@article{howdoesliquidityshapetheyieldcurve,
  title = {How does liquidity shape the yield curve?},
  author = {Victor Le Coz and Iacopo Mastromatteo and Michael Benzaquen},
  year = {2024},
  eprint = {2409.12282},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2409.12282v2},
}