Equilibrium interest rate and liquidity premium with transaction costs

Economic Theory

Volumn 13, Issue 3, 1999, Pages 509-539

  Vayanos, Dimitri ^a   Vila, Jean Luc ^b  

^a MASSACHUSETTS INSTITUTE OF TECHNOLOGY   (United States)

^b Convergence Asset Management ^*  (United States)

Author keywords

Asset pricing; General equilibrium; Overlapping generations; Transaction costs

Indexed keywords

EID: 0033478867     PISSN: 09382259     EISSN: None     Source Type: Journal    
DOI: 10.1007/s001990050268     Document Type: Article

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