Bond market clienteles, the yield curve, and the optimal maturity structure of government debt

Academic journals

Publication Date

01/08/2013

Review of Financial Studies

Publication Authors

Stéphane Guibaud

Yves Nosbusch

Guibaud, Stéphane, Nosbusch, Yves and Vayanos, Dimitri (2013) Bond market clienteles, the yield curve, and the optimal maturity structure of government debt. Review of Financial Studies, 26 (8). pp. 1914-1961. ISSN 0893-9454