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

[31] RECURSIVE COMPETITIVE-EQUILIBRIUM - THE CASE OF HOMOGENEOUS HOUSEHOLDS [J]. ECONOMETRICA, 1980, 48 (06) : 1365 - 1379

[32] A CONTINUOUS-TIME EQUILIBRIUM-MODEL OF FORWARD PRICES AND FUTURES PRICES IN A MULTIGOOD ECONOMY [J]. JOURNAL OF FINANCIAL ECONOMICS, 1981, 9 (04) : 347 - 371

[33] ROLL R, 1970, BEHAVIOR INTEREST RA

[34] VALUATION OF UNCERTAIN INCOME STREAMS AND PRICING OF OPTIONS [J]. BELL JOURNAL OF ECONOMICS, 1976, 7 (02): : 407 - 425

[35] Rubinstein M., 1974, J FINANC ECON, V1, P225

[36] Shiller R. J., 1982, CARNEGIE-ROCHESTER C, V17, P203, DOI DOI 10.1016/0167-2231(82)90046-X

[37] VOLATILITY OF LONG-TERM INTEREST-RATES AND EXPECTATIONS MODELS OF THE TERM STRUCTURE [J]. JOURNAL OF POLITICAL ECONOMY, 1979, 87 (06) : 1190 - 1219

[38] TESTING SPECIFICATIONS OF ECONOMIC AGENTS INTERTEMPORAL OPTIMUM PROBLEMS IN THE PRESENCE OF ALTERNATIVE MODELS [J]. JOURNAL OF ECONOMETRICS, 1985, 30 (1-2) : 391 - 413

[39] EXPECTATIONS MODELS OF THE TERM STRUCTURE AND IMPLIED VARIANCE BOUNDS [J]. JOURNAL OF POLITICAL ECONOMY, 1980, 88 (06) : 1159 - 1176

[40] CONSUMPTION AND EQUILIBRIUM INTEREST-RATES IN STOCHASTIC PRODUCTION ECONOMIES [J]. JOURNAL OF FINANCE, 1984, 39 (01) : 77 - 92

[31] RECURSIVE COMPETITIVE-EQUILIBRIUM - THE CASE OF HOMOGENEOUS HOUSEHOLDS [J]. ECONOMETRICA, 1980, 48 (06) : 1365 - 1379

[32] A CONTINUOUS-TIME EQUILIBRIUM-MODEL OF FORWARD PRICES AND FUTURES PRICES IN A MULTIGOOD ECONOMY [J]. JOURNAL OF FINANCIAL ECONOMICS, 1981, 9 (04) : 347 - 371

[33] ROLL R, 1970, BEHAVIOR INTEREST RA

[34] VALUATION OF UNCERTAIN INCOME STREAMS AND PRICING OF OPTIONS [J]. BELL JOURNAL OF ECONOMICS, 1976, 7 (02): : 407 - 425

[35] Rubinstein M., 1974, J FINANC ECON, V1, P225

[36] Shiller R. J., 1982, CARNEGIE-ROCHESTER C, V17, P203, DOI DOI 10.1016/0167-2231(82)90046-X

[37] VOLATILITY OF LONG-TERM INTEREST-RATES AND EXPECTATIONS MODELS OF THE TERM STRUCTURE [J]. JOURNAL OF POLITICAL ECONOMY, 1979, 87 (06) : 1190 - 1219

[38] TESTING SPECIFICATIONS OF ECONOMIC AGENTS INTERTEMPORAL OPTIMUM PROBLEMS IN THE PRESENCE OF ALTERNATIVE MODELS [J]. JOURNAL OF ECONOMETRICS, 1985, 30 (1-2) : 391 - 413

[39] EXPECTATIONS MODELS OF THE TERM STRUCTURE AND IMPLIED VARIANCE BOUNDS [J]. JOURNAL OF POLITICAL ECONOMY, 1980, 88 (06) : 1159 - 1176

[40] CONSUMPTION AND EQUILIBRIUM INTEREST-RATES IN STOCHASTIC PRODUCTION ECONOMIES [J]. JOURNAL OF FINANCE, 1984, 39 (01) : 77 - 92