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interest rates, monetary policy, central bank communication, risk premia, Eurozone
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central bank communication, Eurozone, interest rates, monetary policy, risk premia
Liquidity, Market Frictions, Capital Constraints, International CAPM
Term Structure of Interest Rates, MBS, Supply Factor
Term structure of interest rates, MBS, supply factor
asymmetric information, rational expectations, Grossman-Stiglitz, equilibrium multiplicity
swap spreads, limits to arbitrage, intermediary capital constraints
asymmetric information, short-sale constraints, coordination, complementarities, efficiency
asymmetric information, noisy rational expectations, Grossman-Stiglitz, multiple assets, equilibrium uniqueness
