Incomplete markets, liquidation risk, and the term structure of interest rates
Year of publication: |
2013
|
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Authors: | Challe, Edouard ; Le Grand, François ; Ragot, Xavier |
Published in: |
Journal of economic theory. - Amsterdam : Elsevier, ISSN 0022-0531, ZDB-ID 410539-4. - Vol. 148.2013, 6, p. 2483-2519
|
Subject: | Incomplete markets | Borrowing constraint | Yield curve | Unvollkommener Markt | Incomplete market | Zinsstruktur | Theorie | Theory | Liquiditätsbeschränkung | Liquidity constraint | Finanzmarkt | Financial market | Kapitaleinkommen | Capital income | Risikoprämie | Risk premium | Risiko | Risk | Öffentliche Anleihe | Public bond |
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