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Liquidity creation and financial instability
Becke, Susanne von der - 2015
Persistent link: https://www.econbiz.de/10011420133
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Monetary policy announcement and algorithmic news trading in the foreign exchange market
Goshima, Keiichi; Kumano, Yusuke - 2018
Persistent link: https://www.econbiz.de/10013447834
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Price discovery and liquidity recovery : forex market reactions to macro announcements
Yamada, Masahiro; Itō, Takatoshi - In: Journal of international money and finance 120 (2022), pp. 1-21
Persistent link: https://www.econbiz.de/10013417335
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Modeling trading behavior in the Japanese stock market during QE tapering and post-QE exit
Lau, Wee-Yeap; Yip, Tien-Ming - In: Asia-Pacific financial markets 26 (2019) 4, pp. 409-427
Persistent link: https://www.econbiz.de/10012309719
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Liquidity and asset prices in a monetary model with OTC asset markets
Mattesini, Fabrizio; Nosal, Ed - In: Journal of economic theory 164 (2016), pp. 187-217
Persistent link: https://www.econbiz.de/10011649238
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Should Central Banks Prick Asset Price Bubbles? An Analysis Based on a Financial Accelerator Model with an Agent-Based Financial Market
Vasilenko, Alexey - 2018
welfare and reduce the volatility of output and inflation, especially if asset price bubbles are caused by credit expansion …
Persistent link: https://www.econbiz.de/10012932004
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Stock market dynamics, leveraged network-based financial accelerator and monetary policy
Riccetti, Luca; Russo, Alberto; Gallegati, Mauro - In: International review of economics & finance : IREF 43 (2016), pp. 509-524
Persistent link: https://www.econbiz.de/10011625923
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Optimal monetary policy in a new Keynesian model with animal spirits and financial markets
Lengnick, Matthias; Wohltmann, Hans-Werner - In: Journal of economic dynamics & control 64 (2016), pp. 148-165
Persistent link: https://www.econbiz.de/10011708262
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Optimal monetary policy in a new Keynesian model with animal spirits and financial markets
Lengnick, Matthias; Wohltmann, Hans-Werner - 2014
This paper relates to the literature on macro-finance-interaction models. We modify the boundedly rational New Keynesian model of De Grauwe (2010a) using a completely microfounded IS equation, and combine it with the agent-based financial market model of Westerhoff (2008). For this purpose we...
Persistent link: https://www.econbiz.de/10010440657
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Monetary policy announcements and algorithmic news trading in the foreign exchange market
Goshima, Keiichi; Kumano, Yusuke - In: Monetary and economic studies 37 (2019), pp. 71-98
Persistent link: https://www.econbiz.de/10012140430