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 |
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Equilibrium interest rate and liquidity premium under proportional transactions costs
Published 2009
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Working Paper