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Monetary Policy, Asset Prices, and Liquidity in Over-the-Counter Markets
16 references·7 citing·36 second hop
Monetary Policy, Asset Prices, and Liquidity in Over-the-Counter Markets (2016)Monetary Policy, Asset Prices, and Liquid…Information, Liquidity, Asset Prices, and Monetary Policy (2012)Information, Liquidity, Asset…Liquidity in Asset Markets With Search Frictions (2009)Liquidity in Asset Markets Wi…A Search‐Based Theory of the On‐the‐Run Phenomenon (2008)A Search‐Based Theory of the …Valuation in Over-the-Counter Markets (2007)Valuation in Over-the-Counter…Valuation in Over-the-Counter Markets (2006)Valuation in Over-the-Counter…Money, credit and banking (2006)Money, credit and bankingA Unified Framework for Monetary Theory and Policy Analysis (2005)A Unified Framework for Monet…Over-the-Counter Markets (2004)Over-the-Counter MarketsMoney in Search Equilibrium, in Competitive Equilibrium, and in Competitive Search Equilibrium (2004)Money in Search Equilibrium, …Search, Bargaining, Money, and Prices (1995)Search, Bargaining, Money, an…Money and Prices: A Model of Search and Bargaining (1995)Money and Prices: A Model of …Stock Returns, Real Activity, Inflation, and Money (1981)Stock Returns, Real Activity,…Asset Prices in an Exchange Economy (1978)Asset Prices in an Exchange E…Proportional Solutions to Bargaining Situations: Interpersonal Utility Comparisons (1977)Proportional Solutions to Bar…Money and Economic Growth (1965)Money and Economic GrowthThe Bargaining Problem (1950)The Bargaining ProblemThe liquidity-augmented model of macroeconomic aggregates: A New Monetarist DSGE approach (2021)The liquidity-augmented model…The Demand for Money, Near-Money, and Treasury Bonds (2021)The Demand for Money, Near-Mo…A Theory of Participation in OTC and Centralized Markets (2019)A Theory of Participation in …Turnover Liquidity and the Transmission of Monetary Policy (2016)Turnover Liquidity and the Tr…Money and Credit Redux (2016)Money and Credit ReduxInternational Reserves for Emerging Economies: A Liquidity Approach (2016)International Reserves for Em…Asset liquidity and international portfolio choice (2014)Asset liquidity and internati…MONEY, INCOME, AND CAUSALITY (1972)Economic Forces and the Stock Market (1986)Efficient Capital Markets: II (1991)A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)Perfect Equilibrium in a Bargaining Model (1982)The Nash Bargaining Solution in Economic Modelling (1986)Rational Expectations and the Theory of Price Movements (1961)Aspects of the Theory of Risk-Bearing. (1966)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The equity premium: A puzzle (1985)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Continuous Auctions and Insider Trading (1985)Limits of Arbitrage (2010)The Same Bond at Different Prices: Identifying Search Frictions and Selling Pressures (2010)Regulatory pressure and fire sales in the corporate bond market (2011)Looking into the Black Box: A Survey of the Matching FunctionEquilibrium Unemployment Theory (1991)Job Creation and Job Destruction in the Theory of Unemployment (1994)A Unified Framework for Monetary Theory And Policy Analysis (2002)Optimal fiscal and monetary policy in an economy without capital (1983)Indivisible labor and the business cycle (1985)Recursive Methods in Economic Dynamics (1989)The Econometrics of DSGE Models (2009)Some simple bitcoin economics (2019)Money-Wage Dynamics and Labor-Market Equilibrium (1968)Social Security, Induced Retirement, and Aggregate Capital Accumulation (1974)Some Unpleasant Monetarist Arithmetic (1984)Incentive Compatibility and the Bargaining Problem (1979)THE JOINT‐DECISION TRAP: LESSONS FROM GERMAN FEDERALISM AND EUROPEAN INTEGRATION (1988)Covenants with and without a Sword: Self-Governance Is Possible (1992)Conference structures and fair allocation rules (1980)Axiomatic and game-theoretic analysis of bankruptcy and taxation problems: a survey (2003)Liquidity: A New Monetarist Perspective (2017)Liquidity and Asset Prices (2006)Corporate bond liquidity before and after the onset of the subprime crisis (2011)The High-Frequency Trading Arms Race: Frequent Batch Auctions as a Market Design Response (2013)
this work references cited by second hop

References

  • 1950The Bargaining Problem8,031 cited
  • 1978Asset Prices in an Exchange Economy5,057 cited
  • 1981Stock Returns, Real Activity, Inflation, and Money2,632 cited
  • 1965Money and Economic Growth1,671 cited
  • 2005A Unified Framework for Monetary Theory and Policy Analysis1,525 cited
  • 2004Over-the-Counter Markets1,199 cited
  • 1977Proportional Solutions to Bargaining Situations: Interpersonal Utility Comparisons781 cited
  • 1995Search, Bargaining, Money, and Prices578 cited
  • 2007Valuation in Over-the-Counter Markets526 cited
  • 2004Money in Search Equilibrium, in Competitive Equilibrium, and in Competitive Search Equilibrium503 cited
  • 1995Money and Prices: A Model of Search and Bargaining444 cited
  • 2009Liquidity in Asset Markets With Search Frictions397 cited
  • 2008A Search‐Based Theory of the On‐the‐Run Phenomenon363 cited
  • 2006Valuation in Over-the-Counter Markets338 cited
  • 2006Money, credit and banking327 cited
  • 2012Information, Liquidity, Asset Prices, and Monetary Policy247 cited

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Cited by

  • 2016Money and Credit Redux83 cited
  • 2014Asset liquidity and international portfolio choice35 cited
  • 2016International Reserves for Emerging Economies: A Liquidity Approach32 cited
  • 2019A Theory of Participation in OTC and Centralized Markets30 cited
  • 2021The liquidity-augmented model of macroeconomic aggregates: A New Monetarist DSGE approach25 cited
  • 2016Turnover Liquidity and the Transmission of Monetary Policy24 cited
  • 2021The Demand for Money, Near-Money, and Treasury Bonds22 cited