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Liquidity in Frictional Asset Markets

Citations

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Cited by:

  1. Mark Paddrik & Stathis Tompaidis, 2019. "Market-Making Costs and Liquidity: Evidence from CDS Markets," Working Papers 19-01, Office of Financial Research, US Department of the Treasury.
  2. Huber, Samuel & Kim, Jaehong, 2019. "The role of trading frictions in financial markets," Journal of Economic Dynamics and Control, Elsevier, vol. 99(C), pages 1-18.
  3. Carrasco, Jose A. & Harrison, Rodrigo, 2023. "Costly multi-unit search," European Economic Review, Elsevier, vol. 154(C).
  4. repec:hal:spmain:info:hdl:2441/j75mfllkr89c8aod1nr586ksc is not listed on IDEAS
  5. Florin Bilbiie & Xavier Ragot, 2021. "Optimal Monetary Policy and Liquidity with Heterogeneous Households," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 41, pages 71-95, July.
  6. Kronick, Jeremy, 2015. "Do Loan-to-Value Ratio Regulation Changes Affect Canadian Mortgage Credit?," MPRA Paper 73671, University Library of Munich, Germany.
  7. Marco Bassetto & Wei Cui, 2024. "A Ramsey Theory of Financial Distortions," Journal of Political Economy, University of Chicago Press, vol. 132(8), pages 2612-2654.
  8. Andrea L. Eisfeldt & Yu Shi, 2018. "Capital Reallocation," NBER Working Papers 25085, National Bureau of Economic Research, Inc.
  9. Wei Cui & Sören Radde, 2020. "Search-based Endogenous Asset Liquidity and the Macroeconomy [Why Don’t US Issuers Demand European Fees for IPOs?]," Journal of the European Economic Association, European Economic Association, vol. 18(5), pages 2221-2269.
  10. Selcuk, Cemil, 2012. "Distressed sales and liquidity in OTC markets," MPRA Paper 38188, University Library of Munich, Germany.
  11. Benjamin Lester & Guillaume Rocheteau & Pierre‐Olivier Weill, 2015. "Competing for Order Flow in OTC Markets," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(S2), pages 77-126, June.
  12. Yuan Yuan, 2014. "Funding Liquidity and Market Liquidity," DETU Working Papers 1406, Department of Economics, Temple University.
  13. repec:spo:wpecon:info:hdl:2441/j75mfllkr89c8aod1nr586ksc is not listed on IDEAS
  14. Wei Cui & Sören Radde, 2014. "Search-Based Endogenous Illiquidity and the Macroeconomy," Discussion Papers of DIW Berlin 1367, DIW Berlin, German Institute for Economic Research.
  15. Derek Stacey, 2019. "Posted Prices, Search and Bargaining," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 33, pages 85-104, July.
  16. repec:zbw:bofrdp:urn:nbn:fi:bof-201510061415 is not listed on IDEAS
  17. Weill, Pierre-Olivier, 2020. "The search theory of OTC markets," CEPR Discussion Papers 14847, C.E.P.R. Discussion Papers.
  18. Aleksander Berentsen & Samuel Huber & Alessandro Marchesiani, 2014. "Degreasing The Wheels Of Finance," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 55(3), pages 735-763, August.
  19. repec:spo:wpmain:info:hdl:2441/j75mfllkr89c8aod1nr586ksc is not listed on IDEAS
  20. repec:hal:wpspec:info:hdl:2441/j75mfllkr89c8aod1nr586ksc is not listed on IDEAS
  21. Paolo Dai Pra & Fulvio Fontini & Elena Sartori & Marco Tolotti, 2011. "Endogenous equilibria in liquid markets with frictions and boundedly rational agents," Working Papers 7, Venice School of Management - Department of Management, Università Ca' Foscari Venezia.
  22. Cui, Wei, 2016. "Monetary–fiscal interactions with endogenous liquidity frictions," European Economic Review, Elsevier, vol. 87(C), pages 1-25.
  23. repec:bof:bofrdp:urn:nbn:fi:bof-201510061415 is not listed on IDEAS
  24. 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.
  25. Cemil Selcuk, 2017. "Distressed Sales in OTC Markets," Manchester School, University of Manchester, vol. 85(3), pages 357-393, June.
  26. Eerola, Essi & Määttänen, Niku, 2013. "Matching in the housing market with risk aversion and savings," ETLA Working Papers 3, The Research Institute of the Finnish Economy.
  27. Gaetano Lisi, 2020. "Tweaking the DiPasquale–Wheaton–Colwell model," Letters in Spatial and Resource Sciences, Springer, vol. 13(2), pages 201-208, August.
  28. Wei Cui, 2017. "When Ramsey Searches for Liquidity," 2017 Meeting Papers 1342, Society for Economic Dynamics.
  29. Eerola, Essi & Määttänen, Niku, 2015. "Matching and credit frictions in the housing market," Research Discussion Papers 20/2015, Bank of Finland.
  30. repec:zbw:bofrdp:2015_020 is not listed on IDEAS
  31. Eerola, Essi & Määttänen, Niku, 2015. "Matching and credit frictions in the housing market," Bank of Finland Research Discussion Papers 20/2015, Bank of Finland.
  32. Tai‐Wei Hu & Guillaume Rocheteau, 2015. "Monetary Policy and Asset Prices: A Mechanism Design Approach," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(S2), pages 39-76, June.
  33. Ederington, Louis & Guan, Wei & Yadav, Pradeep K., 2015. "Dealer spreads in the corporate bond market: Agent vs. market-making roles," CFR Working Papers 15-11, University of Cologne, Centre for Financial Research (CFR).
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