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
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|---|---|
| Authors: | Bletzinger, Tilman ; Lemke, Wolfgang ; Renne, Jean-Paul |
| Published in: |
Journal of financial econometrics. - Oxford : Oxford University Press, ISSN 1479-8417, ZDB-ID 2065613-0. - Vol. 23.2025, 2, Art.-No. nbae038, p. 1-35
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| 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 |
| 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