An Equilibrium Term Structure Model with Recursive Preferences
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References listed on IDEAS
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- Francisco Ruge‐Murcia, 2017.
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- Doh, Taeyoung & Wu, Shu, 2016. "The Equilibrium Term Structure of Equity and Interest Rates," Research Working Paper RWP 16-11, Federal Reserve Bank of Kansas City.
More about this item
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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