Habit formation and macroeconomic models of the term structure of interest rates

Journal of Finance

Volumn 62, Issue 6, 2007, Pages 3009-3063

  Buraschi, Andrea ^a   Jiltsov, Alexei ^b  

^a IMPERIAL COLLEGE LONDON   (United Kingdom)

^b LEHMAN BROTHERS   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 36649025502     PISSN: 00221082     EISSN: 15406261     Source Type: Journal    
DOI: 10.1111/j.1540-6261.2007.01299.x     Document Type: Article

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