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Equilibrium interest rate and liquidity premium under proportional transactions costs

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Author(s)
Vayanos, Dimitri.
•
Vila, Jean-Luc
Date Issued
1993
Publisher
Cambridge, Mass. : Alfred P. Sloan School of Management, Massachusetts Institute of Technology
Series/Report no.
Working paper (Sloan School of Management) ; 3508.
Description
"Revised: December 1992, this version: April, 1993."
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