Browsing by Author "Asriyan, Vladimir"

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  • Asriyan, Vladimir; Fuchs, William; Green, Brett (2017-07-03)
    How effectively does a decentralized marketplace aggregate information that is dispersed throughout the economy? We study this question in a dynamic setting where sellers have private information that is correlated with ...
  • Asriyan, Vladimir; Fuchs, William; Green, Brett (Elsevier, 2021)
    How effectively does a decentralized marketplace aggregate information that is dispersed throughout the economy? We study this question in a dynamic setting where sellers have private information that is correlated with ...
  • Asriyan, Vladimir (Oxford University Press, 2020)
    This article develops a theory of the balance sheet channel that places a central emphasis on the liquidity of secondary markets for macro-contingent claims. We show that the presence of dispersed information and imperfect ...
  • Asriyan, Vladimir (2014-10-01)
    We consider a model of the balance sheet channel à la Kiyotaki and Moore (1997) but allow agents to trade claims contingent on aggregate states. We show that the interaction of information dispersion about aggregate states ...
  • Asriyan, Vladimir; Laeven, Luc; Martín, Alberto (Oxford University Press, 2022)
    We develop a new theory of information production during credit booms. Entrepreneurs need credit to undertake investment projects, some of which enable them to divert resources. Lenders can protect themselves from such ...
  • Asriyan, Vladimir; Laeven, Luc; Martin, Alberto (2018-11-20)
    We develop a new theory of information production during credit booms. In our model, entrepreneurs need credit to undertake investment projects, some of which enable them to divert resources towards private consumption. ...
  • Ghifrani, Erfan (Universitat Pompeu Fabra, 2022-11-18)
    Agents make decisions under uncertainty. They are not only uncertain about the true realizations of variables of interest, but also about their degree of uncertainty. Using survey of business uncertainty, I study firms’ ...
  • Ohanyan, Narek (Universitat Pompeu Fabra, 2023-07-24)
    This thesis studies the optimal conduct of monetary policy in the presence of nominal and informational frictions. The first chapter studies the optimal policy in a small open economy model with external asset holdings. I ...
  • Chan, Jenny (Universitat Pompeu Fabra, 2019-12-03)
    This dissertation consists of three chapters related to questions in macroeconomics and information frictions. In the first chapter, I relax the complete information assumption in the standard New Keynesian framework to ...
  • Asriyan, Vladimir; Fuchs, William; Green, Brett (2015-04-01)
  • Asriyan, Vladimir; Fuchs, William; Green, Brett (2017-10-09)
    We develop a rational theory of liquidity sentiments in which the market outcome in any given period depends on agents' expectations about market conditions in future periods. Our theory is based on the interaction between ...
  • Asriyan, Vladimir; Fuchs, William; Green, Brett (American Economic Association, 2019)
    We develop a rational theory of liquidity sentiments in which the market outcome in any given period depends on agents' expectations about market conditions in future periods. Our theory is based on the interaction between ...
  • Asriyan, Vladimir; Fornaro, Luca; Martin, Alberto, 1974-; Ventura, Jaume (Oxford University Press, 2020)
    What is the role of monetary policy in a bubbly world? To address this question, we study an economy in which financial frictions limit the supply of assets. The ensuing scarcity generates a demand for “unbacked” assets, ...
  • Asriyan, Vladimir; Fornaro, Luca; Martin, Alberto; Ventura, Jaume (2016-07-01)
    What is the role of monetary policy in a bubbly world? To address this question, we study an economy in which financial frictions limit the supply of assets. The ensuing scarcity generates a demand for â unbackedâ assets, ...
  • Asriyan, Vladimir; Vanasco, Victoria (2019-11-01)
    We revisit the classic problem of a seller (e.g. firm) who is privately informed about her asset and needs to raise funds from uninformed buyers (e.g. investors) by issuing securities backed by her asset cash flows. In our ...
  • Asriyan, Vladimir; Vanasco, Victoria (Oxford University Press, 2023)
    We study the problem of a seller (e.g. a bank) who is privately informed about the quality of her asset and wants to exploit gains from trade with uninformed buyers (e.g. investors) by issuing securities backed by her asset ...
  • Asriyan, Vladimir; Foarta, Dana; Vanasco, Victoria (2019-03-20)
    This paper explores the incentives of product designers to complexify products, and the resulting implications for overall product quality. In our model, a consumer can accept or reject a product proposed by a designer, ...
  • Szabó, Barna Elek (Universitat Pompeu Fabra, 2023-11-20)
    This dissertation consists of three chapters investigating the role of information and beliefs in financial markets and the macroeconomy. In the first chapter, I build a sequential trading model to analyze the dynamics of ...
  • Kantorovitch, Ilja (Universitat Pompeu Fabra, 2021-07-22)
    This dissertation consists of three chapters investigating the role of information and beliefs in financial markets and the macroeconomy. In the first chapter, I develop a macroeconomic model in which financial markets ...

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