The liquidity premium in average interest rates

Wilbur Coleman, Christian Gilles and Pamela Labadie

No 432, International Finance Discussion Papers from Board of Governors of the Federal Reserve System (U.S.)

Abstract: This paper studies recent models of the liquidity effect of money on interest rates to determine if a systematic relationship between liquidity shocks and the economy could affect the average real interest rate.

Keywords: Interest rates; Liquidity (Economics) (search for similar items in EconPapers)
Date: 1992
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Citations: View citations in EconPapers (9)

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