Working Paper

The liquidity premium in average interest rates


Abstract: This paper studies recent models of the liquidity effect of money on interest rates to determine if a systematic relationship between liquidity shocks and the economy could affect the average real interest rate.

Keywords: Interest rates; Liquidity (Economics);

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File(s): File format is application/pdf http://www.federalreserve.gov/pubs/ifdp/1992/432/ifdp432.pdf

Authors

Bibliographic Information

Provider: Board of Governors of the Federal Reserve System (U.S.)

Part of Series: International Finance Discussion Papers

Publication Date: 1992

Number: 432