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Modeling the term structure of interest rates under non-separable utility and durability of goods

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Author Info
Dunn, Kenneth B.
Singleton, Kenneth J.
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Article provided by Elsevier in its journal Journal of Financial Economics.

Volume (Year): 17 (1986)
Issue (Month): 1 (September)
Pages: 27-55
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Handle: RePEc:eee:jfinec:v:17:y:1986:i:1:p:27-55

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Web page: http://www.elsevier.com/locate/inca/505576

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  11. Wayne E. Ferson & Ravi Jagannathan, 1996. "Econometric evaluation of asset pricing models," Staff Report 206, Federal Reserve Bank of Minneapolis. [Downloadable!]
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