The liquidity premium in average interest rates
Publication
, Journal Article
John Coleman, W; Gilles, C; Labadie, P
Published in: Journal of Monetary Economics
January 1, 1992
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.
Duke Scholars
Published In
Journal of Monetary Economics
DOI
ISSN
0304-3932
Publication Date
January 1, 1992
Volume
30
Issue
3
Start / End Page
449 / 465
Related Subject Headings
- Economics
- 3803 Economic theory
- 3801 Applied economics
- 3502 Banking, finance and investment
- 1403 Econometrics
- 1402 Applied Economics
- 1401 Economic Theory
Citation
APA
Chicago
ICMJE
MLA
NLM
John Coleman, W., Gilles, C., & Labadie, P. (1992). The liquidity premium in average interest rates. Journal of Monetary Economics, 30(3), 449–465. https://doi.org/10.1016/0304-3932(92)90006-N
John Coleman, W., C. Gilles, and P. Labadie. “The liquidity premium in average interest rates.” Journal of Monetary Economics 30, no. 3 (January 1, 1992): 449–65. https://doi.org/10.1016/0304-3932(92)90006-N.
John Coleman W, Gilles C, Labadie P. The liquidity premium in average interest rates. Journal of Monetary Economics. 1992 Jan 1;30(3):449–65.
John Coleman, W., et al. “The liquidity premium in average interest rates.” Journal of Monetary Economics, vol. 30, no. 3, Jan. 1992, pp. 449–65. Scopus, doi:10.1016/0304-3932(92)90006-N.
John Coleman W, Gilles C, Labadie P. The liquidity premium in average interest rates. Journal of Monetary Economics. 1992 Jan 1;30(3):449–465.
Published In
Journal of Monetary Economics
DOI
ISSN
0304-3932
Publication Date
January 1, 1992
Volume
30
Issue
3
Start / End Page
449 / 465
Related Subject Headings
- Economics
- 3803 Economic theory
- 3801 Applied economics
- 3502 Banking, finance and investment
- 1403 Econometrics
- 1402 Applied Economics
- 1401 Economic Theory