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A consumption-based model of the term structure of interest rates

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  • Wachter, Jessica A.

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Bibliographic Info

Article provided by Elsevier in its journal Journal of Financial Economics.

Volume (Year): 79 (2006)
Issue (Month): 2 (February)
Pages: 365-399

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Handle: RePEc:eee:jfinec:v:79:y:2006:i:2:p:365-399

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

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References

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  37. Ravi Bansal & Hao Zhou, 2001. "Term structure of interest rates with regime shifts," Finance and Economics Discussion Series 2001-46, Board of Governors of the Federal Reserve System (U.S.).
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