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Publications by Dimitri Vayanos

An Institutional Theory of Momentum and Reversal

Review of Financial Studies

English

Quantitative Easing and Unconventional Monetary Policy - An Introduction*

Economic Journal

English

An Institutional Theory of Momentum and Reversal

SSRN Electronic Journal

English

The Dynamics of Financially Constrained Arbitrage

English

Limits of Arbitrage: The State of the Theory

English

Transaction Costs and Asset Prices: A Dynamic Equilibrium Model

Review of Financial Studies

English

Equilibrium Interest Rate and Liquidity Premium With Transaction Costs

Economic Theory

English

A Preferred-Habitat Model of the Term Structure of Interest Rates

SSRN Electronic Journal

English