Equilibrium interest rate and liquidity premium under proportional transactions costs
By: Dimitri Vayanos and Jean-Luc Vila.
Contributors: Vila, Jean-Luc.
Series: Working paper / Alfred P. Sloan School of Management -- WP # 3508-92; Working paper (Sloan School of Management) -- 3508-92.
Publisher: Alfred P. Sloan School of Management, Massachusetts Institute of Technology
Published: 1992
Place of publication: Cambridge, Mass
Language: eng
Number of pages: 66