مرکز منطقه ای اطلاع رساني علوم و فناوري - A consumption-based model of the term structure of interest rates

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 :

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

Link To Document :