Equilibrium interest rate and liquidity premium under proportional transactions costs
Name
equilibriuminter00vaya.pdf
Size
2.69 MB
Format
Adobe PDF
Checksum (MD5)
0b970584a40a040049a05c3bbc1e75a8
Author(s) •
Vayanos, Dimitri.
Vila, Jean-Luc
Date Issued
1992
Publisher
Cambridge, Mass. : Alfred P. Sloan School of Management, Massachusetts Institute of Technology
Series/Report no.
Working paper (Sloan School of Management) ; 3508-92.
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