Term Structure of Interest Rates Under Recursive Preferences in Continuous Time
| Year of publication: |
2008
|
|---|---|
| Authors: | Nakamura, Hisashi ; Nakayama, Keita ; Takahashi, Akihiko |
| Published in: |
Asia-Pacific Financial Markets. - Springer, ISSN 1387-2834. - Vol. 15.2008, 3, p. 273-305
|
| Publisher: |
Springer |
| Subject: | Term structure of interest rates | Recursive preference | Continuous time |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005727034