Bond risk premia in consumption‐based models (Q4991634)
From MaRDI portal
scientific article; zbMATH DE number 7354548
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bond risk premia in consumption‐based models |
scientific article; zbMATH DE number 7354548 |
Statements
Bond risk premia in consumption‐based models (English)
0 references
3 June 2021
0 references
bond risk premia
0 references
term structure of interest rates
0 references
stochastic rate of time preference
0 references
MCMC
0 references
particle filter
0 references
recursive preferences
0 references
stochastic volatility
0 references
