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Incomplete markets, liquidation risk, and the term structure of interest rates

Citations

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Cited by:

  1. Olivier Allais & Yann Algan & Edouard Challe & Xavier Ragot, 2020. "The Welfare Cost of Inflation Risk under Imperfect Insurance," Annals of Economics and Statistics, GENES, issue 138, pages 1-20.
  2. Edouard Challe & Xavier Ragot, 2016. "Precautionary Saving Over the Business Cycle," Economic Journal, Royal Economic Society, vol. 126(590), pages 135-164, February.
  3. François Grand & Xavier Ragot, 2016. "Incomplete markets and derivative assets," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 62(3), pages 517-545, August.
  4. Yann Algan & Olivier Allais & Edouard Challe & Xavier Ragot, 2016. "The Welfare Cost of Inflation Risk Under Imperfect Insurance," Sciences Po Economics Discussion Papers 2016-08, Sciences Po Departement of Economics.
  5. repec:spo:wpmain:info:hdl:2441/562ju27dra9dnp6j4nvhq0tgfq is not listed on IDEAS
  6. repec:hal:spmain:info:hdl:2441/666pgupb1p905befsuijtv7nqq is not listed on IDEAS
  7. repec:hal:spmain:info:hdl:2441/562ju27dra9dnp6j4nvhq0tgfq is not listed on IDEAS
  8. Le Grand, François & Ragot, Xavier, 2021. "Sovereign default and liquidity: The case for a world safe asset," Journal of International Economics, Elsevier, vol. 131(C).
  9. repec:hal:spmain:info:hdl:2441/3jhmd4ib388m99gnolvi8klga2 is not listed on IDEAS
  10. Robert Boyer, 2013. "Macroeconomics after the crisis: bringing finance back in," Chapters, in: Mats Benner (ed.), Before and Beyond the Global Economic Crisis, chapter 4, pages 72-93, Edward Elgar Publishing.
  11. repec:spo:wpmain:info:hdl:2441/666pgupb1p905befsuijtv7nqq is not listed on IDEAS
  12. Geromichalos, Athanasios & Herrenbrueck, Lucas M. & Salyer, Kevin D., 2016. "A search-theoretic model of the term premium," Theoretical Economics, Econometric Society, vol. 11(3), September.
  13. Edouard Challe & Xavier Ragot, 2010. "Aggregate Consumption in Times of Crisis: The Role of Financial Frictions -super-1," CESifo Economic Studies, CESifo Group, vol. 56(4), pages 627-648, December.
  14. Grand, François Le & Ragot, Xavier, 2018. "A class of tractable incomplete-market models for studying asset returns and risk exposure," European Economic Review, Elsevier, vol. 103(C), pages 39-59.
  15. Xavier Ragot & Francois Le Grand, 2010. "Prices and volumes of options: A simple theory of risk sharing when markets are incomplete," 2010 Meeting Papers 300, Society for Economic Dynamics.
  16. Xavier Ragot, 2017. "Hétérogénéité et économie : inégalité et imperfections financières," Revue d'économie financière, Association d'économie financière, vol. 0(4), pages 109-124.
  17. repec:spo:wpmain:info:hdl:2441/1p7ctioc2n80gp0icks5dssdsa is not listed on IDEAS
  18. repec:spo:wpecon:info:hdl:2441/3jhmd4ib388m99gnolvi8klga2 is not listed on IDEAS
  19. Olivier Allais & Yann Algan & Edouard Challe & Xavier Ragot, 2020. "The Welfare Cost of Inflation Risk under Imperfect Insurance," Annals of Economics and Statistics, GENES, issue 138, pages 1-20.
  20. repec:hal:wpspec:info:hdl:2441/3jhmd4ib388m99gnolvi8klga2 is not listed on IDEAS
  21. repec:hal:spmain:info:hdl:2441/4331vs7k488ou947ueeh5laj5l is not listed on IDEAS
  22. Olivier Allais & Yann Algan & Edouard Challe & Xavier Ragot, 2015. "The Welfare Cost of Inflation Risk Under Imperfect Insurance," Working Papers hal-01169656, HAL.
  23. Le Grand, François, 2019. "Perron–Frobenius theory recovers more than you might think: The example of limited participation," Economics Letters, Elsevier, vol. 174(C), pages 186-188.
  24. xavier Ragot & Francois Le Grand, 2018. "Sovereign Default and Liquidity: The Case for a World Safe," 2018 Meeting Papers 889, Society for Economic Dynamics.
  25. François Legrand & Xavier Ragot, 2016. "Optimal policy with heterogeneous agents and aggregate shocks : An application to optimal public debt dynamics," 2016 Meeting Papers 1272, Society for Economic Dynamics.
  26. Edouard Challe & Xavier Ragot, 2010. "Aggregate Consumption in Times of Crisis: The Role of Financial Frictions," Post-Print halshs-00754434, HAL.
  27. repec:hal:spmain:info:hdl:2441/44p5b18ktf9akqdlpcqbsctlcs is not listed on IDEAS
  28. repec:spo:wpmain:info:hdl:2441/3jhmd4ib388m99gnolvi8klga2 is not listed on IDEAS
  29. Gabriel Desgranges & Ms. Celine Rochon, 2014. "Optimal Maturity Structure of Sovereign Debt in Situation of Near Default," IMF Working Papers 2014/168, International Monetary Fund.
  30. repec:hal:wpspec:info:hdl:2441/4331vs7k488ou947ueeh5laj5l is not listed on IDEAS
  31. repec:hal:spmain:info:hdl:2441/1p7ctioc2n80gp0icks5dssdsa is not listed on IDEAS
  32. Tiago Berriel & Rodrigo Abreu, 2015. "Long Term Debt and Credit Crisis in a Liquidity Constrained Economy," Textos para discussão 644, Department of Economics PUC-Rio (Brazil).
  33. repec:spo:wpmain:info:hdl:2441/44p5b18ktf9akqdlpcqbsctlcs is not listed on IDEAS
  34. Xavier Ragot, 2017. "Hétérogénéité et économie : inégalité et imperfections financières," Revue d'économie financière, Association d'économie financière, vol. 0(4), pages 109-124.
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