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Vayanos, Dimitri ORCID: 0000-0002-0944-4914 and Vila, Jean-Luc (2021) A preferred-habitat model of the term structure of interest rates. Econometrica, 89 (1). 77 - 112. ISSN 0012-9682
Vayanos, Dimitri and Vila, Jean-Luc (1999) Equilibrium interest rate and liquidity premium with transaction costs. Economic Theory, 13 (3). pp. 509-539. ISSN 1432-0479
Vayanos, Dimitri and Vila, Jean-Luc (2009) A preferred-habitat model of the term structure of interest rates. Financial Markets Group Discussion Papers (641). Financial Markets Group, The London School of Economics and Political Science, London, UK.