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Money, Interest Rates, and Exchange Rates with Endogenously Segmented Markets

Citations

Blog mentions

As found by EconAcademics.org, the blog aggregator for Economics research:
  1. Phillips Curves and Fisher Relations
    by Stephen Williamson in Stephen Williamson: New Monetarist Economics on 2013-12-16 03:00:00

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
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Cited by:

  1. Campanale, Claudio & Fugazza, Carolina & Gomes, Francisco, 2015. "Life-cycle portfolio choice with liquid and illiquid financial assets," Journal of Monetary Economics, Elsevier, vol. 71(C), pages 67-83.
  2. Xing Guo & Pablo Ottonello & Diego J. Perez, 2023. "Monetary Policy and Redistribution in Open Economies," Journal of Political Economy Macroeconomics, University of Chicago Press, vol. 1(1), pages 191-241.
  3. Rocheteau, Guillaume & Weill, Pierre-Olivier & Wong, Russell, 2018. "A tractable model of monetary exchange with ex-post heterogeneity," Theoretical Economics, Econometric Society, vol. 13(3), September.
  4. Andre C. Silva, 2011. "Individual and aggregate money demands," Nova SBE Working Paper Series wp557, Universidade Nova de Lisboa, Nova School of Business and Economics.
  5. Rajesh Singh, 2018. "Monetary Policy under Financial Exclusion," 2018 Meeting Papers 76, Society for Economic Dynamics.
  6. Andrew Clausen & Carlo Strub, 2016. "Money Cycles," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 57(4), pages 1279-1298, November.
  7. Mandel, Antoine & Veetil, Vipin P., 2021. "Monetary dynamics in a network economy," Journal of Economic Dynamics and Control, Elsevier, vol. 125(C).
  8. Guillaume Rocheteau & Randall Wright & Cathy Zhang, 2018. "Corporate Finance and Monetary Policy," American Economic Review, American Economic Association, vol. 108(4-5), pages 1147-1186, April.
  9. Zhengyang Jiang, 2024. "Exorbitant Privilege: A Safe-Asset View," CESifo Working Paper Series 11279, CESifo.
  10. Li, Geng, 2009. "Transaction costs and consumption," Journal of Economic Dynamics and Control, Elsevier, vol. 33(6), pages 1263-1277, June.
  11. Piti Disyatat, 2008. "Monetary policy implementation: Misconceptions and their consequences," BIS Working Papers 269, Bank for International Settlements.
  12. Curran, Michael & Dressler, Scott J., 2020. "Preferences, inflation, and welfare," European Economic Review, Elsevier, vol. 130(C).
  13. Casper De Vries & Xuedong Wang & Casper G, de Vries, 2015. "Inflation, Endogenous Market Segmentation and the Term Structure of Interest Rates," CESifo Working Paper Series 5421, CESifo.
  14. Libo Yin & Jing Nie, 2021. "Intermediary asset pricing in currency carry trade returns," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 41(8), pages 1241-1267, August.
  15. Cociuba, Simona E. & Ramanarayanan, Ananth, 2019. "International risk sharing with endogenously segmented asset markets," Journal of International Economics, Elsevier, vol. 117(C), pages 61-78.
  16. Aleksander Berentsen & Gabriele Camera & C hristopher W aller, 2005. "The Distribution Of Money Balances And The Nonneutrality Of Money," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 46(2), pages 465-487, May.
  17. Morand, Olivier F. & Reffett, Kevin L., 2003. "Existence and uniqueness of equilibrium in nonoptimal unbounded infinite horizon economies," Journal of Monetary Economics, Elsevier, vol. 50(6), pages 1351-1373, September.
  18. Hassan, Tarek A. & Mertens, Thomas M. & Zhang, Tony, 2016. "Not so disconnected: Exchange rates and the capital stock," Journal of International Economics, Elsevier, vol. 99(S1), pages 43-57.
