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American Economic Review: Vol. 100 No. 2 (May 2010)

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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

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Le, Anh (U NC)
Singleton, Kenneth J. (Stanford U)

JEL Classifications

D81: Criteria for Decision-Making under Risk and Uncertainty
G12: Asset Pricing; Trading volume; Bond Interest Rates


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