A Preferred‐Habitat Model of the Term Structure of Interest Rates

DOI10.3982/ECTA17440zbMath1478.91179OpenAlexW4214558946MaRDI QIDQ5012751

Dimitri Vayanos, Jean-Luc Vila

Publication date: 25 November 2021

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3982/ecta17440

zbMATH Keywords

interest ratesmonetary policygovernment debtlimited arbitragebond risk premia

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Interest rates, asset pricing, etc. (stochastic models) (91G30)

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