This website uses cookies.

By clicking the "Accept" button or continuing to browse our site, you agree to first-party and session-only cookies being stored on your device to enhance site navigation and analyze site performance and traffic. For more information on our use of cookies, please see our Privacy Policy.

  1. Home
  2. Journals
  3. American Economic Review
  4. May 2010
  5. An Equilibrium Term Structure Model with Recursive Preferences

An Equilibrium Term Structure Model with Recursive Preferences

Download Full Text PDF

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

JEL Classification

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