Equilibrium interest rate and liquidity premium under proportional transactions costs

Author(s)
Vayanos, Dimitri.; Vila, Jean-Luc
Thumbnail
Downloadequilibriuminter00vaya.pdf (2.691Mb)
Metadata
Show full item record
Date issued
1992
URI
http://hdl.handle.net/1721.1/47617
Publisher
Cambridge, Mass. : Alfred P. Sloan School of Management, Massachusetts Institute of Technology
Other identifiers
equilibriuminter00vaya
Series/Report no.
Working paper (Sloan School of Management) ; 3508-92.
Collections