Bond yields and debt supply: new evidence through the lens of a preferred-habitat model

DOI10.1080/14697688.2017.1287942zbMath1402.91813OpenAlexW2594338410MaRDI QIDQ4555156

Till Strohsal

Publication date: 19 November 2018

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/14697688.2017.1287942

zbMATH Keywords

bond supplyyield spreadstime-varying risk aversionpreferred-habitat

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20)

Cites Work

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