On the term structure of interest rates (Q753626): Difference between revisions

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Latest revision as of 13:27, 21 June 2024

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On the term structure of interest rates
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    On the term structure of interest rates (English)
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    1990
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    This paper examines the explanatory power of a neoclassical growth model with a technology undergoing random shocks. In particular the authors focus on three specific topics of the term structure of interest rates and contrast results drawn from the empirical literature with those they obtained by simulation.
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    portfolio
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    neoclassical growth
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    random shocks
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    simulation
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