  19. Matthias Doepke, 2005. "Show me the money : retained earnings and the real effects of monetary shocks," Recherches économiques de Louvain, De Boeck Université, vol. 71(1), pages 5-34.
  20. repec:hal:spmain:info:hdl:2441/j75mfllkr89c8aod1nr586ksc is not listed on IDEAS
  21. Choi, Hyung Sun, 2014. "Money, credit, risk of loss, and limited participation," International Review of Economics & Finance, Elsevier, vol. 34(C), pages 9-23.
  22. Lee Ohanian, 2000. "EconomicDynamics Interviews Lee Ohanian on the Great Depression," EconomicDynamics Newsletter, Review of Economic Dynamics, vol. 1(2), April.
  23. 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.
  24. Andrew Atkeson & Patrick J. Kehoe, 2009. "On the Need for a New Approach to Analyzing Monetary Policy," NBER Chapters, in: NBER Macroeconomics Annual 2008, Volume 23, pages 389-425, National Bureau of Economic Research, Inc.
  25. Zhu, Tao & Wallace, Neil, 2007. "Pairwise trade and coexistence of money and higher-return assets," Journal of Economic Theory, Elsevier, vol. 133(1), pages 524-535, March.
  26. Hanno Lustig, 2004. "The Cross-Section of Foreign Currency Risk Premia and US Consumption Growth Risk (joint with Adrien Verdelhan)(updated February 2006)," UCLA Economics Online Papers 303, UCLA Department of Economics.
  27. Scholl, Almuth & Uhlig, Harald, 2008. "New evidence on the puzzles: Results from agnostic identification on monetary policy and exchange rates," Journal of International Economics, Elsevier, vol. 76(1), pages 1-13, September.
  28. Grishchenko, Olesya V., 2011. "Asset pricing in the production economy subject to monetary shocks," Journal of Economics and Business, Elsevier, vol. 63(3), pages 187-216, May.
  29. Xavier Ragot & Florin O. Bilbiie, 2016. "Monetary Policy, Inflation, and Inequality: The Case for Helicopters," 2016 Meeting Papers 1663, Society for Economic Dynamics.
  30. José García-Solanes & Jesús Rodríguez-López & José Torres, 2011. "Demand Shocks and Trade Balance Dynamics," Open Economies Review, Springer, vol. 22(4), pages 739-766, September.
  31. Zeno Enders, 2020. "Heterogeneous Consumers, Segmented Asset Markets and the Real Effects of Monetary Policy," The Economic Journal, Royal Economic Society, vol. 130(628), pages 1031-1056.
  32. Tarek Alexander Hassan, 2010. "Country Size, Currency Areas, and International Asset Returns," 2010 Meeting Papers 365, Society for Economic Dynamics.
  33. Fabio Ghironi & Karen K. Lewis, 2011. "Equity Sales and Manager Efficiency Across Firms and the Business Cycle," IMES Discussion Paper Series 11-E-07, Institute for Monetary and Economic Studies, Bank of Japan.
  34. Emmanuel Farhi & Xavier Gabaix, "undated". "Rare Disasters and Exchange Rates," Working Paper 71001, Harvard University OpenScholar.
  35. Herrenbrueck, Lucas, 2014. "Quantitative Easing and the Liquidity Channel of Monetary Policy," MPRA Paper 70686, University Library of Munich, Germany, revised 10 Apr 2016.
  36. Aleksander Berentsen & Samuel Huber & Alessandro Marchesiani, 2015. "Financial Innovations, Money Demand, and the Welfare Cost of Inflation," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(S2), pages 223-261, June.
  37. Lama Ruy & Medina Juan Pablo, 2011. "Optimal Monetary Policy and Social Insurance in a Small Open Economy," The B.E. Journal of Macroeconomics, De Gruyter, vol. 11(1), pages 1-40, May.
