Long run risks in the term structure of interest rates: estimation
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- Taeyoung Doh, 2013. "Long‐Run Risks In The Term Structure Of Interest Rates: Estimation," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(3), pages 478-497, April.
- Taeyoung Doh, 2008. "Long Run Risks in the Term Structure of Interest Rates : Estimation," 2008 Meeting Papers 137, Society for Economic Dynamics.
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- Startz Richard & Tsang Kwok Ping, 2012.
"Nonexponential Discounting: A Direct Test And Perhaps A New Puzzle,"
The B.E. Journal of Macroeconomics, De Gruyter, vol. 12(1), pages 1-35, November.
- Startz, Richard & Tsang, Kwok Ping, 2012. "Nonexponential Discounting: A Direct Test And Perhaps A New Puzzle," University of California at Santa Barbara, Economics Working Paper Series qt8pw4h6vk, Department of Economics, UC Santa Barbara.
- Gonzalez-Astudillo, Manuel, 2009. "An Equilibrium Model of the Term Structure of Interest Rates: Recursive Preferences at Play," MPRA Paper 19153, University Library of Munich, Germany.
- Bjørn Eraker & Ivan Shaliastovich & Wenyu Wang, 2016. "Durable Goods, Inflation Risk, and Equilibrium Asset Prices," The Review of Financial Studies, Society for Financial Studies, vol. 29(1), pages 193-231.
- Francisco Ruge‐Murcia, 2017.
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Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(2), pages 379-400, March.
- RUGE-MURCIA, Francisco J., 2012. "Skewness Risk and Bond Prices," Cahiers de recherche 2012-14, Universite de Montreal, Departement de sciences economiques.
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"Rational Ignorance in Long-run Risk Models,"
International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, vol. 17(1), pages 43-54, June.
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This paper has been announced in the following NEP Reports:- NEP-CBA-2009-01-10 (Central Banking)
- NEP-MAC-2009-01-10 (Macroeconomics)
- NEP-MON-2009-01-10 (Monetary Economics)
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