Equilibrium interest rate and liquidity premium under proportional transactions costs

Equilibrium interest rate and liquidity premium under proportional transactions costs

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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/1721.1/47617

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