  38. Chien, YiLi & Naknoi, Kanda, 2015. "The risk premium and long-run global imbalances," Journal of Monetary Economics, Elsevier, vol. 76(C), pages 299-315.
  39. Ragot, Xavier, 2014. "The case for a financial approach to money demand," Journal of Monetary Economics, Elsevier, vol. 62(C), pages 94-107.
  40. Özge Dilaver & Robert Calvert Jump & Paul Levine, 2018. "Agent‐Based Macroeconomics And Dynamic Stochastic General Equilibrium Models: Where Do We Go From Here?," Journal of Economic Surveys, Wiley Blackwell, vol. 32(4), pages 1134-1159, September.
  41. Greg Kaplan & Giovanni L. Violante, 2014. "A Model of the Consumption Response to Fiscal Stimulus Payments," Econometrica, Econometric Society, vol. 82(4), pages 1199-1239, July.
  42. Herrenbrueck, Lucas & Geromichalos, Athanasios, 2017. "A tractable model of indirect asset liquidity," Journal of Economic Theory, Elsevier, vol. 168(C), pages 252-260.
  43. Hansen, Lars Peter, 2013. "Risk Pricing over Alternative Investment Horizons," Handbook of the Economics of Finance, in: G.M. Constantinides & M. Harris & R. M. Stulz (ed.), Handbook of the Economics of Finance, volume 2, chapter 0, pages 1571-1611, Elsevier.
  44. Semyon Malamud & Andreas Schrimpf, 2016. "Intermediation Markups and Monetary Policy Passthrough," Swiss Finance Institute Research Paper Series 16-75, Swiss Finance Institute.
  45. Edmond, Chris & Weill, Pierre-Olivier, 2012. "Aggregate implications of micro asset market segmentation," Journal of Monetary Economics, Elsevier, vol. 59(4), pages 319-335.
  46. Michael Bordo & Arunima Sinha, 2016. "A Lesson from the Great Depression that the Fed Might have Learned: A Comparison of the 1932 Open Market Purchases with Quantitative Easing," NBER Working Papers 22581, National Bureau of Economic Research, Inc.
  47. Weithing Zhang & Thomas Mertens & Tarek Hassan, 2014. "Currency Manipulation," 2014 Meeting Papers 401, Society for Economic Dynamics.
  48. Xavier Ragot, 2023. "Optimal Monetary Policy in a Liquidity Trap with Heterogeneous Agents," Annals of Economics and Statistics, GENES, issue 149, pages 97-124.
  49. Choi, Hyung Sun, 2023. "Money, payments systems, limited participation, and central banking," The North American Journal of Economics and Finance, Elsevier, vol. 64(C).
  50. Jonathan Chiu & Miguel Molico, 2011. "Uncertainty, Inflation, and Welfare," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43, pages 487-512, October.
  51. Jonathan A. Parker, 2003. "Consumption Risk and Expected Stock Returns," American Economic Review, American Economic Association, vol. 93(2), pages 376-382, May.
  52. Julia K. Thomas & Aubhik Khan, 2005. "Inflation and Interest Rates with Endogenous Market Segmentation," 2005 Meeting Papers 170, Society for Economic Dynamics.
  53. Thi Hong Hanh Pham, 2018. "Liquidity and exchange rate volatility," Working Papers halshs-01708633, HAL.
  54. Hassan, Ramin & Loualiche, Erik & Pecora, Alexandre R. & Ward, Colin, 2023. "International trade and the risk in bilateral exchange rates," Journal of Financial Economics, Elsevier, vol. 150(2).
  55. Midrigan, Virgiliu, 2007. "International price dispersion in state-dependent pricing models," Journal of Monetary Economics, Elsevier, vol. 54(8), pages 2231-2250, November.
  56. Tarek A. Hassan, 2013. "Country Size, Currency Unions, and International Asset Returns," Journal of Finance, American Finance Association, vol. 68(6), pages 2269-2308, December.
