Incomplete markets, liquidation risk, and the term structure of interest rates
Year of publication: |
2013
|
---|---|
Authors: | Challe, Edouard ; Le Grand, François ; Ragot, Xavier |
Published in: |
Journal of Economic Theory. - Elsevier, ISSN 0022-0531. - Vol. 148.2013, 6, p. 2483-2519
|
Publisher: |
Elsevier |
Subject: | Incomplete markets | Borrowing constraint | Yield curve |
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