Payments and liquidity under adverse selection

A-Tier
Journal: Journal of Monetary Economics
Year: 2011
Volume: 58
Issue: 3
Pages: 191-205

Score contribution per author:

4.022 = (α=2.01 / 1 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

Informational asymmetries regarding the future value of assets affect their role in exchange. I construct a random-matching economy composed of two assets: a risk-free bond and a Lucas tree whose terminal value is privately known to its holder. No restrictions are imposed on payment arrangements. The main finding supports a pecking-order theory of payments: Agents use their risk-free bonds first in order to finance their spending shocks, and they use their information-sensitive assets only if their holdings of bonds are depleted. The theory has implications for the optimal provision of risk-free bonds, the structure of asset returns, and liquidity.

Technical Details

RePEc Handle
repec:eee:moneco:v:58:y:2011:i:3:p:191-205
Journal Field
Macro
Author Count
1
Added to Database
2026-01-29