A Search-Based Theory of the On-the-Run Phenomenon

Pierre-Olivier Weill () and Dimitri Vayanos ()
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Dimitri Vayanos: Finance New York University

No 701, 2005 Meeting Papers from Society for Economic Dynamics

Keywords: Treasury Market; Liquidity; Search (search for similar items in EconPapers)
JEL-codes: G12 C78 (search for similar items in EconPapers)
New Economics Papers: this item is included in nep-fin
Date: 2005
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http://repec.org/sed2005/up.5268.1107193203.pdf (application/pdf)

Related works:
Working Paper: A Search-Based Theory of the On-the-Run Phenomenon (2007)
Working Paper: A Search-Based Theory of the On-the-Run Phenomenon (2006)
Working Paper: A Search-Based Theory of the On-the-Run Phenomenon (2006)
Journal Article: A Search-Based Theory of the On-the-Run Phenomenon (2008)
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Persistent link: http://EconPapers.repec.org/RePEc:red:sed005:701

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