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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

The influence of real interest rates and risk premium effects on the ability of the nominal term structure to forecast inflation

Argyropoulos, Efthymios; Tzavalis, Elias - In: The quarterly review of economics and finance : journal … 80 (2021), pp. 785-796

Persistent link: https://www.econbiz.de/10012655704

Search for yield and business cycles

Oshima, Katsuhiro - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-24

Persistent link: https://www.econbiz.de/10012665104

The expected return on risky assets : international long-run evidence

Kuvshinov, Dmitry; Zimmermann, Kaspar - 2020

Persistent link: https://www.econbiz.de/10012504320

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

Real interest rates, inflation, and default

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

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

Term structures of inflation expectations and real interest rates

Aruoba, S. Borağan - In: Journal of business & economic statistics : JBES ; a … 38 (2020) 3, pp. 542-553

Persistent link: https://www.econbiz.de/10012262493

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

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

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

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