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~institution:"Finance Research Centre, Oxford University"
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cash-in-advance constraints
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risk-neutral probabilities
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state prices
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term structure of interest rate
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term structure of interest rates
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Espinoza, Raphael A.
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Goodhart, Charles A. E.
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Tsomocos, Dimitrios P.
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Finance Research Centre, Oxford University
Department of Economics, Oxford University
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Institut für Mathematische Wirtschaftsforschung, Universität Bielefeld
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Endogenous
State
Prices
, Liquidity, Default, and the Yield Curve
Espinoza, Raphael A.
;
Goodhart, Charles A. E.
; …
-
Finance Research Centre, Oxford University
-
2007
We show, in an exchange economy with default, liquidity constraints and no aggregate uncertainty, that
state
prices
in …
Persistent link: https://www.econbiz.de/10005730011
Saved in:
2
Endogenous
State
Prices
, Liquidity, Default, and the Yield Curve
Espinoza, Raphael A.
;
Goodhart, Charles A. E.
; …
-
Finance Research Centre, Oxford University
-
2006
We show, in an exchange economy with default, liquidity constraints and no aggregate uncertainty, that
state
prices
in …
Persistent link: https://www.econbiz.de/10005730002
Saved in:
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