The Long-run Risk Model: Dynamics and Cyclicality of Interest Rates
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More about this item
Keywords
long run risk; cyclicality; interest rates;All these keywords.
JEL classification:
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
NEP fields
This paper has been announced in the following NEP Reports:- NEP-MAC-2007-10-06 (Macroeconomics)
- NEP-MON-2007-10-06 (Monetary Economics)
- NEP-RMG-2007-10-06 (Risk Management)
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