Equilibrium interest rate and liquidity premium under proportional transactions costs
| Main Authors: | , |
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| Format: | Working Paper |
| Published: |
Cambridge, Mass. : Alfred P. Sloan School of Management, Massachusetts Institute of Technology
2009
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| Online Access: | http://hdl.handle.net/1721.1/47617 |
| _version_ | 1811086972359278592 |
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| author | Vayanos, Dimitri. Vila, Jean-Luc |
| author_facet | Vayanos, Dimitri. Vila, Jean-Luc |
| author_sort | Vayanos, Dimitri. |
| collection | MIT |
| first_indexed | 2024-09-23T13:37:44Z |
| format | Working Paper |
| id | mit-1721.1/47617 |
| institution | Massachusetts Institute of Technology |
| last_indexed | 2024-09-23T13:37:44Z |
| publishDate | 2009 |
| publisher | Cambridge, Mass. : Alfred P. Sloan School of Management, Massachusetts Institute of Technology |
| record_format | dspace |
| spelling | mit-1721.1/476172019-04-10T15:53:39Z Equilibrium interest rate and liquidity premium under proportional transactions costs Vayanos, Dimitri. Vila, Jean-Luc 2009-10-01T15:26:41Z 2009-10-01T15:26:41Z 1992 Working Paper equilibriuminter00vaya http://hdl.handle.net/1721.1/47617 27350792 000636386 Working paper (Sloan School of Management) ; 3508-92. application/pdf Cambridge, Mass. : Alfred P. Sloan School of Management, Massachusetts Institute of Technology |
| spellingShingle | Vayanos, Dimitri. Vila, Jean-Luc Equilibrium interest rate and liquidity premium under proportional transactions costs |
| title | Equilibrium interest rate and liquidity premium under proportional transactions costs |
| title_full | Equilibrium interest rate and liquidity premium under proportional transactions costs |
| title_fullStr | Equilibrium interest rate and liquidity premium under proportional transactions costs |
| title_full_unstemmed | Equilibrium interest rate and liquidity premium under proportional transactions costs |
| title_short | Equilibrium interest rate and liquidity premium under proportional transactions costs |
| title_sort | equilibrium interest rate and liquidity premium under proportional transactions costs |
| url | http://hdl.handle.net/1721.1/47617 |
| work_keys_str_mv | AT vayanosdimitri equilibriuminterestrateandliquiditypremiumunderproportionaltransactionscosts AT vilajeanluc equilibriuminterestrateandliquiditypremiumunderproportionaltransactionscosts |