Term Structure of Interest Rates Under Recursive Preferences in Continuous Time
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Volume (Year): 15 (2008)
Issue (Month): 3 (December)
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References listed on IDEAS
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- Cox, John C & Ingersoll, Jonathan E, Jr & Ross, Stephen A, 1985. "A Theory of the Term Structure of Interest Rates," Econometrica, Econometric Society, vol. 53(2), pages 385-407, March.
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