Long run forward rates and long yields of bonds and options in heterogeneous equilibria
OPEN ACCESS
Author / Producer
Date
2008
Publication Type
Journal Article
ETH Bibliography
yes
Citations
Altmetric
OPEN ACCESS
Data
Rights / License
Permanent link
Publication status
published
External links
Editor
Book title
Journal / series
Volume
12 (2)
Pages / Article No.
245 - 264
Publisher
Springer
Event
Edition / version
Methods
Software
Geographic location
Date collected
Date created
Subject
Heterogeneity; Asset prices; Yield curve; Forward rates; Option
Organisational unit
03793 - Malamud, Semyon (ehemalig)
Notes
Received 25 July 2007, Accepted 22 October 2007, Published online 13 December 2007. It was possible to publish this article open access thanks to a Swiss National Licence with the publisher