Title of article

A consumption-based model of the term structure of interest rates

Author/Authors

Jessica A. Wachter، نويسنده ,

Issue Information

روزنامه با شماره پیاپی سال 2006

Pages

35

From page

365

To page

399

Keywords

Expectations puzzle , Term structure , Affine models , Habit formation , Risk premium

Journal title

Journal of Financial Economics

Serial Year

2006

Journal title

Journal of Financial Economics

Record number

257808