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

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
Added link to MaRDI item.
links / mardi / namelinks / mardi / name
 

Revision as of 11:24, 30 January 2024

scientific article
Language Label Description Also known as
English
On the term structure of interest rates
scientific article

    Statements

    On the term structure of interest rates (English)
    0 references
    0 references
    0 references
    0 references
    1990
    0 references
    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.
    0 references
    0 references
    portfolio
    0 references
    neoclassical growth
    0 references
    random shocks
    0 references
    simulation
    0 references