Monetary Policy, Asset Prices, and Liquidity in Over‐the‐Counter Markets

B-Tier
Journal: Journal of Money, Credit, and Banking
Year: 2016
Volume: 48
Issue: 1
Pages: 35-79

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

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

Abstract

We develop a model where agents can allocate their wealth between a liquid asset, which can be used to purchase consumption goods, and an illiquid asset, which represents a better store of value. Should a consumption opportunity arise, agents may visit a frictional “over‐the‐counter” secondary asset market where they can exchange illiquid for liquid assets. We characterize how monetary policy affects both the issue price and the secondary market price of the asset. We also show that, in contrast to conventional wisdom, search and bargaining frictions in the secondary asset market can improve welfare if inflation is low.

Technical Details

RePEc Handle
repec:wly:jmoncb:v:48:y:2016:i:1:p:35-79
Journal Field
Macro
Author Count
2
Added to Database
2026-01-25