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Bigio, S. Endogenous liquidity and the business cycle. 2015 Am. Econ. Rev.. 105 1883-1927
Bocola, Luigi The pass-through of sovereign risk. 2016 Journal of Political Economy. 124 879-926
Calvo, G.A. Staggered prices in a utility-maximizing framework. 1983 J. Monet. Econ.. 12 383-398
Christiano, L.J. ; Motto, R. ; Rostagno, M. Risk shocks. 2014 Am. Econ. Rev.. 104 27-65
Fleming, M. Measuring treasury market liquidity. 2003 FRBNY Economic Policy Review. 83-99
Gertler, M. ; Karadi, P. A model of unconventional monetary policy. 2011 J. Monet. Econ.. 58 17-34
He, Z. ; Milbradt, K. Endogenous liquidity and defaultable bonds. 2014 Econometrica. 82 1443-1508
Molteni, F. Liquidity, Government Bonds and Sovereign Debt Crises. 2015 CEPII research center:
Shi, S. Liquidity, assets and business cycles. 2015 J. Monet. Econ.. 70 116-132
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