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A note on the deterministic shift extension and the affine dynamic Nelson-Sie...
International audience -
Incomplete markets, liquidation risk, and the term structure of interest rates
We analyse the term structure of interest rates in a general equilibrium model with incomplete markets, borrowing constraint, and positive net supply of government... -
Incomplete markets, liquidation risk, and the term structure of interest rates
We analyse the term structure of interest rates in a general equilibrium model with incomplete markets, borrowing constraint, and positive net supply of government...
