The following pages link to (Q4868518):
Displaying 9 items.
- A numerical approach to obtain the yield curves with different risk-neutral drifts (Q409791) (← links)
- Transaction costs, trading volume, and the liquidity premium (Q471168) (← links)
- Equilibrium interest rate and liquidity premium with transaction costs (Q1293736) (← links)
- Optimal investment and consumption with transaction costs (Q1336583) (← links)
- Estimating asset pricing models with frictions (Q1783453) (← links)
- Liquidity of secondary capital markets: Allocative efficiency and the maturity composition of the capital stock (Q1906024) (← links)
- Ambiguity premium and transaction costs (Q1984415) (← links)
- Equilibrium asset pricing with transaction costs (Q2022762) (← links)
- Asset pricing with general transaction costs: Theory and numerics (Q6054360) (← links)