An Equilibrium Term Structure Model with Recursive Preferences

被引：9

作者：

Le, Anh ^{[1
]}

Singleton, Kenneth J. ^{[2
,3
]}

机构：

[1] Univ N Carolina, Kenan Flagler Business Sch, Chapel Hill, NC 27599 USA

[2] Stanford Univ, Grad Sch Business, Stanford, CA 94305 USA

[3] Natl Bur Econ Res, Cambridge, MA 02138 USA

来源：

AMERICAN ECONOMIC REVIEW | 2010年 / 100卷 / 02期

关键词：

AFFINE MODELS; LONG-RUN; RISK; CONSUMPTION; PUZZLES; PREMIA;

D O I：

10.1257/aer.100.2.557

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：557 / 561

页数：5

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