The Role of Bounded Rationality in Macro-Finance Affine Term-Structure Models
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- Tack Yun & Eunmi Ko & Jinsook Kim, 2013. "The Role of Bounded Rationality in Macro-Finance Affine Term-Structure Models," 2013 Meeting Papers 527, Society for Economic Dynamics.
References listed on IDEAS
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More about this item
KeywordsRational Inattention; Robustness; Affine Term Structure Models; No-Arbitrage;
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2013-02-16 (All new papers)
- NEP-MAC-2013-02-16 (Macroeconomics)
- NEP-ORE-2013-02-16 (Operations Research)
- NEP-UPT-2013-02-16 (Utility Models & Prospect Theory)
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