The Effect of Interest-Rate Risk on Liquidity Premiums: An Empirical Investigation

Robert A. Olsen

Journal of Financial and Quantitative Analysis, 1974, vol. 9, issue 5, 901-910

Abstract: This paper investigates the relationship between interest-rate risk and liquidity premiums on U.S. Treasury bills. Interest-rate risk stems from uncertainty about the future general level of market interest rates.

Date: 1974
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