[PDF][PDF] Macroeconomic Implications of Term Structures of Interest Rates under Stochastic Differential Utility with Non-Unitary EIS
H Nakamura, W Nozawa, A Takahashi - 2009 - core.ac.uk
Abstract: This paper proposes a continuous-time term-structure model under stochastic
differential utility with non-unitary elasticity of intertemporal substitution (EIS, henceforth) in a …
differential utility with non-unitary elasticity of intertemporal substitution (EIS, henceforth) in a …
[PDF][PDF] Macroeconomic Implications of Term Structures of Interest Rates under Stochastic Differential Utility with Non-Unitary EIS
H Nakamura, W Nozawa, A Takahashi - 2009 - cirje.eu-tokyo.ac.jp
Abstract: This paper proposes a continuous-time term-structure model under stochastic
differential utility with non-unitary elasticity of intertemporal substitution (EIS, henceforth) in a …
differential utility with non-unitary elasticity of intertemporal substitution (EIS, henceforth) in a …
Macroeconomic Implications of Term Structures of Interest Rates Under Stochastic Differential Utility with Non-Unitary EIS.
H Nakamura, W Nozawa… - Asia-Pacific Financial …, 2009 - search.ebscohost.com
This paper proposes a continuous-time term-structure model under stochastic differential
utility with non-unitary elasticity of intertemporal substitution (EIS, henceforth) in a …
utility with non-unitary elasticity of intertemporal substitution (EIS, henceforth) in a …