Similar Search Results - EconBiz

Modeling the term structure of interest rates under nonseparable utility and durability of goods

Dunn, Kenneth B.; Singleton, Kenneth J. - 1984

Persistent link: https://www.econbiz.de/10002099740

Modeling the Term Structure of Interest Rates Under Nonseparable Utilityand Duriability of Goods

Dunn, Kenneth B.; Singleton, Kenneth J. - 2021

This paper investigates the term structure relations implied by a two-good model in which goods are durable and the preference function of consimters may be non separable both over time and the decision variables. The parameters characterizing preferences are estimated and the implied...

Persistent link: https://www.econbiz.de/10013227909

Modeling the Term Structure of Interest Rates Under Nonseparable Utilityand Duriability of Goods

Dunn, Kenneth B. - 1984

This paper investigates the term structure relations implied by a two-good model in which goods are durable and the preference function of consimters may be non separable both over time and the decision variables. The parameters characterizing preferences are estimated and the implied...

Persistent link: https://www.econbiz.de/10012477674

Call options, points, and dominance restrictions on debt contracts

Dunn, Kenneth B.; Spatt, Chester S. - In: The journal of finance : the journal of the American … 54 (1999) 6, pp. 2317-2337

Persistent link: https://www.econbiz.de/10001496837

The effect of refinancing costs and market imperfections on the optimal call strategy and the pricing of debt contracts

Dunn, Kenneth B.; Spatt, Chester S. - In: Real estate economics : journal of the American Real … 33 (2005) 4, pp. 595-617

Persistent link: https://www.econbiz.de/10003381304

A three-factor approach for hedging mortgage-backed securities

Dunn, Kenneth B. (contributor) - In: The handbook of mortgage-backed securities, (pp. 1009-1022). 2006

Persistent link: https://www.econbiz.de/10003274087

Econometric issues in the analysis of equilibrium business cycle models

Singleton, Kenneth J. - In: Journal of monetary economics 21 (1988), pp. 191-450

Persistent link: https://www.econbiz.de/10001268705

Econometric analysis of representative agent intertemporal asset pricing models

Singleton, Kenneth J. - 1994

Persistent link: https://www.econbiz.de/10001327443

Estimation of affine asset pricing models using the empirical characteristic function

Singleton, Kenneth J. - In: Journal of econometrics 102 (2001) 1, pp. 111-141

Persistent link: https://www.econbiz.de/10001575288

Pricing coupon-bond options and swaptions in affine term structure models

Singleton, Kenneth J. - In: Mathematical finance : an international journal of … 12 (2002) 4, pp. 427-446

Persistent link: https://www.econbiz.de/10001741956

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