Liquidity and Asset Prices: A Unified Framework
Year of publication: |
2009-08
|
---|---|
Authors: | Vayanos, Dimitri ; Wang, Jiang |
Institutions: | C.E.P.R. Discussion Papers |
Subject: | Asset prices | Liquidity | Market imperfections |
-
Liquidity and Ambiguity: Banks or Asset Markets?
Eichberger, Jürgen, (2007)
-
Long-term information, short-lived derivative securities
Bernhardt, Dan, (2000)
-
A Search-Based Theory of the On-the-Run Phenomenon
Vayanos, Dimitri, (2006)
- More ...
-
Market Liquidity -- Theory and Empirical Evidence
Vayanos, Dimitri, (2012)
-
Liquidity and Asset Prices : A Unified Framework
Vayanos, Dimitri, (2010)
-
Liquidity and Asset Prices : A Unified Framework
Vayanos, Dimitri, (2010)
- More ...