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List of works by Dimitri Vayanos

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

scientific article published in November 2009

A Search-Based Theory of the On-the-Run Phenomenon

scientific article published in November 2006

An Institutional Theory of Momentum and Reversal

scientific article published in December 2008

Asset Management Contracts and Equilibrium Prices

scientific article published in September 2014

Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt

scientific article published in March 2013

Bond Supply and Excess Bond Returns

scientific article published in February 2008

Financial Markets where Traders Neglect the Informational Content of Prices

scientific article published in June 2015

Flight to Quality, Flight to Liquidity, and the Pricing of Risk

scientific article published in February 2004

Forward Guidance in the Yield Curve: Short Rates versus Bond Supply

scientific article published in December 2015

Limits of Arbitrage: The State of the Theory

scientific article published in March 2010

Liquidity Risk and the Dynamics of Arbitrage Capital

scientific article published in February 2014

Liquidity and Asset Prices: A Unified Framework

scientific article published in August 2009

Market Liquidity -- Theory and Empirical Evidence

scientific article published in July 2012

The Analytics of the Greek Crisis

scientific article published in June 2016

The Dynamics of Financially Constrained Arbitrage

scientific article published in March 2015

The Sovereign-Bank Diabolic Loop and ESBies

scientific article published in February 2016

Tracking Biased Weights: Asset Pricing Implications of Value-Weighted Indexing

scientific article published in December 2020