Reconciling the term structure of interest rates with the consumption-based ICAP model-Reference-Cited by-同舟云学术

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Reconciling the term structure of interest rates with the consumption-based ICAP model

Published:1996-04 Issue:4 Volume:20 Page:709-750
ISSN:0165-1889
Container-title:Journal of Economic Dynamics and Control
language:en
Short-container-title:Journal of Economic Dynamics and Control

Author:

Canova Fabio,Marrinan Jane

Publisher

Elsevier BV

Subject

Applied Mathematics,Control and Optimization,Economics and Econometrics

Reference69 articles.

1. Risk premiums in the term structure: Evidence from artificial economies;Backus;Journal of Monetary Economics,1989

2. Prediction in dynamic models with time dependent conditional variances;Baillie;Journal of Econometrics,1992

3. An equilibrium model of nominal bond prices with inflation-output correlations;Boudoukh;Journal of Money, Banking and Credit,1993

4. An intertemporal asset pricing model with stochastic consumption and investment opportunities;Breeden;Journal of Financial Economics,1979

5. Consumption, production, inflation and interest rates: A synthesis;Breeden;Journal of Financial Economics,1986

Cited by 3 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. The Yield Curve and Macroeconomic Dynamics*;The Economic Journal;2008-11

2. House prices and rents in Spain: Does the discount factor matter?;Journal of Housing Economics;2007-11

3. House Prices and Rents in Spain: Does the Discount Factor Matter?;SSRN Electronic Journal;2006

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