State prices, liquidity, and default
Year of publication: |
2009
|
---|---|
Authors: | Espinoza, Raphaël ; Goodhart, Charles. ; Tsomocos, Dimitrios |
Published in: |
Economic Theory. - Springer. - Vol. 39.2009, 2, p. 177-194
|
Publisher: |
Springer |
Subject: | Cash-in-advance constraints | Default | Asset prices | Risk-neutral probabilities |
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