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Sovereign credit risk, liquidity, and European Central Bank intervention : Deus ex machina?
Pelizzon, Loriana; Subrahmanyam, Marti G.; Tomio, Davide; … - In: Journal of financial economics 122 (2016) 1, pp. 86-115
Persistent link: https://www.econbiz.de/10011590889
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A tractable model of indirect asset liquidity
Herrenbrueck, Lucas; Geromichalos, Athanasios - In: Journal of economic theory 168 (2017), pp. 252-260
Persistent link: https://www.econbiz.de/10011747486
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The liquidity-augmented model of macroeconomic aggregates : a New Monetarist DSGE approach
Geromichalos, Athanasios; Herrenbrueck, Lucas - In: Review of economic dynamics 45 (2022), pp. 134-167
Persistent link: https://www.econbiz.de/10013347001
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Heterogeneous asset valuation in OTC markets and optimal inflation
Geromichalos, Athanasios; Jung, Kuk Mo - In: Journal of economic dynamics & control 161 (2024), pp. 1-21
Persistent link: https://www.econbiz.de/10015050031