A note on the notions of risk-premium and liquidity-premium in Hicks's and Keynes's analyses of the term structure of interest rates

L Fantacci, MC Marcuzzo… - The European Journal of …, 2014 - Taylor & Francis
While in Hicks's analysis there is the idea of a yield curve normally upward sloping, Keynes
does not appear to envisage a systematic positive spread between long-term and short-term …

A note on the notions of risk-premium and liquidity-premium in Hicks's and Keynes's analyses of the term structure of interest rates

L Fantacci, MC Marcuzzo, E Sanfilippo - EUROPEAN JOURNAL OF …, 2014 - air.unimi.it
While in Hicks's analysis there is the idea of a yield curve normally upward sloping, Keynes
does not appear to envisage a systematic positive spread between long-term and short-term …

A note on the notions of risk-premium and liquidity-premium in Hicks's and Keynes's analyses of the term structure of interest rates

L Fantacci, MC Marcuzzo, E Sanfilippo - … JOURNAL OF THE …, 2014 - iris.unibocconi.it
While in Hicks's analysis there is the idea of a yield curve normally upward sloping, Keynes
does not appear to envisage a systematic positive spread between long-term and short-term …

A note on the notions of risk-premium and liquidity-premium in Hicks's and Keynes's analyses of the term structure of interest rates

L Fantacci, MC Marcuzzo… - The European Journal of …, 2014 - econpapers.repec.org
While in Hicks's analysis there is the idea of a yield curve normally upward sloping, Keynes
does not appear to envisage a systematic positive spread between long-term and short-term …

A note on the notions of risk-premium and liquidity-premium in Hicks's and Keynes's analyses of the term structure of interest rates

L Fantacci, MC Marcuzzo… - The European Journal of …, 2014 - ideas.repec.org
While in Hicks's analysis there is the idea of a yield curve normally upward sloping, Keynes
does not appear to envisage a systematic positive spread between long-term and short-term …

A note on the notions of risk-premium and liquidity-premium in Hicks's and Keynes's analyses of the term structure of interest rates

L Fantacci, MC Marcuzzo… - European Journal of the …, 2014 - ingentaconnect.com
While in Hicks's analysis there is the idea of a yield curve normally upward sloping, Keynes
does not appear to envisage a systematic positive spread between long-term and short-term …

[引用][C] A note on the notions of risk-premium and liquidity-premium in Hicks's and Keynes's analyses of the term structure of interest rates.

L Fantacci, MC Marcuzzo… - European Journal of the …, 2014 - dialnet.unirioja.es

A note on the notions of risk-premium and liquidity-premium in Hicks's and Keynes's analyses of the term structure of interest rates.

L Fantacci, MC Marcuzzo… - European Journal of the …, 2014 - search.ebscohost.com
While in Hicks's analysis there is the idea of a yield curve normally upward sloping, Keynes
does not appear to envisage a systematic positive spread between long-term and short-term …

A note on the notions of risk-premium and liquidity-premium in Hicks's and Keynes's analyses of the term structure of interest rates

L Fantacci, MC Marcuzzo, E Sanfilippo - EUROPEAN JOURNAL OF …, 2014 - iris.uniroma1.it
While in Hicks's analysis there is the idea of a yield curve normally upward sloping, Keynes
does not appear to envisage a systematic positive spread between long-term and short-term …