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~isPartOf:"Staff reports / Federal Reserve Bank of New York"
~isPartOf:"Working papers / Department of Economics"
~person:"Geromichalos, Athanasios"
~person:"Subrahmanyam, Avanidhar"
~subject:"Risikoprämie"
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A search-theoretic model of the term premium
Geromichalos, Athanasios
;
Herrenbrueck, Lucas
;
Salyer, …
-
2013
-
This Version: June 2013
rates of return to compensate agents for their relative lack of
liquidity
. Consistent with empirical findings, our model …
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