Risk‐Sharing and the Term Structure of Interest Rates
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Finance,Accounting
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1111/jofi.13139
Reference51 articles.
1. Decomposing real and nominal yield curves
2. Term structures of asset prices and returns
3. Sources of Entropy in Representative Agent Models
4. A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets
5. Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
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