A search-theoretic model of the term premium
Athanasios Geromichalos, Lucas Herrenbrueck, Kevin Salyer
| Year of publication: |
September 2016
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|---|---|
| Authors: | Geromichalos, Athanasios ; Herrenbrueck, Lucas ; Salyer, Kevin Duff |
| Published in: |
Theoretical economics : TE ; journal of the Econometric Society. - New York, NY : Econometric Society, ISSN 1933-6837, ZDB-ID 2398911-7. - Vol. 11.2016, 3, p. 897-935
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| Subject: | Monetary-search models | liquidity | over-the-counter markets | yield curve | Zinsstruktur | Yield curve | OTC-Handel | OTC market | Suchtheorie | Search theory | Risikoprämie | Risk premium | Liquidität | Liquidity | Öffentliche Anleihe | Public bond |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.3982/TE1945 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011584269