Time-varying risk aversion and inflation-consumption correlation in an equilibrium term structure model
Tilman Bletzinger, Wolfgang Lemke and Jean-Paul Renne
| Year of publication: |
2025
|
|---|---|
| Authors: | Bletzinger, Tilman ; Lemke, Wolfgang ; Renne, Jean-Paul |
| Subject: | term structure model | inflation risk premiums | demand and supply | risk aversion | Zinsstruktur | Yield curve | Risikoprämie | Risk premium | Risikoaversion | Risk aversion | Theorie | Theory | Schätzung | Estimation |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/jjfinec/nbae038 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015339166