Incomplete Equilibrium Model for Bond Investments
The paper presents a multiagent equilibrium model with discrete cash flow in an incomplete market, deriving the equilibrium interest rate and market price of risk for government bonds.
Featured in No. 56 on 10 Jul 2024 · 3 days after release
- Released
- 7 Jul 2024
- First featured
- No. 56 · 10 Jul 2024
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- Not yet, as far as Semantic Scholar knows
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- Identifier
- SSRN 4887743
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