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| Author: | Johnson, T.C. |
| Title: | Dynamic liquidity in endowment economies |
| Journal: | Journal of Financial Economics
2006 : JUN, VOL. 80:3, p. 531-562 |
| Index terms: | asset valuation economics finance liquidity pricing |
| Language: | eng |
| Abstract: | In this article, the author examines variations in aggregate liquidity which appear in standard representative endowment economies. The results of the study have important implications for the pricing and hedging of liquidity risk. |
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