Liquidity Cost Premia
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References listed on IDEAS
- Spencer, Peter D., 2000. "The Structure and Regulation of Financial Markets," OUP Catalogue, Oxford University Press, number 9780198776109.
- W. Scott Frame & Lawrence J. White, 2005.
"Fussing and Fuming over Fannie and Freddie: How Much Smoke, How Much Fire?,"
Journal of Economic Perspectives,
American Economic Association, vol. 19(2), pages 159-184, Spring.
- W. Scott Frame & Lawrence J. White, 2004. "Fussing and fuming over Fannie and Freddie: how much smoke, how much fire?," FRB Atlanta Working Paper 2004-26, Federal Reserve Bank of Atlanta.
- Lawrence White & W. Scott Frame, 2004. "Fussing and Fuming over Fannie and Freddie: How Much Smoke, How Much Fire?," Working Papers 04-27, New York University, Leonard N. Stern School of Business, Department of Economics.
- Stiglitz, Joseph E & Weiss, Andrew, 1981. "Credit Rationing in Markets with Imperfect Information," American Economic Review, American Economic Association, vol. 71(3), pages 393-410, June.
More about this item
KeywordsC88; E43; G13; liquidity constraints; borrowing cost premia; call option to defer; real estate economics; computer simulation;
- C88 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Other Computer Software
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
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