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Turnover Liquidity and the Transmission of Monetary Policy / Ricardo Lagos, Shengxing Zhang.

NBER Working papers Available online

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Format:
Book
Author/Creator:
Lagos, Ricardo.
Contributor:
National Bureau of Economic Research.
Zhang, Shengxing.
Series:
Working Paper Series (National Bureau of Economic Research) no. w25106.
NBER working paper series no. w25106
Language:
English
Physical Description:
1 online resource: illustrations (black and white);
Place of Publication:
Cambridge, Mass. National Bureau of Economic Research 2018.
Summary:
We provide empirical evidence of a novel liquidity-based transmission mechanism through which monetary policy influences asset markets, develop a model of this mechanism, and assess the ability of the quantitative theory to match the evidence.
Notes:
Print version record
September 2018.

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