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The Liquidity Premium and the Solidity Premium

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  • Woodward, Susan E

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  • Woodward, Susan E, 1983. "The Liquidity Premium and the Solidity Premium," American Economic Review, American Economic Association, vol. 73(3), pages 348-361, June.
    • Handle: RePEc:aea:aecrev:v:73:y:1983:i:3:p:348-61
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    Cited by:

    1. Mark Fisher & Christian Gilles, "undated". "Around and Around: The Expectations Hypothesis," Finance and Economics Discussion Series 1996-17, Board of Governors of the Federal Reserve System (U.S.), revised 04 Dec 2019.
    2. Shiller, Robert J. & Huston McCulloch, J., 1990. "The term structure of interest rates," Handbook of Monetary Economics, in: B. M. Friedman & F. H. Hahn (ed.), Handbook of Monetary Economics, edition 1, volume 1, chapter 13, pages 627-722, Elsevier.
    3. William C Handorf, 2016. "CAMEL to CAMELS: The risk of sensitivity," Journal of Banking Regulation, Palgrave Macmillan, vol. 17(4), pages 273-287, November.
    4. John Y. Campbell, 1986. "Bond and Stock Returns in a Simple Exchange Model," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 101(4), pages 785-803.
    5. Dušan Staniek, 2018. "The Expectations Hypothesis in the Theory and Practice of Current Interest Rate Instruments [Hypotéza očekávání v teorii a praxi současných úrokových instrumentů]," Český finanční a účetní časopis, Prague University of Economics and Business, vol. 2018(2), pages 61-79.
    6. Gevorgyan Ruben & Melikyan Narine, 2004. "Missing Data Problem and the Empirical Yield Curve Analysis. An Example of T-bills Market in Armenia," EERC Working Paper Series 04-03e, EERC Research Network, Russia and CIS.

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