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An Equilibrium Term Structure Model with Recursive Preferences

Anh Le, Kenneth J. Singleton
Year2010
VenueAmerican Economic Review
Typearticle
Citations25
DOI10.1257/aer.100.2.557
OpenAlexW2080425844

Topics

Stochastic processes and financial applicationsAffine transformationEconomicsMathematical economicsEconometricsCapital asset pricing model