Macroeconomic implications of term structures of interest rates under stochastic differential utility with non-unitary EIS

H Nakamura, W Nozawa, A Takahashi - Asia-Pacific Financial Markets, 2009 - Springer
This paper proposes a continuous-time term-structure model under stochastic differential
utility with non-unitary elasticity of intertemporal substitution (EIS, henceforth) in a …
被引用次数：7 相关文章

Macroeconomic Implications of Term Structures of Interest Rates Under Stochastic Differential Utility with Non-Unitary EIS

H Nakamura, W Nozawa, A Takahashi - Asia-Pacific Financial Markets, 2009 - infona.pl
This paper proposes a continuous-time term-structure model under stochastic 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, A Takahashi - 2008 - econpapers.repec.org
This paper proposes a continuous-time term-structure model under stochastic differential
utility with non-unitary elasticity of intertemporal substitution (EIS, henceforth) in a …
[PDF] researchgate.net

[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 - researchgate.net
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 …

Macroeconomic Implications of Term Structures of Interest Rates under Stochastic Differential Utility with Non-Unitary IES

H Nakamura, W Nozawa, A Takahashi - urai2.econ.osaka-u.ac.jp
This paper proposes a continuous-time term-structure model under stochastic differential
utility with non-unitary intertemporal elasticity of substitution (IES, henceforth) in a …

Macroeconomic Implications of Term Structures of Interest Rates under Stochastic Differential Utility with Non-Unitary IES

H Nakamura, W Nozawa, A Takahashi - econ.keio.ac.jp
This paper proposes a continuous-time term-structure model under stochastic differential
utility with non-unitary intertemporal elasticity of substitution (IES, henceforth) in a …
[PDF] u-tokyo.ac.jp

[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 …
[PDF] core.ac.uk

[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 …

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.proquest.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 …

Macroeconomic Implications of Term Structures of Interest Rates under Stochastic Differential Utility with Non-Unitary EIS

H Nakamura, W Nozawa, A Takahashi - 2008 - ideas.repec.org
This paper proposes a continuous-time term-structure model under stochastic differential
utility with non-unitary elasticity of intertemporal substitution (EIS, henceforth) in a …