RISK PREMIUMS IN THE TERM STRUCTURE - EVIDENCE FROM ARTIFICIAL ECONOMIES

[1] BACKUS DK, 1987, 348 FED RES BANK MIN

[2] BARTON EE, 1962, BIOMETRIKA, V49, P351

[3] INTERTEMPORAL ASSET PRICING MODEL WITH STOCHASTIC CONSUMPTION AND INVESTMENT OPPORTUNITIES [J]. JOURNAL OF FINANCIAL ECONOMICS, 1979, 7 (03) : 265 - 296

[4] BROCK WA, 1982, EC INFORMATION UNCER, P1

[5] THE EMPIRICAL IMPLICATIONS OF THE COX, INGERSOLL, ROSS THEORY OF THE TERM STRUCTURE OF INTEREST-RATES [J]. JOURNAL OF FINANCE, 1986, 41 (03) : 617 - 630

[6] CONSTANTINIDES G, 1988, HABIT FORMATION RESO

[7] A THEORY OF THE TERM STRUCTURE OF INTEREST-RATES [J]. ECONOMETRICA, 1985, 53 (02) : 385 - 407

[8] MODELING THE TERM STRUCTURE OF INTEREST-RATES UNDER NONSEPARABLE UTILITY AND DURABILITY OF GOODS [J]. JOURNAL OF FINANCIAL ECONOMICS, 1986, 17 (01) : 27 - 55

[9] ENGEL RF, 1987, ECONOMETRICA, V55, P391

[10] AUTOREGRESSIVE CONDITIONAL HETEROSCEDASTICITY WITH ESTIMATES OF THE VARIANCE OF UNITED-KINGDOM INFLATION [J]. ECONOMETRICA, 1982, 50 (04) : 987 - 1007

[1] BACKUS DK, 1987, 348 FED RES BANK MIN

[2] BARTON EE, 1962, BIOMETRIKA, V49, P351

[3] INTERTEMPORAL ASSET PRICING MODEL WITH STOCHASTIC CONSUMPTION AND INVESTMENT OPPORTUNITIES [J]. JOURNAL OF FINANCIAL ECONOMICS, 1979, 7 (03) : 265 - 296

[4] BROCK WA, 1982, EC INFORMATION UNCER, P1

[5] THE EMPIRICAL IMPLICATIONS OF THE COX, INGERSOLL, ROSS THEORY OF THE TERM STRUCTURE OF INTEREST-RATES [J]. JOURNAL OF FINANCE, 1986, 41 (03) : 617 - 630

[6] CONSTANTINIDES G, 1988, HABIT FORMATION RESO

[7] A THEORY OF THE TERM STRUCTURE OF INTEREST-RATES [J]. ECONOMETRICA, 1985, 53 (02) : 385 - 407

[8] MODELING THE TERM STRUCTURE OF INTEREST-RATES UNDER NONSEPARABLE UTILITY AND DURABILITY OF GOODS [J]. JOURNAL OF FINANCIAL ECONOMICS, 1986, 17 (01) : 27 - 55

[9] ENGEL RF, 1987, ECONOMETRICA, V55, P391

[10] AUTOREGRESSIVE CONDITIONAL HETEROSCEDASTICITY WITH ESTIMATES OF THE VARIANCE OF UNITED-KINGDOM INFLATION [J]. ECONOMETRICA, 1982, 50 (04) : 987 - 1007