On liquidity shocks and asset prices
Year of publication: |
2022
|
---|---|
Authors: | Guerrón-Quintana, Pablo A. ; Jinnai, Ryo |
Published in: |
Journal of money, credit and banking : JMCB. - Oxford : Wiley-Blackwell, ISSN 1538-4616, ZDB-ID 2010422-4. - Vol. 54.2022, 8, p. 2519-2546
|
Subject: | asset price | endogenous growth | financial friction | liquidity | long-run risk | Endogenes Wachstumsmodell | Endogenous growth model | CAPM | Schock | Shock | Liquidität | Liquidity | Finanzmarkt | Financial market | Risikoprämie | Risk premium | Kapitalmarkttheorie | Financial economics | Kapitaleinkommen | Capital income |
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