Ambiguity Aversion and the Term Structure of Interest Rates
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- Patrick Gagliardini & Paolo Porchia & Fabio Trojani, 2009. "Ambiguity Aversion and the Term Structure of Interest Rates," Review of Financial Studies, Society for Financial Studies, vol. 22(10), pages 4157-4188, October.
- Patrick Gagliardini & Paolo Porchia & Fabio Trojani, 2007. "Ambiguity Aversion and the Term Structure of Interest Rates," University of St. Gallen Department of Economics working paper series 2007 2007-29, Department of Economics, University of St. Gallen.
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Citations
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Cited by:
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Cahiers de recherche
08-02, HEC Montréal, Institut d'économie appliquée.
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- repec:eee:jetheo:v:179:y:2019:i:c:p:1-56 is not listed on IDEAS
More about this item
Keywords
General Equilibrium; Term Structure of Interest Rates; Ambiguity Aversion; Expectations; Hypothesis; Campbell-Shiller Regression;JEL classification:
- C68 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computable General Equilibrium Models
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
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