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Self-Fulfilling Liquidity and the Coordination Premium

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Paper provided by Carnegie Mellon University, Tepper School of Business in its series GSIA Working Papers with number 2005-E3.

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Date of creation: Nov 2004
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Handle: RePEc:cmu:gsiawp:710428070

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Postal: Tepper School of Business, Carnegie Mellon University, 5000 Forbes Avenue, Pittsburgh, PA 15213-3890
Web page: http://www.tepper.cmu.edu/

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Cited by:
  1. Afonso, Gara, 2011. "Liquidity and congestion," Journal of Financial Intermediation, Elsevier, vol. 20(3), pages 324-360, July.
  2. Marta Gomez Puig, 2006. "The Impact of Monetary Union on EU-15 Sovereign Debt Yield Spreads," Working Papers in Economics 147, Universitat de Barcelona. Espai de Recerca en Economia.
  3. Gómez-Puig, Marta, 2008. "Monetary integration and the cost of borrowing," Journal of International Money and Finance, Elsevier, vol. 27(3), pages 455-479, April.
  4. Gara Minguez Afonso, 2008. "Liquidity and Congestion," 2008 Meeting Papers 926, Society for Economic Dynamics.

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