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If you liked A search-based theory of the on-the-run phenomenon by Dimitri Vayanos, start with Flight to quality, flight to liquidity, and the pricing of risk (2004), Equilibrium interest rate and liquidity premium under proportional transactions costs (1992), and Beyond Austerity (2017). These recommendations are drawn from the same author, shared genres, and reader overlap on BookOrb.
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What should I read after A search-based theory of the on-the-run phenomenon?
BookOrb recommends Flight to quality, flight to liquidity, and the pricing of risk (2004), Equilibrium interest rate and liquidity premium under proportional transactions costs (1992), Beyond Austerity (2017), Theories of Liquidity (2012), and Beyond Austerity - Reforming the Greek Economy (2017).
Are there books like A search-based theory of the on-the-run phenomenon?
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Who wrote A search-based theory of the on-the-run phenomenon?
A search-based theory of the on-the-run phenomenon is by Dimitri Vayanos.