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American Economic Review: Vol. 100 No. 2 (May 2010)
AER Volume. 100, Issue 2 |
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An Equilibrium Term Structure Model with Recursive Preferences
Article Citation
Le, Anh, and
Kenneth J. Singleton. 2010. "An Equilibrium Term Structure Model with Recursive Preferences."
American Economic Review,
100(2): 557-61.
DOI: 10.1257/aer.100.2.557
DOI: 10.1257/aer.100.2.557
Article Full-Text Access
Full-text Article
Authors
Le, Anh (U NC)
Singleton, Kenneth J. (Stanford U)
Singleton, Kenneth J. (Stanford U)
JEL Classifications
D81: Criteria for Decision-Making under Risk and Uncertainty
G12: Asset Pricing; Trading volume; Bond Interest Rates
G12: Asset Pricing; Trading volume; Bond Interest Rates

