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Consumption and asset prices with recursive preferences : continous-time approximations to discrete-time models

Fisher, Mark - 1999

Persistent link: https://www.econbiz.de/10001427379

Forces that shape the yield curve

Fisher, Mark - In: Economic review 86 (2001) 1, pp. 1-15

Persistent link: https://www.econbiz.de/10001581205

Modeling the term structure of interest rates : an introduction

Fisher, Mark - In: Economic review 89 (2004) 3, pp. 41-62

Persistent link: https://www.econbiz.de/10002421525

Fitting the US term structure at the Federal Reserve Board

Fisher, Mark - In: Zero-coupon yield curves : technical documentation, (pp. 34-37). 2005

Persistent link: https://www.econbiz.de/10003288612

Consumption and asset prices with homothetic recursive preferences

Fisher, Mark; Gilles, Christian - 1999

Persistent link: https://www.econbiz.de/10001427381

Fitting the term structure of interest rates with smoothing splines

Fisher, Mark; Nychka, Douglas W.; Zervos, David - 1995

Persistent link: https://www.econbiz.de/10000923674

Around and around : the expectations hypothesis

Gilles, Christian; Fisher, Mark - 1996

Persistent link: https://www.econbiz.de/10000938506

Around and around : the expectations hypothesis

Fisher, Mark - In: The journal of finance : the journal of the American … 53 (1998) 1, pp. 365-383

Persistent link: https://www.econbiz.de/10001235479

Consumption and Asset Prices with Homothetic Recursive Preferences

Fisher, Mark - 2015

When preferences are homothetic, utility can be expressed in terms of current consumption and a variable that captures all information about future opportunities. We use this observation to express the differential equation that characterizes utility as a restriction on the information variable...

Persistent link: https://www.econbiz.de/10013032671