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The term structure of interest rates in real and monetary economies · Study

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ArticleThe term structure of interest rates in real and monetary economies

Wouter J. Den Haan1995

Article1995

The term structure of interest rates in real and monetary economies

Wouter J. Den Haan

112 citations·0/0 files stored·Journal of Economic Dynamics and Control

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Economic theories and models Monetary Policy and Economic Impact Stochastic processes and financial applications

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References

1985A Theory of the Term Structure of Interest Rates 1985The equity premium: A puzzle 1978Asset Prices in an Exchange Economy 1979An intertemporal asset pricing model with stochastic consumption and investment opportunities 1988Production, growth and business cycles 1988THE EQUITY PREMIUM PUZZLE AND THE RISK-FREE RATE PUZZLE 1995Inflation Persistence 1992Interest Rate Volatility and the Term Structure: A Two-Factor General Equilibrium Model

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2005Macro Factors and the Affine Term Structure of Interest Rates 2010The Term Structure of Interest Rates in a DSGE Model 2010News Shocks and the Slope of the Term Structure of Interest Rates

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Details

Year1995

Typearticle

Published1995-07-01

VenueJournal of Economic Dynamics and Control

ISSN-L0165-1889

Languageen

Citations112

Files0 public / 0

ShelfEconomic theories and models

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doi10.1016/0165-1889(94)00813-w

openalex_workW2013677412

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