Evaluating an alternative risk preference in affine term structure models

Review of Financial Studies

Volumn 17, Issue 2, 2004, Pages 379-404

  Duarte, Jefferson ^a,b,c  

^a UNIVERSITY OF WASHINGTON   (United States)

^b IBMEC ^*  (United States)

^c UNIVERSITY OF WASHINGTON   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 4344586181     PISSN: 08939454     EISSN: None     Source Type: Journal    
DOI: 10.1093/rfs/hhg046     Document Type: Article

References (21)

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