On the term structure of interest rates (Q753626): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 02:08, 5 March 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
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
portfolio
0 references
neoclassical growth
0 references
random shocks
0 references
simulation
0 references