Equilibrium interest rate and liquidity premium under proportional transactions costs

Name

equilibriuminter93vaya.pdf

Size

2.81 MB

Format

Adobe PDF

Checksum (MD5)

8b124114bb664c102f161bfed7653cdf

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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