MODELING THE TERM STRUCTURE OF INTEREST-RATES UNDER NONSEPARABLE UTILITY AND DURABILITY OF GOODS

被引：161

作者：

DUNN, KB ^{[1
]}

SINGLETON, KJ ^{[1
]}

机构：

[1] NATL BUR ECON RES,CAMBRIDGE,MA 02138

来源：

JOURNAL OF FINANCIAL ECONOMICS | 1986年 / 17卷 / 01期

关键词：

D O I：

10.1016/0304-405X(86)90005-X

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

收藏

页码：27 / 55

页数：29

相关论文

共 41 条

[1] INTERTEMPORAL ASSET PRICING MODEL WITH STOCHASTIC CONSUMPTION AND INVESTMENT OPPORTUNITIES
BREEDEN, DT
[J]. JOURNAL OF FINANCIAL ECONOMICS, 1979, 7 (03) : 265 - 296
[2] PRICES OF STATE-CONTINGENT CLAIMS IMPLICIT IN OPTION PRICES
BREEDEN, DT
LITZENBERGER, RH
[J]. JOURNAL OF BUSINESS, 1978, 51 (04) : 621 - 651
[3] BREEDEN DT, 1986, UNPUB J FINANCIAL EC
[4] BROCK W, 1980, EC UNCERTAINTY
[5] A SIMPLE ECONOMETRIC-APPROACH FOR UTILITY-BASED ASSET PRICING-MODELS
BROWN, DP
GIBBONS, MR
[J]. JOURNAL OF FINANCE, 1985, 40 (02) : 359 - 381
[6] CHRISTIANO LJ, 1984, UNPUB EFFECTS AGGREG
[7] OPTIMAL BOND TRADING WITH PERSONAL TAXES
CONSTANTINIDES, GM
INGERSOLL, JE
[J]. JOURNAL OF FINANCIAL ECONOMICS, 1984, 13 (03) : 299 - 335
[8] THE CONSUMPTION BASED ASSET PRICING MODEL - A NOTE ON POTENTIAL TESTS AND APPLICATIONS
CORNELL, B
[J]. JOURNAL OF FINANCIAL ECONOMICS, 1981, 9 (01) : 103 - 108
[9] COX JC, 1981, J FINANC, V36, P769
[10] AN INTERTEMPORAL GENERAL EQUILIBRIUM-MODEL OF ASSET PRICES
COX, JC
INGERSOLL, JE
ROSS, SA
[J]. ECONOMETRICA, 1985, 53 (02) : 363 - 384

← 1 2 3 4 5 →