Incomplete Markets, Liquidation Risk, and the Term Structure of Interest Rates
Bibliographic Data
| ID | 19081486 |
|---|---|
| Authors | Edouard Challe (corresponding author), François Le Grand (0000-0002-1505-5851), Xavier Ragot |
| Year | 2010 |
| Publication date | 2010-01-01 |
| Peer Reviewed | Yes |
| Open Access | Yes |
| Type | ARTICLE |
| Venue | SSRN Electronic Journal (REPOSITORY) |
| Journal identifiers | ISSN: 1556-5068 • E-ISSN: 1556-5068 |
| Publisher | RELX Group (Netherlands) (PUBLISHER • NL) |
| DOI | 10.2139/ssrn.1705986 |
| OpenAlex | W1594744316 |
| Language | EN |
| Citations received | 7 |
| References cited | 63 |
Bond · Bond market · Econometrics · Economics · Government bond · Hedge · Incomplete markets · Interest rate · Microeconomics · Monetary economics · Systematic risk · Yield curve · Economic theories and models · Monetary Policy and Economic Impact · Stochastic processes and financial applications · Finance
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| Unique citing works | 7 |
|---|---|
| Citations per year | 0,44 |
| Citation span | 2010 - 2016 (7) |
| Citation velocity | historical |
| Highly cited | No |
| Citation types | Neutral: 6 |