  57. Hanno Lustig & Andreas Stathopoulos & Adrien Verdelhan, 2019. "The Term Structure of Currency Carry Trade Risk Premia," American Economic Review, American Economic Association, vol. 109(12), pages 4142-4177, December.
  58. Oleksiy Kryvtsov & Virgiliu Midrigan, 2013. "Inventories, Markups, and Real Rigidities in Menu Cost Models," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 80(1), pages 249-276.
  59. Filippo Occhino, 2004. "Markets Segmentation and the Real Interest Rate Response to Monetary Policy Shocks," Departmental Working Papers 200403, Rutgers University, Department of Economics.
  60. Bonchi, Jacopo & Nisticò, Salvatore, 2024. "Optimal monetary policy and rational asset bubbles," European Economic Review, Elsevier, vol. 170(C).
  61. repec:onb:oenbwp:y::i:154:b:1 is not listed on IDEAS
  62. Chiu, Jonathan & Molico, Miguel, 2010. "Liquidity, redistribution, and the welfare cost of inflation," Journal of Monetary Economics, Elsevier, vol. 57(4), pages 428-438, May.
  63. Andra Ghent, 2012. "Infrequent Housing Adjustment, Limited Participation, and Monetary Policy," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(5), pages 931-955, August.
  64. Gomes, Francisco & Fugazza, Carolina & Campanale, Claudio, 2015. "Life-Cycle Portfolio choice with Liquid and Illiquid Assets," CEPR Discussion Papers 10369, C.E.P.R. Discussion Papers.
  65. Gust, Christopher & López-Salido, David, 2014. "Monetary policy and the cyclicality of risk," Journal of Monetary Economics, Elsevier, vol. 62(C), pages 59-75.
  66. repec:spo:wpecon:info:hdl:2441/j75mfllkr89c8aod1nr586ksc is not listed on IDEAS
  67. Tarek A Hassan & Thomas M Mertens & Tony Zhang, 2023. "A Risk-based Theory of Exchange Rate Stabilization," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 90(2), pages 879-911.
  68. Hanno Lustig & Adrien Verdelhan, 2007. "The Cross Section of Foreign Currency Risk Premia and Consumption Growth Risk," American Economic Review, American Economic Association, vol. 97(1), pages 89-117, March.
  69. Fernando Alvarez & Andrew Atkeson & Chris Edmond, 2009. "Sluggish Responses of Prices and Inflation to Monetary Shocks in an Inventory Model of Money Demand," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 124(3), pages 911-967.
  70. Adrien Verdelhan & Hanno Lustig, 2016. "Does Incomplete Spanning in International Financial Markets Help to Explain Exchange Rates?," 2016 Meeting Papers 1183, Society for Economic Dynamics.
  71. Shu Wu, 2007. "Interest Rate Risk and the Forward Premium Anomaly in Foreign Exchange Markets," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(2‐3), pages 423-442, March.
  72. Feng Dong & Yi Wen, 2017. "Optimal Monetary Policy under Negative Interest Rate," Working Papers 2017-19, Federal Reserve Bank of St. Louis.
  73. Suman S. Basu & Atish R. Ghosh & Jonathan D. Ostry & Pablo E. Winant, 2018. "Managing Capital Outflows with Limited Reserves," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 66(2), pages 333-374, June.
  74. Chien, YiLi & Lustig, Hanno & Naknoi, Kanda, 2020. "Why are exchange rates so smooth? A household finance explanation," Journal of Monetary Economics, Elsevier, vol. 112(C), pages 129-144.
  75. Dong, Feng & Wen, Yi, 2019. "Long and Plosser meet Bewley and Lucas," Journal of Monetary Economics, Elsevier, vol. 102(C), pages 70-92.
  76. Alok Kumar, 2013. "Inflation, Redistribution, and Real Activities," Department Discussion Papers 1302, Department of Economics, University of Victoria.
