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xmpMM:DerivedFrom:DocumentID xmp.did:107D94F6C0E6E111B [...] substantially during this period and report sizeable cross-price elas-
ticities of money with respect to other liquid financial assets, notably with mutual
funds. They also suggest that households may respond [...] Monetary theory suggests different determinants for the holding of broad money,
which like for other financial assets, is part of a portfolio allocation decision (see
Friedman, 1956; Tobin, 1969). At
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Abstract
Literature shows that services in [...] or_accessibility true
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producer Mac OS X 10
92637 Weiden i. d. OPf.,
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Introduction
Data and preliminary results
AQR dataset
Liquidity [...] or_accessibility true
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other results, they find that the returns of a comprehensive portfolio exploiting 12 anomalies in the
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