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  3. American Economic Review
  4. May 2010
  5. An Equilibrium Term Structure Model with Recursive Preferences

American Economic Review

ISSN 0002-8282 (Print) | ISSN 1944-7981 (Online)

An Equilibrium Term Structure Model with Recursive Preferences

  • Anh Le
  • Kenneth J. Singleton
American Economic Review
vol. 100, no. 2, May 2010
(pp. 557–61)
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Citation

Le, Anh, and Kenneth J. Singleton. 2010. "An Equilibrium Term Structure Model with Recursive Preferences." American Economic Review, 100 (2): 557–61. DOI: 10.1257/aer.100.2.557

JEL Classification

  • D81 Criteria for Decision-Making under Risk and Uncertainty
  • G12 Asset Pricing; Trading volume; Bond Interest Rates