  77. Ruy Lama & Juan Pablo Medina, 2004. "Optimal Monetary Policy in a Small Open Economy Under Segmented Asset Markets and Sticky Prices," Working Papers Central Bank of Chile 286, Central Bank of Chile.
  78. Stephen D. Williamson, 2008. "New Keynesian economics : a monetary perspective," Economic Quarterly, Federal Reserve Bank of Richmond, vol. 94(Sum), pages 197-218.
  79. Jaccard, Ivan, 2013. "Liquidity constraints, risk premia, and themacroeconomic effects of liquidity shocks," Working Paper Series 1525, European Central Bank.
  80. Fernando Alvarez & Andrew Atkeson & Patrick J. Kehoe, 2009. "Time-Varying Risk, Interest Rates, and Exchange Rates in General Equilibrium," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 76(3), pages 851-878.
  81. Andreas Schabert, 2003. "On the Relevance of Open Market Operations," Working Paper Series in Economics 4, University of Cologne, Department of Economics.
  82. Jonathan A. Parker & Christian Julliard, 2005. "Consumption Risk and the Cross Section of Expected Returns," Journal of Political Economy, University of Chicago Press, vol. 113(1), pages 185-222, February.
  83. Roberta, Cardani & Lorenzo, Menna & Patrizio, Tirelli, 2016. "Optimal Public Debt Consolidation with Distributional Conflicts," Working Papers 350, University of Milano-Bicocca, Department of Economics, revised 05 Oct 2016.
  84. John Landon-Lane & Filippo Occhino, 2005. "Estimation and Evaluation of a Segmented Markets Monetary Model," Departmental Working Papers 200505, Rutgers University, Department of Economics.
  85. Enders, Zeno, 2010. "Heterogeneous consumers, segmented asset markets, and the effects of monetary policy," Bonn Econ Discussion Papers 08/2010, University of Bonn, Bonn Graduate School of Economics (BGSE).
  86. Schabert, Andreas, 2005. "Money Supply and the Implementation of Interest Rate Targets," CEPR Discussion Papers 5094, C.E.P.R. Discussion Papers.
  87. Russell Cooper & Hubert Kempf, 2004. "Overturning Mundell: Fiscal Policy in a Monetary Union," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 71(2), pages 371-396.
  88. Stephen D. Williamson, 2018. "Inflation Control: Do Central Bankers Have It Right?," Review, Federal Reserve Bank of St. Louis, vol. 100(2), pages 127-150.
  89. Choi, Hyung Sun, 2013. "Money and risk of loss in an asset market segmentation model," International Review of Economics & Finance, Elsevier, vol. 25(C), pages 146-155.
  90. Choi, Hyung Sun, 2015. "Monetary policy, endogenous transactions, and financial market segmentation," Journal of Macroeconomics, Elsevier, vol. 44(C), pages 234-251.
  91. repec:spo:wpmain:info:hdl:2441/4vm8e5vhjr99cb1ekr86bivlk0 is not listed on IDEAS
  92. Gao, Xiaodan & Hnatkovska, Viktoria & Marmer, Vadim, 2014. "Limited participation in international business cycle models: A formal evaluation," Journal of Economic Dynamics and Control, Elsevier, vol. 39(C), pages 255-272.
  93. Herrenbrueck, Lucas & Geromichalos, Athanasios, 2017. "A tractable model of indirect asset liquidity," Journal of Economic Theory, Elsevier, vol. 168(C), pages 252-260.
  94. Rocheteau, Guillaume & Wright, Randall & Xiaolin Xiao, Sylvia, 2018. "Open market operations," Journal of Monetary Economics, Elsevier, vol. 98(C), pages 114-128.
  95. Buffie, Edward F. & Zanna, Luis-Felipe, 2018. "Limited Asset Market Participation And Determinacy In The Open Economy," Macroeconomic Dynamics, Cambridge University Press, vol. 22(8), pages 1937-1977, December.
