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The copyright to this Article is held by the Econometric Society. It may be downloaded, printed and ...
We appraise the canonical RobertsonKeynes discussion from the structural axis of exogeneity/endogene...
This paper introduces agent heterogenity, liquidity, and endogenous default to a DSGE framework. Our...
In this paper I analyze how interest rates, output and welfare depend on the liquidity of nominal bo...
Incomplete markets and non-default borrowing constraints increase the volatility of pricing kernels ...
The paper offers theoretical discussion and modelling showing that -in accordance to the post Keynes...
The copyright to this Article is held by the Econometric Society. It may be downloaded, printed and ...
In financial markets characterized by imperfect depth, speculative trading will have transitory effe...
The copyright to this Article is held by the Econometric Society. It may be downloaded, printed and ...
The copyright to this Article is held by the Econometric Society. It may be downloaded, printed and ...
The copyright to this Article is held by the Econometric Society. It may be downloaded, printed and ...
The copyright to this Article is held by the Econometric Society. It may be downloaded, printed and ...
none2The article develops a computational method to implement the effects of imperfect information o...
We develop a search-theory of asset liquidity which gives rise to endogenous financing constraints o...
The copyright to this Article is held by the Econometric Society. It may be downloaded, printed and ...
The copyright to this Article is held by the Econometric Society. It may be downloaded, printed and ...
We appraise the canonical RobertsonKeynes discussion from the structural axis of exogeneity/endogene...
This paper introduces agent heterogenity, liquidity, and endogenous default to a DSGE framework. Our...
In this paper I analyze how interest rates, output and welfare depend on the liquidity of nominal bo...
Incomplete markets and non-default borrowing constraints increase the volatility of pricing kernels ...
The paper offers theoretical discussion and modelling showing that -in accordance to the post Keynes...
The copyright to this Article is held by the Econometric Society. It may be downloaded, printed and ...
In financial markets characterized by imperfect depth, speculative trading will have transitory effe...
The copyright to this Article is held by the Econometric Society. It may be downloaded, printed and ...
The copyright to this Article is held by the Econometric Society. It may be downloaded, printed and ...
The copyright to this Article is held by the Econometric Society. It may be downloaded, printed and ...
The copyright to this Article is held by the Econometric Society. It may be downloaded, printed and ...
none2The article develops a computational method to implement the effects of imperfect information o...
We develop a search-theory of asset liquidity which gives rise to endogenous financing constraints o...
The copyright to this Article is held by the Econometric Society. It may be downloaded, printed and ...
The copyright to this Article is held by the Econometric Society. It may be downloaded, printed and ...
We appraise the canonical RobertsonKeynes discussion from the structural axis of exogeneity/endogene...
This paper introduces agent heterogenity, liquidity, and endogenous default to a DSGE framework. Our...