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- W3123208772 abstract "The bond supply affects the yield curve through a wealth effect. We prove notably that a larger volume of titles shifts the level of the yield curve downward and increases its slope. Finally, credit constraints allow idiosyncratic and aggregate risks to interact and thus make interest rates more volatile." @default.
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- W3123208772 date "2007-01-01" @default.
- W3123208772 modified "2023-09-23" @default.
- W3123208772 title "Incomplete markets and the yield curve" @default.
- W3123208772 hasPublicationYear "2007" @default.
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