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Information, Production, and the Term Structure

Theodore E. Day

Journal of Political Economy 1986

The difference between the forward rate of interest implicit in the term structure of interest rates and the expected future spot rate is usually referred to as a liquidity premium. This paper examines the determinants of the liquidity premiums implicit in the term structure of real interest rates using a three-date economy with production. The sign of the liquidity premium is characterized in terms of the parameters that describe the uncertainty in the economy. The results suggest that the liquidity premiums implicit in the real term structure of interest rates may sometimes be negative.

DOI
10.1086/261367
Volume
94 (1)
Pages
167-184
Language
en
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