Endogenous State Prices, Liquidity, Default, and the Yield Curve
Year of publication: |
2007-02-01
|
---|---|
Authors: | Espinoza, Raphael A. ; Tsomocos, Dimitrios P |
Institutions: | Department of Economics, Oxford University |
Subject: | Cash-in-advance constraints | Risk-neutral probabilities | State prices | Term structure of interest rates |
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Endogenous State Prices, Liquidity, Default, and the Yield Curve
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