On the term structure of interest rates (Q753626)
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scientific article; zbMATH DE number 4181068
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | On the term structure of interest rates |
scientific article; zbMATH DE number 4181068 |
Statements
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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0.8377668857574463
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0.7903339266777039
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0.7829736471176147
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0.7806450128555298
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0.7798676490783691
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