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Long-term interest rates, risk premia and unconventional monetary policy
Jones, Callum; Kulish, Mariano - In: Journal of economic dynamics & control 37 (2013) 12, pp. 2547-2561
Persistent link: https://www.econbiz.de/10010348122
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The costs of suboptimal dynamic asset allocation : general results and applications to interest rate risk, stock volatility risk, and growth/value tilts
Larsen, Linda Sandris; Munk, Claus - In: Journal of economic dynamics & control 36 (2012) 2, pp. 266-293
Persistent link: https://www.econbiz.de/10009489609
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On the term structure of interest rates
Donaldson, John B. - In: Journal of economic dynamics & control 14 (1990) 3, pp. 571-596
Persistent link: https://www.econbiz.de/10001092395
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The term structure of interest rates over the business cycle
Labadie, Pamela - In: Journal of economic dynamics & control 18 (1994) 3, pp. 671-697
Persistent link: https://www.econbiz.de/10001160924
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The term structure of interest rates in real and monetary economies
Den Haan, Wouter J. - In: Journal of economic dynamics & control 19 (1995) 5, pp. 909-940
Persistent link: https://www.econbiz.de/10001184978
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A direct discrete-time approach to Poisson-Gaussian bond option pricing in the Heath-Jarrow-Morton model
Das, Sanjiv R. - In: Journal of economic dynamics & control 23 (1999) 3, pp. 333-369
Persistent link: https://www.econbiz.de/10001254303
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Reconciling the term structure of interest rates with the consumption-based ICAP model
Canova, Fabio - In: Journal of economic dynamics & control 20 (1996) 4, pp. 709-750
Persistent link: https://www.econbiz.de/10001194699
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Loss aversion, habit formation and the term structures of equity and interest rates
Curatola, Giuliano - In: Journal of economic dynamics & control 53 (2015), pp. 103-122
Persistent link: https://www.econbiz.de/10011526865
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Government debt, learning and the term structure
Sinha, Arunima - In: Journal of economic dynamics & control 53 (2015), pp. 268-289
Persistent link: https://www.econbiz.de/10011526963
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Equilibrium variance risk premium in a cost-free production economy
Ruan, Xinfeng; Zhang, Jin E. - In: Journal of economic dynamics & control 96 (2018), pp. 42-60
Persistent link: https://www.econbiz.de/10012004952