The liquidity premium in average interest rates

Published

Journal Article

We extend recent models of liquidity to study how a systematic relationship between monetary shocks and output affects the average real short-term interest rate. © 1992.

Full Text

Duke Authors

Cited Authors

  • John Coleman, W; Gilles, C; Labadie, P

Published Date

  • January 1, 1992

Published In

Volume / Issue

  • 30 / 3

Start / End Page

  • 449 - 465

International Standard Serial Number (ISSN)

  • 0304-3932

Digital Object Identifier (DOI)

  • 10.1016/0304-3932(92)90006-N

Citation Source

  • Scopus