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Platforms as arbitrageurs and facilitators of arbitrage : a simple analysis
Waterson, Michael - 2023
Persistent link: https://www.econbiz.de/10014430042
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Oil prices, welfare, and the trade balance
Svensson, Lars E. O. - 1984
Persistent link: https://www.econbiz.de/10000082310
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The small noise arbitrage pricing theory and its welfare implications
Satchell, Stephen - In: Linear factor models in finance, (pp. 150-158). 2005
Persistent link: https://www.econbiz.de/10003304035
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Oil consumption subsidy removal in OPEC and other Non-OECD countries : oil market impacts and welfare effects
Aune, Finn Roar; Grimsrud, Kristine M.; Lindholt, Lars; … - In: Energy economics 68 (2017), pp. 395-409
Persistent link: https://www.econbiz.de/10011905995
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OPEC at 60 : the world with and without OPEC
Economou, Andreas; Fattouh, Bassam - In: OPEC energy review 45 (2021) 1, pp. 3-28
Persistent link: https://www.econbiz.de/10013343308
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The welfare cost of inflation with banking time
Gillman, Max - 2018
The paper presents the welfare cost of inflation in a banking time economy that models exchange credit through a bank production approach. The estimate of welfare cost uses fundamental parameters of utility and production technologies. It is compared to a cash-only economy, and a Lucas (2000)...
Persistent link: https://www.econbiz.de/10012012509
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The Value of Arbitrage
Dávila, Eduardo; Graves, Daniel D.; Parlatore, Cecilia - National Bureau of Economic Research - 2022
This paper studies the social value of closing price differentials in financial markets. We show that arbitrage gaps … (price differentials between markets) exactly correspond to the marginal social value of executing an arbitrage trade. We … further show that arbitrage gaps and measures of price impact are sufficient to compute the total social value from closing an …
Persistent link: https://www.econbiz.de/10012938713
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The value of arbitrage
Dávila, Eduardo; Graves, Daniel; Parlatore, Cecilia - In: Journal of political economy 132 (2024) 6, pp. 1947-1993
Persistent link: https://www.econbiz.de/10014633522
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Public debt and low interest rates
Blanchard, Olivier - 2019
Persistent link: https://www.econbiz.de/10012037333
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Anticipated and unanticipated oil price shocks and optimal monetary policy
Wohltmann, Hans-Werner (contributor);  … - 2008
This paper studies the welfare effects of severalmonetary policy rules in the presence of anticipated and unanticipated oil price shocks. Our analysis is based on a stylized New Keynesian model of a small open economy. Our main findings are the following: i) Standard interest rate rules amplify...
Persistent link: https://www.econbiz.de/10003649907