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Book preview: Equilibrium interest rate and liquidity premium under proportional transactions costs by Dimitri Vayanos




Book info:


Author: Dimitri Vayanos
Title: Equilibrium interest rate and liquidity premium under proportional transactions costs
Publisher: Cambridge, Mass. : Alfred P. Sloan School of Management, Massachusetts Institute of Technology

Description:

Includes bibliographical references (p. 54-56)
Supported by the International Financial Services Research Center at the Sloan School of Management


Contributor: MIT Libraries
Format: txt
Size: 31 kb

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