Efficient bond price approximations in non-linear equilibrium-based term structure models (Q2687853)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient bond price approximations in non-linear equilibrium-based term structure models |
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Efficient bond price approximations in non-linear equilibrium-based term structure models (English)
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7 March 2023
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DSGE model
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habit model
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higher order perturbation method
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long-run risk
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stochastic volatility
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