  96. Fernando Alvarez & Francesco Lippi, 2014. "Persistent Liquidity Effects and Long-Run Money Demand," American Economic Journal: Macroeconomics, American Economic Association, vol. 6(2), pages 71-107, April.
  97. Fernando Alvarez & Robert E. Lucas & Warren E. Weber, 2001. "Interest Rates and Inflation," American Economic Review, American Economic Association, vol. 91(2), pages 219-225, May.
  98. Kanda Naknoi & Hanno Lustig & YiLi Chien, 2017. "Why Are Exchange Rates So Smooth? A Heterogeneous Portfolio Explanation," 2017 Meeting Papers 214, Society for Economic Dynamics.
  99. repec:hal:spmain:info:hdl:2441/46oc18254n98cbqvcekaq9f0ng is not listed on IDEAS
  100. Zhiguo He & Arvind Krishnamurthy, 2013. "Intermediary Asset Pricing," American Economic Review, American Economic Association, vol. 103(2), pages 732-770, April.
  101. Williamson, Stephen D., 2008. "Monetary policy and distribution," Journal of Monetary Economics, Elsevier, vol. 55(6), pages 1038-1053, September.
  102. Roberto Robatto, 2015. "Financial Crises and Systemic Bank Runs in a Dynamic Model of Banking," 2015 Meeting Papers 483, Society for Economic Dynamics.
  103. Benjamin Eden, 2008. "Implementing the Friedman Rule by a Government Loan Program: An Overlapping Generations Model," Vanderbilt University Department of Economics Working Papers 0804, Vanderbilt University Department of Economics.
  104. repec:spo:wpmain:info:hdl:2441/j75mfllkr89c8aod1nr586ksc is not listed on IDEAS
  105. Edward C. Prescott, 2003. "Non-Convexities in Quantitative General Equilibrium Studies of Business Cycles," Levine's Working Paper Archive 506439000000000372, David K. Levine.
  106. Lahiri, Amartya & Singh, Rajesh & Vegh, Carlos, 2007. "Segmented asset markets and optimal exchange rate regimes," Journal of International Economics, Elsevier, vol. 72(1), pages 1-21, May.
  107. repec:hal:wpspec:info:hdl:2441/j75mfllkr89c8aod1nr586ksc is not listed on IDEAS
  108. Stephen D. Williamson, 2009. "Transactions, Credit, and Central Banking in a Model of Segmented Markets," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 12(2), pages 344-362, April.
  109. Areosa, Waldyr Dutra & Areosa, Marta B.M., 2016. "The inequality channel of monetary transmission," Journal of Macroeconomics, Elsevier, vol. 48(C), pages 214-230.
  110. repec:pri:wwseco:dp229 is not listed on IDEAS
  111. Allen Head & Beverly Lapham, 2006. "Search, Market Power, and Inflation Dynamics," 2006 Meeting Papers 559, Society for Economic Dynamics.
  112. Landon-Lane, John & Occhino, Filippo, 2008. "Bayesian estimation and evaluation of the segmented markets friction in equilibrium monetary models," Journal of Macroeconomics, Elsevier, vol. 30(1), pages 444-461, March.
  113. Allen C. Head & Todd D. Mattina & Gregor W. Smith, 2004. "Real exchange rates, preferences, and incomplete markets: evidence, 1961–2001," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 37(3), pages 782-801, August.
  114. Hansen, Lars Peter, 2013. "Risk Pricing over Alternative Investment Horizons," Handbook of the Economics of Finance, in: G.M. Constantinides & M. Harris & R. M. Stulz (ed.), Handbook of the Economics of Finance, volume 2, chapter 0, pages 1571-1611, Elsevier.
  115. Christopher J. Gust & J. David López-Salido, 2009. "Portfolio inertia and the equity premium," International Finance Discussion Papers 984, Board of Governors of the Federal Reserve System (U.S.).
