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Equilibrium Interest Rate and Liquidity Premium under Proportional Transactions Costs

By Vayanos, Dimitri

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Book Id: WPLBN0000372821
Format Type: PDF eBook
File Size: 3.5 MB
Reproduction Date: 09/25/08
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Title: Equilibrium Interest Rate and Liquidity Premium under Proportional Transactions Costs  
Author: Vayanos, Dimitri
Volume:
Language: English
Subject: Financial Economics, Investment Management, Technology
Collections: American Libraries Collection
Historic
Publication Date:
1992
Publisher: Cambridge, M.A.; Alfred P. Sloan School of Management, Massachusetts Institute of Technology

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Dimitri, V., & Luc, V. J. (1992). Equilibrium Interest Rate and Liquidity Premium under Proportional Transactions Costs. Retrieved from http://hawaiilibrary.net/


Description
Includes bibliographical references (p. 35-37); Supported by the International Financial Services Research Center at the Sloan School of Management

Summary
Digitizer: MIT Libraries

 

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