Equilibrium Yield Curves
收藏NBER2006-10-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w12609
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资源简介：
This paper considers how the role of inflation as a leading business-cycle indicator affects the pricing of nominal bonds. We examine a representative agent asset pricing model with recursive utility preferences and exogenous consumption growth and inflation. We solve for yields under various
提供机构：
美国国家经济研究局
创建时间：
2006-10-01
