Equilibrium interest rate and liquidity premium under proportional transactions costs

"Revised: December 1992, this version: April, 1993."

Bibliographic Details
Main Authors: Vayanos, Dimitri., Vila, Jean-Luc
Format: Working Paper
Published: Cambridge, Mass. : Alfred P. Sloan School of Management, Massachusetts Institute of Technology 2009
Online Access:http://hdl.handle.net/1721.1/47576
Description
Summary:"Revised: December 1992, this version: April, 1993."