  116. Dotsey, Michael & Guerron-Quintana, Pablo A., 2016. "Interest rates and prices in an inventory model of money with credit," Journal of Monetary Economics, Elsevier, vol. 83(C), pages 71-89.
  117. Dong, Xue & Minford, Patrick & Meenagh, David, 2019. "How important are the international financial market imperfections for the foreign exchange rate dynamics: A study of the sterling exchange rate," Journal of International Money and Finance, Elsevier, vol. 94(C), pages 62-80.
  118. Zervou, Anastasia S., 2013. "Financial market segmentation, stock market volatility and the role of monetary policy," European Economic Review, Elsevier, vol. 63(C), pages 256-272.
  119. Michael D. Bordo & Arunima Sinha, 2023. "The 1932 Federal Reserve Open‐Market Purchases as a Precedent for Quantitative Easing," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 55(5), pages 1177-1212, August.
  120. Lustig, Hanno & Stathopoulos, Andreas & Verdelhan, Adrien, 2016. "Nominal Exchange Rate Stationarity and Long-Term Bond Returns," Research Papers 3411, Stanford University, Graduate School of Business.
  121. Djeutem, Edouard & Dunbar, Geoffrey R., 2022. "Uncovered return parity: Equity returns and currency returns," Journal of International Money and Finance, Elsevier, vol. 128(C).
  122. Doriana Ruffino & Jonathan Treussard, 2006. "A Study of Inaction in Investment Games via the Early Exercise Premium Representation," Boston University - Department of Economics - Working Papers Series WP2006-040, Boston University - Department of Economics.
  123. Marta B. M. Areosa & Waldyr D. Areosa & Pierre Monnin, 2016. "How Would Monetary Policy Look Like if John Rawls Had Been Hired as a Chairman of the Fed?," Working Papers Series 447, Central Bank of Brazil, Research Department.
  124. Stephen D. Williamson, 2006. "Search, Limited Participation, And Monetary Policy ," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 47(1), pages 107-128, February.
  125. Harald Uhlig, 2001. "EconomicDynamics Interviews Harald Uhlig on Dynamic Contracts," EconomicDynamics Newsletter, Review of Economic Dynamics, vol. 2(2), April.
  126. repec:hal:spmain:info:hdl:2441/4vm8e5vhjr99cb1ekr86bivlk0 is not listed on IDEAS
  127. Maggiori, Matteo, 2021. "International Macroeconomics With Imperfect Financial Markets," SocArXiv z8g6r, Center for Open Science.
  128. Eden,Benjamin & Eden,Maya, 2016. "The welfare cost of inflation and the regulations of money substitutes," Policy Research Working Paper Series 7553, The World Bank.
  129. Balke, Nathan S. & Wynne, Mark A., 2007. "The relative price effects of monetary shocks," Journal of Macroeconomics, Elsevier, vol. 29(1), pages 19-36, March.
  130. Miguel Molico & Yahong Zhang, 2006. "Monetary Policy and the Distribution of Money and Capital," Computing in Economics and Finance 2006 136, Society for Computational Economics.
  131. Hanno Lustig & Adrien Verdelhan, 2005. "The Cross-Section of Currency Risk Premia and US Consumption Growth Risk," NBER Working Papers 11104, National Bureau of Economic Research, Inc.
  132. Hazra, Devika, 2022. "Does monetary policy favor the skilled? − Distributional role of monetary policy," The Quarterly Review of Economics and Finance, Elsevier, vol. 86(C), pages 65-86.
  133. Chung, Kyuil, 2009. "Does the liquidity effect guarantee a positive term premium?," Economic Modelling, Elsevier, vol. 26(5), pages 893-903, September.
  134. Drobyshevsky Sergey & Bozhechkova Alexandra & Trunin Pavel & Sinelnikova-Muryleva Elena, 2017. "The Effect of Interest Rates on Economic Growth," Published Papers ppaper-2017-303, Gaidar Institute for Economic Policy, revised 2017.
