Construct · 1 fields · 1 citations

preferred habitat model: a standalone construct

One name. One construct. A landmark on the map.

● anchor · a standalone construct Nearest construct by meaning·not indexed

A single standalone construct; nearby constructs are located against it in the Collider. Tap a field for its definition, unit, and measures.

Asset pricing

a term structure model in which investors favor specific maturities and arbitrageurs bridge them, so supply and demand shocks move yields.

In asset pricing, preferred habitat model refers to a term structure model in which investors favor specific maturities and arbitrageurs bridge them, so supply and demand shocks move yields. This meaning comes from Vayanos (2021) in Econometrica.[1]

Unit
Recovery means
Measured by

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Nearby constructs

asset2 fields · 2 citationsjingle · one word, two constructs bridge1 fields · 1 citationsanchor · a standalone construct demand4 fields · 4 citationsjingle · one word, four constructs

References

Vayanos, D., & Vila, J. (2021). A Preferred‐Habitat Model of the Term Structure of Interest Rates. Econometrica, 89(1), 77-112. https://doi.org/10.3982/ecta17440

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