Another Look at Yield Spreads: The Role of Liquidity
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- Type
- article
- Published
- 2002-01-01
- Cited by
- 3
- References
- 45
- Access
- Open access
- OpenAlex
- https://openalex.org/W1520714445
- Semantic Scholar
- https://api.semanticscholar.org/CorpusID:263112200
Keywords
Liquidity premium, Market liquidity, Liquidity risk, Yield (engineering), Liquidity trap
References
- Money in the Bank
- An Analysis of the Reserve Market: Interpreting Vector Autoregressions Using a Theoretical Model
- Interest Rate Expectations and the Slope of the Money Market Yield Curve
- Do Stationary Risk Premia Explain it All? Evidence from the Term Struct
- The money market
- Monetary Policy and the Term Structure of Interest Rates
- The money market
- Monetary Policy with a Touch of Basel
- New Hope for the Expectations Hypothesis of the Term Structure of Interest Rates
- The Federal Funds Market under Bank Deregulation
- Is the Conventional View of Discount Window Borrowing Consistent with the Behavior of Weekly Reporting Banks
- The Daily Market for Federal Funds
- Money and Asset Prices in a Cash-in-Advance Economy
- Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates
- Interest rates and currency prices in a two-country world
- Endogenous term premia and anomalies in the term structure of interest rates: explaining the predictability smile
- LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
- Costs of Adjustment, Portfolio Separation, and the Dynamic Behavior of Bank Loans and Deposits
- Expectations and the Treasury Bill-Federal Funds Rate Spread over Recent Monetary Policy Regimes
- Dynamic monetary control and interest rate stabilization
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