Incomplete Markets, Liquidation Risk, and the Term Structure of Interest Rates

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

• Precautionary Saving Over the Business Cycle

  Open Access•Edouard Challe, Xavier Ragot•The Economic Journal•2016

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• Production Factor Returns

  Open Access•Gilbert Cette, Nicolas Dromel et al.•SSRN Electronic Journal•2011

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• Global Sourcing Under Imperfect Capital Markets

  Open Access•Juan Carluccio, Thibault Fally•SSRN Electronic Journal•2011

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• The Changing Role of House Price Dynamics Over the Business Cycle

  Open Access•Gilles Dufrénot, Sheheryar Malik•SSRN Electronic Journal•2010

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• Carbon Price and Optimal Extraction of a Polluting Fossil Fuel with Restricted Carbon Capture

  Open Access•Renaud Coulomb, Fanny Henriet•SSRN Electronic Journal•2011

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• The Predictive Information Content of External Imbalances for Exchange Rate Returns

  Pasquale Della Corte, Lucio Sarno et al.•The Review of Economics and…•2012

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• Incomplete Markets, Liquidation Risk, and the Term Structure of Interest Rates

  Open Access•Edouard Challe, François Le Grand et al.•SSRN Electronic Journal•2010

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• Time Series Analysis

  James D Hamilton•Time Series Analysis•1994

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• The equity premium

  Open Access•Rajnish Mehra, Edward C Prescott•Journal of Monetary Economics•1985

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• Market Liquidity and Funding Liquidity

  Markus K Brunnermeier, Leif Hemming Pedersen et al.•Review of Financial Studies•2009

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• Uninsured Idiosyncratic Risk and Aggregate Saving

  S Rao Aiyagari•The Quarterly Journal of Economics•1994

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• Heterogeneity, Aggregate Uncertainty, and the Short-Term Interest Rate

  Wouter J Dend Haan•Journal of Business and Economic…•1996

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• Unemployment Risk and Precautionary Wealth

  Christopher D Carroll, Karen E Dynan et al.•The Review of Economics and…•2003

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• Fiscal Developments in the Euro Area Beyond the Crisis

  Open Access•Gilles Dufrénot, Laurent Paul•SSRN Electronic Journal•2010

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• Incomplete Markets, Liquidation Risk, and the Term Structure of Interest Rates

  Open Access•Edouard Challe, François Le Grand et al.•SSRN Electronic Journal•2010

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• Are the Effects of Fiscal Changes Different in Times of Crisis and Non-Crisis? The French Case

  Open Access•Carine Bouthevillain, Gilles Dufrénot•SSRN Electronic Journal•2010

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• Do Product Market Regulations in Upstream Sectors Curb Productivity Growth? Panel Data Evidence for OECD Countries

  Renaud Bourlès, Gilbert Cette et al.•National Bureau of Economic…•2010

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• Are Government Bonds Net Wealth

  Robert J Barros, Robert J Barro•Journal of Political Economy•1974

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• The Aggregate Demand for Treasury Debt

  Arvind Krishnamurthy, Annette Vissing-Jorgensen et al.•Journal of Political Economy•2012

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• Evaluating the Effects of Incomplete Markets on Risk Sharing and Asset Pricing

  John Heaton, J B Heaton et al.•Journal of Political Economy•1996

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• Private and Public Supply of Liquidity

  Bengt Holmström, Jean Tirole•Journal of Political Economy•1998

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• Consumption and Liquidity Constraints

  Stephen P Zeldes•Journal of Political Economy•1989

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• Asset Pricing with Heterogeneous Consumers

  George M Constantinides, Darrell Duffie•Journal of Political Economy•1996

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