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Negative nominal interest rates and the liquidity premium

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  • Redding, Lee S.

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  • Redding, Lee S., 1999. "Negative nominal interest rates and the liquidity premium," Economics Letters, Elsevier, vol. 62(2), pages 213-216, February.
    • Handle: RePEc:eee:ecolet:v:62:y:1999:i:2:p:213-216
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    References listed on IDEAS

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    1. Boudoukh, Jacob & Whitelaw, Robert F, 1993. "Liquidity as a Choice Variable: A Lesson from the Japanese Government Bond Market," The Review of Financial Studies, Society for Financial Studies, vol. 6(2), pages 265-292.
    2. Amihud, Yakov & Mendelson, Haim, 1986. "Asset pricing and the bid-ask spread," Journal of Financial Economics, Elsevier, vol. 17(2), pages 223-249, December.
    3. repec:bla:jfinan:v:53:y:1998:i:5:p:1533-1562 is not listed on IDEAS
    4. Duffie, Darrell, 1996. "Special Repo Rates," Journal of Finance, American Finance Association, vol. 51(2), pages 493-526, June.
    5. Warga, Arthur, 1992. "Bond Returns, Liquidity, and Missing Data," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 27(4), pages 605-617, December.
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    Cited by:

    1. Peter Benczur, 2001. "Learning, noise traders, the volatility and the level of bond spreads," CERS-IE WORKING PAPERS 0114, Institute of Economics, Centre for Economic and Regional Studies.

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