  135. Walker Ray, 2019. "Monetary Policy and the Limits to Arbitrage: Insights from a New Keynesian Preferred Habitat Model," 2019 Meeting Papers 692, Society for Economic Dynamics.
  136. Tihomir Janjicek, 2008. "Exchange Rate Movements From 1961 To 2001," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, vol. 17(2), pages 157-176, december.
  137. Monika Piazzesi & Martin Schneider, 2018. "Payments, credit and asset prices," BIS Working Papers 734, Bank for International Settlements.
  138. Rajesh Singh & Amartya Lahiri & Carlos Vegh, 2004. "Optimal Monetary Policy under Asset Market Segmentation," Econometric Society 2004 North American Summer Meetings 643, Econometric Society.
  139. Drobyshevsky Sergey & Bozhechkova Alexandra & Trunin Pavel & Sinelnikova-Muryleva Elena, 2017. "The Effect of Interest Rates on Economic Growth," Working Papers wpaper-2017-300, Gaidar Institute for Economic Policy, revised 2017.
  140. Wenli Cheng & Simon D. Angus, 2012. "The Cantillon Effect of Money Injection through Deficit Spending," Monash Economics Working Papers 12-12, Monash University, Department of Economics.
  141. Rajesh Singh, 2013. "Optimal Monetary Policy in an Open Economy under Asset Market Segmentation," 2013 Meeting Papers 103, Society for Economic Dynamics.
  142. Young Sik Kim & Manjong Lee, 2010. "An Analytical Approach to the Liquidity Effects of Monetary Policy," Korean Economic Review, Korean Economic Association, vol. 26, pages 453-475.
  143. López-Salido, J David & Gust, Christopher, 2009. "Monetary Policy, Velocity, and the Equity Premium," CEPR Discussion Papers 7388, C.E.P.R. Discussion Papers.
  144. Nadine McCloud & Michael S. Delgado, 2022. "Domestic interest rate, foreign direct investment, and corruption," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 158(2), pages 467-491, May.
  145. Schabert, Andreas, 2009. "Money supply, macroeconomic stability, and the implementation of interest rate targets," Journal of Macroeconomics, Elsevier, vol. 31(2), pages 333-344, June.
  146. repec:hal:wpspec:info:hdl:2441/46oc18254n98cbqvcekaq9f0ng is not listed on IDEAS
  147. repec:spo:wpecon:info:hdl:2441/46oc18254n98cbqvcekaq9f0ng is not listed on IDEAS
  148. Zhengyang Jiang, 2019. "US Fiscal Cycle and the Dollar," 2019 Meeting Papers 667, Society for Economic Dynamics.
  149. Jiang, Zhengyang & Richmond, Robert J., 2023. "Origins of international factor structures," Journal of Financial Economics, Elsevier, vol. 147(1), pages 1-26.
  150. Iraola, Miguel A. & Sepúlveda, Fabián & Torres-Martínez, Juan Pablo, 2019. "Financial segmentation and collateralized debt in infinite-horizon economies," Journal of Mathematical Economics, Elsevier, vol. 80(C), pages 56-69.
  151. Flood, Robert P. & Rose, Andrew K., 2005. "Estimating the expected marginal rate of substitution: A systematic exploitation of idiosyncratic risk," Journal of Monetary Economics, Elsevier, vol. 52(5), pages 951-969, July.
  152. Jonathan A. Parker & Christian Julliard, 2003. "Consumption Risk and Cross-Sectional Returns," NBER Working Papers 9538, National Bureau of Economic Research, Inc.
  153. Herrenbrueck, Lucas, 2019. "Frictional asset markets and the liquidity channel of monetary policy," Journal of Economic Theory, Elsevier, vol. 181(C), pages 82-120.
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