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

Challe, Edouard; Le Grand, François; Ragot, Xavier - In: Journal of Economic Theory 148 (2013) 6, pp. 2483-2519

We analyse the term structure of interest rates in a general equilibrium model with incomplete markets, borrowing constraint, and positive net supply of government bonds. Uninsured idiosyncratic shocks generate bond trades, while aggregate shocks cause fluctuations in the trading price of bonds....

Persistent link: https://www.econbiz.de/10011043037

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Martinez-Miera, David; Repullo, Rafael - 2015

Persistent link: https://www.econbiz.de/10011392173

The expected real yield and inflation components of the nominal yield curve

Lange, Ronald H. - In: The North American journal of economics and finance : a … 39 (2017), pp. 1-18

Persistent link: https://www.econbiz.de/10011878571

Demographics and real interest rates : inspecting the mechanism

Carvalho, Carlos Viana de; Ferrero, Andrea; Nechio, Fernanda - In: European economic review : EER 88 (2016), pp. 208-226

Persistent link: https://www.econbiz.de/10011770871

Examining real interest parity : which component reverts quickest and in which regime?

Sirichand, Kavita; Vivian, Andrew; Wohar, Mark E. - In: International review of financial analysis 39 (2015), pp. 72-83

Persistent link: https://www.econbiz.de/10011573075

The puzzle of persistently negative interest-rate-growth differentials : financial repression or income catch-up?

Escolano, Julio; Shabunina, Anna; Woo, Jaejoon - In: Fiscal studies : the journal of the Institute for … 38 (2017) 2, pp. 179-217

Persistent link: https://www.econbiz.de/10011734393

Long-term investment with stochastic interest and inflation rates : the need for inflation-indexed bonds

Mkaouar, Farid; Prigent, Jean-Luc; Abid, Ilyes - In: Economic modelling 67 (2017), pp. 228-247

Persistent link: https://www.econbiz.de/10011813816

Real term structure forecasts of consumption growth

Argyropoulos, Efthymios; Tzavalis, Elias - In: Journal of empirical finance 33 (2015), pp. 208-222

Persistent link: https://www.econbiz.de/10011556880

Real interest rates, inflation, and default

Hur, Sewon; Kondo, Illenin; Perri, Fabrizio - 2018

Persistent link: https://www.econbiz.de/10012110442

Core and "crust" : consumer prices and the term structure of interest rates

Ajello, Andrea; Benzoni, Luca; Chyruk, Olena - In: The review of financial studies 33 (2020) 8, pp. 3719-3765

Persistent link: https://www.econbiz.de/10012249751