Risk aversion, intertemporal substitution, and the term structure of interest rates
Year of publication: |
2012
|
---|---|
Authors: | Garcia, René ; Luger, Richard |
Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 27.2012, 6, p. 1013-1036
|
Subject: | Zinsstruktur | Yield curve | Dynamisches Gleichgewicht | Dynamic equilibrium | USA | United States | 1959-2004 |
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