Bond Portfolios and Two-Fund Separation in the Lucas Asset-Pricing Model
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More about this item
KeywordsDynamically complete markets; general equilibrium; consol; bonds; interest rate fluctuation; reinvestment risk; bond laddering;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2007-04-09 (All new papers)
- NEP-DGE-2007-04-09 (Dynamic General Equilibrium)
- NEP-MAC-2007-04-09 (Macroeconomics)
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