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

DOI10.1016/j.jet.2013.10.003zbMath1284.91328WikidataQ62629994 ScholiaQ62629994MaRDI QIDQ2434235

Edouard Challe, François Le Grand, Xavier Ragot

Publication date: 5 February 2014

Published in: Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jet.2013.10.003

zbMATH Keywords

incomplete markets; yield curve; borrowing constraint

Mathematics Subject Classification ID

91B50: General equilibrium theory

Related Items

Incomplete markets and derivative assets, Perron-Frobenius theory recovers more than you might think: the example of limited participation

Cites Work

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