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

Pierre-Olivier Weill and Dimitri Vayanos

No 701, 2005 Meeting Papers from Society for Economic Dynamics

Keywords: Treasury Market; Liquidity; Search (search for similar items in EconPapers)
JEL-codes: C78 G12 (search for similar items in EconPapers)
Date: 2005
New Economics Papers: this item is included in nep-fin
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Citations: View citations in EconPapers (8)

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Related works:
Journal Article: A Search‐Based Theory of the On‐the‐Run Phenomenon (2008)
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 (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)
Working Paper: A search-based theory of the on-the-run phenomenon (2005)
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Persistent link: https://EconPapers.repec.org/RePEc:red:sed005:701

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