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| Author: | Bisiere, C. |
| Title: | Effet richesse et effet information dans la structure par terme des taux d'interet |
| Journal: | Finance
1996 : JUN, Vol. 17:1, p 7-29 |
| Index terms: | INTEREST RATES FINANCIAL MODELS |
| Language: | fre |
| Abstract: | Wealth effect and information effect in the term structure of interest rates. Using a discrete time general equilibrium model of the term structure of interest rates, the authors seek to determine the sign of the liquidity and solidity premiums - which jointly characterize the term structure - depending on the nature and structure of the uncertainty. |
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