An Equilibrium Term Structure Model with Recursive Preferences
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Volume (Year): 100 (2010)
Issue (Month): 2 (May)
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- Epstein, Larry G & Zin, Stanley E, 1989. "Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework," Econometrica, Econometric Society, vol. 57(4), pages 937-69, July.
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