The consumption-based determinants of the term structure of discount rates

Author:

Gollier Christian

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Finance,Statistics and Probability

Reference38 articles.

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2. Backus, D., Foresi, S., Telmer, C.: Discrete-time models of bond pricing, NBER Working Paper 6736 (1998)

3. Barsky R.B. (1989). Why don’t the prices of stocks and bonds move together?. Am. Econ. Rev. 79: 1132–1145

4. Campbell (1986). Bond and stock returns in a simple exchange model. Q. J. Econ. 101: 785–804

5. Cochrane J.H. (1988). How big is the random walk in GNP?. J. Polit. Econ. 96: 893–920

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