Bureau of Economic Research, Inc.
  30. Herrenbrueck, Lucas, 2019. "Frictional asset markets and the liquidity channel of monetary policy," Journal of Economic Theory, Elsevier, vol. 181(C), pages 82-120.
  31. Athanasios Geromichalos & Lucas Herrenbrueck, 2017. "The Liquidity-Augmented Model of Macroeconomic Aggregates," Discussion Papers dp17-16, Department of Economics, Simon Fraser University.
  32. Julian Kozlowski, 2017. "Long-Term Finance and Economic Development: The Role of Liquidity in Corporate Debt Markets," 2017 Meeting Papers 699, Society for Economic Dynamics.
  33. Lee, Seungduck, 2016. "Money, Asset Prices and the Liquidity Premium," MPRA Paper 74615, University Library of Munich, Germany.
  34. Stephen Williamson, 2014. "Central Bank Purchases of Private Assets," 2014 Meeting Papers 208, Society for Economic Dynamics.
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