Search Results for: Risk Aversion Intertemporal Substitution And The Term Structure Of Interest Rates

Risk Aversion, Intertemporal Substitution, and the Term Structure of Interest Rates

Risk Aversion, Intertemporal Substitution, and the Term Structure of Interest Rates
Author :
Publisher :
Total Pages : 51
Release :
ISBN-10 : OCLC:426220977
ISBN-13 :
Rating : 4/5 (77 Downloads)
DOWNLOAD EBOOK
Book Synopsis Risk Aversion, Intertemporal Substitution, and the Term Structure of Interest Rates by : René Garcia

Download or read book Risk Aversion, Intertemporal Substitution, and the Term Structure of Interest Rates written by René Garcia and published by . This book was released on 2009 with total page 51 pages. Available in PDF, EPUB and Kindle. Book excerpt:


Risk Aversion, Intertemporal Substitution, and the Term Structure of Interest Rates Related Books

Risk Aversion, Intertemporal Substitution, and the Term Structure of Interest Rates
Language: en
Pages: 51

Risk Aversion, Intertemporal Substitution, and the Term Structure of Interest Rates

Authors: René Garcia
Categories:
Type: BOOK - Published: 2009 - Publisher:

DOWNLOAD EBOOK

Intertemporal Substitution, Risk Aversion and Short Term Interest Rates
Language: en
Pages: 52

Intertemporal Substitution, Risk Aversion and Short Term Interest Rates

Authors: Fernando Restoy
Categories: Capital assets pricing model
Type: BOOK - Published: 1992 - Publisher:

DOWNLOAD EBOOK

This paper analyzes the implications of a general representative agent intertemporal asset pricing model on the determination of the short term interest rates.
The term structure of interest rates in a DSGE model with recursive preferences
Language: en
Pages: 49

The term structure of interest rates in a DSGE model with recursive preferences

Authors: Jules H. van Binsbergen
Categories: Economics
Type: BOOK - Published: 2010 - Publisher:

DOWNLOAD EBOOK

We solve a dynamic stochastic general equilibrium (DSGE) model in which the representative household has Epstein and Zin recursive preferences. The parameters g
The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences
Language: en
Pages: 49

The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences

Authors: Jesús Fernández-Villaverde
Categories: Equilibrium (Economics)
Type: BOOK - Published: 2010 - Publisher:

DOWNLOAD EBOOK

We solve a dynamic stochastic general equilibrium (DSGE) model in which the representative household has Epstein and Zin recursive preferences. The parameters g
The Term Structure of Interest Rate in an Economy Where Investors Have Heterogeneous Recursive Preferences
Language: en
Pages: 33

The Term Structure of Interest Rate in an Economy Where Investors Have Heterogeneous Recursive Preferences

Authors: Sergey Isaenko
Categories:
Type: BOOK - Published: 2010 - Publisher:

DOWNLOAD EBOOK

This paper presents an equilibrium model of the term structure of interest rates when investors have heterogeneous recursive preferences. We consider a pure exc