A search-theoretic model of the term premium

DOI10.3982/TE1945zbMath1395.91474MaRDI QIDQ4586057

Kevin D. Salyer, Athanasios Geromichalos, Lucas Herrenbrueck

Publication date: 11 September 2018

Published in: Theoretical Economics (Search for Journal in Brave)

zbMATH Keywords

yield curveliquiditymonetary-search modelsover-the-counter markets

Mathematics Subject Classification ID

Interest rates, asset pricing, etc. (stochastic models) (91G30)

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