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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