Incomplete markets, liquidation risk, and the term structure of interest rates

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Author
Challe, Edouard
Le Grand, François
Ragot, Xavier
Date
2013-11
Type
  • Journal Article
Publication status
published
External links
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Journal / series
Journal of economic theory
Volume
148(6)
Pages / Article No.
2483 - 2519
Publisher
Elsevier
Subject
Incomplete markets; Borrowing constraint; Yield curve
Organisational unit
03877 - Bommier, Antoine  
Notes
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Citations
Cited 3 times in Web of Science
ETH Bibliography
yes
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